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 0 1 3 279
A New Model of Inflation, Trend Inflation, and Long-Run Inflation Expectations 0 0 0 152 0 1 2 247
A Nonparametric Approach to Augmenting a Bayesian VAR with Nonlinear Factors 11 13 13 13 13 15 15 15
A comparison of two approaches to measuring common and idiosyncratic components in sets of time series variables 0 0 0 0 0 0 1 219
Addressing COVID-19 Outliers in BVARs with Stochastic Volatility 0 0 2 37 1 2 9 90
Addressing COVID-19 Outliers in BVARs with Stochastic Volatility 0 0 2 117 1 2 13 239
Addressing COVID-19 outliers in BVARs with stochastic volatility 0 0 4 44 0 4 17 105
Advances in forecast evaluation 0 0 0 167 0 3 4 299
Advances in forecast evaluation 0 0 3 164 0 2 6 322
An empirical assessment of the relationships among inflation and short- and long-term expectations 0 0 5 224 0 4 18 578
Approximately Normal Tests for Equal Predictive Accuracy in Nested Models 0 0 1 174 0 3 8 653
Approximately normal tests for equal predictive accuracy in nested models 0 0 1 212 1 1 5 863
Assessing International Commonality in Macroeconomic Uncertainty and Its Effects 0 0 0 67 0 3 4 123
Assessing International Commonality in Macroeconomic Uncertainty and Its Effects 0 0 1 51 0 1 4 75
Assessing International Commonality in Macroeconomic Uncertainty and Its Effects 0 0 0 15 0 1 2 41
Averaging forecasts from VARs with uncertain instabilities 0 0 0 79 1 1 1 264
Averaging forecasts from VARs with uncertain instabilities 1 1 3 91 4 5 10 227
Averaging forecasts from VARs with uncertain instabilities 0 0 0 64 0 0 3 184
Bayesian VARs: Specification Choices and Forecast Accuracy 1 1 3 186 1 2 7 436
Bayesian VARs: specification choices and forecast accuracy 0 1 7 431 2 7 27 678
Borders and business cycles 0 0 0 148 1 3 4 535
Borders and business cycles 0 0 0 123 0 0 0 384
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 1 236
Can out-of-sample forecast comparisons help prevent overfitting? 0 0 0 694 0 1 6 2,540
Capturing Macroeconomic Tail Risks with Bayesian Vector Autoregressions 0 0 3 213 2 4 12 328
Capturing Macroeconomic Tail Risks with Bayesian Vector Autoregressions 0 1 10 17 0 1 27 54
Combining forecasts from nested models 0 0 0 147 0 1 2 607
Combining forecasts from nested models 0 0 0 107 0 1 2 428
Combining forecasts from nested models 0 0 0 48 0 1 2 132
Common Drifting Volatility in Large Bayesian VARs 0 0 1 116 0 1 6 267
Common Drifting Volatility in Large Bayesian VARs 0 0 0 40 0 0 2 146
Common drifting volatility in large Bayesian VARs 0 0 1 98 0 0 7 279
Constructing Fan Charts from the Ragged Edge of SPF Forecasts 0 1 1 7 0 2 4 5
Constructing Fan Charts from the Ragged Edge of SPF Forecasts 0 1 1 23 1 2 5 23
Constructing fan charts from the ragged edge of SPF forecasts 0 0 2 2 2 2 6 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 1 6 379
Decomposing the declining volatility of long-term inflation expectations 0 0 0 96 0 0 3 236
Disaggregate evidence on the persistence of consumer price inflation 0 0 0 234 0 0 1 637
Do producer prices help predict consumer prices? 0 0 0 131 0 1 5 468
Endogenous Uncertainty 0 1 1 167 0 1 2 402
Estimating equilibrium real interest rates in real time 0 0 0 196 0 0 2 741
Estimating equilibrium real interest rates in real-time 1 1 1 281 1 5 8 1,306
Evaluating Conditional Forecasts from Vector Autoregressions 0 0 0 121 2 2 3 138
Evaluating Conditional Forecasts from Vector Autoregressions 0 0 1 100 0 1 2 164
Evaluating long-horizon forecasts 0 0 0 259 0 1 1 568
Evaluating the accuracy of forecasts from vector autoregressions 0 0 0 151 1 1 7 262
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 1 633
Forecasting Core Inflation and Its Goods, Housing, and Supercore Components 1 1 1 18 1 4 5 20
