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 0 0 0 101
A Bayesian evaluation of alternative models of trend inflation 0 0 1 92 2 4 7 283
A New Model of Inflation, Trend Inflation, and Long-Run Inflation Expectations 0 0 0 152 3 3 5 250
A Nonparametric Approach to Augmenting a Bayesian VAR with Nonlinear Factors 0 15 17 17 2 20 22 22
A comparison of two approaches to measuring common and idiosyncratic components in sets of time series variables 0 0 0 0 1 2 3 221
Addressing COVID-19 Outliers in BVARs with Stochastic Volatility 0 0 2 117 2 6 17 244
Addressing COVID-19 Outliers in BVARs with Stochastic Volatility 0 0 0 37 3 4 7 93
Addressing COVID-19 outliers in BVARs with stochastic volatility 0 1 4 45 2 5 20 110
Advances in forecast evaluation 0 0 3 164 1 1 7 323
Advances in forecast evaluation 0 0 0 167 2 5 9 304
An empirical assessment of the relationships among inflation and short- and long-term expectations 0 0 3 224 3 3 16 581
Approximately Normal Tests for Equal Predictive Accuracy in Nested Models 0 0 1 174 1 5 12 658
Approximately normal tests for equal predictive accuracy in nested models 0 0 1 212 5 12 16 874
Assessing International Commonality in Macroeconomic Uncertainty and Its Effects 0 0 1 51 1 2 6 77
Assessing International Commonality in Macroeconomic Uncertainty and Its Effects 0 0 0 15 3 3 5 44
Assessing International Commonality in Macroeconomic Uncertainty and Its Effects 0 0 0 67 2 3 7 126
Averaging forecasts from VARs with uncertain instabilities 0 1 3 91 4 11 17 234
Averaging forecasts from VARs with uncertain instabilities 0 0 0 64 1 2 5 186
Averaging forecasts from VARs with uncertain instabilities 0 0 0 79 1 2 2 265
Bayesian VARs: Specification Choices and Forecast Accuracy 0 1 3 186 0 3 9 438
Bayesian VARs: specification choices and forecast accuracy 1 2 4 433 3 9 25 685
Borders and business cycles 0 0 0 148 2 4 7 538
Borders and business cycles 0 0 0 123 7 7 7 391
Business cycle fluctuations in U.S. regions and industries: the roles of national, region-specific, and industry-specific shocks 0 0 0 0 0 1 1 237
Can out-of-sample forecast comparisons help prevent overfitting? 0 0 0 694 1 2 8 2,542
Capturing Macroeconomic Tail Risks with Bayesian Vector Autoregressions 0 0 2 213 2 5 14 331
Capturing Macroeconomic Tail Risks with Bayesian Vector Autoregressions 0 0 7 17 0 0 17 54
Combining forecasts from nested models 0 0 0 147 1 2 4 609
Combining forecasts from nested models 0 0 0 107 1 1 3 429
Combining forecasts from nested models 0 0 0 48 0 1 3 133
Common Drifting Volatility in Large Bayesian VARs 0 0 0 40 0 0 2 146
Common Drifting Volatility in Large Bayesian VARs 0 0 0 116 2 3 8 270
Common drifting volatility in large Bayesian VARs 0 0 1 98 3 3 9 282
Constructing Fan Charts from the Ragged Edge of SPF Forecasts 0 0 1 7 0 1 4 6
Constructing Fan Charts from the Ragged Edge of SPF Forecasts 0 0 1 23 0 4 7 26
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 1 2 0 2 4 6
Cross-country evidence on long run growth and inflation 0 0 0 0 0 2 7 380
Decomposing the declining volatility of long-term inflation expectations 0 0 0 96 2 3 6 239
Disaggregate evidence on the persistence of consumer price inflation 0 0 0 234 0 1 2 638
Do producer prices help predict consumer prices? 0 0 0 131 1 2 6 470
Endogenous Uncertainty 0 0 1 167 2 2 4 404
Estimating equilibrium real interest rates in real time 0 0 0 196 1 3 5 744
