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 21 0 6 6 107
A Bayesian evaluation of alternative models of trend inflation 0 0 1 92 2 7 13 290
A New Model of Inflation, Trend Inflation, and Long-Run Inflation Expectations 0 0 0 152 1 3 8 253
A Nonparametric Approach to Augmenting a Bayesian VAR with Nonlinear Factors 1 2 19 19 3 9 31 31
A comparison of two approaches to measuring common and idiosyncratic components in sets of time series variables 0 0 0 0 1 2 5 223
Addressing COVID-19 Outliers in BVARs with Stochastic Volatility 0 0 0 37 1 8 14 101
Addressing COVID-19 Outliers in BVARs with Stochastic Volatility 0 0 1 117 5 20 32 264
Addressing COVID-19 outliers in BVARs with stochastic volatility 0 0 2 45 3 15 29 125
Advances in forecast evaluation 0 0 0 167 1 24 33 328
Advances in forecast evaluation 0 0 1 164 2 14 19 337
An empirical assessment of the relationships among inflation and short- and long-term expectations 0 0 0 224 2 7 15 588
Approximately Normal Tests for Equal Predictive Accuracy in Nested Models 0 0 0 174 1 13 24 671
Approximately normal tests for equal predictive accuracy in nested models 0 0 1 212 4 15 31 889
Assessing International Commonality in Macroeconomic Uncertainty and Its Effects 0 0 0 67 3 10 17 136
Assessing International Commonality in Macroeconomic Uncertainty and Its Effects 0 0 1 51 0 2 6 79
Assessing International Commonality in Macroeconomic Uncertainty and Its Effects 0 1 1 16 0 9 13 53
Averaging forecasts from VARs with uncertain instabilities 0 0 1 91 0 8 23 242
Averaging forecasts from VARs with uncertain instabilities 0 0 0 79 0 3 5 268
Averaging forecasts from VARs with uncertain instabilities 0 0 0 64 1 2 6 188
Bayesian VARs: Specification Choices and Forecast Accuracy 0 0 3 186 1 6 14 444
Bayesian VARs: specification choices and forecast accuracy 1 1 5 434 2 10 30 695
Borders and business cycles 0 0 0 148 3 11 17 549
Borders and business cycles 0 0 0 123 0 5 12 396
Business cycle fluctuations in U.S. regions and industries: the roles of national, region-specific, and industry-specific shocks 0 0 0 0 0 2 3 239
Can out-of-sample forecast comparisons help prevent overfitting? 0 0 0 694 3 9 17 2,551
Capturing Macroeconomic Tail Risks with Bayesian Vector Autoregressions 0 2 6 19 0 6 17 60
Capturing Macroeconomic Tail Risks with Bayesian Vector Autoregressions 0 0 1 213 1 9 20 340
Combining forecasts from nested models 0 0 0 48 0 5 7 138
Combining forecasts from nested models 0 0 0 107 0 4 6 433
Combining forecasts from nested models 0 0 0 147 4 11 14 620
Common Drifting Volatility in Large Bayesian VARs 1 1 1 41 1 4 5 150
Common Drifting Volatility in Large Bayesian VARs 0 0 0 116 0 4 9 274
Common drifting volatility in large Bayesian VARs 0 0 1 98 1 9 16 291
Constructing Fan Charts from the Ragged Edge of SPF Forecasts 0 0 1 7 1 7 10 13
Constructing Fan Charts from the Ragged Edge of SPF Forecasts 0 0 1 23 3 5 11 31
Constructing fan charts from the ragged edge of SPF forecasts 0 0 0 2 1 5 7 11
Constructing fan charts from the ragged edge of SPF forecasts 0 0 0 9 4 9 9 16
Cross-country evidence on long run growth and inflation 0 0 0 0 0 6 9 386
Decomposing the declining volatility of long-term inflation expectations 0 0 0 96 0 3 8 242
Disaggregate evidence on the persistence of consumer price inflation 0 1 1 235 1 7 9 645
Do producer prices help predict consumer prices? 0 0 0 131 1 9 15 479
Endogenous Uncertainty 0 0 1 167 0 6 9 410
Estimating equilibrium real interest rates in real time 0 0 0 196 0 6 9 750
