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 1 5 8 284
A New Model of Inflation, Trend Inflation, and Long-Run Inflation Expectations 0 0 0 152 0 3 5 250
A Nonparametric Approach to Augmenting a Bayesian VAR with Nonlinear Factors 0 4 17 17 0 7 22 22
A comparison of two approaches to measuring common and idiosyncratic components in sets of time series variables 0 0 0 0 0 2 3 221
Addressing COVID-19 Outliers in BVARs with Stochastic Volatility 0 0 2 117 4 9 21 248
Addressing COVID-19 Outliers in BVARs with Stochastic Volatility 0 0 0 37 4 7 11 97
Addressing COVID-19 outliers in BVARs with stochastic volatility 0 1 4 45 7 12 27 117
Advances in forecast evaluation 0 0 3 164 6 7 13 329
Advances in forecast evaluation 0 0 0 167 12 17 21 316
An empirical assessment of the relationships among inflation and short- and long-term expectations 0 0 3 224 2 5 18 583
Approximately Normal Tests for Equal Predictive Accuracy in Nested Models 0 0 0 174 2 7 13 660
Approximately normal tests for equal predictive accuracy in nested models 0 0 1 212 1 12 17 875
Assessing International Commonality in Macroeconomic Uncertainty and Its Effects 0 0 0 15 2 5 7 46
Assessing International Commonality in Macroeconomic Uncertainty and Its Effects 0 0 0 67 5 8 12 131
Assessing International Commonality in Macroeconomic Uncertainty and Its Effects 0 0 1 51 1 3 7 78
Averaging forecasts from VARs with uncertain instabilities 0 0 2 91 4 11 20 238
Averaging forecasts from VARs with uncertain instabilities 0 0 0 64 1 3 6 187
Averaging forecasts from VARs with uncertain instabilities 0 0 0 79 0 1 2 265
Bayesian VARs: Specification Choices and Forecast Accuracy 0 0 3 186 2 4 11 440
Bayesian VARs: specification choices and forecast accuracy 0 2 4 433 4 11 27 689
Borders and business cycles 0 0 0 123 2 9 9 393
Borders and business cycles 0 0 0 148 4 7 11 542
Business cycle fluctuations in U.S. regions and industries: the roles of national, region-specific, and industry-specific shocks 0 0 0 0 1 2 2 238
Can out-of-sample forecast comparisons help prevent overfitting? 0 0 0 694 2 4 10 2,544
Capturing Macroeconomic Tail Risks with Bayesian Vector Autoregressions 0 0 7 17 0 0 16 54
Capturing Macroeconomic Tail Risks with Bayesian Vector Autoregressions 0 0 1 213 3 6 15 334
Combining forecasts from nested models 0 0 0 48 2 3 5 135
Combining forecasts from nested models 0 0 0 107 2 3 5 431
Combining forecasts from nested models 0 0 0 147 4 6 8 613
Common Drifting Volatility in Large Bayesian VARs 0 0 0 116 4 7 12 274
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 2 5 11 284
Constructing Fan Charts from the Ragged Edge of SPF Forecasts 0 0 1 7 4 5 7 10
Constructing Fan Charts from the Ragged Edge of SPF Forecasts 0 0 1 23 0 3 6 26
Constructing fan charts from the ragged edge of SPF forecasts 0 0 1 2 2 2 5 8
Constructing fan charts from the ragged edge of SPF forecasts 0 0 1 9 1 1 6 8
Cross-country evidence on long run growth and inflation 0 0 0 0 2 3 9 382
Decomposing the declining volatility of long-term inflation expectations 0 0 0 96 1 4 7 240
Disaggregate evidence on the persistence of consumer price inflation 1 1 1 235 3 4 5 641
Do producer prices help predict consumer prices? 0 0 0 131 2 4 8 472
Endogenous Uncertainty 0 0 1 167 4 6 8 408
Estimating equilibrium real interest rates in real time 0 0 0 196 1 4 5 745
Estimating equilibrium real interest rates in real-time 0 1 2 282 3 5 12 1,311
Evaluating Conditional Forecasts from Vector Autoregressions 0 1 1 101 4 9 10 173
Evaluating Conditional Forecasts from Vector Autoregressions 0 0 0 121 0 3 5 141
Evaluating long-horizon forecasts 0 0 0 259 1 3 4 571
Evaluating the accuracy of forecasts from vector autoregressions 0 0 0 151 0 2 5 264
Finite-sample properties of tests for forecast equivalence 0 0 0 20 1 3 3 164
Forecast-based model selection in the presence of structural breaks 0 0 0 243 2 2 3 635
Forecasting Core Inflation and Its Goods, Housing, and Supercore Components 0 0 1 18 1 4 9 24
Forecasting US Inflation Using Bayesian Nonparametric Models 0 0 4 33 1 3 10 65
