Access Statistics for Todd Clark

Author contact details at EconPapers.

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 0 3 21 300
A Bayesian evaluation of alternative models of trend inflation 0 0 0 21 0 1 8 109
A Flexible Approach to Augmenting a Bayesian VAR with Nonlinear Factors 0 0 17 19 3 3 44 46
A New Model of Inflation, Trend Inflation, and Long-Run Inflation Expectations 1 1 1 153 3 3 12 259
A Nonparametric Approach to Augmenting a Bayesian VAR with Nonlinear Factors 1 24 24 24 1 13 13 13
A comparison of two approaches to measuring common and idiosyncratic components in sets of time series variables 0 0 0 0 0 0 5 224
Addressing COVID-19 Outliers in BVARs with Stochastic Volatility 0 0 0 37 1 1 16 105
Addressing COVID-19 Outliers in BVARs with Stochastic Volatility 1 1 2 119 4 8 42 280
Addressing COVID-19 outliers in BVARs with stochastic volatility 0 0 1 45 0 2 27 132
Advances in forecast evaluation 0 0 0 164 1 2 19 341
Advances in forecast evaluation 0 1 1 168 2 3 33 332
An empirical assessment of the relationships among inflation and short- and long-term expectations 0 0 1 225 0 1 17 595
Approximately Normal Tests for Equal Predictive Accuracy in Nested Models 0 0 0 174 4 6 33 686
Approximately normal tests for equal predictive accuracy in nested models 0 0 0 212 3 4 55 917
Assessing International Commonality in Macroeconomic Uncertainty and Its Effects 0 0 0 67 1 1 15 138
Assessing International Commonality in Macroeconomic Uncertainty and Its Effects 0 0 1 16 0 0 13 54
Assessing International Commonality in Macroeconomic Uncertainty and Its Effects 0 0 0 51 1 1 9 84
Averaging forecasts from VARs with uncertain instabilities 0 0 0 64 2 4 10 194
Averaging forecasts from VARs with uncertain instabilities 0 0 0 79 0 0 6 269
Averaging forecasts from VARs with uncertain instabilities 0 0 1 91 0 1 26 249
Bayesian VARs: Specification Choices and Forecast Accuracy 0 0 2 187 0 1 15 450
Bayesian VARs: specification choices and forecast accuracy 0 1 5 436 0 6 32 708
Borders and business cycles 0 0 0 123 2 3 18 402
Borders and business cycles 0 0 0 148 1 2 18 552
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 6 242
Can out-of-sample forecast comparisons help prevent overfitting? 0 0 0 694 3 4 20 2,560
Capturing Macroeconomic Tail Risks with Bayesian Vector Autoregressions 0 0 0 213 1 3 21 347
Capturing Macroeconomic Tail Risks with Bayesian Vector Autoregressions 0 0 2 19 0 0 9 63
Clustered Local Projections for Short and Ultra-Short Time Series -- A Hierarchical Bayesian Framework 0 0 0 0 0 0 0 0
Combining forecasts from nested models 0 0 0 147 0 1 16 623
Combining forecasts from nested models 0 0 0 107 2 3 13 441
Combining forecasts from nested models 0 0 0 48 2 2 10 142
Common Drifting Volatility in Large Bayesian VARs 0 0 1 41 3 3 11 157
Common Drifting Volatility in Large Bayesian VARs 0 0 0 116 0 0 10 277
Common drifting volatility in large Bayesian VARs 0 0 0 98 2 2 18 297
Constructing Fan Charts from the Ragged Edge of SPF Forecasts 0 1 1 24 1 2 18 40
Constructing Fan Charts from the Ragged Edge of SPF Forecasts 0 0 1 8 0 0 11 16
Constructing fan charts from the ragged edge of SPF forecasts 0 0 0 9 1 2 12 19
Constructing fan charts from the ragged edge of SPF forecasts 0 0 0 2 0 1 13 17
Cross-country evidence on long run growth and inflation 0 0 0 0 0 0 10 388
Decomposing the declining volatility of long-term inflation expectations 0 0 0 96 0 0 9 245
Disaggregate evidence on the persistence of consumer price inflation 0 0 1 235 2 5 15 652
