Access Statistics for Todd Clark

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Bayesian evaluation of alternative models of trend inflation 0 0 2 89 0 0 9 253
A Bayesian evaluation of alternative models of trend inflation 0 0 0 17 0 0 3 82
A New Model of Inflation, Trend Inflation, and Long-Run Inflation Expectations 0 2 3 138 1 6 12 193
A comparison of two approaches to measuring common and idiosyncratic components in sets of time series variables 0 0 0 0 0 0 4 214
Advances in forecast evaluation 0 0 2 153 1 3 19 289
Advances in forecast evaluation 0 0 3 158 1 2 16 262
An empirical assessment of the relationships among inflation and short- and long-term expectations 1 2 12 178 3 6 24 451
Approximately Normal Tests for Equal Predictive Accuracy in Nested Models 0 1 6 165 3 6 26 586
Approximately normal tests for equal predictive accuracy in nested models 0 0 3 207 2 5 16 814
Assessing International Commonality in Macroeconomic Uncertainty and Its Effects 0 0 3 14 0 1 16 28
Assessing International Commonality in Macroeconomic Uncertainty and Its Effects 0 0 5 66 0 3 23 113
Assessing International Commonality in Macroeconomic Uncertainty and Its Effects 0 1 5 46 1 3 21 48
Averaging forecasts from VARs with uncertain instabilities 0 0 0 85 0 2 8 202
Averaging forecasts from VARs with uncertain instabilities 0 0 0 63 0 0 5 173
Averaging forecasts from VARs with uncertain instabilities 0 0 0 79 0 0 5 253
Bayesian VARs: Specification Choices and Forecast Accuracy 0 1 5 172 2 9 31 396
Bayesian VARs: specification choices and forecast accuracy 1 2 6 412 2 5 34 610
Borders and business cycles 0 0 2 121 1 2 12 368
Borders and business cycles 0 0 0 148 1 1 15 524
Business cycle fluctuations in U.S. regions and industries: the roles of national, region-specific, and industry-specific shocks 0 0 0 0 0 0 4 230
Can out-of-sample forecast comparisons help prevent overfitting? 0 0 0 685 0 2 7 2,511
Capturing Macroeconomic Tail Risks with Bayesian Vector Autoregressions 4 12 141 141 15 37 152 152
Combining forecasts from nested models 0 0 0 48 1 1 6 127
Combining forecasts from nested models 0 0 0 105 2 5 17 419
Combining forecasts from nested models 0 0 0 146 3 6 20 590
Common Drifting Volatility in Large Bayesian VARs 1 2 4 110 2 4 11 244
Common Drifting Volatility in Large Bayesian VARs 0 0 2 35 0 1 9 123
Common drifting volatility in large Bayesian VARs 0 0 5 84 3 4 16 221
Cross-country evidence on long run growth and inflation 0 0 0 0 2 5 24 323
Decomposing the declining volatility of long-term inflation expectations 1 2 5 90 2 3 10 214
Disaggregate evidence on the persistence of consumer price inflation 0 1 4 225 4 6 25 561
Do producer prices help predict consumer prices? 0 0 0 131 0 1 4 437
Endogenous Uncertainty 0 5 20 145 5 43 98 293
Estimating equilibrium real interest rates in real time 0 0 2 189 1 3 20 711
Estimating equilibrium real interest rates in real-time 0 0 8 267 1 5 31 1,262
Evaluating Conditional Forecasts from Vector Autoregressions 1 1 2 115 1 2 7 108
Evaluating Conditional Forecasts from Vector Autoregressions 0 0 2 93 0 1 12 141
Evaluating long-horizon forecasts 0 0 0 254 0 0 4 547
Evaluating the accuracy of forecasts from vector autoregressions 0 1 5 149 3 5 18 237
Finite-sample properties of tests for forecast equivalence 0 0 0 20 1 3 4 147
Forecast-based model selection in the presence of structural breaks 0 0 1 239 0 0 1 620
Forecasting an aggregate of cointegrated disaggregates 0 0 0 35 1 1 4 166
