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 21 0 0 2 101
A Bayesian evaluation of alternative models of trend inflation 0 0 1 92 2 2 5 281
A New Model of Inflation, Trend Inflation, and Long-Run Inflation Expectations 0 0 0 152 0 0 2 247
A Nonparametric Approach to Augmenting a Bayesian VAR with Nonlinear Factors 4 17 17 17 5 20 20 20
A comparison of two approaches to measuring common and idiosyncratic components in sets of time series variables 0 0 0 0 1 1 2 220
Addressing COVID-19 Outliers in BVARs with Stochastic Volatility 0 0 2 117 3 5 16 242
Addressing COVID-19 Outliers in BVARs with Stochastic Volatility 0 0 0 37 0 2 5 90
Addressing COVID-19 outliers in BVARs with stochastic volatility 1 1 4 45 3 4 18 108
Advances in forecast evaluation 0 0 3 164 0 1 6 322
Advances in forecast evaluation 0 0 0 167 3 5 7 302
An empirical assessment of the relationships among inflation and short- and long-term expectations 0 0 5 224 0 4 16 578
Approximately Normal Tests for Equal Predictive Accuracy in Nested Models 0 0 1 174 4 6 12 657
Approximately normal tests for equal predictive accuracy in nested models 0 0 1 212 6 7 11 869
Assessing International Commonality in Macroeconomic Uncertainty and Its Effects 0 0 0 67 1 3 5 124
Assessing International Commonality in Macroeconomic Uncertainty and Its Effects 0 0 0 15 0 1 2 41
Assessing International Commonality in Macroeconomic Uncertainty and Its Effects 0 0 1 51 1 2 5 76
Averaging forecasts from VARs with uncertain instabilities 0 0 0 79 0 1 1 264
Averaging forecasts from VARs with uncertain instabilities 0 0 0 64 1 1 4 185
Averaging forecasts from VARs with uncertain instabilities 0 1 3 91 3 8 13 230
Bayesian VARs: Specification Choices and Forecast Accuracy 0 1 3 186 2 4 9 438
Bayesian VARs: specification choices and forecast accuracy 1 1 6 432 4 8 26 682
Borders and business cycles 0 0 0 123 0 0 0 384
Borders and business cycles 0 0 0 148 1 3 5 536
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 1 237
Can out-of-sample forecast comparisons help prevent overfitting? 0 0 0 694 1 2 7 2,541
Capturing Macroeconomic Tail Risks with Bayesian Vector Autoregressions 0 0 9 17 0 0 20 54
Capturing Macroeconomic Tail Risks with Bayesian Vector Autoregressions 0 0 3 213 1 5 13 329
Combining forecasts from nested models 0 0 0 48 1 1 3 133
Combining forecasts from nested models 0 0 0 147 1 2 3 608
Combining forecasts from nested models 0 0 0 107 0 1 2 428
Common Drifting Volatility in Large Bayesian VARs 0 0 0 40 0 0 2 146
Common Drifting Volatility in Large Bayesian VARs 0 0 0 116 1 1 6 268
Common drifting volatility in large Bayesian VARs 0 0 1 98 0 0 6 279
Constructing Fan Charts from the Ragged Edge of SPF Forecasts 0 1 1 23 3 5 8 26
Constructing Fan Charts from the Ragged Edge of SPF Forecasts 0 1 1 7 1 3 5 6
Constructing fan charts from the ragged edge of SPF forecasts 0 0 1 2 0 2 4 6
Constructing fan charts from the ragged edge of SPF forecasts 0 0 9 9 0 0 7 7
Cross-country evidence on long run growth and inflation 0 0 0 0 1 2 7 380
Decomposing the declining volatility of long-term inflation expectations 0 0 0 96 1 1 4 237
Disaggregate evidence on the persistence of consumer price inflation 0 0 0 234 1 1 2 638
Do producer prices help predict consumer prices? 0 0 0 131 1 1 5 469
Endogenous Uncertainty 0 0 1 167 0 0 2 402
Estimating equilibrium real interest rates in real time 0 0 0 196 2 2 4 743
Estimating equilibrium real interest rates in real-time 0 1 1 281 0 3 7 1,306
