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 21 1 2 8 109
A Bayesian evaluation of alternative models of trend inflation 0 0 0 92 3 8 22 300
A Flexible Approach to Augmenting a Bayesian VAR with Nonlinear Factors 0 0 19 19 0 10 43 43
A New Model of Inflation, Trend Inflation, and Long-Run Inflation Expectations 0 0 0 152 0 3 10 256
A Nonparametric Approach to Augmenting a Bayesian VAR with Nonlinear Factors 21 21 21 21 6 6 6 6
A comparison of two approaches to measuring common and idiosyncratic components in sets of time series variables 0 0 0 0 0 1 5 224
Addressing COVID-19 Outliers in BVARs with Stochastic Volatility 0 1 1 118 3 11 38 275
Addressing COVID-19 Outliers in BVARs with Stochastic Volatility 0 0 0 37 0 2 16 104
Addressing COVID-19 outliers in BVARs with stochastic volatility 0 0 1 45 2 6 31 132
Advances in forecast evaluation 0 0 0 167 0 0 33 329
Advances in forecast evaluation 0 0 0 164 1 3 20 340
An empirical assessment of the relationships among inflation and short- and long-term expectations 0 1 1 225 0 4 20 594
Approximately Normal Tests for Equal Predictive Accuracy in Nested Models 0 0 0 174 1 9 31 681
Approximately normal tests for equal predictive accuracy in nested models 0 0 0 212 1 21 52 914
Assessing International Commonality in Macroeconomic Uncertainty and Its Effects 0 0 0 51 0 4 9 83
Assessing International Commonality in Macroeconomic Uncertainty and Its Effects 0 0 1 16 0 1 14 54
Assessing International Commonality in Macroeconomic Uncertainty and Its Effects 0 0 0 67 0 1 17 137
Averaging forecasts from VARs with uncertain instabilities 0 0 0 64 1 2 7 191
Averaging forecasts from VARs with uncertain instabilities 0 0 0 79 0 1 6 269
Averaging forecasts from VARs with uncertain instabilities 0 0 1 91 1 5 27 249
Bayesian VARs: Specification Choices and Forecast Accuracy 0 1 2 187 1 5 16 450
Bayesian VARs: specification choices and forecast accuracy 0 1 5 435 2 6 33 704
Borders and business cycles 0 0 0 123 1 3 16 400
Borders and business cycles 0 0 0 148 1 2 19 551
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 5 241
Can out-of-sample forecast comparisons help prevent overfitting? 0 0 0 694 1 4 18 2,557
Capturing Macroeconomic Tail Risks with Bayesian Vector Autoregressions 0 0 3 19 0 1 10 63
Capturing Macroeconomic Tail Risks with Bayesian Vector Autoregressions 0 0 0 213 2 6 22 346
Combining forecasts from nested models 0 0 0 147 1 3 17 623
Combining forecasts from nested models 0 0 0 107 1 3 12 439
Combining forecasts from nested models 0 0 0 48 0 2 9 140
Common Drifting Volatility in Large Bayesian VARs 0 0 0 116 0 1 11 277
Common Drifting Volatility in Large Bayesian VARs 0 0 1 41 0 3 8 154
Common drifting volatility in large Bayesian VARs 0 0 0 98 0 2 16 295
Constructing Fan Charts from the Ragged Edge of SPF Forecasts 0 1 2 8 0 2 13 16
Constructing Fan Charts from the Ragged Edge of SPF Forecasts 0 0 1 23 0 6 17 38
Constructing fan charts from the ragged edge of SPF forecasts 0 0 0 9 0 0 10 17
Constructing fan charts from the ragged edge of SPF forecasts 0 0 0 2 0 5 12 16
Cross-country evidence on long run growth and inflation 0 0 0 0 0 1 10 388
Decomposing the declining volatility of long-term inflation expectations 0 0 0 96 0 2 9 245
Disaggregate evidence on the persistence of consumer price inflation 0 0 1 235 2 3 12 649
Do producer prices help predict consumer prices? 0 0 0 131 1 4 17 484
Endogenous Uncertainty 0 0 1 167 0 8 17 418