Forecasting of small macroeconomic VARs in the presence of instabilities 1 1 3 171 2 2 11 540
Forecasting with small macroeconomic VARs in the presence of instabilities 1 1 2 170 1 2 8 291
Have Standard VARs Remained Stable Since the Crisis? 0 0 0 39 1 2 10 47
Have Standard VARs Remained Stable since the Crisis? 0 0 1 87 1 3 11 185
Have standard VARs remained stable since the crisis? 0 0 2 111 2 2 12 201
Improving forecast accuracy by combining recursive and rolling forecasts 0 0 0 120 0 1 6 266
Improving forecast accuracy by combining recursive and rolling forecasts 0 0 4 629 0 6 22 2,136
In-sample tests of predictive ability: a new approach 0 0 0 124 0 1 4 177
In-sample tests of predictive ability: a new approach 0 0 0 36 0 1 3 74
Large Vector Autoregressions with Asymmetric Priors 0 1 1 3 1 4 13 23
Large Vector Autoregressions with Asymmetric Priors 1 3 5 128 1 9 22 180
Large Vector Autoregressions with Stochastic Volatility and Flexible Priors 0 0 11 189 1 6 32 317
Measuring Uncertainty and Its Effects in the COVID-19 Era 7 25 25 25 17 30 30 30
Measuring Uncertainty and Its Impact on the Economy 2 4 9 190 5 9 39 323
Measuring Uncertainty and Its Impact on the Economy 0 0 2 62 1 4 13 89
Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors 1 1 3 29 2 5 15 35
Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors 0 0 4 85 1 2 11 37
Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors 0 0 2 117 0 3 6 78
Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors 0 0 0 103 1 1 6 72
Nested forecast model comparisons: a new approach to testing equal accuracy 0 0 2 76 1 1 16 215
Nested forecast model comparisons: a new approach to testing equal accuracy 0 0 0 128 1 1 7 257
No Arbitrage Priors, Drifting Volatilities, and the Term Structure of Interest Rates 0 1 4 69 0 3 9 129
No-Arbitrage Priors, Drifting Volatilities, and the Term Structure of Interest Rates 0 34 37 37 3 16 24 24
Nowcasting Tail Risks to Economic Activity with Many Indicators 9 15 50 50 18 38 86 86
Real-Time Nowcasting with a Bayesian Mixed Frequency Model with Stochastic Volatility 0 0 5 67 2 4 18 144
Real-time density forecasts from VARs with stochastic volatility 0 0 2 159 0 0 4 293
Real-time nowcasting with a Bayesian mixed frequency model with stochastic volatility 0 2 4 215 2 11 25 385
Reality checks and nested forecast model comparisons 0 0 0 82 0 1 3 155
Rents and prices of housing across areas of the U.S.: a cross-section examination of the present value model 0 0 0 0 0 0 3 221
Small sample properties of estimators of non-linear models of covariance structure 0 0 0 64 0 0 1 439
Testing for unconditional predictive ability 0 0 0 115 0 0 2 207
Tests of Equal Forecast Accuracy and Encompassing for Nested Models 0 1 5 1,276 1 5 20 3,886
Tests of Equal Forecast Accuracy and Encompassing for Nested Models 1 1 12 316 1 4 37 850
Tests of equal forecast accuracy and encompassing for nested models 0 0 0 489 3 5 21 1,385
Tests of equal forecast accuracy for overlapping models 1 1 1 68 1 4 10 144
Tests of equal forecast accuracy for overlapping models 0 0 0 79 1 2 16 172
Tests of equal predictive ability with real-time data 0 1 1 177 0 4 8 421
Tests of equal predictive ability with real-time data 0 0 4 75 0 1 7 152
The Predictive Content of the Output Gap for Inflation: Resolving In-Sample and Out-of-Sample Evidence 0 0 0 1 1 1 9 251
The macroeconomic forecasting performance of autoregressive models with alternative specifications of time-varying volatility 2 3 7 100 3 7 14 182
