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 0 92 2 7 19 297
A Bayesian evaluation of alternative models of trend inflation 0 0 0 21 0 1 7 108
A New Model of Inflation, Trend Inflation, and Long-Run Inflation Expectations 0 0 0 152 0 3 10 256
A Nonparametric Approach to Augmenting a Bayesian VAR with Nonlinear Factors 0 0 19 19 1 12 43 43
A comparison of two approaches to measuring common and idiosyncratic components in sets of time series variables 0 0 0 0 0 1 5 224
Addressing COVID-19 Outliers in BVARs with Stochastic Volatility 0 0 0 37 0 3 16 104
Addressing COVID-19 Outliers in BVARs with Stochastic Volatility 1 1 1 118 4 8 35 272
Addressing COVID-19 outliers in BVARs with stochastic volatility 0 0 1 45 2 5 30 130
Advances in forecast evaluation 0 0 0 167 0 1 33 329
Advances in forecast evaluation 0 0 0 164 1 2 19 339
An empirical assessment of the relationships among inflation and short- and long-term expectations 1 1 1 225 2 6 20 594
Approximately Normal Tests for Equal Predictive Accuracy in Nested Models 0 0 0 174 1 9 31 680
Approximately normal tests for equal predictive accuracy in nested models 0 0 0 212 3 24 52 913
Assessing International Commonality in Macroeconomic Uncertainty and Its Effects 0 0 1 16 0 1 14 54
Assessing International Commonality in Macroeconomic Uncertainty and Its Effects 0 0 0 67 1 1 17 137
Assessing International Commonality in Macroeconomic Uncertainty and Its Effects 0 0 0 51 0 4 9 83
Averaging forecasts from VARs with uncertain instabilities 0 0 0 64 0 2 6 190
Averaging forecasts from VARs with uncertain instabilities 0 0 0 79 0 1 6 269
Averaging forecasts from VARs with uncertain instabilities 0 0 1 91 1 6 28 248
Bayesian VARs: Specification Choices and Forecast Accuracy 0 1 2 187 0 5 15 449
Bayesian VARs: specification choices and forecast accuracy 1 1 6 435 1 7 33 702
Borders and business cycles 0 0 0 148 0 1 18 550
Borders and business cycles 0 0 0 123 0 3 15 399
Business cycle fluctuations in U.S. regions and industries: the roles of national, region-specific, and industry-specific shocks 0 0 0 0 1 2 5 241
Can out-of-sample forecast comparisons help prevent overfitting? 0 0 0 694 1 5 18 2,556
Capturing Macroeconomic Tail Risks with Bayesian Vector Autoregressions 0 0 4 19 1 3 15 63
Capturing Macroeconomic Tail Risks with Bayesian Vector Autoregressions 0 0 0 213 1 4 20 344
Combining forecasts from nested models 0 0 0 107 0 5 11 438
Combining forecasts from nested models 0 0 0 48 0 2 9 140
Combining forecasts from nested models 0 0 0 147 0 2 16 622
Common Drifting Volatility in Large Bayesian VARs 0 0 1 41 2 4 8 154
Common Drifting Volatility in Large Bayesian VARs 0 0 0 116 0 3 11 277
Common drifting volatility in large Bayesian VARs 0 0 1 98 0 4 17 295
Constructing Fan Charts from the Ragged Edge of SPF Forecasts 0 0 1 23 2 7 18 38
Constructing Fan Charts from the Ragged Edge of SPF Forecasts 0 1 2 8 0 3 13 16
Constructing fan charts from the ragged edge of SPF forecasts 0 0 0 2 1 5 12 16
Constructing fan charts from the ragged edge of SPF forecasts 0 0 0 9 0 1 10 17
Cross-country evidence on long run growth and inflation 0 0 0 0 1 2 11 388
Decomposing the declining volatility of long-term inflation expectations 0 0 0 96 1 3 9 245
Disaggregate evidence on the persistence of consumer price inflation 0 0 1 235 0 2 10 647
Do producer prices help predict consumer prices? 0 0 0 131 1 4 16 483
Endogenous Uncertainty 0 0 1 167 7 8 17 418
