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 19 0 0 3 99
A Bayesian evaluation of alternative models of trend inflation 0 0 0 91 0 0 1 276
A New Model of Inflation, Trend Inflation, and Long-Run Inflation Expectations 0 0 2 152 1 3 10 245
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 1 3 35 0 2 7 81
Addressing COVID-19 Outliers in BVARs with Stochastic Volatility 0 0 10 115 2 3 32 223
Addressing COVID-19 outliers in BVARs with stochastic volatility 0 3 12 40 0 7 35 85
Advances in forecast evaluation 0 0 1 161 0 0 2 315
Advances in forecast evaluation 0 0 0 167 0 0 3 295
An empirical assessment of the relationships among inflation and short- and long-term expectations 0 0 7 219 1 3 24 559
Approximately Normal Tests for Equal Predictive Accuracy in Nested Models 0 1 3 173 1 4 21 645
Approximately normal tests for equal predictive accuracy in nested models 0 0 2 211 1 1 7 857
Assessing International Commonality in Macroeconomic Uncertainty and Its Effects 0 0 0 15 0 0 2 39
Assessing International Commonality in Macroeconomic Uncertainty and Its Effects 0 0 0 67 0 0 0 119
Assessing International Commonality in Macroeconomic Uncertainty and Its Effects 0 0 0 50 0 1 1 70
Averaging forecasts from VARs with uncertain instabilities 0 0 2 88 1 2 10 217
Averaging forecasts from VARs with uncertain instabilities 0 0 0 79 0 0 1 263
Averaging forecasts from VARs with uncertain instabilities 0 0 0 64 0 0 2 181
Bayesian VARs: Specification Choices and Forecast Accuracy 1 1 3 183 1 3 7 429
Bayesian VARs: specification choices and forecast accuracy 0 0 1 424 0 2 5 651
Borders and business cycles 0 0 0 148 0 0 1 531
Borders and business cycles 0 0 0 123 0 0 3 384
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 2 235
Can out-of-sample forecast comparisons help prevent overfitting? 1 1 3 694 1 1 3 2,534
Capturing Macroeconomic Tail Risks with Bayesian Vector Autoregressions 0 0 3 7 1 2 18 24
Capturing Macroeconomic Tail Risks with Bayesian Vector Autoregressions 0 1 3 209 1 2 13 313
Combining forecasts from nested models 0 1 1 147 0 1 2 605
Combining forecasts from nested models 0 0 0 107 0 1 1 426
Combining forecasts from nested models 0 0 0 48 0 0 0 130
Common Drifting Volatility in Large Bayesian VARs 0 0 1 40 0 0 2 144
Common Drifting Volatility in Large Bayesian VARs 0 0 0 115 0 0 1 261
Common drifting volatility in large Bayesian VARs 1 1 1 97 1 1 4 272
Constructing Fan Charts from the Ragged Edge of SPF Forecasts 0 0 1 21 0 1 10 17
Constructing Fan Charts from the Ragged Edge of SPF Forecasts 0 0 0 0 0 0 0 0
Cross-country evidence on long run growth and inflation 0 0 0 0 1 2 3 373
Decomposing the declining volatility of long-term inflation expectations 0 0 1 96 0 0 3 233
Disaggregate evidence on the persistence of consumer price inflation 0 0 1 234 0 0 1 636
Do producer prices help predict consumer prices? 0 0 0 131 0 1 4 463
Endogenous Uncertainty 0 0 0 166 0 1 7 398
Estimating equilibrium real interest rates in real time 0 0 2 196 0 0 5 739
Estimating equilibrium real interest rates in real-time 0 0 0 279 0 0 0 1,297
Evaluating Conditional Forecasts from Vector Autoregressions 0 1 1 99 0 1 3 162
Evaluating Conditional Forecasts from Vector Autoregressions 0 0 1 121 0 0 3 135
Evaluating long-horizon forecasts 1 1 2 259 3 3 6 567
Evaluating the accuracy of forecasts from vector autoregressions 0 0 0 151 0 0 2 255
Finite-sample properties of tests for forecast equivalence 0 0 0 20 0 0 1 160
Forecast-based model selection in the presence of structural breaks 0 0 0 243 0 0 2 632
Forecasting Core Inflation and Its Goods, Housing, and Supercore Components 0 0 17 17 0 0 14 14
Forecasting US Inflation Using Bayesian Nonparametric Models 0 0 8 26 0 0 20 48
Forecasting US Inflation Using Bayesian Nonparametric Models 0 0 1 120 0 0 6 105
Forecasting US Inflation Using Bayesian Nonparametric Models 0 0 7 30 2 2 26 86
