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 1 92 3 7 18 295
A Bayesian evaluation of alternative models of trend inflation 0 0 0 21 1 1 7 108
A New Model of Inflation, Trend Inflation, and Long-Run Inflation Expectations 0 0 0 152 3 4 11 256
A Nonparametric Approach to Augmenting a Bayesian VAR with Nonlinear Factors 0 1 19 19 9 14 42 42
A comparison of two approaches to measuring common and idiosyncratic components in sets of time series variables 0 0 0 0 1 2 5 224
Addressing COVID-19 Outliers in BVARs with Stochastic Volatility 0 0 1 117 4 9 36 268
Addressing COVID-19 Outliers in BVARs with Stochastic Volatility 0 0 0 37 2 4 16 104
Addressing COVID-19 outliers in BVARs with stochastic volatility 0 0 1 45 2 6 30 128
Advances in forecast evaluation 0 0 0 167 0 2 34 329
Advances in forecast evaluation 0 0 0 164 1 3 18 338
An empirical assessment of the relationships among inflation and short- and long-term expectations 0 0 0 224 2 6 18 592
Approximately Normal Tests for Equal Predictive Accuracy in Nested Models 0 0 0 174 7 9 30 679
Approximately normal tests for equal predictive accuracy in nested models 0 0 0 212 17 25 50 910
Assessing International Commonality in Macroeconomic Uncertainty and Its Effects 0 0 1 51 4 4 10 83
Assessing International Commonality in Macroeconomic Uncertainty and Its Effects 0 0 1 16 1 1 14 54
Assessing International Commonality in Macroeconomic Uncertainty and Its Effects 0 0 0 67 0 3 16 136
Averaging forecasts from VARs with uncertain instabilities 0 0 0 79 1 1 6 269
Averaging forecasts from VARs with uncertain instabilities 0 0 1 91 3 5 27 247
Averaging forecasts from VARs with uncertain instabilities 0 0 0 64 1 3 6 190
Bayesian VARs: Specification Choices and Forecast Accuracy 1 1 3 187 4 6 17 449
Bayesian VARs: specification choices and forecast accuracy 0 1 5 434 3 8 34 701
Borders and business cycles 0 0 0 123 2 3 15 399
Borders and business cycles 0 0 0 148 1 4 18 550
Business cycle fluctuations in U.S. regions and industries: the roles of national, region-specific, and industry-specific shocks 0 0 0 0 1 1 4 240
Can out-of-sample forecast comparisons help prevent overfitting? 0 0 0 694 2 7 18 2,555
Capturing Macroeconomic Tail Risks with Bayesian Vector Autoregressions 0 0 4 19 0 2 14 62
Capturing Macroeconomic Tail Risks with Bayesian Vector Autoregressions 0 0 0 213 3 4 19 343
Combining forecasts from nested models 0 0 0 48 2 2 9 140
Combining forecasts from nested models 0 0 0 107 2 5 11 438
Combining forecasts from nested models 0 0 0 147 2 6 16 622
Common Drifting Volatility in Large Bayesian VARs 0 0 0 116 1 3 11 277
Common Drifting Volatility in Large Bayesian VARs 0 1 1 41 1 3 6 152
Common drifting volatility in large Bayesian VARs 0 0 1 98 2 5 17 295
Constructing Fan Charts from the Ragged Edge of SPF Forecasts 0 0 1 23 4 8 16 36
Constructing Fan Charts from the Ragged Edge of SPF Forecasts 1 1 2 8 2 4 13 16
Constructing fan charts from the ragged edge of SPF forecasts 0 0 0 9 0 5 10 17
Constructing fan charts from the ragged edge of SPF forecasts 0 0 0 2 4 5 11 15
Cross-country evidence on long run growth and inflation 0 0 0 0 0 1 10 387
Decomposing the declining volatility of long-term inflation expectations 0 0 0 96 1 2 9 244
Disaggregate evidence on the persistence of consumer price inflation 0 0 1 235 1 3 10 647
Do producer prices help predict consumer prices? 0 0 0 131 2 4 16 482
Endogenous Uncertainty 0 0 1 167 1 1 10 411
Estimating equilibrium real interest rates in real time 0 0 0 196 3 3 12 753
