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 3 101
A Bayesian evaluation of alternative models of trend inflation 0 0 0 91 0 1 1 277
A New Model of Inflation, Trend Inflation, and Long-Run Inflation Expectations 0 0 0 152 0 0 6 245
A comparison of two approaches to measuring common and idiosyncratic components in sets of time series variables 0 0 0 0 0 0 0 218
Addressing COVID-19 Outliers in BVARs with Stochastic Volatility 0 0 4 37 1 1 9 87
Addressing COVID-19 Outliers in BVARs with Stochastic Volatility 1 1 6 116 4 5 25 232
Addressing COVID-19 outliers in BVARs with stochastic volatility 2 2 10 43 6 6 29 96
Advances in forecast evaluation 0 2 3 163 0 2 4 318
Advances in forecast evaluation 0 0 0 167 0 0 0 295
An empirical assessment of the relationships among inflation and short- and long-term expectations 2 3 9 224 4 8 24 573
Approximately Normal Tests for Equal Predictive Accuracy in Nested Models 0 1 3 174 0 1 10 647
Approximately normal tests for equal predictive accuracy in nested models 0 0 1 211 0 0 4 858
Assessing International Commonality in Macroeconomic Uncertainty and Its Effects 0 0 0 15 0 1 1 40
Assessing International Commonality in Macroeconomic Uncertainty and Its Effects 0 0 0 50 0 2 4 73
Assessing International Commonality in Macroeconomic Uncertainty and Its Effects 0 0 0 67 0 0 0 119
Averaging forecasts from VARs with uncertain instabilities 0 2 2 90 0 2 6 219
Averaging forecasts from VARs with uncertain instabilities 0 0 0 64 0 1 1 182
Averaging forecasts from VARs with uncertain instabilities 0 0 0 79 0 0 0 263
Bayesian VARs: Specification Choices and Forecast Accuracy 0 0 3 183 1 1 7 430
Bayesian VARs: specification choices and forecast accuracy 0 0 5 429 1 5 16 665
Borders and business cycles 0 0 0 123 0 0 2 384
Borders and business cycles 0 0 0 148 0 1 2 532
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 1 236
Can out-of-sample forecast comparisons help prevent overfitting? 0 0 1 694 0 0 1 2,534
Capturing Macroeconomic Tail Risks with Bayesian Vector Autoregressions 0 1 5 212 1 3 12 320
Capturing Macroeconomic Tail Risks with Bayesian Vector Autoregressions 2 3 6 13 4 6 22 43
Combining forecasts from nested models 0 0 1 147 1 1 2 606
Combining forecasts from nested models 0 0 0 107 1 1 2 427
Combining forecasts from nested models 0 0 0 48 0 1 1 131
Common Drifting Volatility in Large Bayesian VARs 0 0 0 40 0 1 1 145
Common Drifting Volatility in Large Bayesian VARs 0 0 1 116 3 3 4 265
Common drifting volatility in large Bayesian VARs 0 0 1 97 0 2 5 275
Constructing Fan Charts from the Ragged Edge of SPF Forecasts 0 0 1 22 0 1 6 20
Constructing Fan Charts from the Ragged Edge of SPF Forecasts 0 0 6 6 0 1 3 3
Constructing fan charts from the ragged edge of SPF forecasts 0 9 9 9 1 7 7 7
Constructing fan charts from the ragged edge of SPF forecasts 0 1 2 2 0 2 4 4
Cross-country evidence on long run growth and inflation 0 0 0 0 2 4 6 377
Decomposing the declining volatility of long-term inflation expectations 0 0 0 96 0 1 2 234
Disaggregate evidence on the persistence of consumer price inflation 0 0 0 234 0 0 0 636
Do producer prices help predict consumer prices? 0 0 0 131 0 0 2 464
Endogenous Uncertainty 0 0 0 166 1 1 4 401
Estimating equilibrium real interest rates in real time 0 0 1 196 0 2 4 741
Estimating equilibrium real interest rates in real-time 0 0 1 280 1 2 4 1,301