Forecasting an aggregate of cointegrated disaggregates 0 0 0 35 0 0 3 173
Forecasting of small macroeconomic VARs in the presence of instabilities 0 0 0 173 0 0 1 548
Forecasting with Shadow-Rate VARs 0 0 1 48 0 0 6 87
Forecasting with small macroeconomic VARs in the presence of instabilities 0 0 0 172 0 0 0 303
Have Standard VARs Remained Stable Since the Crisis? 0 0 0 43 0 0 4 77
Have Standard VARs Remained Stable since the Crisis? 0 0 2 91 0 0 4 209
Have standard VARs remained stable since the crisis? 0 0 0 114 1 1 12 240
Improving forecast accuracy by combining recursive and rolling forecasts 0 0 0 123 0 0 3 290
Improving forecast accuracy by combining recursive and rolling forecasts 0 1 1 637 0 2 9 2,192
In-sample tests of predictive ability: a new approach 0 0 0 36 0 0 1 76
In-sample tests of predictive ability: a new approach 0 0 0 124 0 0 3 187
Investigating Growth at Risk Using a Multi-country Non-parametric Quantile Factor Model 0 1 2 35 0 3 7 49
Investigating Growth at Risk Using a Multi-country Non-parametric Quantile Factor Model 0 0 0 1 0 1 3 6
Large Vector Autoregressions with Asymmetric Priors 0 0 0 6 0 0 1 37
Large Vector Autoregressions with Stochastic Volatility and Flexible Priors 1 1 6 206 1 2 11 371
Macroeconomic Forecasting in a Multi-country Context 0 0 0 6 0 0 1 16
Macroeconomic Forecasting in a Multi-country Context 0 0 1 66 1 1 5 55
Measuring Uncertainty and Its Effects in the COVID-19 Era 0 1 2 11 0 2 3 31
Measuring Uncertainty and Its Effects in the COVID-19 Era 0 0 1 56 0 0 6 120
Measuring Uncertainty and Its Impact on the Economy 0 0 1 200 0 0 1 352
Measuring Uncertainty and Its Impact on the Economy 0 0 3 73 1 1 14 133
Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors 0 0 2 122 0 0 4 93
Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors 0 0 0 103 0 0 5 82
Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors 0 0 1 30 0 0 4 42
Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors 0 0 1 88 0 0 3 46
Nested forecast model comparisons: a new approach to testing equal accuracy 0 0 1 132 0 0 1 269
Nested forecast model comparisons: a new approach to testing equal accuracy 0 0 0 79 0 0 2 245
No Arbitrage Priors, Drifting Volatilities, and the Term Structure of Interest Rates 0 0 1 72 0 0 2 140
No-Arbitrage Priors, Drifting Volatilities, and the Term Structure of Interest Rates 0 0 1 44 0 0 2 39
Nowcasting Tail Risk to Economic Activity at a Weekly Frequency 1 1 2 37 1 1 9 90
Nowcasting Tail Risks to Economic Activity with Many Indicators 0 0 1 96 3 4 11 224
Real-Time Nowcasting with a Bayesian Mixed Frequency Model with Stochastic Volatility 0 0 2 74 1 2 9 244
Real-time density forecasts from VARs with stochastic volatility 0 0 1 162 0 0 2 304
Real-time nowcasting with a Bayesian mixed frequency model with stochastic volatility 0 0 2 228 1 3 11 457
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 0 227
Shadow-rate VARs 0 3 27 27 2 6 48 49
Small sample properties of estimators of non-linear models of covariance structure 0 0 0 64 0 0 1 449
Specification Choices in Quantile Regression for Empirical Macroeconomics 0 0 5 73 2 4 17 65
Tail Forecasting with Multivariate Bayesian Additive Regression Trees 0 0 3 4 2 2 8 10
Tail Forecasting with Multivariate Bayesian Additive Regression Trees 0 0 1 78 0 0 4 87
Testing for unconditional predictive ability 0 0 0 118 0 0 2 220
Tests of Equal Forecast Accuracy and Encompassing for Nested Models 0 1 7 337 0 1 13 907
Tests of Equal Forecast Accuracy and Encompassing for Nested Models 0 0 2 1,286 0 0 10 3,947
Tests of equal forecast accuracy and encompassing for nested models 0 0 2 496 0 0 6 1,423
Tests of equal forecast accuracy for overlapping models 0 0 1 81 0 1 4 207
Tests of equal forecast accuracy for overlapping models 0 1 1 70 0 1 2 158
Tests of equal predictive ability with real-time data 0 0 0 76 0 0 0 162