Evaluating Conditional Forecasts from Vector Autoregressions 0 0 0 121 2 4 4 140
Evaluating Conditional Forecasts from Vector Autoregressions 1 1 2 101 3 3 5 167
Evaluating long-horizon forecasts 0 0 0 259 1 1 2 569
Evaluating the accuracy of forecasts from vector autoregressions 0 0 0 151 2 3 9 264
Finite-sample properties of tests for forecast equivalence 0 0 0 20 1 1 2 162
Forecast-based model selection in the presence of structural breaks 0 0 0 243 0 0 1 633
Forecasting Core Inflation and Its Goods, Housing, and Supercore Components 0 1 1 18 1 3 6 21
Forecasting US Inflation Using Bayesian Nonparametric Models 0 0 1 122 0 0 5 112
Forecasting US Inflation Using Bayesian Nonparametric Models 0 3 5 33 2 5 13 64
Forecasting US Inflation Using Bayesian Nonparametric Models 0 1 1 31 2 3 7 93
Forecasting an aggregate of cointegrated disaggregates 0 0 0 35 0 0 3 176
Forecasting of small macroeconomic VARs in the presence of instabilities 0 0 0 173 0 1 3 551
Forecasting with Shadow-Rate VARs 0 0 0 48 2 2 5 92
Forecasting with small macroeconomic VARs in the presence of instabilities 0 0 0 172 1 1 4 307
Have Standard VARs Remained Stable Since the Crisis? 0 0 0 43 2 4 4 81
Have Standard VARs Remained Stable since the Crisis? 0 0 0 91 1 2 4 214
Have standard VARs remained stable since the crisis? 0 0 0 114 2 3 12 255
Improving forecast accuracy by combining recursive and rolling forecasts 0 0 0 123 2 2 4 294
Improving forecast accuracy by combining recursive and rolling forecasts 1 2 2 639 3 6 12 2,206
In-sample tests of predictive ability: a new approach 0 0 1 125 0 0 7 199
In-sample tests of predictive ability: a new approach 0 0 0 36 2 2 4 80
Investigating Growth at Risk Using a Multi-country Non-parametric Quantile Factor Model 1 1 1 2 2 2 4 10
Investigating Growth at Risk Using a Multi-country Non-parametric Quantile Factor Model 0 0 1 36 1 1 3 52
Investigating Growth-at-Risk Using a Multicountry Non-parametric Quantile Factor Model 0 0 1 1 1 1 5 5
Large Vector Autoregressions with Asymmetric Priors 0 0 0 6 1 1 2 39
Large Vector Autoregressions with Stochastic Volatility and Flexible Priors 0 0 0 206 1 1 5 377
Macroeconomic Forecasting in a Multi-country Context 1 1 1 68 2 2 5 61
Macroeconomic Forecasting in a Multi-country Context 0 0 0 6 0 1 5 23
Measuring Uncertainty and Its Effects in the COVID-19 Era 0 1 1 58 0 3 8 131
Measuring Uncertainty and Its Effects in the COVID-19 Era 1 1 1 12 1 1 1 32
Measuring Uncertainty and Its Impact on the Economy 0 0 3 77 3 7 17 157
Measuring Uncertainty and Its Impact on the Economy 0 0 2 202 4 5 11 364
Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors 0 0 1 104 0 1 2 84
Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors 0 0 1 89 1 2 6 52
Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors 0 0 1 31 1 1 2 44
Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors 0 0 0 122 1 3 4 97
Nested forecast model comparisons: a new approach to testing equal accuracy 0 0 0 79 4 4 4 250
Nested forecast model comparisons: a new approach to testing equal accuracy 0 0 0 132 7 7 9 278
No Arbitrage Priors, Drifting Volatilities, and the Term Structure of Interest Rates 0 0 0 72 1 2 4 144
No-Arbitrage Priors, Drifting Volatilities, and the Term Structure of Interest Rates 0 0 0 44 1 2 4 44
Nowcasting Tail Risk to Economic Activity at a Weekly Frequency 0 0 2 39 0 0 10 100
Nowcasting Tail Risks to Economic Activity with Many Indicators 1 1 1 97 2 5 10 235