Estimating equilibrium real interest rates in real time 0 0 0 196 0 4 13 754
Estimating equilibrium real interest rates in real-time 0 0 2 282 2 4 18 1,319
Evaluating Conditional Forecasts from Vector Autoregressions 0 0 1 122 1 3 16 152
Evaluating Conditional Forecasts from Vector Autoregressions 1 1 2 102 2 6 22 185
Evaluating long-horizon forecasts 0 2 4 263 0 3 17 584
Evaluating the accuracy of forecasts from vector autoregressions 1 1 1 152 2 5 9 270
Finite-sample properties of tests for forecast equivalence 0 0 0 20 0 2 6 167
Forecast-based model selection in the presence of structural breaks 0 1 1 244 0 3 11 644
Forecasting Core Inflation and Its Goods, Housing, and Supercore Components 0 0 1 18 0 3 17 33
Forecasting US Inflation Using Bayesian Nonparametric Models 0 0 1 31 0 3 11 100
Forecasting US Inflation Using Bayesian Nonparametric Models 0 0 3 33 0 1 14 71
Forecasting US Inflation Using Bayesian Nonparametric Models 0 0 0 122 1 7 16 126
Forecasting an aggregate of cointegrated disaggregates 0 0 0 35 0 1 4 179
Forecasting of small macroeconomic VARs in the presence of instabilities 0 0 0 173 1 7 20 570
Forecasting with Shadow-Rate VARs 0 0 0 48 0 5 21 111
Forecasting with small macroeconomic VARs in the presence of instabilities 0 0 0 172 0 3 12 318
Have Standard VARs Remained Stable Since the Crisis? 0 0 0 43 1 1 14 91
Have Standard VARs Remained Stable since the Crisis? 0 0 0 91 1 3 17 229
Have standard VARs remained stable since the crisis? 0 0 0 114 1 3 28 280
Improving forecast accuracy by combining recursive and rolling forecasts 0 0 2 639 4 8 40 2,238
Improving forecast accuracy by combining recursive and rolling forecasts 0 0 1 124 0 1 16 308
In-sample tests of predictive ability: a new approach 0 0 0 125 0 2 3 202
In-sample tests of predictive ability: a new approach 0 0 0 36 0 4 9 87
Investigating Growth at Risk Using a Multi-country Non-parametric Quantile Factor Model 0 0 1 2 1 3 15 23
Investigating Growth at Risk Using a Multi-country Non-parametric Quantile Factor Model 0 0 0 36 2 6 12 63
Investigating Growth-at-Risk Using a Multicountry Non-parametric Quantile Factor Model 0 0 0 1 0 3 15 19
Large Vector Autoregressions with Asymmetric Priors 0 1 1 7 0 6 12 50
Large Vector Autoregressions with Stochastic Volatility and Flexible Priors 0 0 0 206 0 6 21 397
Macroeconomic Forecasting in a Multi-country Context 0 0 2 8 0 3 12 34
Macroeconomic Forecasting in a Multi-country Context 0 0 1 68 0 2 18 77
Measuring Uncertainty and Its Effects in the COVID-19 Era 0 0 1 12 1 9 21 52
Measuring Uncertainty and Its Effects in the COVID-19 Era 0 0 1 58 1 8 21 147
Measuring Uncertainty and Its Impact on the Economy 0 0 1 77 1 2 34 183
Measuring Uncertainty and Its Impact on the Economy 0 0 1 202 1 4 12 370
Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors 0 0 0 122 0 0 8 101
Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors 0 0 0 31 0 1 12 55
Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors 0 0 0 89 0 3 19 68
Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors 0 0 0 104 0 4 13 96
Nested forecast model comparisons: a new approach to testing equal accuracy 0 0 0 132 0 5 20 289
Nested forecast model comparisons: a new approach to testing equal accuracy 0 0 0 79 0 0 12 258
No Arbitrage Priors, Drifting Volatilities, and the Term Structure of Interest Rates 0 0 0 72 0 3 11 153
No-Arbitrage Priors, Drifting Volatilities, and the Term Structure of Interest Rates 0 1 1 45 0 3 22 64