Estimating equilibrium real interest rates in real time 0 0 0 196 1 4 13 754
Estimating equilibrium real interest rates in real-time 0 0 2 282 0 3 16 1,317
Evaluating Conditional Forecasts from Vector Autoregressions 0 1 1 122 0 4 15 151
Evaluating Conditional Forecasts from Vector Autoregressions 0 0 1 101 1 4 20 183
Evaluating long-horizon forecasts 0 3 4 263 1 4 17 584
Evaluating the accuracy of forecasts from vector autoregressions 0 0 0 151 0 3 8 268
Finite-sample properties of tests for forecast equivalence 0 0 0 20 1 2 6 167
Forecast-based model selection in the presence of structural breaks 1 1 1 244 1 4 12 644
Forecasting Core Inflation and Its Goods, Housing, and Supercore Components 0 0 1 18 1 3 18 33
Forecasting US Inflation Using Bayesian Nonparametric Models 0 0 3 33 1 1 14 71
Forecasting US Inflation Using Bayesian Nonparametric Models 0 0 1 31 1 4 11 100
Forecasting US Inflation Using Bayesian Nonparametric Models 0 0 0 122 2 7 16 125
Forecasting an aggregate of cointegrated disaggregates 0 0 0 35 0 1 4 179
Forecasting of small macroeconomic VARs in the presence of instabilities 0 0 0 173 2 6 19 569
Forecasting with Shadow-Rate VARs 0 0 0 48 2 7 21 111
Forecasting with small macroeconomic VARs in the presence of instabilities 0 0 0 172 1 3 12 318
Have Standard VARs Remained Stable Since the Crisis? 0 0 0 43 0 0 13 90
Have Standard VARs Remained Stable since the Crisis? 0 0 0 91 1 3 18 228
Have standard VARs remained stable since the crisis? 0 0 0 114 1 3 27 279
Improving forecast accuracy by combining recursive and rolling forecasts 0 0 2 639 2 6 36 2,234
Improving forecast accuracy by combining recursive and rolling forecasts 0 0 1 124 0 2 16 308
In-sample tests of predictive ability: a new approach 0 0 0 125 0 2 3 202
In-sample tests of predictive ability: a new approach 0 0 0 36 0 5 10 87
Investigating Growth at Risk Using a Multi-country Non-parametric Quantile Factor Model 0 0 0 36 1 6 10 61
Investigating Growth at Risk Using a Multi-country Non-parametric Quantile Factor Model 0 0 1 2 0 4 14 22
Investigating Growth-at-Risk Using a Multicountry Non-parametric Quantile Factor Model 0 0 0 1 1 4 15 19
Large Vector Autoregressions with Asymmetric Priors 0 1 1 7 2 8 12 50
Large Vector Autoregressions with Stochastic Volatility and Flexible Priors 0 0 0 206 1 9 21 397
Macroeconomic Forecasting in a Multi-country Context 0 0 1 68 2 2 18 77
Macroeconomic Forecasting in a Multi-country Context 0 1 2 8 1 5 12 34
Measuring Uncertainty and Its Effects in the COVID-19 Era 0 0 1 12 1 8 20 51
Measuring Uncertainty and Its Effects in the COVID-19 Era 0 0 1 58 1 8 20 146
Measuring Uncertainty and Its Impact on the Economy 0 0 2 77 1 4 36 182
Measuring Uncertainty and Its Impact on the Economy 0 0 1 202 1 3 11 369
Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors 0 0 0 89 0 3 19 68
Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors 0 0 0 122 0 0 8 101
Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors 0 0 1 31 1 1 13 55
Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors 0 0 0 104 1 6 13 96
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 1 5 20 289
No Arbitrage Priors, Drifting Volatilities, and the Term Structure of Interest Rates 0 0 0 72 0 5 11 153
No-Arbitrage Priors, Drifting Volatilities, and the Term Structure of Interest Rates 1 1 1 45 1 9 22 64
Nowcasting Tail Risk to Economic Activity at a Weekly Frequency 0 0 0 39 0 1 11 109