The macroeconomic forecasting performance of autoregressive models with alternative specifications of time-varying volatility 0 0 1 85 1 2 8 196
The predictive content of the output gap for inflation: resolving in-sample and out-of-sample evidence 0 0 2 159 2 5 9 482
The responses of prices at different stages of production to monetary policy shocks 0 0 0 117 0 3 7 1,017
The sources of fluctuations within and across countries 0 1 2 272 1 3 12 591
Time variation in the inflation passthrough of energy prices 0 0 0 94 1 1 6 242
Tracing Out Capital Flows: How Financially Integrated Banks Respond to Natural Disasters 1 2 7 65 4 8 27 152
Using Entropic Tilting to Combine BVAR Forecasts with External Nowcasts 0 0 1 27 1 2 10 40
Using Entropic Tilting to Combine BVAR Forecasts with External Nowcasts 0 1 2 176 1 5 11 175
Using Entropic Tilting to Combine BVAR Forecasts with External Nowcasts 0 0 1 26 3 5 16 61
Using Out-of-Sample Mean Squared Prediction Errors to Test the Martingale Difference 0 0 0 231 1 1 4 1,323
Using out-of-sample mean squared prediction errors to test the Martingale difference hypothesis 0 0 1 226 3 6 22 1,009
Total Working Papers 36 132 483 13,156 158 434 1,549 36,630


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
2013 Annual Report Why Inflation Is Very Low, and Why It Matters 0 0 0 54 0 1 10 127
A New Model of Inflation, Trend Inflation, and Long‐Run Inflation Expectations 0 0 0 4 0 4 8 35
A comparison of the CPI and the PCE price index 0 2 21 310 11 38 203 2,067
An evaluation of the decline in goods inflation 0 0 5 83 2 2 16 292
Approximately normal tests for equal predictive accuracy in nested models 4 8 36 563 12 23 124 1,386
Assessing international commonality in macroeconomic uncertainty and its effects 2 3 11 11 3 6 31 31
Averaging forecasts from VARs with uncertain instabilities 0 0 0 0 1 1 4 7
Averaging forecasts from VARs with uncertain instabilities 0 0 2 125 0 0 14 351
Bayesian VARs: Specification Choices and Forecast Accuracy 2 3 6 100 4 11 31 272
Borders and business cycles 0 3 18 388 2 9 44 864
Can out-of-sample forecast comparisons help prevent overfitting? 0 0 0 91 0 0 5 378
Combining Forecasts from Nested Models* 0 0 0 72 3 5 16 358
Common Drifting Volatility in Large Bayesian VARs 0 3 10 21 1 8 22 61
Comparing measures of core inflation 0 1 8 118 1 4 30 345
Credit Market Frictions, Business Cycles, and Monetary Policy: The Research Contributions of Charles Carlstrom and Timothy Fuerst 0 1 8 8 1 2 15 15
Cross-country Evidence on Long-Run Growth and Inflation 0 0 0 0 3 5 13 335
Decomposing the declining volatility of long-term inflation expectations 1 1 10 102 4 4 24 237
Disaggregate evidence on the persistence of consumer price inflation 0 0 1 132 4 6 22 381
Do producer prices lead consumer prices? 1 3 7 159 1 8 33 422
Employment Fluctuations in U.S. Regions and Industries: The Roles of National, Region-Specific, and Industry-Specific Shocks 0 3 3 187 1 5 7 708
Estimating equilibrium real interest rates in real time 0 1 8 154 0 7 25 371
Evaluating Direct Multistep Forecasts 1 3 14 189 4 6 26 386
Evaluating alternative models of trend inflation 0 3 13 108 3 11 33 260
Food and energy price shocks: what other prices are affected? 1 1 1 22 2 2 6 73
Forecasting implications of the recent decline in inflation 0 0 0 24 1 1 4 61