Forecasting US Inflation Using Bayesian Nonparametric Models 0 0 1 31 3 5 10 96
Forecasting US Inflation Using Bayesian Nonparametric Models 0 0 0 122 0 2 5 114
Forecasting an aggregate of cointegrated disaggregates 0 0 0 35 1 1 4 177
Forecasting of small macroeconomic VARs in the presence of instabilities 0 0 0 173 5 7 9 558
Forecasting with Shadow-Rate VARs 0 0 0 48 4 8 11 98
Forecasting with small macroeconomic VARs in the presence of instabilities 0 0 0 172 2 4 7 310
Have Standard VARs Remained Stable Since the Crisis? 0 0 0 43 3 5 7 84
Have Standard VARs Remained Stable since the Crisis? 0 0 0 91 3 7 10 220
Have standard VARs remained stable since the crisis? 0 0 0 114 6 17 21 270
Improving forecast accuracy by combining recursive and rolling forecasts 0 1 2 639 10 17 25 2,220
Improving forecast accuracy by combining recursive and rolling forecasts 1 1 1 124 3 7 9 299
In-sample tests of predictive ability: a new approach 0 0 0 36 0 2 3 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 0 1 36 2 4 6 55
Investigating Growth at Risk Using a Multi-country Non-parametric Quantile Factor Model 0 1 1 2 0 4 5 12
Investigating Growth-at-Risk Using a Multicountry Non-parametric Quantile Factor Model 0 0 1 1 1 5 9 9
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 1 6 9 382
Macroeconomic Forecasting in a Multi-country Context 0 1 1 68 7 13 15 72
Macroeconomic Forecasting in a Multi-country Context 0 1 1 7 0 3 8 26
Measuring Uncertainty and Its Effects in the COVID-19 Era 0 0 1 58 1 2 10 133
Measuring Uncertainty and Its Effects in the COVID-19 Era 0 1 1 12 2 3 3 34
Measuring Uncertainty and Its Impact on the Economy 0 0 3 77 0 9 22 163
Measuring Uncertainty and Its Impact on the Economy 0 0 2 202 0 4 9 364
Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors 0 0 0 122 0 2 5 98
Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors 0 0 1 89 1 5 10 56
Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors 0 0 1 31 2 3 4 46
Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors 0 0 1 104 0 1 3 85
Nested forecast model comparisons: a new approach to testing equal accuracy 0 0 0 79 2 7 7 253
Nested forecast model comparisons: a new approach to testing equal accuracy 0 0 0 132 2 10 12 281
No Arbitrage Priors, Drifting Volatilities, and the Term Structure of Interest Rates 0 0 0 72 0 2 5 145
No-Arbitrage Priors, Drifting Volatilities, and the Term Structure of Interest Rates 0 0 0 44 1 5 8 48
Nowcasting Tail Risk to Economic Activity at a Weekly Frequency 0 0 2 39 4 5 13 105
Nowcasting Tail Risks to Economic Activity with Many Indicators 0 1 1 97 0 4 10 237
Real-Time Nowcasting with a Bayesian Mixed Frequency Model with Stochastic Volatility 0 0 0 74 2 6 8 252
Real-time density forecasts from VARs with stochastic volatility 0 0 0 162 1 1 2 308
Real-time nowcasting with a Bayesian mixed frequency model with stochastic volatility 0 0 4 232 2 11 17 475
Reality checks and nested forecast model comparisons 0 0 0 85 2 9 10 172
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 4 7 235
Shadow-rate VARs 0 0 6 36 2 6 23 80
Small sample properties of estimators of non-linear models of covariance structure 0 0 0 64 1 1 3 452
Specification Choices in Quantile Regression for Empirical Macroeconomics 1 1 5 81 2 4 14 84
Specification Choices in Quantile Regression for Empirical Macroeconomics 1 2 13 17 1 8 33 42
Tail Forecasting with Multivariate Bayesian Additive Regression Trees 0 0 0 78 2 5 9 96
Tail Forecasting with Multivariate Bayesian Additive Regression Trees 0 0 2 6 0 2 8 22
Testing for unconditional predictive ability 0 0 0 118 0 3 4 225
Tests of Equal Forecast Accuracy and Encompassing for Nested Models 0 0 1 339 3 6 8 917
Tests of Equal Forecast Accuracy and Encompassing for Nested Models 1 1 2 1,288 4 19 29 3,976
Tests of equal forecast accuracy and encompassing for nested models 0 0 2 498 5 7 12 1,435
Tests of equal forecast accuracy for overlapping models 0 0 0 81 2 8 9 216
Tests of equal forecast accuracy for overlapping models 0 0 0 70 0 1 5 164