Nowcasting Tail Risks to Economic Activity with Many Indicators 0 0 1 97 1 6 22 251
Real-Time Nowcasting with a Bayesian Mixed Frequency Model with Stochastic Volatility 0 0 0 74 0 5 17 262
Real-time density forecasts from VARs with stochastic volatility 0 0 0 162 0 0 5 312
Real-time nowcasting with a Bayesian mixed frequency model with stochastic volatility 0 1 2 233 1 9 26 488
Reality checks and nested forecast model comparisons 0 0 0 85 2 6 17 179
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 0 4 22 92
Small sample properties of estimators of non-linear models of covariance structure 0 0 0 64 0 2 7 458
Specification Choices in Quantile Regression for Empirical Macroeconomics 0 0 2 82 0 3 11 89
Specification Choices in Quantile Regression for Empirical Macroeconomics 0 0 5 17 1 5 28 55
Tail Forecasting with Multivariate Bayesian Additive Regression Trees 0 0 1 6 0 2 14 32
Tail Forecasting with Multivariate Bayesian Additive Regression Trees 0 0 0 78 1 7 22 112
Testing for unconditional predictive ability 0 0 0 118 0 1 9 230
Tests of Equal Forecast Accuracy and Encompassing for Nested Models 0 0 2 1,288 6 37 146 4,100
Tests of Equal Forecast Accuracy and Encompassing for Nested Models 0 0 0 339 2 19 31 941
Tests of equal forecast accuracy and encompassing for nested models 0 0 2 498 1 16 31 1,454
Tests of equal forecast accuracy for overlapping models 0 0 0 70 1 5 11 171
Tests of equal forecast accuracy for overlapping models 0 0 0 81 1 11 30 237
Tests of equal predictive ability with real-time data 0 0 0 179 0 6 12 445
Tests of equal predictive ability with real-time data 0 0 0 76 0 3 8 172
The Predictive Content of the Output Gap for Inflation: Resolving In-Sample and Out-of-Sample Evidence 0 0 0 1 1 2 12 272
The macroeconomic forecasting performance of autoregressive models with alternative specifications of time-varying volatility 0 0 2 103 0 3 16 209
The macroeconomic forecasting performance of autoregressive models with alternative specifications of time-varying volatility 0 2 2 94 3 7 17 240
The predictive content of the output gap for inflation: resolving in-sample and out-of-sample evidence 0 0 2 167 0 4 16 516
The responses of prices at different stages of production to monetary policy shocks 0 0 0 117 0 0 14 1,049
The sources of fluctuations within and across countries 0 0 0 280 2 3 10 636
Time variation in the inflation passthrough of energy prices 1 1 1 103 1 8 15 288
Tracing Out Capital Flows: How Financially Integrated Banks Respond to Natural Disasters 0 0 1 75 0 3 17 203
Using Entropic Tilting to Combine BVAR Forecasts with External Nowcasts 0 0 1 180 0 4 17 208
Using Entropic Tilting to Combine BVAR Forecasts with External Nowcasts 0 0 0 30 2 6 16 165
Using Entropic Tilting to Combine BVAR Forecasts with External Nowcasts 0 0 0 31 1 2 16 86
Using Out-of-Sample Mean Squared Prediction Errors to Test the Martingale Difference 0 0 0 233 2 3 11 1,353
Using Time-Varying Volatility for Identification in Vector Autoregressions: An Application to Endogenous Uncertainty 0 1 1 24 2 5 21 76
Using out-of-sample mean squared prediction errors to test the Martingale difference hypothesis 0 0 0 234 2 3 20 1,070
What Is the Predictive Value of SPF Point and Density Forecasts? 0 0 0 0 0 2 9 12
What is the Predictive Value of SPF Point and Density Forecasts? 0 0 0 19 0 2 15 29
Total Working Papers 6 18 99 14,688 106 560 2,107 43,099