HOW THE ECONOMY WORKS: CONFIDENCE, CRASHES, AND SELF-FULFILLING PROPHECIES BY ROGER E. A. FARMERRoger E. A. Farmer Oxford University Press, New York, 2010 0 0 0 5 0 0 5 30
Has the behavior of inflation and long-term inflation expectations changed? 0 0 1 106 1 1 6 342
Have Standard VARS Remained Stable Since the Crisis? 0 0 0 12 2 4 12 71
IMPROVING FORECAST ACCURACY BY COMBINING RECURSIVE AND ROLLING FORECASTS 0 1 3 108 0 2 9 335
In-sample tests of predictive ability: A new approach 0 0 4 36 1 2 12 97
Is the Great Moderation over? an empirical analysis 0 0 6 120 1 8 37 423
Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors 4 20 59 66 11 39 131 146
Macroeconomic Forecasting Performance under Alternative Specifications of Time‐Varying Volatility 0 0 2 46 0 2 12 120
Measuring Inflation Forecast Uncertainty 0 0 1 45 2 3 5 96
Measuring Uncertainty and Its Impact on the Economy 8 18 42 79 17 44 125 261
Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors 2 3 20 20 9 22 80 80
Nested forecast model comparisons: A new approach to testing equal accuracy 0 4 5 51 2 7 20 157
Nominal GDP targeting rules: can they stabilize the economy? 0 3 7 116 0 3 10 376
Policy rules in macroeconomic forecasting models 0 0 1 19 2 3 7 74
Progress toward price stability: a 1997 inflation report 0 0 0 9 0 1 2 91
Real-Time Density Forecasts From Bayesian Vector Autoregressions With Stochastic Volatility 1 1 7 121 8 13 25 285
Real-Time Density Forecasts From Bayesian Vector Autoregressions With Stochastic Volatility 1 1 6 35 2 6 17 107
Reality Checks and Comparisons of Nested Predictive Models 1 1 2 13 1 2 5 47
Realtime nowcasting with a Bayesian mixed frequency model with stochastic volatility 0 0 4 38 2 5 19 128
Rents and prices of housing across areas of the United States. A cross-section examination of the present value model 0 0 1 116 0 1 6 262
Small-Sample Properties of Estimators of Nonlinear Models of Covariance Structure 0 0 0 0 0 0 5 213
TESTS OF EQUAL FORECAST ACCURACY FOR OVERLAPPING MODELS 0 0 0 22 1 2 11 76
Tests of Equal Predictive Ability With Real-Time Data 0 0 4 111 0 1 13 249
Tests of Predictive Ability for Vector Autoregressions Used for Conditional Forecasting 0 0 0 2 0 0 9 25
Tests of equal forecast accuracy and encompassing for nested models 4 14 56 652 15 34 145 1,584
The Importance of Trend Inflation in the Search for Missing Disinflation 0 1 1 11 2 5 9 62
The Predictive Content of the Output Gap for Inflation: Resolving In-Sample and Out-of-Sample Evidence 0 1 4 162 1 3 14 428
The Responses Of Prices At Different Stages Of Production To Monetary Policy Shocks 0 3 4 159 0 5 7 1,031
The power of tests of predictive ability in the presence of structural breaks 0 0 1 126 0 0 5 258
The trend growth rate of employment: past, present, and future 0 0 0 149 0 2 18 1,525
Time Variation in the Inflation Passthrough of Energy Prices 0 0 0 0 1 3 8 11
Time Variation in the Inflation Passthrough of Energy Prices 0 0 0 92 1 2 5 248
U.S. inflation developments in 1995 0 0 0 2 0 1 3 122
U.S. inflation developments in 1996 0 0 0 9 0 1 3 138
Using Entropic Tilting to Combine BVAR Forecasts With External Nowcasts 0 0 0 5 1 2 12 43
Using out-of-sample mean squared prediction errors to test the martingale difference hypothesis 0 4 8 205 1 7 41 632
Total Journal Articles 33 114 431 5,893 148 405 1,619 19,996


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Advances in Forecast Evaluation 2 5 17 90 4 8 52 247
Total Chapters 2 5 17 90 4 8 52 247


Statistics updated 2021-01-03