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 1 1 1 92 1 1 2 278
A New Model of Inflation, Trend Inflation, and Long-Run Inflation Expectations 0 0 0 152 1 1 4 246
A comparison of two approaches to measuring common and idiosyncratic components in sets of time series variables 0 0 0 0 0 1 1 219
Addressing COVID-19 Outliers in BVARs with Stochastic Volatility 0 0 3 37 0 1 9 88
Addressing COVID-19 Outliers in BVARs with Stochastic Volatility 1 1 2 117 5 5 17 237
Addressing COVID-19 outliers in BVARs with stochastic volatility 0 1 7 44 2 4 22 100
Advances in forecast evaluation 0 0 0 167 1 1 1 296
Advances in forecast evaluation 0 1 3 164 0 2 5 320
An empirical assessment of the relationships among inflation and short- and long-term expectations 0 0 5 224 0 1 18 574
Approximately Normal Tests for Equal Predictive Accuracy in Nested Models 0 0 2 174 0 2 8 649
Approximately normal tests for equal predictive accuracy in nested models 0 1 1 212 1 3 5 861
Assessing International Commonality in Macroeconomic Uncertainty and Its Effects 1 1 1 51 1 1 5 74
Assessing International Commonality in Macroeconomic Uncertainty and Its Effects 0 0 0 67 0 1 1 120
Assessing International Commonality in Macroeconomic Uncertainty and Its Effects 0 0 0 15 0 0 1 40
Averaging forecasts from VARs with uncertain instabilities 0 0 0 64 0 2 3 184
Averaging forecasts from VARs with uncertain instabilities 0 0 0 79 0 0 0 263
Averaging forecasts from VARs with uncertain instabilities 0 0 2 90 0 1 5 220
Bayesian VARs: Specification Choices and Forecast Accuracy 1 2 3 185 2 4 8 434
Bayesian VARs: specification choices and forecast accuracy 0 0 5 429 2 4 20 669
Borders and business cycles 0 0 0 123 0 0 0 384
Borders and business cycles 0 0 0 148 0 0 1 532
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 1 4 5 2,538
Capturing Macroeconomic Tail Risks with Bayesian Vector Autoregressions 0 2 8 15 0 5 26 48
Capturing Macroeconomic Tail Risks with Bayesian Vector Autoregressions 0 1 5 213 0 4 13 324
Combining forecasts from nested models 0 0 1 147 0 0 2 606
Combining forecasts from nested models 0 0 0 107 0 0 2 427
Combining forecasts from nested models 0 0 0 48 0 0 1 131
Common Drifting Volatility in Large Bayesian VARs 0 0 0 40 0 1 2 146
Common Drifting Volatility in Large Bayesian VARs 0 0 1 116 0 1 5 266
Common drifting volatility in large Bayesian VARs 0 0 1 97 0 3 7 278
Constructing Fan Charts from the Ragged Edge of SPF Forecasts 0 0 1 22 0 0 4 20
Constructing Fan Charts from the Ragged Edge of SPF Forecasts 0 0 6 6 0 0 3 3
Constructing fan charts from the ragged edge of SPF forecasts 0 0 9 9 0 0 7 7
Constructing fan charts from the ragged edge of SPF forecasts 0 0 2 2 0 0 4 4
Cross-country evidence on long run growth and inflation 0 0 0 0 0 0 6 377
Decomposing the declining volatility of long-term inflation expectations 0 0 0 96 1 2 3 236
Disaggregate evidence on the persistence of consumer price inflation 0 0 0 234 0 1 1 637
Do producer prices help predict consumer prices? 0 0 0 131 1 3 5 467
Endogenous Uncertainty 0 0 0 166 0 0 4 401
Estimating equilibrium real interest rates in real time 0 0 0 196 0 0 2 741
Estimating equilibrium real interest rates in real-time 0 0 1 280 0 0 4 1,301
Evaluating Conditional Forecasts from Vector Autoregressions 0 0 2 100 0 0 2 163
Evaluating Conditional Forecasts from Vector Autoregressions 0 0 0 121 0 0 1 136
Evaluating long-horizon forecasts 0 0 1 259 0 0 3 567
Evaluating the accuracy of forecasts from vector autoregressions 0 0 0 151 0 0 5 260
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 0 17 0 0 1 15
Forecasting US Inflation Using Bayesian Nonparametric Models 0 1 4 30 1 2 9 57
Forecasting US Inflation Using Bayesian Nonparametric Models 0 0 2 122 0 0 4 109
Forecasting US Inflation Using Bayesian Nonparametric Models 0 0 0 30 0 3 5 89