Evaluating Conditional Forecasts from Vector Autoregressions 0 0 2 100 0 0 3 163
Evaluating Conditional Forecasts from Vector Autoregressions 0 0 1 121 0 0 2 136
Evaluating long-horizon forecasts 0 0 1 259 0 0 4 567
Evaluating the accuracy of forecasts from vector autoregressions 0 0 0 151 0 1 6 260
Finite-sample properties of tests for forecast equivalence 0 0 0 20 0 0 1 161
Forecast-based model selection in the presence of structural breaks 0 0 0 243 0 0 0 632
Forecasting Core Inflation and Its Goods, Housing, and Supercore Components 0 0 2 17 0 0 3 15
Forecasting US Inflation Using Bayesian Nonparametric Models 0 1 6 29 0 2 15 55
Forecasting US Inflation Using Bayesian Nonparametric Models 0 0 0 30 0 0 4 86
Forecasting US Inflation Using Bayesian Nonparametric Models 0 1 3 122 0 1 6 109
Forecasting an aggregate of cointegrated disaggregates 0 0 0 35 1 1 2 174
Forecasting of small macroeconomic VARs in the presence of instabilities 0 0 0 173 0 0 1 549
Forecasting with Shadow-Rate VARs 0 0 1 48 1 2 3 89
Forecasting with small macroeconomic VARs in the presence of instabilities 0 0 0 172 1 1 1 304
Have Standard VARs Remained Stable Since the Crisis? 0 0 0 43 0 0 2 77
Have Standard VARs Remained Stable since the Crisis? 0 0 0 91 0 0 2 210
Have standard VARs remained stable since the crisis? 0 0 0 114 1 5 17 251
Improving forecast accuracy by combining recursive and rolling forecasts 0 0 0 123 0 2 3 292
Improving forecast accuracy by combining recursive and rolling forecasts 0 0 1 637 0 1 8 2,195
In-sample tests of predictive ability: a new approach 0 1 1 125 0 2 10 196
In-sample tests of predictive ability: a new approach 0 0 0 36 0 1 1 77
Investigating Growth at Risk Using a Multi-country Non-parametric Quantile Factor Model 1 1 2 36 2 2 5 51
Investigating Growth at Risk Using a Multi-country Non-parametric Quantile Factor Model 0 0 0 1 1 2 3 8
Investigating Growth-at-Risk Using a Multicountry Non-parametric Quantile Factor Model 0 0 0 0 2 3 3 3
Large Vector Autoregressions with Asymmetric Priors 0 0 0 6 0 0 1 37
Large Vector Autoregressions with Stochastic Volatility and Flexible Priors 0 0 2 206 0 2 8 374
Macroeconomic Forecasting in a Multi-country Context 0 0 0 6 2 2 4 20
Macroeconomic Forecasting in a Multi-country Context 0 0 2 67 2 3 6 59
Measuring Uncertainty and Its Effects in the COVID-19 Era 0 0 1 57 0 0 4 123
Measuring Uncertainty and Its Effects in the COVID-19 Era 0 0 1 11 0 0 2 31
Measuring Uncertainty and Its Impact on the Economy 0 0 0 200 1 2 4 356
Measuring Uncertainty and Its Impact on the Economy 0 0 1 74 1 2 13 142
Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors 0 0 1 122 0 0 1 93
Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors 0 0 1 88 1 1 2 47
Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors 0 1 1 104 0 1 1 83
Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors 0 0 0 30 0 0 1 42
Nested forecast model comparisons: a new approach to testing equal accuracy 0 0 0 79 0 0 2 246
Nested forecast model comparisons: a new approach to testing equal accuracy 0 0 0 132 0 0 0 269
No Arbitrage Priors, Drifting Volatilities, and the Term Structure of Interest Rates 0 0 0 72 0 1 1 141
No-Arbitrage Priors, Drifting Volatilities, and the Term Structure of Interest Rates 0 0 0 44 2 2 3 42
Nowcasting Tail Risk to Economic Activity at a Weekly Frequency 0 0 1 37 1 2 6 94
Nowcasting Tail Risks to Economic Activity with Many Indicators 0 0 0 96 1 2 9 228