Estimating equilibrium real interest rates in real-time 0 0 2 282 0 6 13 1,314
Evaluating Conditional Forecasts from Vector Autoregressions 0 0 1 101 5 10 16 179
Evaluating Conditional Forecasts from Vector Autoregressions 0 0 0 121 4 6 11 147
Evaluating long-horizon forecasts 1 1 1 260 3 10 13 580
Evaluating the accuracy of forecasts from vector autoregressions 0 0 0 151 0 1 5 265
Finite-sample properties of tests for forecast equivalence 0 0 0 20 1 2 4 165
Forecast-based model selection in the presence of structural breaks 0 0 0 243 2 7 8 640
Forecasting Core Inflation and Its Goods, Housing, and Supercore Components 0 0 1 18 2 7 15 30
Forecasting US Inflation Using Bayesian Nonparametric Models 0 0 1 31 0 3 10 96
Forecasting US Inflation Using Bayesian Nonparametric Models 0 0 4 33 1 6 15 70
Forecasting US Inflation Using Bayesian Nonparametric Models 0 0 0 122 2 4 9 118
Forecasting an aggregate of cointegrated disaggregates 0 0 0 35 0 2 4 178
Forecasting of small macroeconomic VARs in the presence of instabilities 0 0 0 173 2 10 14 563
Forecasting with Shadow-Rate VARs 0 0 0 48 0 10 15 104
Forecasting with small macroeconomic VARs in the presence of instabilities 0 0 0 172 0 7 11 315
Have Standard VARs Remained Stable Since the Crisis? 0 0 0 43 2 9 13 90
Have Standard VARs Remained Stable since the Crisis? 0 0 0 91 0 8 15 225
Have standard VARs remained stable since the crisis? 0 0 0 114 1 12 25 276
Improving forecast accuracy by combining recursive and rolling forecasts 0 1 1 124 1 10 14 306
Improving forecast accuracy by combining recursive and rolling forecasts 0 0 2 639 1 18 33 2,228
In-sample tests of predictive ability: a new approach 0 0 0 125 0 1 4 200
In-sample tests of predictive ability: a new approach 0 0 0 36 0 2 5 82
Investigating Growth at Risk Using a Multi-country Non-parametric Quantile Factor Model 0 0 1 2 1 6 10 18
Investigating Growth at Risk Using a Multi-country Non-parametric Quantile Factor Model 0 0 0 36 0 2 4 55
Investigating Growth-at-Risk Using a Multicountry Non-parametric Quantile Factor Model 0 0 1 1 1 7 12 15
Large Vector Autoregressions with Asymmetric Priors 0 0 0 6 1 3 5 42
Large Vector Autoregressions with Stochastic Volatility and Flexible Priors 0 0 0 206 3 7 14 388
Macroeconomic Forecasting in a Multi-country Context 0 0 1 68 2 10 16 75
Macroeconomic Forecasting in a Multi-country Context 0 0 1 7 2 3 9 29
Measuring Uncertainty and Its Effects in the COVID-19 Era 0 0 1 58 1 6 15 138
Measuring Uncertainty and Its Effects in the COVID-19 Era 0 0 1 12 4 11 12 43
Measuring Uncertainty and Its Impact on the Economy 0 0 2 202 1 2 10 366
Measuring Uncertainty and Its Impact on the Economy 0 0 3 77 3 15 36 178
Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors 0 0 0 104 2 5 7 90
Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors 0 0 0 122 1 3 8 101
Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors 0 0 1 89 4 10 18 65
Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors 0 0 1 31 5 10 12 54
Nested forecast model comparisons: a new approach to testing equal accuracy 0 0 0 79 0 5 10 256
Nested forecast model comparisons: a new approach to testing equal accuracy 0 0 0 132 1 5 15 284
No Arbitrage Priors, Drifting Volatilities, and the Term Structure of Interest Rates 0 0 0 72 1 3 7 148
No-Arbitrage Priors, Drifting Volatilities, and the Term Structure of Interest Rates 0 0 0 44 5 8 13 55
Nowcasting Tail Risk to Economic Activity at a Weekly Frequency 0 0 2 39 0 7 14 108