Forecasting an aggregate of cointegrated disaggregates 0 0 0 35 0 1 2 175
Forecasting of small macroeconomic VARs in the presence of instabilities 0 0 0 173 0 1 2 550
Forecasting with Shadow-Rate VARs 0 0 0 48 0 1 3 90
Forecasting with small macroeconomic VARs in the presence of instabilities 0 0 0 172 1 2 3 306
Have Standard VARs Remained Stable Since the Crisis? 0 0 0 43 0 0 0 77
Have Standard VARs Remained Stable since the Crisis? 0 0 0 91 0 0 1 210
Have standard VARs remained stable since the crisis? 0 0 0 114 1 1 13 252
Improving forecast accuracy by combining recursive and rolling forecasts 0 0 1 637 2 3 8 2,198
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 0 36 0 0 1 77
In-sample tests of predictive ability: a new approach 0 0 1 125 1 3 12 199
Investigating Growth at Risk Using a Multi-country Non-parametric Quantile Factor Model 0 0 2 36 0 0 5 51
Investigating Growth at Risk Using a Multi-country Non-parametric Quantile Factor Model 0 0 0 1 0 0 3 8
Investigating Growth-at-Risk Using a Multicountry Non-parametric Quantile Factor Model 0 1 1 1 0 1 4 4
Large Vector Autoregressions with Asymmetric Priors 0 0 0 6 0 1 1 38
Large Vector Autoregressions with Stochastic Volatility and Flexible Priors 0 0 1 206 0 2 7 376
Macroeconomic Forecasting in a Multi-country Context 0 0 0 6 1 2 6 22
Macroeconomic Forecasting in a Multi-country Context 0 0 1 67 0 0 5 59
Measuring Uncertainty and Its Effects in the COVID-19 Era 0 0 1 11 0 0 2 31
Measuring Uncertainty and Its Effects in the COVID-19 Era 0 0 1 57 2 3 6 126
Measuring Uncertainty and Its Impact on the Economy 0 1 1 201 0 2 6 358
Measuring Uncertainty and Its Impact on the Economy 1 1 2 75 1 4 14 146
Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors 0 0 1 104 0 0 1 83
Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors 0 0 0 30 0 0 0 42
Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors 0 0 0 122 0 0 0 93
Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors 0 1 1 89 0 2 3 49
Nested forecast model comparisons: a new approach to testing equal accuracy 0 0 0 132 0 0 0 269
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 1 1 2 142
No-Arbitrage Priors, Drifting Volatilities, and the Term Structure of Interest Rates 0 0 0 44 0 0 3 42
Nowcasting Tail Risk to Economic Activity at a Weekly Frequency 0 2 3 39 1 4 9 98
Nowcasting Tail Risks to Economic Activity with Many Indicators 0 0 0 96 0 1 9 229
Real-Time Nowcasting with a Bayesian Mixed Frequency Model with Stochastic Volatility 0 0 0 74 0 0 3 245
Real-time density forecasts from VARs with stochastic volatility 0 0 0 162 0 0 3 307
Real-time nowcasting with a Bayesian mixed frequency model with stochastic volatility 0 1 3 231 0 2 8 462
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 2 3 230
Shadow-rate VARs 0 3 10 34 0 6 27 70
Small sample properties of estimators of non-linear models of covariance structure 0 0 0 64 0 2 2 451
Specification Choices in Quantile Regression for Empirical Macroeconomics 1 2 12 12 3 7 27 27
Specification Choices in Quantile Regression for Empirical Macroeconomics 0 1 7 80 0 1 17 78
Tail Forecasting with Multivariate Bayesian Additive Regression Trees 0 0 0 78 0 1 3 90
Tail Forecasting with Multivariate Bayesian Additive Regression Trees 1 1 1 5 1 3 10 18
Testing for unconditional predictive ability 0 0 0 118 0 0 1 221
Tests of Equal Forecast Accuracy and Encompassing for Nested Models 0 0 0 1,286 0 7 7 3,954
Tests of Equal Forecast Accuracy and Encompassing for Nested Models 0 0 3 339 0 0 4 910
Tests of equal forecast accuracy and encompassing for nested models 0 0 0 496 0 0 0 1,423
Tests of equal forecast accuracy for overlapping models 0 0 1 70 0 0 3 160
Tests of equal forecast accuracy for overlapping models 0 0 0 81 0 0 1 207