Real-Time Nowcasting with a Bayesian Mixed Frequency Model with Stochastic Volatility 0 0 0 74 1 2 3 247
Real-time density forecasts from VARs with stochastic volatility 0 0 0 162 0 0 2 307
Real-time nowcasting with a Bayesian mixed frequency model with stochastic volatility 0 1 4 232 4 6 10 468
Reality checks and nested forecast model comparisons 0 0 0 85 6 7 7 169
Rents and prices of housing across areas of the U.S.: a cross-section examination of the present value model 0 0 0 0 2 2 5 233
Shadow-rate VARs 0 1 8 36 3 4 24 77
Small sample properties of estimators of non-linear models of covariance structure 0 0 0 64 0 0 2 451
Specification Choices in Quantile Regression for Empirical Macroeconomics 1 4 16 16 2 7 35 36
Specification Choices in Quantile Regression for Empirical Macroeconomics 0 0 7 80 2 2 16 82
Tail Forecasting with Multivariate Bayesian Additive Regression Trees 0 0 2 6 0 1 9 20
Tail Forecasting with Multivariate Bayesian Additive Regression Trees 0 0 0 78 1 1 5 92
Testing for unconditional predictive ability 0 0 0 118 2 3 4 224
Tests of Equal Forecast Accuracy and Encompassing for Nested Models 0 1 1 1,287 8 11 18 3,965
Tests of Equal Forecast Accuracy and Encompassing for Nested Models 0 0 2 339 2 3 6 913
Tests of equal forecast accuracy and encompassing for nested models 0 1 2 498 2 6 7 1,430
Tests of equal forecast accuracy for overlapping models 0 0 0 70 1 2 5 164
Tests of equal forecast accuracy for overlapping models 0 0 0 81 5 5 6 213
Tests of equal predictive ability with real-time data 0 0 0 179 1 2 4 435
Tests of equal predictive ability with real-time data 0 0 0 76 1 1 3 165
The Predictive Content of the Output Gap for Inflation: Resolving In-Sample and Out-of-Sample Evidence 0 0 0 1 0 0 1 261
The macroeconomic forecasting performance of autoregressive models with alternative specifications of time-varying volatility 0 0 1 92 1 2 3 225
The macroeconomic forecasting performance of autoregressive models with alternative specifications of time-varying volatility 1 1 1 102 1 2 2 195
The predictive content of the output gap for inflation: resolving in-sample and out-of-sample evidence 2 2 2 167 4 4 6 505
The responses of prices at different stages of production to monetary policy shocks 0 0 0 117 0 2 4 1,038
The sources of fluctuations within and across countries 0 0 0 280 0 0 0 626
Time variation in the inflation passthrough of energy prices 0 0 0 102 0 1 4 274
Tracing Out Capital Flows: How Financially Integrated Banks Respond to Natural Disasters 0 0 1 75 0 0 1 187
Using Entropic Tilting to Combine BVAR Forecasts with External Nowcasts 0 0 0 31 2 2 8 73
Using Entropic Tilting to Combine BVAR Forecasts with External Nowcasts 0 0 0 179 0 0 5 192
Using Entropic Tilting to Combine BVAR Forecasts with External Nowcasts 0 0 0 30 2 3 6 153
Using Out-of-Sample Mean Squared Prediction Errors to Test the Martingale Difference 0 0 1 233 1 1 4 1,343
Using Time-Varying Volatility for Identification in Vector Autoregressions: An Application to Endogenous Uncertainty 0 0 1 23 0 0 2 56
Using out-of-sample mean squared prediction errors to test the Martingale difference hypothesis 0 0 1 234 5 5 10 1,057
What Is the Predictive Value of SPF Point and Density Forecasts? 0 0 0 0 1 1 3 5
What is the Predictive Value of SPF Point and Density Forecasts? 0 0 0 19 0 0 6 14
Total Working Papers 16 48 156 14,651 179 307 783 41,394
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 1 1 3 153