Estimating equilibrium real interest rates in real-time 1 2 2 282 2 3 9 1,308
Evaluating Conditional Forecasts from Vector Autoregressions 0 0 0 121 1 5 5 141
Evaluating Conditional Forecasts from Vector Autoregressions 0 1 1 101 2 5 6 169
Evaluating long-horizon forecasts 0 0 0 259 1 2 3 570
Evaluating the accuracy of forecasts from vector autoregressions 0 0 0 151 0 3 5 264
Finite-sample properties of tests for forecast equivalence 0 0 0 20 1 2 2 163
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 0 1 1 18 2 4 8 23
Forecasting US Inflation Using Bayesian Nonparametric Models 0 0 1 122 2 2 6 114
Forecasting US Inflation Using Bayesian Nonparametric Models 0 0 1 31 0 2 7 93
Forecasting US Inflation Using Bayesian Nonparametric Models 0 2 5 33 0 4 11 64
Forecasting an aggregate of cointegrated disaggregates 0 0 0 35 0 0 3 176
Forecasting of small macroeconomic VARs in the presence of instabilities 0 0 0 173 2 2 4 553
Forecasting with Shadow-Rate VARs 0 0 0 48 2 4 7 94
Forecasting with small macroeconomic VARs in the presence of instabilities 0 0 0 172 1 2 5 308
Have Standard VARs Remained Stable Since the Crisis? 0 0 0 43 0 3 4 81
Have Standard VARs Remained Stable since the Crisis? 0 0 0 91 3 5 7 217
Have standard VARs remained stable since the crisis? 0 0 0 114 9 12 18 264
Improving forecast accuracy by combining recursive and rolling forecasts 0 0 0 123 2 4 6 296
Improving forecast accuracy by combining recursive and rolling forecasts 0 1 2 639 4 8 16 2,210
In-sample tests of predictive ability: a new approach 0 0 0 36 0 2 4 80
In-sample tests of predictive ability: a new approach 0 0 1 125 0 0 5 199
Investigating Growth at Risk Using a Multi-country Non-parametric Quantile Factor Model 0 1 1 2 2 4 6 12
Investigating Growth at Risk Using a Multi-country Non-parametric Quantile Factor Model 0 0 1 36 1 2 4 53
Investigating Growth-at-Risk Using a Multicountry Non-parametric Quantile Factor Model 0 0 1 1 3 4 8 8
Large Vector Autoregressions with Asymmetric Priors 0 0 0 6 0 1 2 39
Large Vector Autoregressions with Stochastic Volatility and Flexible Priors 0 0 0 206 4 5 9 381
Macroeconomic Forecasting in a Multi-country Context 0 1 1 68 4 6 9 65
Macroeconomic Forecasting in a Multi-country Context 1 1 1 7 3 3 8 26
Measuring Uncertainty and Its Effects in the COVID-19 Era 0 0 1 58 1 3 9 132
Measuring Uncertainty and Its Effects in the COVID-19 Era 0 1 1 12 0 1 1 32
Measuring Uncertainty and Its Impact on the Economy 0 0 3 77 6 12 23 163
Measuring Uncertainty and Its Impact on the Economy 0 0 2 202 0 4 10 364
Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors 0 0 1 104 1 1 3 85
Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors 0 0 1 89 3 5 9 55
Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors 0 0 1 31 0 1 2 44
Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors 0 0 0 122 1 4 5 98
Nested forecast model comparisons: a new approach to testing equal accuracy 0 0 0 79 1 5 5 251
Nested forecast model comparisons: a new approach to testing equal accuracy 0 0 0 132 1 8 10 279
No Arbitrage Priors, Drifting Volatilities, and the Term Structure of Interest Rates 0 0 0 72 1 2 5 145
No-Arbitrage Priors, Drifting Volatilities, and the Term Structure of Interest Rates 0 0 0 44 3 4 7 47
Nowcasting Tail Risk to Economic Activity at a Weekly Frequency 0 0 2 39 1 1 9 101