Tests of equal predictive ability with real-time data 0 0 0 76 0 0 2 164
Tests of equal predictive ability with real-time data 0 0 1 179 0 1 4 433
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 0 2 193
The macroeconomic forecasting performance of autoregressive models with alternative specifications of time-varying volatility 0 0 1 92 0 0 4 223
The predictive content of the output gap for inflation: resolving in-sample and out-of-sample evidence 0 0 0 165 0 0 1 500
The responses of prices at different stages of production to monetary policy shocks 0 0 0 117 0 1 2 1,035
The sources of fluctuations within and across countries 0 0 1 280 0 0 3 626
Time variation in the inflation passthrough of energy prices 0 0 0 102 0 1 4 273
Tracing Out Capital Flows: How Financially Integrated Banks Respond to Natural Disasters 0 0 0 74 0 0 2 186
Using Entropic Tilting to Combine BVAR Forecasts with External Nowcasts 0 0 0 30 0 0 2 149
Using Entropic Tilting to Combine BVAR Forecasts with External Nowcasts 0 0 0 31 1 2 9 70
Using Entropic Tilting to Combine BVAR Forecasts with External Nowcasts 0 0 1 179 0 0 5 191
Using Out-of-Sample Mean Squared Prediction Errors to Test the Martingale Difference 1 1 2 233 2 3 5 1,342
Using Time-Varying Volatility for Identification in Vector Autoregressions: An Application to Endogenous Uncertainty 1 1 1 23 1 1 2 55
Using out-of-sample mean squared prediction errors to test the Martingale difference hypothesis 0 1 1 234 0 2 5 1,050
What Is the Predictive Value of SPF Point and Density Forecasts? 0 0 0 0 0 1 2 3
What is the Predictive Value of SPF Point and Density Forecasts? 0 0 0 19 0 0 8 14
Total Working Papers 9 29 144 14,589 39 142 591 40,992
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 2 5 152
A New Model of Inflation, Trend Inflation, and Long‐Run Inflation Expectations 1 3 14 45 7 12 28 138
A comparison of the CPI and the PCE price index 0 0 4 351 3 4 15 2,275
Addressing COVID-19 Outliers in BVARs with Stochastic Volatility 0 0 3 3 5 9 52 52
An evaluation of the decline in goods inflation 0 0 1 101 1 2 6 347
Approximately normal tests for equal predictive accuracy in nested models 1 6 17 668 9 17 68 1,758
Assessing international commonality in macroeconomic uncertainty and its effects 0 2 2 28 0 2 5 81
Averaging forecasts from VARs with uncertain instabilities 0 1 1 131 0 1 2 380
Averaging forecasts from VARs with uncertain instabilities 0 0 0 2 0 1 1 16
Bayesian VARs: Specification Choices and Forecast Accuracy 1 4 9 124 2 6 16 332
Borders and business cycles 0 0 1 425 1 1 6 961
Can out-of-sample forecast comparisons help prevent overfitting? 0 0 0 94 1 1 1 393
Capturing Macro‐Economic Tail Risks with Bayesian Vector Autoregressions 0 2 7 7 3 9 27 27
Combining Forecasts from Nested Models* 0 0 0 72 0 1 2 369
Common Drifting Volatility in Large Bayesian VARs 0 0 5 56 0 0 15 158
Comparing measures of core inflation 0 2 6 147 4 14 42 494
Credit Market Frictions, Business Cycles, and Monetary Policy: The Research Contributions of Charles Carlstrom and Timothy Fuerst 0 0 1 12 0 0 4 30
Cross-country Evidence on Long-Run Growth and Inflation 0 0 0 0 0 0 5 357
Decomposing the declining volatility of long-term inflation expectations 0 0 0 111 0 1 2 270
Disaggregate evidence on the persistence of consumer price inflation 0 0 3 137 0 1 6 419
Disaggregate evidence on the persistence of consumer price inflation 0 0 0 1 0 0 2 8
Do producer prices lead consumer prices? 2 7 23 406 5 21 78 1,282
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 1 1 4 172 1 1 7 411
Evaluating Direct Multistep Forecasts 0 0 5 215 1 2 11 460
Evaluating alternative models of trend inflation 1 2 4 148 1 8 22 372
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 0 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 3 9 0 1 5 44