Do producer prices help predict consumer prices? 0 0 0 131 0 1 16 484
Endogenous Uncertainty 0 0 0 167 0 1 17 419
Estimating equilibrium real interest rates in real time 0 0 0 196 2 2 15 756
Estimating equilibrium real interest rates in real-time 0 0 2 282 1 3 15 1,320
Evaluating Conditional Forecasts from Vector Autoregressions 0 1 2 102 1 4 23 187
Evaluating Conditional Forecasts from Vector Autoregressions 0 0 1 122 0 1 16 152
Evaluating long-horizon forecasts 0 0 4 263 2 3 19 587
Evaluating the accuracy of forecasts from vector autoregressions 0 1 1 152 3 5 12 273
Finite-sample properties of tests for forecast equivalence 0 0 0 20 1 1 7 168
Forecast-based model selection in the presence of structural breaks 0 0 1 244 0 0 11 644
Forecasting Core Inflation and Its Goods, Housing, and Supercore Components 0 0 1 18 0 2 16 35
Forecasting US Inflation Using Bayesian Nonparametric Models 0 1 1 123 1 3 16 128
Forecasting US Inflation Using Bayesian Nonparametric Models 0 0 0 31 0 0 9 100
Forecasting US Inflation Using Bayesian Nonparametric Models 1 1 3 34 2 2 13 73
Forecasting an aggregate of cointegrated disaggregates 0 0 0 35 0 0 3 179
Forecasting of small macroeconomic VARs in the presence of instabilities 0 0 0 173 1 2 20 571
Forecasting with Shadow-Rate VARs 0 0 0 48 0 2 23 113
Forecasting with small macroeconomic VARs in the presence of instabilities 0 0 0 172 0 0 12 318
Have Standard VARs Remained Stable Since the Crisis? 0 0 0 43 1 2 14 92
Have Standard VARs Remained Stable since the Crisis? 0 0 0 91 0 1 17 229
Have standard VARs remained stable since the crisis? 0 0 0 114 3 4 31 283
Improving forecast accuracy by combining recursive and rolling forecasts 0 0 1 639 0 4 36 2,238
Improving forecast accuracy by combining recursive and rolling forecasts 0 0 1 124 1 1 17 309
In-sample tests of predictive ability: a new approach 0 0 0 125 0 0 3 202
In-sample tests of predictive ability: a new approach 0 0 0 36 1 1 10 88
Investigating Growth at Risk Using a Multi-country Non-parametric Quantile Factor Model 0 0 1 2 0 1 15 23
Investigating Growth at Risk Using a Multi-country Non-parametric Quantile Factor Model 0 0 0 36 4 6 16 67
Investigating Growth-at-Risk Using a Multicountry Non-parametric Quantile Factor Model 0 0 0 1 1 2 17 21
Large Vector Autoregressions with Asymmetric Priors 0 0 1 7 1 1 13 51
Large Vector Autoregressions with Stochastic Volatility and Flexible Priors 0 0 0 206 2 2 23 399
Macroeconomic Forecasting in a Multi-country Context 0 0 2 8 1 1 12 35
Macroeconomic Forecasting in a Multi-country Context 0 0 1 68 2 3 21 80
Measuring Uncertainty and Its Effects in the COVID-19 Era 1 1 1 59 2 4 21 150
Measuring Uncertainty and Its Effects in the COVID-19 Era 0 0 1 12 0 1 21 52
Measuring Uncertainty and Its Impact on the Economy 0 0 0 202 1 2 11 371
Measuring Uncertainty and Its Impact on the Economy 0 0 0 77 4 5 36 187
Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors 0 0 0 122 1 1 8 102
Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors 0 0 0 89 1 1 19 69
Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors 0 0 0 104 2 2 14 98
Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors 0 0 0 31 0 1 13 56
Nested forecast model comparisons: a new approach to testing equal accuracy 0 0 0 79 1 1 13 259
Nested forecast model comparisons: a new approach to testing equal accuracy 0 0 0 132 3 3 21 292
No Arbitrage Priors, Drifting Volatilities, and the Term Structure of Interest Rates 0 0 0 72 2 2 12 155