A New Model of Inflation, Trend Inflation, and Long‐Run Inflation Expectations 1 1 13 53 4 9 36 158
A comparison of the CPI and the PCE price index 0 1 5 354 0 4 21 2,286
Addressing COVID-19 Outliers in BVARs with Stochastic Volatility 1 4 7 9 8 17 53 76
An evaluation of the decline in goods inflation 0 0 1 101 0 2 6 349
Approximately normal tests for equal predictive accuracy in nested models 0 2 20 677 7 17 70 1,789
Assessing international commonality in macroeconomic uncertainty and its effects 0 1 4 30 0 2 6 85
Averaging forecasts from VARs with uncertain instabilities 0 0 1 131 0 0 3 381
Averaging forecasts from VARs with uncertain instabilities 0 0 0 2 1 1 4 19
Bayesian VARs: Specification Choices and Forecast Accuracy 0 0 7 124 4 5 17 338
Borders and business cycles 0 0 1 425 3 4 8 966
Can out-of-sample forecast comparisons help prevent overfitting? 0 0 0 94 0 3 4 396
Capturing Macro‐Economic Tail Risks with Bayesian Vector Autoregressions 0 2 8 11 0 5 29 38
Combining Forecasts from Nested Models* 0 0 1 73 2 2 7 374
Common Drifting Volatility in Large Bayesian VARs 0 0 1 56 3 7 16 170
Comparing measures of core inflation 0 1 5 148 3 10 43 510
Credit Market Frictions, Business Cycles, and Monetary Policy: The Research Contributions of Charles Carlstrom and Timothy Fuerst 0 0 0 12 1 1 3 31
Cross-country Evidence on Long-Run Growth and Inflation 0 0 0 0 1 1 4 359
Decomposing the declining volatility of long-term inflation expectations 0 0 0 111 1 1 3 271
Disaggregate evidence on the persistence of consumer price inflation 0 0 0 1 1 2 2 10
Disaggregate evidence on the persistence of consumer price inflation 0 0 1 137 1 2 6 422
Do producer prices lead consumer prices? 1 4 21 412 8 44 97 1,336
Employment Fluctuations in U.S. Regions and Industries: The Roles of National, Region-Specific, and Industry-Specific Shocks 0 0 0 194 1 1 1 723
Estimating equilibrium real interest rates in real time 0 0 2 173 2 4 9 417
Evaluating Direct Multistep Forecasts 0 0 4 216 1 3 9 464
Evaluating alternative models of trend inflation 0 0 3 149 1 1 19 377
Food and energy price shocks: what other prices are affected? 0 0 0 22 0 0 1 79
Forecasting Core Inflation and Its Goods, Housing, and Supercore Components 0 0 0 0 2 2 2 2
Forecasting implications of the recent decline in inflation 0 0 0 24 0 0 1 65
Forecasting with shadow rate VARs 0 0 0 0 2 8 8 8
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 2 9 0 1 8 48
Has the behavior of inflation and long-term inflation expectations changed? 0 0 1 118 0 0 5 371
Have Standard VARS Remained Stable Since the Crisis? 0 0 0 15 2 2 4 106
IMPROVING FORECAST ACCURACY BY COMBINING RECURSIVE AND ROLLING FORECASTS 0 0 0 109 2 3 11 392
In-sample tests of predictive ability: A new approach 0 0 0 45 0 1 4 115
Investigating Growth-at-Risk Using a Multicountry Nonparametric Quantile Factor Model 0 0 0 0 0 0 4 5
Is the Great Moderation over? an empirical analysis 0 1 2 163 2 4 19 533
Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors 2 3 17 168 10 13 46 482
Macroeconomic Forecasting Performance under Alternative Specifications of Time‐Varying Volatility 0 0 3 64 0 1 5 157
Macroeconomic forecasting in a multi‐country context 0 0 3 16 2 3 8 39
Measuring Inflation Forecast Uncertainty 0 0 0 46 1 1 4 107
Measuring Uncertainty and Its Impact on the Economy 4 5 21 204 10 18 64 628
Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors 0 0 3 45 0 0 5 167