Has the behavior of inflation and long-term inflation expectations changed? 0 0 1 118 0 3 4 370
Have Standard VARS Remained Stable Since the Crisis? 0 0 0 15 1 1 4 104
IMPROVING FORECAST ACCURACY BY COMBINING RECURSIVE AND ROLLING FORECASTS 0 0 0 109 4 6 7 387
In-sample tests of predictive ability: A new approach 0 0 0 45 0 1 3 114
Investigating Growth-at-Risk Using a Multicountry Nonparametric Quantile Factor Model 0 0 0 0 0 0 2 2
Is the Great Moderation over? an empirical analysis 0 0 2 162 2 6 19 526
Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors 1 2 15 161 3 6 44 461
Macroeconomic Forecasting Performance under Alternative Specifications of Time‐Varying Volatility 0 0 5 64 0 1 8 156
Macroeconomic forecasting in a multi‐country context 1 1 3 15 2 2 6 34
Measuring Inflation Forecast Uncertainty 0 0 1 46 0 1 3 105
Measuring Uncertainty and Its Impact on the Economy 1 6 16 195 2 12 57 598
Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors 0 0 3 43 1 2 8 165
Nested forecast model comparisons: A new approach to testing equal accuracy 0 0 0 62 0 0 2 193
Nominal GDP targeting rules: can they stabilize the economy? 0 0 1 119 2 4 6 400
Nowcasting tail risk to economic activity at a weekly frequency 0 0 8 30 0 2 17 75
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 0 2 21 0 0 3 80
Progress toward price stability: a 1997 inflation report 0 0 0 9 0 1 1 100
Real-Time Density Forecasts From Bayesian Vector Autoregressions With Stochastic Volatility 0 0 2 53 0 0 7 156
Real-Time Density Forecasts From Bayesian Vector Autoregressions With Stochastic Volatility 0 0 1 130 0 1 6 333
Reality Checks and Comparisons of Nested Predictive Models 0 0 0 3 0 1 4 11
Reality Checks and Comparisons of Nested Predictive Models 0 0 1 14 0 0 3 51
Realtime nowcasting with a Bayesian mixed frequency model with stochastic volatility 1 1 1 49 1 3 9 213
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 0 2 288
Small-Sample Properties of Estimators of Nonlinear Models of Covariance Structure 0 0 0 0 0 1 2 223
Specification Choices in Quantile Regression for Empirical Macroeconomics 0 0 0 0 0 0 5 5
TAIL FORECASTING WITH MULTIVARIATE BAYESIAN ADDITIVE REGRESSION TREES 0 1 3 8 1 2 8 26
TESTS OF EQUAL FORECAST ACCURACY FOR OVERLAPPING MODELS 0 0 0 23 0 1 3 96
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 0 9 821 1 4 35 1,992
The Impacts of Supply Chain Disruptions on Inflation 0 2 6 26 3 9 33 86
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 2 168 0 0 10 454
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 1 1 1 141 2 2 5 291
The trend growth rate of employment: past, present, and future 0 0 0 152 1 1 1 1,558
Time Variation in the Inflation Passthrough of Energy Prices 0 0 2 8 0 0 3 45
Time Variation in the Inflation Passthrough of Energy Prices 0 0 0 92 1 1 1 321
U.S. inflation developments in 1995 0 0 0 5 0 0 3 138
U.S. inflation developments in 1996 0 0 0 9 0 0 5 153
Using Entropic Tilting to Combine BVAR Forecasts With External Nowcasts 0 0 1 11 0 0 7 72
Using out-of-sample mean squared prediction errors to test the martingale difference hypothesis 2 2 7 268 4 5 20 813
Using time-varying volatility for identification in Vector Autoregressions: An application to endogenous uncertainty 0 1 3 29 1 4 10 74
Total Journal Articles 14 48 210 7,420 77 200 816 25,173

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Advances in Forecast Evaluation 0 1 8 148 2 6 28 415
Chapter 3 Forecasting with Small Macroeconomic VARs in the Presence of Instabilities 0 0 1 2 2 2 4 6
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 2 5 5 1 4 13 13
Total Chapters 1 3 14 155 5 12 45 435
2 registered items for which data could not be found
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Statistics updated 2025-06-06