Nowcasting Tail Risks to Economic Activity with Many Indicators 0 0 1 97 1 8 17 245
Real-Time Nowcasting with a Bayesian Mixed Frequency Model with Stochastic Volatility 0 0 0 74 0 7 12 257
Real-time density forecasts from VARs with stochastic volatility 0 0 0 162 2 5 5 312
Real-time nowcasting with a Bayesian mixed frequency model with stochastic volatility 0 0 2 232 1 6 19 479
Reality checks and nested forecast model comparisons 0 0 0 85 0 3 11 173
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 2 8 236
Shadow-rate VARs 0 0 5 36 4 10 24 88
Small sample properties of estimators of non-linear models of covariance structure 0 0 0 64 0 5 7 456
Specification Choices in Quantile Regression for Empirical Macroeconomics 1 2 3 82 1 4 9 86
Specification Choices in Quantile Regression for Empirical Macroeconomics 0 1 7 17 5 9 30 50
Tail Forecasting with Multivariate Bayesian Additive Regression Trees 0 0 2 6 4 8 15 30
Tail Forecasting with Multivariate Bayesian Additive Regression Trees 0 0 0 78 2 11 16 105
Testing for unconditional predictive ability 0 0 0 118 3 4 8 229
Tests of Equal Forecast Accuracy and Encompassing for Nested Models 0 1 2 1,288 22 91 116 4,063
Tests of Equal Forecast Accuracy and Encompassing for Nested Models 0 0 0 339 1 8 12 922
Tests of equal forecast accuracy and encompassing for nested models 0 0 2 498 0 8 15 1,438
Tests of equal forecast accuracy for overlapping models 0 0 0 70 0 2 6 166
Tests of equal forecast accuracy for overlapping models 0 0 0 81 3 12 19 226
Tests of equal predictive ability with real-time data 0 0 0 76 1 3 5 169
Tests of equal predictive ability with real-time data 0 0 0 179 0 2 7 439
The Predictive Content of the Output Gap for Inflation: Resolving In-Sample and Out-of-Sample Evidence 0 0 0 1 2 4 10 270
The macroeconomic forecasting performance of autoregressive models with alternative specifications of time-varying volatility 0 0 0 92 2 6 10 233
The macroeconomic forecasting performance of autoregressive models with alternative specifications of time-varying volatility 0 0 2 103 1 6 13 206
The predictive content of the output gap for inflation: resolving in-sample and out-of-sample evidence 0 0 2 167 0 2 12 512
The responses of prices at different stages of production to monetary policy shocks 0 0 0 117 1 7 15 1,049
The sources of fluctuations within and across countries 0 0 0 280 2 6 7 633
Time variation in the inflation passthrough of energy prices 0 0 0 102 0 3 8 280
Tracing Out Capital Flows: How Financially Integrated Banks Respond to Natural Disasters 0 0 1 75 1 10 14 200
Using Entropic Tilting to Combine BVAR Forecasts with External Nowcasts 0 0 0 31 3 9 16 84
Using Entropic Tilting to Combine BVAR Forecasts with External Nowcasts 0 0 0 30 0 6 10 159
Using Entropic Tilting to Combine BVAR Forecasts with External Nowcasts 1 1 1 180 2 7 13 204
Using Out-of-Sample Mean Squared Prediction Errors to Test the Martingale Difference 0 0 1 233 0 7 11 1,350
Using Time-Varying Volatility for Identification in Vector Autoregressions: An Application to Endogenous Uncertainty 0 0 1 23 6 14 17 71
Using out-of-sample mean squared prediction errors to test the Martingale difference hypothesis 0 0 1 234 0 10 19 1,067
What Is the Predictive Value of SPF Point and Density Forecasts? 0 0 0 0 1 4 8 10
What is the Predictive Value of SPF Point and Density Forecasts? 0 0 0 19 3 11 13 27
Total Working Papers 6 15 110 14,670 196 934 1,689 42,539
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 5 8 158
A New Model of Inflation, Trend Inflation, and Long‐Run Inflation Expectations 1 3 15 57 2 8 42 168