No-Arbitrage Priors, Drifting Volatilities, and the Term Structure of Interest Rates 0 0 1 45 1 1 22 65
Nowcasting Tail Risk to Economic Activity at a Weekly Frequency 0 0 0 39 0 1 10 110
Nowcasting Tail Risks to Economic Activity with Many Indicators 0 0 1 97 2 2 22 253
Real-Time Nowcasting with a Bayesian Mixed Frequency Model with Stochastic Volatility 0 0 0 74 2 4 20 266
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 0 2 233 0 2 28 490
Reality checks and nested forecast model comparisons 0 0 0 85 3 4 20 183
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 7 238
Shadow-rate VARs 0 0 1 36 3 6 25 98
Small sample properties of estimators of non-linear models of covariance structure 0 0 0 64 1 1 8 459
Specification Choices in Quantile Regression for Empirical Macroeconomics 0 0 2 82 2 4 13 93
Specification Choices in Quantile Regression for Empirical Macroeconomics 0 0 5 17 0 0 25 55
Tail Forecasting with Multivariate Bayesian Additive Regression Trees 0 0 0 6 1 1 14 33
Tail Forecasting with Multivariate Bayesian Additive Regression Trees 0 0 0 78 0 1 22 113
Testing for unconditional predictive ability 0 0 0 118 1 1 9 231
Tests of Equal Forecast Accuracy and Encompassing for Nested Models 0 0 0 339 3 4 35 945
Tests of Equal Forecast Accuracy and Encompassing for Nested Models 0 2 4 1,290 3 6 151 4,106
Tests of equal forecast accuracy and encompassing for nested models 0 0 1 498 0 1 30 1,455
Tests of equal forecast accuracy for overlapping models 0 1 1 82 2 3 32 240
Tests of equal forecast accuracy for overlapping models 0 0 0 70 0 1 10 172
Tests of equal predictive ability with real-time data 0 0 0 76 2 2 10 174
Tests of equal predictive ability with real-time data 0 0 0 179 2 4 16 449
The Predictive Content of the Output Gap for Inflation: Resolving In-Sample and Out-of-Sample Evidence 0 0 0 1 1 2 13 274
The macroeconomic forecasting performance of autoregressive models with alternative specifications of time-varying volatility 0 0 2 94 0 1 18 241
The macroeconomic forecasting performance of autoregressive models with alternative specifications of time-varying volatility 0 0 2 103 1 1 17 210
The predictive content of the output gap for inflation: resolving in-sample and out-of-sample evidence 0 0 2 167 0 0 15 516
The responses of prices at different stages of production to monetary policy shocks 0 0 0 117 0 0 12 1,049
The sources of fluctuations within and across countries 0 0 0 280 0 1 11 637
Time variation in the inflation passthrough of energy prices 0 0 1 103 0 1 15 289
Tracing Out Capital Flows: How Financially Integrated Banks Respond to Natural Disasters 0 0 0 75 0 1 17 204
Using Entropic Tilting to Combine BVAR Forecasts with External Nowcasts 0 0 0 30 0 1 16 166
Using Entropic Tilting to Combine BVAR Forecasts with External Nowcasts 0 0 0 31 2 2 17 88
Using Entropic Tilting to Combine BVAR Forecasts with External Nowcasts 0 0 1 180 2 2 18 210
Using Out-of-Sample Mean Squared Prediction Errors to Test the Martingale Difference 0 0 0 233 0 1 12 1,354
Using Time-Varying Volatility for Identification in Vector Autoregressions: An Application to Endogenous Uncertainty 0 1 2 25 0 2 22 78
Using out-of-sample mean squared prediction errors to test the Martingale difference hypothesis 0 0 0 234 2 3 21 1,073
What Is the Predictive Value of SPF Point and Density Forecasts? 0 0 0 0 3 3 11 15
What is the Predictive Value of SPF Point and Density Forecasts? 0 0 0 19 2 3 18 32