Estimating equilibrium real interest rates in real-time 0 0 2 282 2 3 16 1,317
Evaluating Conditional Forecasts from Vector Autoregressions 0 1 1 122 2 8 15 151
Evaluating Conditional Forecasts from Vector Autoregressions 0 0 1 101 3 8 19 182
Evaluating long-horizon forecasts 2 4 4 263 2 6 16 583
Evaluating the accuracy of forecasts from vector autoregressions 0 0 0 151 3 3 8 268
Finite-sample properties of tests for forecast equivalence 0 0 0 20 1 2 5 166
Forecast-based model selection in the presence of structural breaks 0 0 0 243 2 5 11 643
Forecasting Core Inflation and Its Goods, Housing, and Supercore Components 0 0 1 18 2 4 17 32
Forecasting US Inflation Using Bayesian Nonparametric Models 0 0 0 122 4 7 14 123
Forecasting US Inflation Using Bayesian Nonparametric Models 0 0 1 31 2 3 10 99
Forecasting US Inflation Using Bayesian Nonparametric Models 0 0 3 33 0 1 14 70
Forecasting an aggregate of cointegrated disaggregates 0 0 0 35 1 1 4 179
Forecasting of small macroeconomic VARs in the presence of instabilities 0 0 0 173 4 6 17 567
Forecasting with Shadow-Rate VARs 0 0 0 48 3 5 19 109
Forecasting with small macroeconomic VARs in the presence of instabilities 0 0 0 172 2 2 12 317
Have Standard VARs Remained Stable Since the Crisis? 0 0 0 43 0 2 13 90
Have Standard VARs Remained Stable since the Crisis? 0 0 0 91 1 2 17 227
Have standard VARs remained stable since the crisis? 0 0 0 114 1 3 27 278
Improving forecast accuracy by combining recursive and rolling forecasts 0 0 1 124 1 3 16 308
Improving forecast accuracy by combining recursive and rolling forecasts 0 0 2 639 2 5 36 2,232
In-sample tests of predictive ability: a new approach 0 0 0 36 4 5 10 87
In-sample tests of predictive ability: a new approach 0 0 0 125 2 2 4 202
Investigating Growth at Risk Using a Multi-country Non-parametric Quantile Factor Model 0 0 1 2 2 5 14 22
Investigating Growth at Risk Using a Multi-country Non-parametric Quantile Factor Model 0 0 0 36 3 5 9 60
Investigating Growth-at-Risk Using a Multicountry Non-parametric Quantile Factor Model 0 0 0 1 2 4 14 18
Large Vector Autoregressions with Asymmetric Priors 1 1 1 7 4 7 10 48
Large Vector Autoregressions with Stochastic Volatility and Flexible Priors 0 0 0 206 5 11 20 396
Macroeconomic Forecasting in a Multi-country Context 0 0 1 68 0 2 16 75
Macroeconomic Forecasting in a Multi-country Context 0 1 2 8 2 6 12 33
Measuring Uncertainty and Its Effects in the COVID-19 Era 0 0 1 12 7 11 19 50
Measuring Uncertainty and Its Effects in the COVID-19 Era 0 0 1 58 6 8 21 145
Measuring Uncertainty and Its Impact on the Economy 0 0 1 202 2 3 10 368
Measuring Uncertainty and Its Impact on the Economy 0 0 3 77 0 6 36 181
Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors 0 0 0 122 0 1 8 101
Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors 0 0 0 104 3 7 12 95
Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors 0 0 1 31 0 5 12 54
Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors 0 0 0 89 3 7 19 68
Nested forecast model comparisons: a new approach to testing equal accuracy 0 0 0 79 0 2 12 258
Nested forecast model comparisons: a new approach to testing equal accuracy 0 0 0 132 4 5 19 288
No Arbitrage Priors, Drifting Volatilities, and the Term Structure of Interest Rates 0 0 0 72 3 6 12 153
No-Arbitrage Priors, Drifting Volatilities, and the Term Structure of Interest Rates 0 0 0 44 2 13 21 63
Nowcasting Tail Risk to Economic Activity at a Weekly Frequency 0 0 0 39 0 1 12 109
Nowcasting Tail Risks to Economic Activity with Many Indicators 0 0 1 97 4 6 21 250