Nowcasting Tail Risk to Economic Activity at a Weekly Frequency 0 0 0 39 1 1 11 110
Nowcasting Tail Risks to Economic Activity with Many Indicators 0 0 1 97 0 5 22 251
Real-Time Nowcasting with a Bayesian Mixed Frequency Model with Stochastic Volatility 0 0 0 74 1 6 18 263
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 1 2 233 2 7 28 490
Reality checks and nested forecast model comparisons 0 0 0 85 1 7 18 180
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 6 236
Shadow-rate VARs 0 0 1 36 3 5 22 95
Small sample properties of estimators of non-linear models of covariance structure 0 0 0 64 0 1 7 458
Specification Choices in Quantile Regression for Empirical Macroeconomics 0 0 2 82 2 4 12 91
Specification Choices in Quantile Regression for Empirical Macroeconomics 0 0 5 17 0 3 27 55
Tail Forecasting with Multivariate Bayesian Additive Regression Trees 0 0 0 6 0 2 13 32
Tail Forecasting with Multivariate Bayesian Additive Regression Trees 0 0 0 78 0 6 22 112
Testing for unconditional predictive ability 0 0 0 118 0 1 9 230
Tests of Equal Forecast Accuracy and Encompassing for Nested Models 2 2 4 1,290 3 17 149 4,103
Tests of Equal Forecast Accuracy and Encompassing for Nested Models 0 0 0 339 1 18 32 942
Tests of equal forecast accuracy and encompassing for nested models 0 0 2 498 1 17 32 1,455
Tests of equal forecast accuracy for overlapping models 0 0 0 70 0 5 11 171
Tests of equal forecast accuracy for overlapping models 1 1 1 82 1 11 31 238
Tests of equal predictive ability with real-time data 0 0 0 179 1 4 13 446
Tests of equal predictive ability with real-time data 0 0 0 76 0 0 8 172
The Predictive Content of the Output Gap for Inflation: Resolving In-Sample and Out-of-Sample Evidence 0 0 0 1 1 3 13 273
The macroeconomic forecasting performance of autoregressive models with alternative specifications of time-varying volatility 0 0 2 103 0 3 16 209
The macroeconomic forecasting performance of autoregressive models with alternative specifications of time-varying volatility 0 2 2 94 1 8 18 241
The predictive content of the output gap for inflation: resolving in-sample and out-of-sample evidence 0 0 2 167 0 1 16 516
The responses of prices at different stages of production to monetary policy shocks 0 0 0 117 0 0 13 1,049
The sources of fluctuations within and across countries 0 0 0 280 1 3 11 637
Time variation in the inflation passthrough of energy prices 0 1 1 103 1 6 16 289
Tracing Out Capital Flows: How Financially Integrated Banks Respond to Natural Disasters 0 0 0 75 1 2 17 204
Using Entropic Tilting to Combine BVAR Forecasts with External Nowcasts 0 0 1 180 0 3 17 208
Using Entropic Tilting to Combine BVAR Forecasts with External Nowcasts 0 0 0 30 1 5 16 166
Using Entropic Tilting to Combine BVAR Forecasts with External Nowcasts 0 0 0 31 0 2 16 86
Using Out-of-Sample Mean Squared Prediction Errors to Test the Martingale Difference 0 0 0 233 1 4 12 1,354
Using Time-Varying Volatility for Identification in Vector Autoregressions: An Application to Endogenous Uncertainty 1 1 2 25 2 6 23 78
Using out-of-sample mean squared prediction errors to test the Martingale difference hypothesis 0 0 0 234 0 3 19 1,070
What Is the Predictive Value of SPF Point and Density Forecasts? 0 0 0 0 0 1 8 12
What is the Predictive Value of SPF Point and Density Forecasts? 0 0 0 19 0 0 15 29
Total Working Papers 27 41 118 14,715 82 497 2,150 43,181
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 1 5 11 163