Real-Time Nowcasting with a Bayesian Mixed Frequency Model with Stochastic Volatility 0 0 0 74 0 1 3 245
Real-time density forecasts from VARs with stochastic volatility 0 0 1 162 1 1 4 307
Real-time nowcasting with a Bayesian mixed frequency model with stochastic volatility 0 2 2 230 0 2 7 460
Reality checks and nested forecast model comparisons 0 0 0 85 0 0 0 162
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 1 228
Shadow-rate VARs 0 2 9 31 4 10 31 64
Small sample properties of estimators of non-linear models of covariance structure 0 0 0 64 0 0 0 449
Specification Choices in Quantile Regression for Empirical Macroeconomics 1 7 10 10 4 14 20 20
Specification Choices in Quantile Regression for Empirical Macroeconomics 1 4 9 79 1 9 24 77
Tail Forecasting with Multivariate Bayesian Additive Regression Trees 0 0 0 78 1 2 3 89
Tail Forecasting with Multivariate Bayesian Additive Regression Trees 0 0 0 4 1 1 8 15
Testing for unconditional predictive ability 0 0 0 118 0 1 1 221
Tests of Equal Forecast Accuracy and Encompassing for Nested Models 1 2 4 339 1 2 6 910
Tests of Equal Forecast Accuracy and Encompassing for Nested Models 0 0 0 1,286 0 0 1 3,947
Tests of equal forecast accuracy and encompassing for nested models 0 0 0 496 0 0 1 1,423
Tests of equal forecast accuracy for overlapping models 0 0 0 81 0 0 2 207
Tests of equal forecast accuracy for overlapping models 0 0 1 70 1 1 3 160
Tests of equal predictive ability with real-time data 0 0 1 179 0 1 3 432
Tests of equal predictive ability with real-time data 0 0 0 76 1 2 2 164
The Predictive Content of the Output Gap for Inflation: Resolving In-Sample and Out-of-Sample Evidence 0 0 0 1 0 0 0 260
The macroeconomic forecasting performance of autoregressive models with alternative specifications of time-varying volatility 0 1 2 92 0 1 7 223
The macroeconomic forecasting performance of autoregressive models with alternative specifications of time-varying volatility 0 0 0 101 0 0 2 193
The predictive content of the output gap for inflation: resolving in-sample and out-of-sample evidence 0 0 0 165 0 1 1 500
The responses of prices at different stages of production to monetary policy shocks 0 0 0 117 0 0 2 1,034
The sources of fluctuations within and across countries 0 0 1 280 0 0 4 626
Time variation in the inflation passthrough of energy prices 0 0 1 102 0 1 4 272
Tracing Out Capital Flows: How Financially Integrated Banks Respond to Natural Disasters 0 0 0 74 0 0 3 186
Using Entropic Tilting to Combine BVAR Forecasts with External Nowcasts 0 0 0 31 1 3 7 68
Using Entropic Tilting to Combine BVAR Forecasts with External Nowcasts 0 0 1 179 1 4 5 191
Using Entropic Tilting to Combine BVAR Forecasts with External Nowcasts 0 0 0 30 0 2 2 149
Using Out-of-Sample Mean Squared Prediction Errors to Test the Martingale Difference 0 0 1 232 0 0 2 1,339
Using Time-Varying Volatility for Identification in Vector Autoregressions: An Application to Endogenous Uncertainty 0 0 0 22 0 0 1 54
Using out-of-sample mean squared prediction errors to test the Martingale difference hypothesis 0 0 0 233 0 1 5 1,048
What Is the Predictive Value of SPF Point and Density Forecasts? 0 0 0 0 0 0 1 2
What is the Predictive Value of SPF Point and Density Forecasts? 0 0 0 19 1 4 8 14
Total Working Papers 11 48 157 14,560 70 186 594 40,850
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 0 5 150