A comparison of the CPI and the PCE price index 0 0 3 354 2 107 124 2,395
Addressing COVID-19 Outliers in BVARs with Stochastic Volatility 0 4 13 16 3 17 58 101
An evaluation of the decline in goods inflation 0 0 0 101 2 7 11 356
Approximately normal tests for equal predictive accuracy in nested models 0 0 17 679 9 37 93 1,834
Assessing international commonality in macroeconomic uncertainty and its effects 0 0 4 30 2 8 16 95
Averaging forecasts from VARs with uncertain instabilities 0 0 0 2 0 5 10 25
Averaging forecasts from VARs with uncertain instabilities 0 0 1 131 1 7 14 393
Bayesian VARs: Specification Choices and Forecast Accuracy 0 0 6 126 2 5 22 348
Borders and business cycles 0 0 0 425 1 6 16 976
Can out-of-sample forecast comparisons help prevent overfitting? 0 0 0 94 0 5 10 402
Capturing Macro‐Economic Tail Risks with Bayesian Vector Autoregressions 3 7 13 18 4 15 45 63
Combining Forecasts from Nested Models* 0 0 1 73 2 6 12 380
Common Drifting Volatility in Large Bayesian VARs 0 0 1 57 5 15 31 189
Comparing measures of core inflation 1 4 7 152 2 15 47 527
Credit Market Frictions, Business Cycles, and Monetary Policy: The Research Contributions of Charles Carlstrom and Timothy Fuerst 0 0 0 12 2 4 8 38
Cross-country Evidence on Long-Run Growth and Inflation 0 0 0 0 2 3 5 362
Decomposing the declining volatility of long-term inflation expectations 0 0 0 111 1 4 6 275
Disaggregate evidence on the persistence of consumer price inflation 0 1 1 138 0 3 11 429
Disaggregate evidence on the persistence of consumer price inflation 0 0 0 1 0 4 8 16
Do producer prices lead consumer prices? 1 4 17 416 18 41 118 1,379
Employment Fluctuations in U.S. Regions and Industries: The Roles of National, Region-Specific, and Industry-Specific Shocks 0 0 0 194 1 6 8 730
Estimating equilibrium real interest rates in real time 0 1 3 174 0 11 20 430
Evaluating Direct Multistep Forecasts 0 0 2 217 0 5 12 470
Evaluating alternative models of trend inflation 0 0 3 149 0 12 25 389
Food and energy price shocks: what other prices are affected? 0 0 0 22 1 8 12 90
Forecasting Core Inflation and Its Goods, Housing, and Supercore Components 0 0 0 0 3 12 16 16
Forecasting implications of the recent decline in inflation 0 0 0 24 2 4 5 70
Forecasting with shadow rate VARs 0 0 0 0 0 14 28 28
HOW THE ECONOMY WORKS: CONFIDENCE, CRASHES, AND SELF-FULFILLING PROPHECIES BY ROGER E. A. FARMERRoger E. A. Farmer Oxford University Press, New York, 2010 1 2 3 11 2 3 8 51
Has the behavior of inflation and long-term inflation expectations changed? 0 0 0 118 0 3 8 375
Have Standard VARS Remained Stable Since the Crisis? 1 1 1 16 2 12 17 120
IMPROVING FORECAST ACCURACY BY COMBINING RECURSIVE AND ROLLING FORECASTS 0 0 0 109 3 9 23 404
In-sample tests of predictive ability: A new approach 0 1 1 46 2 7 10 123
Investigating Growth-at-Risk Using a Multicountry Nonparametric Quantile Factor Model 0 0 0 0 2 12 18 20
Is the Great Moderation over? an empirical analysis 1 2 4 166 2 12 27 547
Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors 2 3 12 171 4 16 55 510
Macroeconomic Forecasting Performance under Alternative Specifications of Time‐Varying Volatility 0 0 0 64 1 6 13 168
Macroeconomic forecasting in a multi‐country context 0 1 4 18 4 9 18 50
Measuring Inflation Forecast Uncertainty 0 0 1 47 1 9 15 119
Measuring Uncertainty and Its Impact on the Economy 2 12 28 217 9 34 82 668
Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors 0 0 2 45 5 14 20 183