A New Model of Inflation, Trend Inflation, and Long‐Run Inflation Expectations 0 0 8 57 1 8 33 176
A comparison of the CPI and the PCE price index 0 0 2 354 16 33 156 2,436
Addressing COVID-19 Outliers in BVARs with Stochastic Volatility 1 2 14 18 1 12 60 114
An evaluation of the decline in goods inflation 1 1 1 102 1 8 18 365
Approximately normal tests for equal predictive accuracy in nested models 1 3 10 684 17 46 123 1,891
Assessing international commonality in macroeconomic uncertainty and its effects 0 0 2 30 0 2 16 97
Averaging forecasts from VARs with uncertain instabilities 0 0 0 2 0 1 11 27
Averaging forecasts from VARs with uncertain instabilities 0 0 0 131 3 9 23 403
Bayesian VARs: Specification Choices and Forecast Accuracy 1 1 3 127 1 5 22 355
Borders and business cycles 0 0 0 425 0 1 17 978
Can out-of-sample forecast comparisons help prevent overfitting? 0 0 0 94 0 1 11 404
Capturing Macro‐Economic Tail Risks with Bayesian Vector Autoregressions 0 1 12 19 1 7 45 74
Combining Forecasts from Nested Models* 0 0 1 73 0 0 11 380
Common Drifting Volatility in Large Bayesian VARs 1 1 3 59 1 6 40 199
Comparing measures of core inflation 1 2 8 155 3 10 41 539
Credit Market Frictions, Business Cycles, and Monetary Policy: The Research Contributions of Charles Carlstrom and Timothy Fuerst 0 0 0 12 0 1 9 39
Cross-country Evidence on Long-Run Growth and Inflation 0 0 0 0 1 3 8 366
Decomposing the declining volatility of long-term inflation expectations 0 0 0 111 0 2 7 277
Disaggregate evidence on the persistence of consumer price inflation 0 0 0 1 1 6 16 24
Disaggregate evidence on the persistence of consumer price inflation 0 0 1 138 0 1 10 430
Do producer prices lead consumer prices? 0 1 12 419 6 14 118 1,404
Employment Fluctuations in U.S. Regions and Industries: The Roles of National, Region-Specific, and Industry-Specific Shocks 0 0 0 194 2 5 13 735
Estimating equilibrium real interest rates in real time 0 0 1 174 3 5 22 435
Evaluating Direct Multistep Forecasts 0 0 1 217 1 3 13 474
Evaluating alternative models of trend inflation 0 0 0 149 0 2 16 391
Food and energy price shocks: what other prices are affected? 0 1 1 23 0 6 21 100
Forecasting Core Inflation and Its Goods, Housing, and Supercore Components 0 0 0 0 2 5 25 25
Forecasting implications of the recent decline in inflation 0 0 0 24 0 2 7 72
Forecasting with shadow rate VARs 0 0 0 0 0 2 33 33
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 0 2 9 54
Has the behavior of inflation and long-term inflation expectations changed? 0 0 0 118 0 1 5 376
Have Standard VARS Remained Stable Since the Crisis? 0 0 1 16 0 2 18 122
IMPROVING FORECAST ACCURACY BY COMBINING RECURSIVE AND ROLLING FORECASTS 0 0 0 109 1 5 23 410
In-sample tests of predictive ability: A new approach 0 0 1 46 0 10 22 136
Investigating Growth-at-Risk Using a Multicountry Nonparametric Quantile Factor Model 0 0 0 0 0 2 20 24
Is the Great Moderation over? an empirical analysis 1 1 5 167 3 11 37 565
Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors 0 2 10 174 3 10 60 525
Macroeconomic Forecasting Performance under Alternative Specifications of Time‐Varying Volatility 0 1 1 65 0 4 18 174
Macroeconomic forecasting in a multi‐country context 0 1 6 21 0 2 22 56
Measuring Inflation Forecast Uncertainty 0 0 1 47 0 1 16 121
Measuring Uncertainty and Its Impact on the Economy 1 4 25 221 3 14 79 685
Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors 0 0 0 45 0 5 24 191