Total Working Papers 5 38 115 14,726 138 257 2,213 43,356
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 2 3 13 165
A New Model of Inflation, Trend Inflation, and Long‐Run Inflation Expectations 0 0 5 57 0 3 26 178
A comparison of the CPI and the PCE price index 0 0 0 354 2 19 154 2,439
Addressing COVID-19 Outliers in BVARs with Stochastic Volatility 0 1 13 18 1 5 55 118
An evaluation of the decline in goods inflation 0 2 2 103 2 4 21 368
Approximately normal tests for equal predictive accuracy in nested models 1 6 13 689 20 51 148 1,925
Assessing international commonality in macroeconomic uncertainty and its effects 0 0 0 30 1 1 14 98
Averaging forecasts from VARs with uncertain instabilities 0 0 0 131 1 4 23 404
Averaging forecasts from VARs with uncertain instabilities 0 0 0 2 1 1 10 28
Bayesian VARs: Specification Choices and Forecast Accuracy 0 1 3 127 2 4 24 358
Borders and business cycles 0 0 0 425 2 5 20 983
Can out-of-sample forecast comparisons help prevent overfitting? 0 0 0 94 0 0 10 404
Capturing Macro‐Economic Tail Risks with Bayesian Vector Autoregressions 2 4 14 23 2 5 44 78
Combining Forecasts from Nested Models* 0 0 0 73 0 0 8 380
Common Drifting Volatility in Large Bayesian VARs 0 2 4 60 5 7 40 205
Comparing measures of core inflation 0 1 8 155 0 4 36 540
Credit Market Frictions, Business Cycles, and Monetary Policy: The Research Contributions of Charles Carlstrom and Timothy Fuerst 0 0 0 12 0 0 9 39
Cross-country Evidence on Long-Run Growth and Inflation 0 0 0 0 0 2 9 367
Decomposing the declining volatility of long-term inflation expectations 0 0 0 111 0 0 7 277
Disaggregate evidence on the persistence of consumer price inflation 0 0 1 138 1 1 10 431
Disaggregate evidence on the persistence of consumer price inflation 0 0 0 1 0 1 16 24
Do producer prices lead consumer prices? 2 3 12 422 6 14 95 1,412
Employment Fluctuations in U.S. Regions and Industries: The Roles of National, Region-Specific, and Industry-Specific Shocks 0 0 0 194 1 3 14 736
Estimating equilibrium real interest rates in real time 0 0 1 174 0 3 22 435
Evaluating Direct Multistep Forecasts 0 0 1 217 4 6 16 479
Evaluating alternative models of trend inflation 1 1 1 150 1 2 17 393
Food and energy price shocks: what other prices are affected? 0 0 1 23 0 1 22 101
Forecasting Core Inflation and Its Goods, Housing, and Supercore Components 1 1 1 1 5 9 32 32
Forecasting implications of the recent decline in inflation 0 0 0 24 0 0 7 72
Forecasting with shadow rate VARs 0 1 1 1 0 1 33 34
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 3 12 1 1 7 55
Has the behavior of inflation and long-term inflation expectations changed? 0 0 0 118 0 0 5 376
Have Standard VARS Remained Stable Since the Crisis? 1 1 2 17 2 2 20 124
IMPROVING FORECAST ACCURACY BY COMBINING RECURSIVE AND ROLLING FORECASTS 0 0 0 109 1 2 21 411
In-sample tests of predictive ability: A new approach 0 0 1 46 2 5 26 141
Investigating Growth-at-Risk Using a Multicountry Nonparametric Quantile Factor Model 0 0 0 0 0 1 20 25
Is the Great Moderation over? an empirical analysis 0 1 5 167 1 4 36 566
Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors 1 1 9 175 4 8 58 530
Macroeconomic Forecasting Performance under Alternative Specifications of Time‐Varying Volatility 0 0 1 65 2 3 20 177
Macroeconomic forecasting in a multi‐country context 0 0 5 21 1 3 23 59
Measuring Inflation Forecast Uncertainty 0 0 1 47 1 1 16 122
Measuring Uncertainty and Its Impact on the Economy 0 1 21 221 1 6 75 688
Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors 0 0 0 45 1 2 26 193
Nested forecast model comparisons: A new approach to testing equal accuracy 1 1 1 63 3 4 14 208
Nominal GDP targeting rules: can they stabilize the economy? 0 0 0 119 1 1 9 410
Nowcasting tail risk to economic activity at a weekly frequency 1 3 4 37 1 4 20 101
No‐arbitrage priors, drifting volatilities, and the term structure of interest rates 0 0 0 7 2 4 21 52
Policy rules in macroeconomic forecasting models 0 0 1 22 0 0 10 90
Progress toward price stability: a 1997 inflation report 0 0 0 9 1 2 12 112
Real-Time Density Forecasts From Bayesian Vector Autoregressions With Stochastic Volatility 0 0 0 131 0 1 129 464
Real-Time Density Forecasts From Bayesian Vector Autoregressions With Stochastic Volatility 0 1 7 60 1 3 24 181
Reality Checks and Comparisons of Nested Predictive Models 0 0 0 14 1 1 7 59
Reality Checks and Comparisons of Nested Predictive Models 0 0 1 4 0 1 11 23
Realtime nowcasting with a Bayesian mixed frequency model with stochastic volatility 0 0 1 50 1 3 16 229
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 1 6 295
Small-Sample Properties of Estimators of Nonlinear Models of Covariance Structure 0 0 0 0 0 0 7 230
Specification Choices in Quantile Regression for Empirical Macroeconomics 0 0 5 7 1 3 26 36
TAIL FORECASTING WITH MULTIVARIATE BAYESIAN ADDITIVE REGRESSION TREES 1 1 2 10 2 3 22 48
TESTS OF EQUAL FORECAST ACCURACY FOR OVERLAPPING MODELS 0 0 0 23 0 1 12 111
Tests of Equal Predictive Ability With Real-Time Data 0 0 0 114 0 1 13 275
Tests of Predictive Ability for Vector Autoregressions Used for Conditional Forecasting 0 0 0 3 0 1 4 38
Tests of equal forecast accuracy and encompassing for nested models 0 2 5 827 2 9 56 2,052
The Impacts of Supply Chain Disruptions on Inflation 0 0 4 33 2 8 57 152
The Importance of Trend Inflation in the Search for Missing Disinflation 0 0 0 14 0 0 13 89
The Predictive Content of the Output Gap for Inflation: Resolving In-Sample and Out-of-Sample Evidence 0 0 0 169 1 2 14 470
The Responses Of Prices At Different Stages Of Production To Monetary Policy Shocks 0 0 0 168 0 0 8 1,063
The power of tests of predictive ability in the presence of structural breaks 0 0 1 142 0 1 13 304
The trend growth rate of employment: past, present, and future 0 0 0 152 0 0 12 1,570
Time Variation in the Inflation Passthrough of Energy Prices 0 0 0 92 0 1 18 340
Time Variation in the Inflation Passthrough of Energy Prices 0 0 0 8 1 2 15 62
U.S. inflation developments in 1995 0 0 0 5 0 2 17 157
U.S. inflation developments in 1996 0 0 1 10 0 2 14 171
Using Entropic Tilting to Combine BVAR Forecasts With External Nowcasts 0 0 1 12 1 3 19 91
Using out-of-sample mean squared prediction errors to test the martingale difference hypothesis 0 1 3 274 0 5 27 847
Using time-varying volatility for identification in Vector Autoregressions: An application to endogenous uncertainty 0 0 1 31 1 3 25 104
Total Journal Articles 12 36 167 7,647 98 269 1,979 27,404

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 6 154 5 8 53 471
Chapter 3 Forecasting with Small Macroeconomic VARs in the Presence of Instabilities 0 0 0 3 0 0 6 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 0 1 3
Survey expectations and forecast uncertainty 0 0 9 16 1 2 25 41
Total Chapters 0 1 15 173 6 10 85 528
2 registered items for which data could not be found
logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-09-10