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 0 4 10 162
A New Model of Inflation, Trend Inflation, and Long‐Run Inflation Expectations 0 0 12 57 3 7 37 175
A comparison of the CPI and the PCE price index 0 0 3 354 4 25 145 2,420
Addressing COVID-19 Outliers in BVARs with Stochastic Volatility 1 1 14 17 8 12 61 113
An evaluation of the decline in goods inflation 0 0 0 101 2 8 17 364
Approximately normal tests for equal predictive accuracy in nested models 1 4 15 683 13 40 116 1,874
Assessing international commonality in macroeconomic uncertainty and its effects 0 0 2 30 0 2 16 97
Averaging forecasts from VARs with uncertain instabilities 0 0 0 131 2 7 20 400
Averaging forecasts from VARs with uncertain instabilities 0 0 0 2 1 2 11 27
Bayesian VARs: Specification Choices and Forecast Accuracy 0 0 2 126 2 6 22 354
Borders and business cycles 0 0 0 425 1 2 17 978
Can out-of-sample forecast comparisons help prevent overfitting? 0 0 0 94 0 2 11 404
Capturing Macro‐Economic Tail Risks with Bayesian Vector Autoregressions 1 1 12 19 5 10 46 73
Combining Forecasts from Nested Models* 0 0 1 73 0 0 11 380
Common Drifting Volatility in Large Bayesian VARs 0 1 2 58 4 9 40 198
Comparing measures of core inflation 1 2 7 154 3 9 42 536
Credit Market Frictions, Business Cycles, and Monetary Policy: The Research Contributions of Charles Carlstrom and Timothy Fuerst 0 0 0 12 1 1 9 39
Cross-country Evidence on Long-Run Growth and Inflation 0 0 0 0 1 3 8 365
Decomposing the declining volatility of long-term inflation expectations 0 0 0 111 0 2 7 277
Disaggregate evidence on the persistence of consumer price inflation 0 0 1 138 0 1 11 430
Disaggregate evidence on the persistence of consumer price inflation 0 0 0 1 2 7 15 23
Do producer prices lead consumer prices? 0 3 13 419 2 19 116 1,398
Employment Fluctuations in U.S. Regions and Industries: The Roles of National, Region-Specific, and Industry-Specific Shocks 0 0 0 194 1 3 11 733
Estimating equilibrium real interest rates in real time 0 0 2 174 0 2 21 432
Evaluating Direct Multistep Forecasts 0 0 2 217 0 3 13 473
Evaluating alternative models of trend inflation 0 0 1 149 2 2 19 391
Food and energy price shocks: what other prices are affected? 1 1 1 23 1 10 22 100
Forecasting Core Inflation and Its Goods, Housing, and Supercore Components 0 0 0 0 1 7 23 23
Forecasting implications of the recent decline in inflation 0 0 0 24 0 2 7 72
Forecasting with shadow rate VARs 0 0 0 0 1 5 33 33
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 1 3 12 1 3 10 54
Has the behavior of inflation and long-term inflation expectations changed? 0 0 0 118 0 1 6 376
Have Standard VARS Remained Stable Since the Crisis? 0 0 1 16 1 2 18 122
IMPROVING FORECAST ACCURACY BY COMBINING RECURSIVE AND ROLLING FORECASTS 0 0 0 109 2 5 22 409
In-sample tests of predictive ability: A new approach 0 0 1 46 1 13 22 136
Investigating Growth-at-Risk Using a Multicountry Nonparametric Quantile Factor Model 0 0 0 0 0 4 22 24
Is the Great Moderation over? an empirical analysis 0 0 4 166 3 15 36 562
Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors 2 3 13 174 4 12 61 522
Macroeconomic Forecasting Performance under Alternative Specifications of Time‐Varying Volatility 0 1 1 65 2 6 18 174
Macroeconomic forecasting in a multi‐country context 0 3 6 21 1 6 22 56
Measuring Inflation Forecast Uncertainty 0 0 1 47 1 2 16 121
Measuring Uncertainty and Its Impact on the Economy 0 3 25 220 3 14 84 682
Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors 0 0 2 45 3 8 26 191
Nested forecast model comparisons: A new approach to testing equal accuracy 0 0 0 62 0 3 11 204
Nominal GDP targeting rules: can they stabilize the economy? 0 0 0 119 1 5 9 409
Nowcasting tail risk to economic activity at a weekly frequency 0 0 4 34 1 2 22 97
No‐arbitrage priors, drifting volatilities, and the term structure of interest rates 0 0 0 7 1 6 19 48
Policy rules in macroeconomic forecasting models 0 0 1 22 1 2 10 90
Progress toward price stability: a 1997 inflation report 0 0 0 9 0 4 10 110
Real-Time Density Forecasts From Bayesian Vector Autoregressions With Stochastic Volatility 2 4 6 59 3 8 22 178
Real-Time Density Forecasts From Bayesian Vector Autoregressions With Stochastic Volatility 0 0 1 131 1 7 130 463
Reality Checks and Comparisons of Nested Predictive Models 0 0 1 4 0 1 11 22
Reality Checks and Comparisons of Nested Predictive Models 0 0 0 14 1 3 7 58
Realtime nowcasting with a Bayesian mixed frequency model with stochastic volatility 0 1 1 50 0 3 13 226
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 6 294
Small-Sample Properties of Estimators of Nonlinear Models of Covariance Structure 0 0 0 0 0 2 7 230
Specification Choices in Quantile Regression for Empirical Macroeconomics 0 0 7 7 1 5 28 33
TAIL FORECASTING WITH MULTIVARIATE BAYESIAN ADDITIVE REGRESSION TREES 1 1 1 9 2 9 19 45
TESTS OF EQUAL FORECAST ACCURACY FOR OVERLAPPING MODELS 0 0 0 23 3 7 14 110
Tests of Equal Predictive Ability With Real-Time Data 0 0 0 114 0 6 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 0 2 4 825 5 22 51 2,043
The Impacts of Supply Chain Disruptions on Inflation 0 0 7 33 3 20 58 144
The Importance of Trend Inflation in the Search for Missing Disinflation 0 0 0 14 0 2 13 89
The Predictive Content of the Output Gap for Inflation: Resolving In-Sample and Out-of-Sample Evidence 0 0 1 169 0 4 14 468
The Responses Of Prices At Different Stages Of Production To Monetary Policy Shocks 0 0 0 168 0 2 8 1,063
The power of tests of predictive ability in the presence of structural breaks 0 1 1 142 0 4 12 303
The trend growth rate of employment: past, present, and future 0 0 0 152 1 6 12 1,570
Time Variation in the Inflation Passthrough of Energy Prices 0 0 0 92 1 7 18 339
Time Variation in the Inflation Passthrough of Energy Prices 0 0 0 8 1 7 15 60
U.S. inflation developments in 1995 0 0 0 5 2 4 17 155
U.S. inflation developments in 1996 0 0 1 10 1 4 16 169
Using Entropic Tilting to Combine BVAR Forecasts With External Nowcasts 0 0 1 12 0 3 16 88
Using out-of-sample mean squared prediction errors to test the martingale difference hypothesis 0 1 5 273 0 5 29 842
Using time-varying volatility for identification in Vector Autoregressions: An application to endogenous uncertainty 0 1 2 31 1 8 27 101
Total Journal Articles 10 35 191 7,611 113 476 1,962 27,135

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Advances in Forecast Evaluation 1 2 5 153 1 5 48 463
Chapter 3 Forecasting with Small Macroeconomic VARs in the Presence of Instabilities 0 0 1 3 0 0 7 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 0 1 2 3
Survey expectations and forecast uncertainty 0 2 11 16 1 7 26 39
Total Chapters 1 4 17 172 2 13 83 518
2 registered items for which data could not be found
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Statistics updated 2026-06-04