Nested forecast model comparisons: A new approach to testing equal accuracy 0 0 0 62 0 3 11 204
Nominal GDP targeting rules: can they stabilize the economy? 0 0 0 119 0 4 9 409
Nowcasting tail risk to economic activity at a weekly frequency 1 1 5 35 2 4 23 99
No‐arbitrage priors, drifting volatilities, and the term structure of interest rates 0 0 0 7 1 5 20 49
Policy rules in macroeconomic forecasting models 0 0 1 22 0 2 10 90
Progress toward price stability: a 1997 inflation report 0 0 0 9 0 4 10 110
Real-Time Density Forecasts From Bayesian Vector Autoregressions With Stochastic Volatility 1 4 7 60 2 7 24 180
Real-Time Density Forecasts From Bayesian Vector Autoregressions With Stochastic Volatility 0 0 1 131 0 1 130 463
Reality Checks and Comparisons of Nested Predictive Models 0 0 1 4 0 0 11 22
Reality Checks and Comparisons of Nested Predictive Models 0 0 0 14 0 3 7 58
Realtime nowcasting with a Bayesian mixed frequency model with stochastic volatility 0 1 1 50 2 4 15 228
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 7 295
Small-Sample Properties of Estimators of Nonlinear Models of Covariance Structure 0 0 0 0 0 2 7 230
Specification Choices in Quantile Regression for Empirical Macroeconomics 0 0 6 7 0 4 24 33
TAIL FORECASTING WITH MULTIVARIATE BAYESIAN ADDITIVE REGRESSION TREES 0 1 1 9 0 8 19 45
TESTS OF EQUAL FORECAST ACCURACY FOR OVERLAPPING MODELS 0 0 0 23 0 5 13 110
Tests of Equal Predictive Ability With Real-Time Data 0 0 0 114 0 4 13 274
Tests of Predictive Ability for Vector Autoregressions Used for Conditional Forecasting 0 0 0 3 0 0 5 37
Tests of equal forecast accuracy and encompassing for nested models 1 2 4 826 4 18 53 2,047
The Impacts of Supply Chain Disruptions on Inflation 0 0 7 33 3 16 57 147
The Importance of Trend Inflation in the Search for Missing Disinflation 0 0 0 14 0 1 13 89
The Predictive Content of the Output Gap for Inflation: Resolving In-Sample and Out-of-Sample Evidence 0 0 1 169 1 3 14 469
The Responses Of Prices At Different Stages Of Production To Monetary Policy Shocks 0 0 0 168 0 2 8 1,063
The power of tests of predictive ability in the presence of structural breaks 0 0 1 142 1 3 13 304
The trend growth rate of employment: past, present, and future 0 0 0 152 0 5 12 1,570
Time Variation in the Inflation Passthrough of Energy Prices 0 0 0 92 0 6 18 339
Time Variation in the Inflation Passthrough of Energy Prices 0 0 0 8 0 4 14 60
U.S. inflation developments in 1995 0 0 0 5 0 3 17 155
U.S. inflation developments in 1996 0 0 1 10 2 6 17 171
Using Entropic Tilting to Combine BVAR Forecasts With External Nowcasts 0 0 1 12 1 3 17 89
Using out-of-sample mean squared prediction errors to test the martingale difference hypothesis 0 1 2 273 0 4 25 842
Using time-varying volatility for identification in Vector Autoregressions: An application to endogenous uncertainty 0 0 2 31 0 5 27 101
Total Journal Articles 11 32 175 7,622 92 422 1,972 27,227

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Advances in Forecast Evaluation 1 2 6 154 1 4 48 464
Chapter 3 Forecasting with Small Macroeconomic VARs in the Presence of Instabilities 0 0 1 3 0 0 7 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 1 2 3
Survey expectations and forecast uncertainty 0 1 11 16 0 4 26 39
Total Chapters 1 3 18 173 1 9 83 519
2 registered items for which data could not be found
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Statistics updated 2026-07-10