Forecasting US Inflation Using Bayesian Nonparametric Models 0 0 1 122 0 2 6 112
Forecasting US Inflation Using Bayesian Nonparametric Models 2 3 5 33 2 5 11 62
Forecasting US Inflation Using Bayesian Nonparametric Models 0 1 1 31 0 2 5 91
Forecasting an aggregate of cointegrated disaggregates 0 0 0 35 0 1 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 0 0 3 90
Forecasting with small macroeconomic VARs in the presence of instabilities 0 0 0 172 0 0 3 306
Have Standard VARs Remained Stable Since the Crisis? 0 0 0 43 1 2 2 79
Have Standard VARs Remained Stable since the Crisis? 0 0 0 91 1 1 4 213
Have standard VARs remained stable since the crisis? 0 0 0 114 1 1 11 253
Improving forecast accuracy by combining recursive and rolling forecasts 0 1 1 638 1 5 9 2,203
Improving forecast accuracy by combining recursive and rolling forecasts 0 0 0 123 0 0 2 292
In-sample tests of predictive ability: a new approach 0 0 1 125 0 0 11 199
In-sample tests of predictive ability: a new approach 0 0 0 36 0 0 2 78
Investigating Growth at Risk Using a Multi-country Non-parametric Quantile Factor Model 0 0 1 36 0 0 2 51
Investigating Growth at Risk Using a Multi-country Non-parametric Quantile Factor Model 0 0 0 1 0 0 2 8
Investigating Growth-at-Risk Using a Multicountry Non-parametric Quantile Factor Model 0 0 1 1 0 0 4 4
Large Vector Autoregressions with Asymmetric Priors 0 0 0 6 0 0 1 38
Large Vector Autoregressions with Stochastic Volatility and Flexible Priors 0 0 0 206 0 0 4 376
Macroeconomic Forecasting in a Multi-country Context 0 0 1 67 0 0 4 59
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 2 58 2 5 10 131
Measuring Uncertainty and Its Effects in the COVID-19 Era 0 0 0 11 0 0 0 31
Measuring Uncertainty and Its Impact on the Economy 0 1 3 77 3 5 18 154
Measuring Uncertainty and Its Impact on the Economy 0 1 2 202 0 2 8 360
Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors 0 0 0 122 2 3 3 96
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 31 0 0 1 43
Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors 0 0 1 89 1 2 5 51
Nested forecast model comparisons: a new approach to testing equal accuracy 0 0 0 132 0 2 2 271
Nested forecast model comparisons: a new approach to testing equal accuracy 0 0 0 79 0 0 1 246
No Arbitrage Priors, Drifting Volatilities, and the Term Structure of Interest Rates 0 0 0 72 0 1 3 143
No-Arbitrage Priors, Drifting Volatilities, and the Term Structure of Interest Rates 0 0 0 44 0 1 4 43
Nowcasting Tail Risk to Economic Activity at a Weekly Frequency 0 0 2 39 0 1 10 100
Nowcasting Tail Risks to Economic Activity with Many Indicators 0 0 0 96 2 4 8 233
Real-Time Nowcasting with a Bayesian Mixed Frequency Model with Stochastic Volatility 0 0 0 74 0 1 2 246
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 1 1 4 232 2 2 7 464
Reality checks and nested forecast model comparisons 0 0 0 85 0 1 1 163
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 1 3 231
Shadow-rate VARs 1 1 8 36 1 1 21 74
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 0 0 7 80 0 1 14 80
Specification Choices in Quantile Regression for Empirical Macroeconomics 3 3 15 15 4 6 33 34
Tail Forecasting with Multivariate Bayesian Additive Regression Trees 0 0 2 6 1 1 10 20
Tail Forecasting with Multivariate Bayesian Additive Regression Trees 0 0 0 78 0 1 4 91
Testing for unconditional predictive ability 0 0 0 118 0 1 2 222
Tests of Equal Forecast Accuracy and Encompassing for Nested Models 1 1 1 1,287 2 3 10 3,957
Tests of Equal Forecast Accuracy and Encompassing for Nested Models 0 0 2 339 1 1 4 911
Tests of equal forecast accuracy and encompassing for nested models 1 2 2 498 3 5 5 1,428
Tests of equal forecast accuracy for overlapping models 0 0 0 70 1 3 5 163
Tests of equal forecast accuracy for overlapping models 0 0 0 81 0 1 1 208