Nested forecast model comparisons: A new approach to testing equal accuracy 0 0 0 62 1 7 8 201
Nominal GDP targeting rules: can they stabilize the economy? 0 0 0 119 0 1 8 404
Nowcasting tail risk to economic activity at a weekly frequency 0 1 4 34 2 7 22 95
No‐arbitrage priors, drifting volatilities, and the term structure of interest rates 0 0 0 7 2 8 13 42
Policy rules in macroeconomic forecasting models 0 1 1 22 3 7 8 88
Progress toward price stability: a 1997 inflation report 0 0 0 9 1 5 7 106
Real-Time Density Forecasts From Bayesian Vector Autoregressions With Stochastic Volatility 0 0 1 131 8 117 124 456
Real-Time Density Forecasts From Bayesian Vector Autoregressions With Stochastic Volatility 0 2 2 55 0 4 14 170
Reality Checks and Comparisons of Nested Predictive Models 0 0 0 14 2 3 4 55
Reality Checks and Comparisons of Nested Predictive Models 0 0 1 4 3 7 11 21
Realtime nowcasting with a Bayesian mixed frequency model with stochastic volatility 0 0 1 49 1 8 13 223
Rents and prices of housing across areas of the United States. A cross-section examination of the present value model 0 0 0 130 1 3 4 292
Small-Sample Properties of Estimators of Nonlinear Models of Covariance Structure 0 0 0 0 0 3 6 228
Specification Choices in Quantile Regression for Empirical Macroeconomics 1 2 7 7 3 8 23 28
TAIL FORECASTING WITH MULTIVARIATE BAYESIAN ADDITIVE REGRESSION TREES 0 0 1 8 3 8 12 36
TESTS OF EQUAL FORECAST ACCURACY FOR OVERLAPPING MODELS 0 0 0 23 1 4 8 103
Tests of Equal Predictive Ability With Real-Time Data 0 0 0 114 1 5 7 268
Tests of Predictive Ability for Vector Autoregressions Used for Conditional Forecasting 0 0 0 3 0 2 5 37
Tests of equal forecast accuracy and encompassing for nested models 0 0 2 823 1 7 33 2,021
The Impacts of Supply Chain Disruptions on Inflation 0 1 9 33 5 20 47 124
The Importance of Trend Inflation in the Search for Missing Disinflation 0 0 0 14 0 9 11 87
The Predictive Content of the Output Gap for Inflation: Resolving In-Sample and Out-of-Sample Evidence 0 0 1 169 2 5 10 464
The Responses Of Prices At Different Stages Of Production To Monetary Policy Shocks 0 0 0 168 2 4 6 1,061
The power of tests of predictive ability in the presence of structural breaks 0 0 1 141 2 8 10 299
The trend growth rate of employment: past, present, and future 0 0 0 152 0 4 7 1,564
Time Variation in the Inflation Passthrough of Energy Prices 0 0 0 92 2 7 12 332
Time Variation in the Inflation Passthrough of Energy Prices 0 0 0 8 0 5 8 53
U.S. inflation developments in 1995 0 0 0 5 0 5 13 151
U.S. inflation developments in 1996 0 1 1 10 2 7 12 165
Using Entropic Tilting to Combine BVAR Forecasts With External Nowcasts 0 0 1 12 0 7 13 85
Using out-of-sample mean squared prediction errors to test the martingale difference hypothesis 0 0 6 272 1 5 29 837
Using time-varying volatility for identification in Vector Autoregressions: An application to endogenous uncertainty 0 0 2 30 1 10 23 93
Total Journal Articles 14 54 204 7,576 154 855 1,686 26,659

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Advances in Forecast Evaluation 0 3 4 151 3 34 49 458
Chapter 3 Forecasting with Small Macroeconomic VARs in the Presence of Instabilities 0 0 1 3 1 5 9 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 2
Survey expectations and forecast uncertainty 0 1 11 14 1 5 23 32
Total Chapters 0 4 16 168 5 44 82 505
2 registered items for which data could not be found
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Statistics updated 2026-03-04