Tests of equal predictive ability with real-time data 0 0 0 179 1 4 7 438
Tests of equal predictive ability with real-time data 0 0 0 76 0 2 4 166
The Predictive Content of the Output Gap for Inflation: Resolving In-Sample and Out-of-Sample Evidence 0 0 0 1 2 7 8 268
The macroeconomic forecasting performance of autoregressive models with alternative specifications of time-varying volatility 0 0 0 92 1 4 5 228
The macroeconomic forecasting performance of autoregressive models with alternative specifications of time-varying volatility 0 2 2 103 3 9 10 203
The predictive content of the output gap for inflation: resolving in-sample and out-of-sample evidence 0 2 2 167 1 10 11 511
The responses of prices at different stages of production to monetary policy shocks 0 0 0 117 2 6 10 1,044
The sources of fluctuations within and across countries 0 0 0 280 1 2 2 628
Time variation in the inflation passthrough of energy prices 0 0 0 102 2 5 8 279
Tracing Out Capital Flows: How Financially Integrated Banks Respond to Natural Disasters 0 0 1 75 1 4 5 191
Using Entropic Tilting to Combine BVAR Forecasts with External Nowcasts 0 0 0 179 2 7 11 199
Using Entropic Tilting to Combine BVAR Forecasts with External Nowcasts 0 0 0 30 3 5 9 156
Using Entropic Tilting to Combine BVAR Forecasts with External Nowcasts 0 0 0 31 2 6 11 77
Using Out-of-Sample Mean Squared Prediction Errors to Test the Martingale Difference 0 0 1 233 2 3 6 1,345
Using Time-Varying Volatility for Identification in Vector Autoregressions: An Application to Endogenous Uncertainty 0 0 1 23 1 2 4 58
Using out-of-sample mean squared prediction errors to test the Martingale difference hypothesis 0 0 1 234 2 7 12 1,059
What Is the Predictive Value of SPF Point and Density Forecasts? 0 0 0 0 2 4 6 8
What is the Predictive Value of SPF Point and Density Forecasts? 0 0 0 19 4 6 9 20
Total Working Papers 5 25 130 14,660 245 635 1,144 41,850
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 2 3 5 155
A New Model of Inflation, Trend Inflation, and Long‐Run Inflation Expectations 2 4 15 56 2 8 38 162
A comparison of the CPI and the PCE price index 0 0 5 354 15 17 37 2,303
Addressing COVID-19 Outliers in BVARs with Stochastic Volatility 1 5 11 13 3 19 55 87
An evaluation of the decline in goods inflation 0 0 0 101 1 1 6 350
Approximately normal tests for equal predictive accuracy in nested models 0 2 20 679 13 28 81 1,810
Assessing international commonality in macroeconomic uncertainty and its effects 0 0 4 30 1 3 9 88
Averaging forecasts from VARs with uncertain instabilities 0 0 1 131 3 8 11 389
Averaging forecasts from VARs with uncertain instabilities 0 0 0 2 2 4 7 22
Bayesian VARs: Specification Choices and Forecast Accuracy 0 2 8 126 1 10 21 344
Borders and business cycles 0 0 0 425 1 8 11 971
Can out-of-sample forecast comparisons help prevent overfitting? 0 0 0 94 1 2 6 398
Capturing Macro‐Economic Tail Risks with Bayesian Vector Autoregressions 1 1 8 12 2 12 38 50
Combining Forecasts from Nested Models* 0 0 1 73 1 3 8 375
Common Drifting Volatility in Large Bayesian VARs 0 1 1 57 7 14 26 181
Comparing measures of core inflation 3 3 7 151 6 11 44 518
Credit Market Frictions, Business Cycles, and Monetary Policy: The Research Contributions of Charles Carlstrom and Timothy Fuerst 0 0 0 12 0 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 0 137 0 5 9 426
Disaggregate evidence on the persistence of consumer price inflation 0 0 0 1 0 3 4 12
Do producer prices lead consumer prices? 1 2 16 413 8 18 96 1,346
Employment Fluctuations in U.S. Regions and Industries: The Roles of National, Region-Specific, and Industry-Specific Shocks 0 0 0 194 2 4 4 726
Estimating equilibrium real interest rates in real time 0 0 2 173 4 8 15 423
Evaluating Direct Multistep Forecasts 0 1 3 217 1 3 9 466
Evaluating alternative models of trend inflation 0 0 3 149 5 6 21 382
Food and energy price shocks: what other prices are affected? 0 0 0 22 2 5 6 84
Forecasting Core Inflation and Its Goods, Housing, and Supercore Components 0 0 0 0 4 8 8 8