Nested forecast model comparisons: A new approach to testing equal accuracy 0 0 0 62 0 0 3 194
Nominal GDP targeting rules: can they stabilize the economy? 0 0 0 119 2 3 7 403
Nowcasting tail risk to economic activity at a weekly frequency 0 0 9 33 2 3 21 83
No‐arbitrage priors, drifting volatilities, and the term structure of interest rates 0 0 0 7 1 4 4 33
Policy rules in macroeconomic forecasting models 0 0 1 21 1 1 2 81
Progress toward price stability: a 1997 inflation report 0 0 0 9 1 1 2 101
Real-Time Density Forecasts From Bayesian Vector Autoregressions With Stochastic Volatility 0 0 1 131 1 3 6 337
Real-Time Density Forecasts From Bayesian Vector Autoregressions With Stochastic Volatility 0 0 0 53 1 3 6 160
Reality Checks and Comparisons of Nested Predictive Models 1 1 1 4 2 3 7 14
Reality Checks and Comparisons of Nested Predictive Models 0 0 1 14 0 0 4 52
Realtime nowcasting with a Bayesian mixed frequency model with stochastic volatility 0 0 1 49 0 0 4 213
Rents and prices of housing across areas of the United States. A cross-section examination of the present value model 0 0 0 130 0 0 2 289
Small-Sample Properties of Estimators of Nonlinear Models of Covariance Structure 0 0 0 0 0 0 2 223
Specification Choices in Quantile Regression for Empirical Macroeconomics 1 1 3 3 4 4 14 14
TAIL FORECASTING WITH MULTIVARIATE BAYESIAN ADDITIVE REGRESSION TREES 0 0 1 8 0 1 5 27
TESTS OF EQUAL FORECAST ACCURACY FOR OVERLAPPING MODELS 0 0 0 23 0 1 5 99
Tests of Equal Predictive Ability With Real-Time Data 0 0 0 114 1 1 2 263
Tests of Predictive Ability for Vector Autoregressions Used for Conditional Forecasting 0 0 0 3 0 2 4 35
Tests of equal forecast accuracy and encompassing for nested models 0 1 4 823 4 11 32 2,007
The Impacts of Supply Chain Disruptions on Inflation 1 6 10 32 3 10 33 102
The Importance of Trend Inflation in the Search for Missing Disinflation 0 0 0 14 0 0 0 76
The Predictive Content of the Output Gap for Inflation: Resolving In-Sample and Out-of-Sample Evidence 0 0 3 169 0 1 10 457
The Responses Of Prices At Different Stages Of Production To Monetary Policy Shocks 0 0 0 168 1 1 1 1,056
The power of tests of predictive ability in the presence of structural breaks 0 0 1 141 0 0 2 291
The trend growth rate of employment: past, present, and future 0 0 0 152 2 2 3 1,560
Time Variation in the Inflation Passthrough of Energy Prices 0 0 0 8 1 2 4 48
Time Variation in the Inflation Passthrough of Energy Prices 0 0 0 92 1 1 3 323
U.S. inflation developments in 1995 0 0 0 5 0 3 6 142
U.S. inflation developments in 1996 0 0 0 9 0 3 5 157
Using Entropic Tilting to Combine BVAR Forecasts With External Nowcasts 1 1 1 12 2 3 7 75
Using out-of-sample mean squared prediction errors to test the martingale difference hypothesis 0 1 8 272 2 7 19 825
Using time-varying volatility for identification in Vector Autoregressions: An application to endogenous uncertainty 0 0 2 30 1 5 12 81
Total Journal Articles 13 36 204 7,506 120 285 915 25,623

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Advances in Forecast Evaluation 0 0 4 148 1 5 23 421
Chapter 3 Forecasting with Small Macroeconomic VARs in the Presence of Instabilities 0 1 1 3 0 1 4 7
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 0 1 2
Survey expectations and forecast uncertainty 2 5 11 11 5 8 23 23
Total Chapters 2 6 16 162 6 14 51 453
2 registered items for which data could not be found
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