A New Model of Inflation, Trend Inflation, and Long‐Run Inflation Expectations 1 1 13 42 2 3 24 126
A comparison of the CPI and the PCE price index 1 2 4 351 4 5 21 2,271
Addressing COVID-19 Outliers in BVARs with Stochastic Volatility 1 1 3 3 8 12 43 43
An evaluation of the decline in goods inflation 0 0 2 101 0 1 6 345
Approximately normal tests for equal predictive accuracy in nested models 2 4 16 662 3 14 71 1,741
Assessing international commonality in macroeconomic uncertainty and its effects 0 0 1 26 0 0 4 79
Averaging forecasts from VARs with uncertain instabilities 0 0 0 130 1 1 2 379
Averaging forecasts from VARs with uncertain instabilities 0 0 0 2 0 0 1 15
Bayesian VARs: Specification Choices and Forecast Accuracy 0 3 7 120 1 4 14 326
Borders and business cycles 0 0 4 425 0 1 13 960
Can out-of-sample forecast comparisons help prevent overfitting? 0 0 1 94 0 0 1 392
Capturing Macro‐Economic Tail Risks with Bayesian Vector Autoregressions 1 1 5 5 3 8 18 18
Combining Forecasts from Nested Models* 0 0 0 72 1 1 1 368
Common Drifting Volatility in Large Bayesian VARs 0 1 7 56 2 4 20 158
Comparing measures of core inflation 1 2 5 145 4 10 36 480
Credit Market Frictions, Business Cycles, and Monetary Policy: The Research Contributions of Charles Carlstrom and Timothy Fuerst 0 0 1 12 1 2 5 30
Cross-country Evidence on Long-Run Growth and Inflation 0 0 0 0 2 2 5 357
Decomposing the declining volatility of long-term inflation expectations 0 0 1 111 0 0 3 269
Disaggregate evidence on the persistence of consumer price inflation 0 0 0 1 0 0 2 8
Disaggregate evidence on the persistence of consumer price inflation 0 1 3 137 1 2 5 418
Do producer prices lead consumer prices? 0 3 21 399 3 15 83 1,261
Employment Fluctuations in U.S. Regions and Industries: The Roles of National, Region-Specific, and Industry-Specific Shocks 0 0 1 194 0 0 2 722
Estimating equilibrium real interest rates in real time 0 0 4 171 1 2 8 410
Evaluating Direct Multistep Forecasts 1 2 7 215 1 2 11 458
Evaluating alternative models of trend inflation 0 0 4 146 2 4 19 364
Food and energy price shocks: what other prices are affected? 0 0 0 22 0 0 0 78
Forecasting implications of the recent decline in inflation 0 0 0 24 1 1 2 65
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 2 8 1 3 4 43
Has the behavior of inflation and long-term inflation expectations changed? 0 0 1 118 0 0 1 367
Have Standard VARS Remained Stable Since the Crisis? 0 0 0 15 1 1 4 103
IMPROVING FORECAST ACCURACY BY COMBINING RECURSIVE AND ROLLING FORECASTS 0 0 0 109 0 0 4 381
In-sample tests of predictive ability: A new approach 0 0 0 45 0 2 2 113
Investigating Growth-at-Risk Using a Multicountry Nonparametric Quantile Factor Model 0 0 0 0 1 1 2 2
Is the Great Moderation over? an empirical analysis 0 0 5 162 1 5 19 520
Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors 3 4 20 159 4 12 53 455
Macroeconomic Forecasting Performance under Alternative Specifications of Time‐Varying Volatility 1 3 6 64 1 3 11 155
Macroeconomic forecasting in a multi‐country context 0 1 5 14 0 1 9 32
Measuring Inflation Forecast Uncertainty 0 0 1 46 0 1 3 104
Measuring Uncertainty and Its Impact on the Economy 2 6 19 189 5 18 61 586
Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors 0 1 7 43 0 1 14 163
Nested forecast model comparisons: A new approach to testing equal accuracy 0 0 0 62 2 2 3 193