Tests of equal predictive ability with real-time data 0 0 1 179 1 1 4 434
Tests of equal predictive ability with real-time data 0 0 0 76 0 0 2 164
The Predictive Content of the Output Gap for Inflation: Resolving In-Sample and Out-of-Sample Evidence 0 0 0 1 0 1 1 261
The macroeconomic forecasting performance of autoregressive models with alternative specifications of time-varying volatility 0 0 1 92 1 1 3 224
The macroeconomic forecasting performance of autoregressive models with alternative specifications of time-varying volatility 0 0 0 101 1 1 2 194
The predictive content of the output gap for inflation: resolving in-sample and out-of-sample evidence 0 0 0 165 0 1 2 501
The responses of prices at different stages of production to monetary policy shocks 0 0 0 117 1 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 30 1 1 4 151
Using Entropic Tilting to Combine BVAR Forecasts with External Nowcasts 0 0 0 31 0 1 6 71
Using Entropic Tilting to Combine BVAR Forecasts with External Nowcasts 0 0 1 179 0 1 6 192
Using Out-of-Sample Mean Squared Prediction Errors to Test the Martingale Difference 0 0 1 233 0 0 3 1,342
Using Time-Varying Volatility for Identification in Vector Autoregressions: An Application to Endogenous Uncertainty 0 0 1 23 0 1 2 56
Using out-of-sample mean squared prediction errors to test the Martingale difference hypothesis 0 0 1 234 0 1 6 1,052
What Is the Predictive Value of SPF Point and Density Forecasts? 0 0 0 0 0 0 3 4
What is the Predictive Value of SPF Point and Density Forecasts? 0 0 0 19 0 0 8 14
Total Working Papers 24 38 152 14,635 72 184 660 41,215
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 3 152
A New Model of Inflation, Trend Inflation, and Long‐Run Inflation Expectations 0 3 15 52 2 11 36 154
A comparison of the CPI and the PCE price index 0 2 6 354 1 6 24 2,286
Addressing COVID-19 Outliers in BVARs with Stochastic Volatility 3 4 7 8 5 14 57 68
An evaluation of the decline in goods inflation 0 0 1 101 2 2 8 349
Approximately normal tests for equal predictive accuracy in nested models 1 3 22 677 5 14 69 1,782
Assessing international commonality in macroeconomic uncertainty and its effects 0 2 4 30 1 4 6 85
Averaging forecasts from VARs with uncertain instabilities 0 0 1 131 0 1 3 381
Averaging forecasts from VARs with uncertain instabilities 0 0 0 2 0 2 3 18
Bayesian VARs: Specification Choices and Forecast Accuracy 0 0 7 124 0 1 15 334
Borders and business cycles 0 0 1 425 0 2 5 963
Can out-of-sample forecast comparisons help prevent overfitting? 0 0 0 94 2 3 4 396
Capturing Macro‐Economic Tail Risks with Bayesian Vector Autoregressions 2 4 11 11 4 9 34 38
Combining Forecasts from Nested Models* 0 1 1 73 0 3 5 372
Common Drifting Volatility in Large Bayesian VARs 0 0 1 56 2 8 15 167
Comparing measures of core inflation 1 1 5 148 3 9 42 507
Credit Market Frictions, Business Cycles, and Monetary Policy: The Research Contributions of Charles Carlstrom and Timothy Fuerst 0 0 0 12 0 0 2 30
Cross-country Evidence on Long-Run Growth and Inflation 0 0 0 0 0 0 3 358
Decomposing the declining volatility of long-term inflation expectations 0 0 0 111 0 0 2 270
Disaggregate evidence on the persistence of consumer price inflation 0 0 1 137 0 1 6 421
Disaggregate evidence on the persistence of consumer price inflation 0 0 0 1 1 1 1 9
Do producer prices lead consumer prices? 1 4 21 411 11 42 95 1,328
Employment Fluctuations in U.S. Regions and Industries: The Roles of National, Region-Specific, and Industry-Specific Shocks 0 0 0 194 0 0 0 722
Estimating equilibrium real interest rates in real time 0 0 2 173 2 2 7 415
Evaluating Direct Multistep Forecasts 0 0 4 216 0 2 8 463
Evaluating alternative models of trend inflation 0 0 3 149 0 1 20 376
Food and energy price shocks: what other prices are affected? 0 0 0 22 0 0 1 79