Nowcasting Tail Risks to Economic Activity with Many Indicators 0 1 1 97 2 6 11 237
Real-Time Nowcasting with a Bayesian Mixed Frequency Model with Stochastic Volatility 0 0 0 74 3 4 6 250
Real-time density forecasts from VARs with stochastic volatility 0 0 0 162 0 0 1 307
Real-time nowcasting with a Bayesian mixed frequency model with stochastic volatility 0 1 4 232 5 11 15 473
Reality checks and nested forecast model comparisons 0 0 0 85 1 7 8 170
Rents and prices of housing across areas of the U.S.: a cross-section examination of the present value model 0 0 0 0 1 3 6 234
Shadow-rate VARs 0 1 7 36 1 5 24 78
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 5 80 0 2 14 82
Specification Choices in Quantile Regression for Empirical Macroeconomics 0 4 13 16 5 11 35 41
Tail Forecasting with Multivariate Bayesian Additive Regression Trees 0 0 2 6 2 3 8 22
Tail Forecasting with Multivariate Bayesian Additive Regression Trees 0 0 0 78 2 3 7 94
Testing for unconditional predictive ability 0 0 0 118 1 3 5 225
Tests of Equal Forecast Accuracy and Encompassing for Nested Models 0 0 2 339 1 4 6 914
Tests of Equal Forecast Accuracy and Encompassing for Nested Models 0 1 1 1,287 7 17 25 3,972
Tests of equal forecast accuracy and encompassing for nested models 0 1 2 498 0 5 7 1,430
Tests of equal forecast accuracy for overlapping models 0 0 0 70 0 2 5 164
Tests of equal forecast accuracy for overlapping models 0 0 0 81 1 6 7 214
Tests of equal predictive ability with real-time data 0 0 0 76 1 2 4 166
Tests of equal predictive ability with real-time data 0 0 0 179 2 4 6 437
The Predictive Content of the Output Gap for Inflation: Resolving In-Sample and Out-of-Sample Evidence 0 0 0 1 5 5 6 266
The macroeconomic forecasting performance of autoregressive models with alternative specifications of time-varying volatility 0 0 1 92 2 4 5 227
The macroeconomic forecasting performance of autoregressive models with alternative specifications of time-varying volatility 1 2 2 103 5 7 7 200
The predictive content of the output gap for inflation: resolving in-sample and out-of-sample evidence 0 2 2 167 5 9 11 510
The responses of prices at different stages of production to monetary policy shocks 0 0 0 117 4 5 8 1,042
The sources of fluctuations within and across countries 0 0 0 280 1 1 1 627
Time variation in the inflation passthrough of energy prices 0 0 0 102 3 3 6 277
Tracing Out Capital Flows: How Financially Integrated Banks Respond to Natural Disasters 0 0 1 75 3 3 4 190
Using Entropic Tilting to Combine BVAR Forecasts with External Nowcasts 0 0 0 30 0 3 6 153
Using Entropic Tilting to Combine BVAR Forecasts with External Nowcasts 0 0 0 179 5 5 10 197
Using Entropic Tilting to Combine BVAR Forecasts with External Nowcasts 0 0 0 31 2 4 10 75
Using Out-of-Sample Mean Squared Prediction Errors to Test the Martingale Difference 0 0 1 233 0 1 4 1,343
Using Time-Varying Volatility for Identification in Vector Autoregressions: An Application to Endogenous Uncertainty 0 0 1 23 1 1 3 57
Using out-of-sample mean squared prediction errors to test the Martingale difference hypothesis 0 0 1 234 0 5 10 1,057
What Is the Predictive Value of SPF Point and Density Forecasts? 0 0 0 0 1 2 4 6
What is the Predictive Value of SPF Point and Density Forecasts? 0 0 0 19 2 2 6 16
Total Working Papers 4 44 143 14,655 211 462 941 41,605
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 1 3 153