Forecasting implications of the recent decline in inflation 0 0 0 24 1 2 3 67
Forecasting with shadow rate VARs 0 0 0 0 8 16 22 22
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 0 1 5 372
Have Standard VARS Remained Stable Since the Crisis? 0 0 0 15 2 6 8 110
IMPROVING FORECAST ACCURACY BY COMBINING RECURSIVE AND ROLLING FORECASTS 0 0 0 109 1 6 15 396
In-sample tests of predictive ability: A new approach 1 1 1 46 3 4 8 119
Investigating Growth-at-Risk Using a Multicountry Nonparametric Quantile Factor Model 0 0 0 0 1 4 8 9
Is the Great Moderation over? an empirical analysis 1 2 3 165 3 7 23 538
Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors 1 3 14 169 5 27 54 499
Macroeconomic Forecasting Performance under Alternative Specifications of Time‐Varying Volatility 0 0 2 64 2 7 11 164
Macroeconomic forecasting in a multi‐country context 1 2 4 18 1 5 10 42
Measuring Inflation Forecast Uncertainty 0 1 1 47 3 7 10 113
Measuring Uncertainty and Its Impact on the Economy 5 10 25 210 12 28 71 646
Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors 0 0 3 45 1 3 8 170
Nested forecast model comparisons: A new approach to testing equal accuracy 0 0 0 62 3 3 6 197
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 8 33 0 7 24 88
No‐arbitrage priors, drifting volatilities, and the term structure of interest rates 0 0 0 7 3 5 8 37
Policy rules in macroeconomic forecasting models 1 1 1 22 1 2 2 82
Progress toward price stability: a 1997 inflation report 0 0 0 9 1 2 3 102
Real-Time Density Forecasts From Bayesian Vector Autoregressions With Stochastic Volatility 1 1 1 54 1 8 12 167
Real-Time Density Forecasts From Bayesian Vector Autoregressions With Stochastic Volatility 0 0 1 131 31 34 39 370
Reality Checks and Comparisons of Nested Predictive Models 0 1 1 4 0 2 6 14
Reality Checks and Comparisons of Nested Predictive Models 0 0 0 14 0 0 3 52
Realtime nowcasting with a Bayesian mixed frequency model with stochastic volatility 0 0 1 49 0 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 1 3 5 226
Specification Choices in Quantile Regression for Empirical Macroeconomics 1 4 6 6 2 12 22 22
TAIL FORECASTING WITH MULTIVARIATE BAYESIAN ADDITIVE REGRESSION TREES 0 0 1 8 0 1 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 1 1 4 36
Tests of equal forecast accuracy and encompassing for nested models 0 0 2 823 2 13 37 2,016
The Impacts of Supply Chain Disruptions on Inflation 1 2 10 33 8 13 39 112
The Importance of Trend Inflation in the Search for Missing Disinflation 0 0 0 14 4 6 6 82
The Predictive Content of the Output Gap for Inflation: Resolving In-Sample and Out-of-Sample Evidence 0 0 1 169 2 4 10 461
The Responses Of Prices At Different Stages Of Production To Monetary Policy Shocks 0 0 0 168 0 2 2 1,057
The power of tests of predictive ability in the presence of structural breaks 0 0 1 141 3 3 5 294
The trend growth rate of employment: past, present, and future 0 0 0 152 1 3 4 1,561
Time Variation in the Inflation Passthrough of Energy Prices 0 0 0 8 2 3 6 50
Time Variation in the Inflation Passthrough of Energy Prices 0 0 0 92 1 4 6 326
U.S. inflation developments in 1995 0 0 0 5 1 5 10 147
U.S. inflation developments in 1996 1 1 1 10 1 2 6 159
Using Entropic Tilting to Combine BVAR Forecasts With External Nowcasts 0 1 1 12 1 6 11 79
Using out-of-sample mean squared prediction errors to test the martingale difference hypothesis 0 0 6 272 2 11 26 834
Using time-varying volatility for identification in Vector Autoregressions: An application to endogenous uncertainty 0 0 2 30 1 4 15 84
Total Journal Articles 22 51 204 7,544 203 504 1,195 26,007

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Advances in Forecast Evaluation 2 2 6 150 19 23 45 443
Chapter 3 Forecasting with Small Macroeconomic VARs in the Presence of Instabilities 0 0 1 3 1 2 6 9
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 1 5 13 14 2 11 25 29
Total Chapters 3 7 20 167 22 36 77 483
2 registered items for which data could not be found
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Statistics updated 2026-01-09