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 5 6 6 6
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 3 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 0 0 3 104
IMPROVING FORECAST ACCURACY BY COMBINING RECURSIVE AND ROLLING FORECASTS 0 0 0 109 0 3 9 390
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 1 5 5
Is the Great Moderation over? an empirical analysis 1 1 2 163 1 3 19 531
Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors 0 2 16 166 0 7 39 472
Macroeconomic Forecasting Performance under Alternative Specifications of Time‐Varying Volatility 0 0 4 64 0 1 7 157
Macroeconomic forecasting in a multi‐country context 0 1 3 16 1 3 6 37
Measuring Inflation Forecast Uncertainty 0 0 1 46 0 1 4 106
Measuring Uncertainty and Its Impact on the Economy 0 4 17 200 5 12 55 618
Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors 0 0 3 45 0 0 7 167
Nested forecast model comparisons: A new approach to testing equal accuracy 0 0 0 62 0 1 3 194
Nominal GDP targeting rules: can they stabilize the economy? 0 0 1 119 0 1 6 401
Nowcasting tail risk to economic activity at a weekly frequency 0 3 10 33 0 5 21 81
No‐arbitrage priors, drifting volatilities, and the term structure of interest rates 0 0 0 7 1 3 4 32
Policy rules in macroeconomic forecasting models 0 0 1 21 0 0 2 80
Progress toward price stability: a 1997 inflation report 0 0 0 9 0 0 1 100
Real-Time Density Forecasts From Bayesian Vector Autoregressions With Stochastic Volatility 0 1 2 131 1 3 7 336
Real-Time Density Forecasts From Bayesian Vector Autoregressions With Stochastic Volatility 0 0 1 53 2 3 7 159
Reality Checks and Comparisons of Nested Predictive Models 0 0 0 3 0 1 5 12
Reality Checks and Comparisons of Nested Predictive Models 0 0 1 14 0 1 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 1 3 289
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 0 1 2 2 0 1 10 10
TAIL FORECASTING WITH MULTIVARIATE BAYESIAN ADDITIVE REGRESSION TREES 0 0 1 8 1 1 5 27
TESTS OF EQUAL FORECAST ACCURACY FOR OVERLAPPING MODELS 0 0 0 23 0 2 5 99
Tests of Equal Predictive Ability With Real-Time Data 0 0 0 114 0 1 1 262
Tests of Predictive Ability for Vector Autoregressions Used for Conditional Forecasting 0 0 0 3 1 3 4 35
Tests of equal forecast accuracy and encompassing for nested models 1 1 6 823 7 9 31 2,003
The Impacts of Supply Chain Disruptions on Inflation 2 5 9 31 4 9 33 99
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 1 3 169 1 2 10 457
The Responses Of Prices At Different Stages Of Production To Monetary Policy Shocks 0 0 0 168 0 0 0 1,055
The power of tests of predictive ability in the presence of structural breaks 0 0 1 141 0 0 3 291
The trend growth rate of employment: past, present, and future 0 0 0 152 0 0 1 1,558
Time Variation in the Inflation Passthrough of Energy Prices 0 0 0 8 0 1 3 47
Time Variation in the Inflation Passthrough of Energy Prices 0 0 0 92 0 1 2 322
U.S. inflation developments in 1995 0 0 0 5 2 4 7 142
U.S. inflation developments in 1996 0 0 0 9 0 3 8 157
Using Entropic Tilting to Combine BVAR Forecasts With External Nowcasts 0 0 0 11 1 1 6 73
Using out-of-sample mean squared prediction errors to test the martingale difference hypothesis 1 1 8 272 3 6 19 823
Using time-varying volatility for identification in Vector Autoregressions: An application to endogenous uncertainty 0 1 2 30 1 6 11 80
Total Journal Articles 13 46 211 7,493 78 248 880 25,503

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 2 4 23 420
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 1 1 2
Survey expectations and forecast uncertainty 2 4 9 9 2 5 18 18
Total Chapters 2 5 14 160 4 11 46 447
2 registered items for which data could not be found
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