Real-Time Nowcasting with a Bayesian Mixed Frequency Model with Stochastic Volatility 0 0 0 74 5 5 17 262
Real-time density forecasts from VARs with stochastic volatility 0 0 0 162 0 2 5 312
Real-time nowcasting with a Bayesian mixed frequency model with stochastic volatility 1 1 2 233 4 9 25 487
Reality checks and nested forecast model comparisons 0 0 0 85 4 4 15 177
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 6 236
Shadow-rate VARs 0 0 2 36 2 8 22 92
Small sample properties of estimators of non-linear models of covariance structure 0 0 0 64 1 2 7 458
Specification Choices in Quantile Regression for Empirical Macroeconomics 0 1 2 82 2 4 11 89
Specification Choices in Quantile Regression for Empirical Macroeconomics 0 0 6 17 2 9 30 54
Tail Forecasting with Multivariate Bayesian Additive Regression Trees 0 0 0 78 5 8 21 111
Tail Forecasting with Multivariate Bayesian Additive Regression Trees 0 0 2 6 2 6 15 32
Testing for unconditional predictive ability 0 0 0 118 1 4 9 230
Tests of Equal Forecast Accuracy and Encompassing for Nested Models 0 0 0 339 15 18 29 939
Tests of Equal Forecast Accuracy and Encompassing for Nested Models 0 0 2 1,288 8 53 140 4,094
Tests of equal forecast accuracy and encompassing for nested models 0 0 2 498 15 15 30 1,453
Tests of equal forecast accuracy for overlapping models 0 0 0 81 9 13 29 236
Tests of equal forecast accuracy for overlapping models 0 0 0 70 4 4 10 170
Tests of equal predictive ability with real-time data 0 0 0 76 0 4 8 172
Tests of equal predictive ability with real-time data 0 0 0 179 3 6 12 445
The Predictive Content of the Output Gap for Inflation: Resolving In-Sample and Out-of-Sample Evidence 0 0 0 1 1 3 11 271
The macroeconomic forecasting performance of autoregressive models with alternative specifications of time-varying volatility 0 0 2 103 3 4 16 209
The macroeconomic forecasting performance of autoregressive models with alternative specifications of time-varying volatility 2 2 2 94 4 6 14 237
The predictive content of the output gap for inflation: resolving in-sample and out-of-sample evidence 0 0 2 167 1 4 16 516
The responses of prices at different stages of production to monetary policy shocks 0 0 0 117 0 1 14 1,049
The sources of fluctuations within and across countries 0 0 0 280 0 3 8 634
Time variation in the inflation passthrough of energy prices 0 0 0 102 4 7 14 287
Tracing Out Capital Flows: How Financially Integrated Banks Respond to Natural Disasters 0 0 1 75 1 4 17 203
Using Entropic Tilting to Combine BVAR Forecasts with External Nowcasts 0 0 0 30 2 4 14 163
Using Entropic Tilting to Combine BVAR Forecasts with External Nowcasts 0 1 1 180 3 6 17 208
Using Entropic Tilting to Combine BVAR Forecasts with External Nowcasts 0 0 0 31 1 4 16 85
Using Out-of-Sample Mean Squared Prediction Errors to Test the Martingale Difference 0 0 1 233 1 1 11 1,351
Using Time-Varying Volatility for Identification in Vector Autoregressions: An Application to Endogenous Uncertainty 0 1 2 24 2 9 20 74
Using out-of-sample mean squared prediction errors to test the Martingale difference hypothesis 0 0 0 234 1 1 18 1,068
What Is the Predictive Value of SPF Point and Density Forecasts? 0 0 0 0 1 3 9 12
What is the Predictive Value of SPF Point and Density Forecasts? 0 0 0 19 0 5 15 29
Total Working Papers 8 18 102 14,682 309 650 2,040 42,993
1 registered items for which data could not be found

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 55 4 4 11 162
A New Model of Inflation, Trend Inflation, and Long‐Run Inflation Expectations 0 1 13 57 4 6 41 172