A New Model of Inflation, Trend Inflation, and Long‐Run Inflation Expectations 1 2 13 54 2 8 37 160
A comparison of the CPI and the PCE price index 0 0 5 354 2 3 22 2,288
Addressing COVID-19 Outliers in BVARs with Stochastic Volatility 3 7 10 12 8 21 53 84
An evaluation of the decline in goods inflation 0 0 0 101 0 2 5 349
Approximately normal tests for equal predictive accuracy in nested models 2 3 21 679 8 20 70 1,797
Assessing international commonality in macroeconomic uncertainty and its effects 0 0 4 30 2 3 8 87
Averaging forecasts from VARs with uncertain instabilities 0 0 1 131 5 5 8 386
Averaging forecasts from VARs with uncertain instabilities 0 0 0 2 1 2 5 20
Bayesian VARs: Specification Choices and Forecast Accuracy 2 2 9 126 5 9 21 343
Borders and business cycles 0 0 0 425 4 7 11 970
Can out-of-sample forecast comparisons help prevent overfitting? 0 0 0 94 1 3 5 397
Capturing Macro‐Economic Tail Risks with Bayesian Vector Autoregressions 0 2 7 11 10 14 38 48
Combining Forecasts from Nested Models* 0 0 1 73 0 2 7 374
Common Drifting Volatility in Large Bayesian VARs 1 1 2 57 4 9 20 174
Comparing measures of core inflation 0 1 5 148 2 8 42 512
Credit Market Frictions, Business Cycles, and Monetary Policy: The Research Contributions of Charles Carlstrom and Timothy Fuerst 0 0 0 12 3 4 6 34
Cross-country Evidence on Long-Run Growth and Inflation 0 0 0 0 0 1 4 359
Decomposing the declining volatility of long-term inflation expectations 0 0 0 111 0 1 2 271
Disaggregate evidence on the persistence of consumer price inflation 0 0 0 1 2 4 4 12
Disaggregate evidence on the persistence of consumer price inflation 0 0 1 137 4 5 10 426
Do producer prices lead consumer prices? 0 2 16 412 2 21 92 1,338
Employment Fluctuations in U.S. Regions and Industries: The Roles of National, Region-Specific, and Industry-Specific Shocks 0 0 0 194 1 2 2 724
Estimating equilibrium real interest rates in real time 0 0 2 173 2 6 11 419
Evaluating Direct Multistep Forecasts 1 1 4 217 1 2 9 465
Evaluating alternative models of trend inflation 0 0 3 149 0 1 17 377
Food and energy price shocks: what other prices are affected? 0 0 0 22 3 3 4 82
Forecasting Core Inflation and Its Goods, Housing, and Supercore Components 0 0 0 0 2 4 4 4
Forecasting implications of the recent decline in inflation 0 0 0 24 1 1 2 66
Forecasting with shadow rate VARs 0 0 0 0 6 13 14 14
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 0 8 48
Has the behavior of inflation and long-term inflation expectations changed? 0 0 0 118 1 1 5 372
Have Standard VARS Remained Stable Since the Crisis? 0 0 0 15 2 4 6 108
IMPROVING FORECAST ACCURACY BY COMBINING RECURSIVE AND ROLLING FORECASTS 0 0 0 109 3 5 14 395
In-sample tests of predictive ability: A new approach 0 0 0 45 1 1 5 116
Investigating Growth-at-Risk Using a Multicountry Nonparametric Quantile Factor Model 0 0 0 0 3 3 7 8
Is the Great Moderation over? an empirical analysis 1 2 2 164 2 5 20 535
Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors 0 2 13 168 12 22 51 494
Macroeconomic Forecasting Performance under Alternative Specifications of Time‐Varying Volatility 0 0 3 64 5 5 10 162
Macroeconomic forecasting in a multi‐country context 1 1 4 17 2 5 10 41
Measuring Inflation Forecast Uncertainty 1 1 1 47 3 4 7 110
Measuring Uncertainty and Its Impact on the Economy 1 5 22 205 6 21 66 634
Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors 0 0 3 45 2 2 7 169
Nested forecast model comparisons: A new approach to testing equal accuracy 0 0 0 62 0 0 3 194
Nominal GDP targeting rules: can they stabilize the economy? 0 0 0 119 0 2 7 403
Nowcasting tail risk to economic activity at a weekly frequency 0 0 9 33 5 7 25 88
No‐arbitrage priors, drifting volatilities, and the term structure of interest rates 0 0 0 7 1 3 5 34
Policy rules in macroeconomic forecasting models 0 0 1 21 0 1 2 81
Progress toward price stability: a 1997 inflation report 0 0 0 9 0 1 2 101
Real-Time Density Forecasts From Bayesian Vector Autoregressions With Stochastic Volatility 0 0 1 131 2 4 8 339
Real-Time Density Forecasts From Bayesian Vector Autoregressions With Stochastic Volatility 0 0 0 53 6 9 11 166
Reality Checks and Comparisons of Nested Predictive Models 0 1 1 4 0 2 7 14
Reality Checks and Comparisons of Nested Predictive Models 0 0 1 14 0 0 4 52
Realtime nowcasting with a Bayesian mixed frequency model with stochastic volatility 0 0 1 49 2 2 6 215
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 2 289
Small-Sample Properties of Estimators of Nonlinear Models of Covariance Structure 0 0 0 0 2 2 4 225
Specification Choices in Quantile Regression for Empirical Macroeconomics 2 3 5 5 6 10 20 20
TAIL FORECASTING WITH MULTIVARIATE BAYESIAN ADDITIVE REGRESSION TREES 0 0 1 8 1 2 5 28
TESTS OF EQUAL FORECAST ACCURACY FOR OVERLAPPING MODELS 0 0 0 23 0 0 5 99
Tests of Equal Predictive Ability With Real-Time Data 0 0 0 114 0 1 2 263
Tests of Predictive Ability for Vector Autoregressions Used for Conditional Forecasting 0 0 0 3 0 1 3 35
Tests of equal forecast accuracy and encompassing for nested models 0 1 3 823 7 18 37 2,014
The Impacts of Supply Chain Disruptions on Inflation 0 3 9 32 2 9 32 104
The Importance of Trend Inflation in the Search for Missing Disinflation 0 0 0 14 2 2 2 78
The Predictive Content of the Output Gap for Inflation: Resolving In-Sample and Out-of-Sample Evidence 0 0 1 169 2 3 9 459
The Responses Of Prices At Different Stages Of Production To Monetary Policy Shocks 0 0 0 168 1 2 2 1,057
The power of tests of predictive ability in the presence of structural breaks 0 0 1 141 0 0 2 291
The trend growth rate of employment: past, present, and future 0 0 0 152 0 2 3 1,560
Time Variation in the Inflation Passthrough of Energy Prices 0 0 0 92 2 3 5 325
Time Variation in the Inflation Passthrough of Energy Prices 0 0 0 8 0 1 4 48
U.S. inflation developments in 1995 0 0 0 5 4 6 9 146
U.S. inflation developments in 1996 0 0 0 9 1 1 5 158
Using Entropic Tilting to Combine BVAR Forecasts With External Nowcasts 0 1 1 12 3 6 10 78
Using out-of-sample mean squared prediction errors to test the martingale difference hypothesis 0 1 6 272 7 12 24 832
Using time-varying volatility for identification in Vector Autoregressions: An application to endogenous uncertainty 0 0 2 30 2 4 14 83
Total Journal Articles 16 42 197 7,522 181 379 1,031 25,804

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 3 6 26 424
Chapter 3 Forecasting with Small Macroeconomic VARs in the Presence of Instabilities 0 0 1 3 1 1 5 8
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 2 6 13 13 4 11 27 27
Total Chapters 2 6 18 164 8 18 59 461
2 registered items for which data could not be found
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Statistics updated 2025-12-06