Nominal GDP targeting rules: can they stabilize the economy? 0 0 1 119 0 0 2 396
Nowcasting tail risk to economic activity at a weekly frequency 4 6 10 30 7 10 20 73
No‐arbitrage priors, drifting volatilities, and the term structure of interest rates 0 0 0 7 0 0 1 29
Policy rules in macroeconomic forecasting models 0 1 2 21 0 1 3 80
Progress toward price stability: a 1997 inflation report 0 0 0 9 0 0 1 99
Real-Time Density Forecasts From Bayesian Vector Autoregressions With Stochastic Volatility 0 0 1 130 0 1 7 332
Real-Time Density Forecasts From Bayesian Vector Autoregressions With Stochastic Volatility 0 0 3 53 1 1 9 156
Reality Checks and Comparisons of Nested Predictive Models 0 1 1 14 2 3 3 51
Reality Checks and Comparisons of Nested Predictive Models 0 0 0 3 1 3 3 10
Realtime nowcasting with a Bayesian mixed frequency model with stochastic volatility 0 0 0 48 1 1 6 210
Rents and prices of housing across areas of the United States. A cross-section examination of the present value model 0 0 1 130 0 1 3 288
Small-Sample Properties of Estimators of Nonlinear Models of Covariance Structure 0 0 0 0 1 1 1 222
Specification Choices in Quantile Regression for Empirical Macroeconomics 0 0 0 0 5 5 5 5
TAIL FORECASTING WITH MULTIVARIATE BAYESIAN ADDITIVE REGRESSION TREES 0 0 3 7 1 1 10 24
TESTS OF EQUAL FORECAST ACCURACY FOR OVERLAPPING MODELS 0 0 0 23 0 1 2 95
Tests of Equal Predictive Ability With Real-Time Data 0 0 0 114 0 0 0 261
Tests of Predictive Ability for Vector Autoregressions Used for Conditional Forecasting 0 0 0 3 0 0 1 32
Tests of equal forecast accuracy and encompassing for nested models 0 1 22 821 8 11 52 1,988
The Impacts of Supply Chain Disruptions on Inflation 1 1 5 24 2 5 32 77
The Importance of Trend Inflation in the Search for Missing Disinflation 0 0 0 14 0 0 1 76
The Predictive Content of the Output Gap for Inflation: Resolving In-Sample and Out-of-Sample Evidence 0 0 3 168 1 4 11 454
The Responses Of Prices At Different Stages Of Production To Monetary Policy Shocks 0 0 1 168 0 0 1 1,055
The power of tests of predictive ability in the presence of structural breaks 0 0 1 140 0 0 5 289
The trend growth rate of employment: past, present, and future 0 0 0 152 0 0 2 1,557
Time Variation in the Inflation Passthrough of Energy Prices 0 0 0 92 0 0 1 320
Time Variation in the Inflation Passthrough of Energy Prices 0 0 2 8 0 1 3 45
U.S. inflation developments in 1995 0 0 2 5 1 1 7 138
U.S. inflation developments in 1996 0 0 0 9 0 0 8 153
Using Entropic Tilting to Combine BVAR Forecasts With External Nowcasts 0 0 1 11 3 4 7 72
Using out-of-sample mean squared prediction errors to test the martingale difference hypothesis 0 0 16 266 0 0 42 808
Using time-varying volatility for identification in Vector Autoregressions: An application to endogenous uncertainty 0 0 3 28 0 1 9 70
Total Journal Articles 19 47 254 7,372 91 200 873 24,973

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Advances in Forecast Evaluation 2 3 9 147 6 11 25 409
Chapter 3 Forecasting with Small Macroeconomic VARs in the Presence of Instabilities 0 0 1 2 1 1 3 4
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 0 1
Survey expectations and forecast uncertainty 1 3 3 3 4 9 9 9
Total Chapters 3 6 13 152 11 21 37 423
2 registered items for which data could not be found
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Statistics updated 2025-03-03