A comparison of the CPI and the PCE price index 0 0 3 354 13 23 144 2,416
Addressing COVID-19 Outliers in BVARs with Stochastic Volatility 0 0 13 16 3 7 58 105
An evaluation of the decline in goods inflation 0 0 0 101 5 8 16 362
Approximately normal tests for equal predictive accuracy in nested models 1 3 15 682 16 36 112 1,861
Assessing international commonality in macroeconomic uncertainty and its effects 0 0 2 30 2 4 16 97
Averaging forecasts from VARs with uncertain instabilities 0 0 0 2 0 1 10 26
Averaging forecasts from VARs with uncertain instabilities 0 0 0 131 4 6 18 398
Bayesian VARs: Specification Choices and Forecast Accuracy 0 0 3 126 2 6 22 352
Borders and business cycles 0 0 0 425 0 2 17 977
Can out-of-sample forecast comparisons help prevent overfitting? 0 0 0 94 1 2 12 404
Capturing Macro‐Economic Tail Risks with Bayesian Vector Autoregressions 0 3 11 18 1 9 44 68
Combining Forecasts from Nested Models* 0 0 1 73 0 2 11 380
Common Drifting Volatility in Large Bayesian VARs 0 1 2 58 1 10 36 194
Comparing measures of core inflation 0 2 6 153 4 8 43 533
Credit Market Frictions, Business Cycles, and Monetary Policy: The Research Contributions of Charles Carlstrom and Timothy Fuerst 0 0 0 12 0 2 8 38
Cross-country Evidence on Long-Run Growth and Inflation 0 0 0 0 1 4 7 364
Decomposing the declining volatility of long-term inflation expectations 0 0 0 111 2 3 7 277
Disaggregate evidence on the persistence of consumer price inflation 0 0 1 138 1 1 11 430
Disaggregate evidence on the persistence of consumer price inflation 0 0 0 1 3 5 13 21
Do producer prices lead consumer prices? 1 4 15 419 6 35 119 1,396
Employment Fluctuations in U.S. Regions and Industries: The Roles of National, Region-Specific, and Industry-Specific Shocks 0 0 0 194 2 3 10 732
Estimating equilibrium real interest rates in real time 0 0 3 174 2 2 22 432
Evaluating Direct Multistep Forecasts 0 0 2 217 2 3 14 473
Evaluating alternative models of trend inflation 0 0 2 149 0 0 18 389
Food and energy price shocks: what other prices are affected? 0 0 0 22 5 10 21 99
Forecasting Core Inflation and Its Goods, Housing, and Supercore Components 0 0 0 0 2 9 22 22
Forecasting implications of the recent decline in inflation 0 0 0 24 2 4 7 72
Forecasting with shadow rate VARs 0 0 0 0 1 4 32 32
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 2 3 12 1 4 9 53
Has the behavior of inflation and long-term inflation expectations changed? 0 0 0 118 1 1 6 376
Have Standard VARS Remained Stable Since the Crisis? 0 1 1 16 1 3 18 121
IMPROVING FORECAST ACCURACY BY COMBINING RECURSIVE AND ROLLING FORECASTS 0 0 0 109 2 6 24 407
In-sample tests of predictive ability: A new approach 0 0 1 46 9 14 21 135
Investigating Growth-at-Risk Using a Multicountry Nonparametric Quantile Factor Model 0 0 0 0 2 6 22 24
Is the Great Moderation over? an empirical analysis 0 1 4 166 5 14 35 559
Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors 0 3 12 172 3 12 60 518
Macroeconomic Forecasting Performance under Alternative Specifications of Time‐Varying Volatility 1 1 1 65 2 5 16 172
Macroeconomic forecasting in a multi‐country context 1 3 7 21 1 9 23 55
Measuring Inflation Forecast Uncertainty 0 0 1 47 0 2 15 120
Measuring Uncertainty and Its Impact on the Economy 3 5 26 220 8 20 83 679
Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors 0 0 2 45 2 10 24 188
Nested forecast model comparisons: A new approach to testing equal accuracy 0 0 0 62 3 4 11 204
Nominal GDP targeting rules: can they stabilize the economy? 0 0 0 119 3 4 10 408