Tests of equal predictive ability with real-time data 0 0 0 178 0 1 4 430
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 0 0 101 0 1 3 192
The macroeconomic forecasting performance of autoregressive models with alternative specifications of time-varying volatility 0 0 2 91 1 1 6 220
The predictive content of the output gap for inflation: resolving in-sample and out-of-sample evidence 0 0 2 165 0 0 3 499
The responses of prices at different stages of production to monetary policy shocks 0 0 0 117 0 0 4 1,033
The sources of fluctuations within and across countries 0 1 2 280 0 2 6 625
Time variation in the inflation passthrough of energy prices 0 0 2 102 0 1 5 270
Tracing Out Capital Flows: How Financially Integrated Banks Respond to Natural Disasters 0 0 0 74 1 2 3 186
Using Entropic Tilting to Combine BVAR Forecasts with External Nowcasts 0 0 1 178 0 0 3 186
Using Entropic Tilting to Combine BVAR Forecasts with External Nowcasts 0 0 1 30 0 0 3 147
Using Entropic Tilting to Combine BVAR Forecasts with External Nowcasts 0 0 1 31 3 4 5 65
Using Out-of-Sample Mean Squared Prediction Errors to Test the Martingale Difference 0 0 0 231 0 0 3 1,337
Using Time-Varying Volatility for Identification in Vector Autoregressions: An Application to Endogenous Uncertainty 0 0 2 22 1 1 4 54
Using out-of-sample mean squared prediction errors to test the Martingale difference hypothesis 0 0 2 233 1 1 7 1,046
What Is the Predictive Value of SPF Point and Density Forecasts? 0 0 0 0 0 0 1 1
What is the Predictive Value of SPF Point and Density Forecasts? 0 0 0 19 0 0 1 6
Total Working Papers 6 23 199 14,468 41 102 678 40,503
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 2 5 149
A New Model of Inflation, Trend Inflation, and Long‐Run Inflation Expectations 2 3 10 34 2 4 25 114
A comparison of the CPI and the PCE price index 0 1 6 348 0 1 23 2,261
An evaluation of the decline in goods inflation 0 0 4 100 0 0 9 341
Approximately normal tests for equal predictive accuracy in nested models 1 2 16 653 8 19 86 1,709
Assessing international commonality in macroeconomic uncertainty and its effects 0 0 2 26 1 2 4 78
Averaging forecasts from VARs with uncertain instabilities 0 0 0 2 0 0 2 15
Averaging forecasts from VARs with uncertain instabilities 0 0 0 130 0 0 3 378
Bayesian VARs: Specification Choices and Forecast Accuracy 1 2 6 117 1 3 13 319
Borders and business cycles 0 0 7 424 0 3 20 958
Can out-of-sample forecast comparisons help prevent overfitting? 0 0 1 94 0 0 1 392
Combining Forecasts from Nested Models* 0 0 0 72 0 0 1 367
Common Drifting Volatility in Large Bayesian VARs 0 3 11 54 2 8 22 151
Comparing measures of core inflation 1 2 6 143 5 12 34 464
Credit Market Frictions, Business Cycles, and Monetary Policy: The Research Contributions of Charles Carlstrom and Timothy Fuerst 0 1 1 12 0 1 2 27
Cross-country Evidence on Long-Run Growth and Inflation 0 0 0 0 1 2 4 354
Decomposing the declining volatility of long-term inflation expectations 0 0 2 111 0 0 7 268
Disaggregate evidence on the persistence of consumer price inflation 0 0 0 1 0 0 0 6
Disaggregate evidence on the persistence of consumer price inflation 1 2 3 136 1 2 3 415
Do producer prices lead consumer prices? 2 7 26 390 7 23 110 1,227
Employment Fluctuations in U.S. Regions and Industries: The Roles of National, Region-Specific, and Industry-Specific Shocks 0 1 4 194 0 2 5 722
Estimating equilibrium real interest rates in real time 0 1 3 169 0 1 7 405
Evaluating Direct Multistep Forecasts 0 2 4 212 0 5 13 454
Evaluating alternative models of trend inflation 0 2 9 146 2 6 25 356
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 0 1 1 64
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 1 7 0 1 1 40
Has the behavior of inflation and long-term inflation expectations changed? 0 0 0 117 0 0 1 366