Nowcasting tail risk to economic activity at a weekly frequency 0 0 4 34 1 3 21 96
No‐arbitrage priors, drifting volatilities, and the term structure of interest rates 0 0 0 7 3 7 18 47
Policy rules in macroeconomic forecasting models 0 0 1 22 1 4 9 89
Progress toward price stability: a 1997 inflation report 0 0 0 9 4 5 10 110
Real-Time Density Forecasts From Bayesian Vector Autoregressions With Stochastic Volatility 1 2 4 57 2 5 19 175
Real-Time Density Forecasts From Bayesian Vector Autoregressions With Stochastic Volatility 0 0 1 131 0 14 129 462
Reality Checks and Comparisons of Nested Predictive Models 0 0 1 4 0 4 11 22
Reality Checks and Comparisons of Nested Predictive Models 0 0 0 14 2 4 6 57
Realtime nowcasting with a Bayesian mixed frequency model with stochastic volatility 1 1 2 50 2 4 14 226
Rents and prices of housing across areas of the United States. A cross-section examination of the present value model 0 0 0 130 1 2 5 293
Small-Sample Properties of Estimators of Nonlinear Models of Covariance Structure 0 0 0 0 2 2 7 230
Specification Choices in Quantile Regression for Empirical Macroeconomics 0 1 7 7 3 7 27 32
TAIL FORECASTING WITH MULTIVARIATE BAYESIAN ADDITIVE REGRESSION TREES 0 0 0 8 6 10 18 43
TESTS OF EQUAL FORECAST ACCURACY FOR OVERLAPPING MODELS 0 0 0 23 2 5 11 107
Tests of Equal Predictive Ability With Real-Time Data 0 0 0 114 4 7 13 274
Tests of Predictive Ability for Vector Autoregressions Used for Conditional Forecasting 0 0 0 3 0 0 5 37
Tests of equal forecast accuracy and encompassing for nested models 1 2 4 825 9 18 47 2,038
The Impacts of Supply Chain Disruptions on Inflation 0 0 7 33 10 22 58 141
The Importance of Trend Inflation in the Search for Missing Disinflation 0 0 0 14 1 2 13 89
The Predictive Content of the Output Gap for Inflation: Resolving In-Sample and Out-of-Sample Evidence 0 0 1 169 2 6 14 468
The Responses Of Prices At Different Stages Of Production To Monetary Policy Shocks 0 0 0 168 2 4 8 1,063
The power of tests of predictive ability in the presence of structural breaks 0 1 2 142 2 6 14 303
The trend growth rate of employment: past, present, and future 0 0 0 152 4 5 12 1,569
Time Variation in the Inflation Passthrough of Energy Prices 0 0 0 8 3 6 14 59
Time Variation in the Inflation Passthrough of Energy Prices 0 0 0 92 5 8 18 338
U.S. inflation developments in 1995 0 0 0 5 1 2 15 153
U.S. inflation developments in 1996 0 0 1 10 3 5 15 168
Using Entropic Tilting to Combine BVAR Forecasts With External Nowcasts 0 0 1 12 2 3 16 88
Using out-of-sample mean squared prediction errors to test the martingale difference hypothesis 1 1 7 273 4 6 33 842
Using time-varying volatility for identification in Vector Autoregressions: An application to endogenous uncertainty 0 1 2 31 4 8 27 100
Total Journal Articles 11 39 195 7,601 217 517 1,926 27,022

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Advances in Forecast Evaluation 0 1 4 152 2 7 49 462
Chapter 3 Forecasting with Small Macroeconomic VARs in the Presence of Instabilities 0 0 1 3 0 1 9 13
Evaluating the Accuracy of Forecasts from Vector Autoregressions☆The views expressed herein are solely those of the authors and do not necessarily reflect the views of the Federal Reserve Bank of Cleveland, Federal Reserve Bank of St. Louis, Federal Reserve System, or any of its staff 0 0 0 0 1 1 2 3
Survey expectations and forecast uncertainty 1 2 12 16 3 7 26 38
Total Chapters 1 3 17 171 6 16 86 516
2 registered items for which data could not be found
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Statistics updated 2026-05-06