Have Standard VARS Remained Stable Since the Crisis? 0 0 0 15 1 1 5 101
IMPROVING FORECAST ACCURACY BY COMBINING RECURSIVE AND ROLLING FORECASTS 0 0 0 109 1 1 7 381
In-sample tests of predictive ability: A new approach 0 0 0 45 0 0 1 111
Is the Great Moderation over? an empirical analysis 0 0 5 160 1 2 19 509
Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors 0 3 15 149 2 10 42 427
Macroeconomic Forecasting Performance under Alternative Specifications of Time‐Varying Volatility 0 1 2 60 0 1 6 149
Macroeconomic forecasting in a multi‐country context 0 1 8 13 0 1 13 29
Measuring Inflation Forecast Uncertainty 0 0 0 45 0 0 1 102
Measuring Uncertainty and Its Impact on the Economy 3 4 30 183 7 17 73 558
Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors 0 2 9 42 1 3 16 160
Nested forecast model comparisons: A new approach to testing equal accuracy 0 0 2 62 0 0 3 191
Nominal GDP targeting rules: can they stabilize the economy? 0 0 0 118 0 1 1 395
Nowcasting tail risk to economic activity at a weekly frequency 1 1 6 23 1 2 15 60
No‐arbitrage priors, drifting volatilities, and the term structure of interest rates 0 0 0 7 0 0 4 28
Policy rules in macroeconomic forecasting models 0 0 0 19 0 0 0 77
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 2 129 1 2 11 329
Real-Time Density Forecasts From Bayesian Vector Autoregressions With Stochastic Volatility 0 0 2 51 1 1 8 150
Reality Checks and Comparisons of Nested Predictive Models 0 0 0 13 0 0 0 48
Reality Checks and Comparisons of Nested Predictive Models 0 0 0 3 0 0 0 7
Realtime nowcasting with a Bayesian mixed frequency model with stochastic volatility 0 0 2 48 2 3 11 207
Rents and prices of housing across areas of the United States. A cross-section examination of the present value model 0 0 2 130 0 0 2 286
Small-Sample Properties of Estimators of Nonlinear Models of Covariance Structure 0 0 0 0 0 0 2 221
TAIL FORECASTING WITH MULTIVARIATE BAYESIAN ADDITIVE REGRESSION TREES 0 2 7 7 1 3 21 21
TESTS OF EQUAL FORECAST ACCURACY FOR OVERLAPPING MODELS 0 0 0 23 0 1 2 94
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 31
Tests of equal forecast accuracy and encompassing for nested models 2 5 36 817 4 12 78 1,969
The Impacts of Supply Chain Disruptions on Inflation 1 2 11 22 2 7 37 60
The Importance of Trend Inflation in the Search for Missing Disinflation 0 0 0 14 0 1 1 76
The Predictive Content of the Output Gap for Inflation: Resolving In-Sample and Out-of-Sample Evidence 0 0 1 166 0 2 5 446
The Responses Of Prices At Different Stages Of Production To Monetary Policy Shocks 0 0 1 168 0 0 2 1,055
The power of tests of predictive ability in the presence of structural breaks 0 0 2 140 0 2 6 288
The trend growth rate of employment: past, present, and future 0 0 0 152 0 0 3 1,557
Time Variation in the Inflation Passthrough of Energy Prices 2 2 2 8 2 2 4 44
Time Variation in the Inflation Passthrough of Energy Prices 0 0 0 92 0 0 4 320
U.S. inflation developments in 1995 0 0 2 5 0 0 5 135
U.S. inflation developments in 1996 0 0 0 9 1 1 4 149
Using Entropic Tilting to Combine BVAR Forecasts With External Nowcasts 1 1 1 11 2 2 5 67
Using out-of-sample mean squared prediction errors to test the martingale difference hypothesis 1 2 21 263 2 9 59 802
Using time-varying volatility for identification in Vector Autoregressions: An application to endogenous uncertainty 1 2 9 28 1 4 21 68
Total Journal Articles 20 58 300 7,268 63 189 926 24,546

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Advances in Forecast Evaluation 2 2 11 142 4 6 24 393
Chapter 3 Forecasting with Small Macroeconomic VARs in the Presence of Instabilities 0 1 1 2 0 1 2 3
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
Total Chapters 2 3 12 144 4 7 26 397
2 registered items for which data could not be found
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Statistics updated 2024-09-04