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 92 2 2 23 302
A Bayesian evaluation of alternative models of trend inflation 0 0 0 21 0 0 8 109
A Flexible Approach to Augmenting a Bayesian VAR with Nonlinear Factors 0 0 6 19 0 3 31 46
A New Model of Inflation, Trend Inflation, and Long-Run Inflation Expectations 0 1 1 153 1 4 13 260
A Nonparametric Approach to Augmenting a Bayesian VAR with Nonlinear Factors 0 3 24 24 0 7 13 13
A comparison of two approaches to measuring common and idiosyncratic components in sets of time series variables 0 0 0 0 0 0 5 224
Addressing COVID-19 Outliers in BVARs with Stochastic Volatility 0 0 0 37 1 2 16 106
Addressing COVID-19 Outliers in BVARs with Stochastic Volatility 0 1 2 119 1 6 42 281
Addressing COVID-19 outliers in BVARs with stochastic volatility 0 0 1 45 0 0 27 132
Advances in forecast evaluation 0 0 0 164 0 1 19 341
Advances in forecast evaluation 0 1 1 168 0 3 33 332
An empirical assessment of the relationships among inflation and short- and long-term expectations 0 0 1 225 0 1 17 595
Approximately Normal Tests for Equal Predictive Accuracy in Nested Models 1 1 1 175 1 6 34 687
Approximately normal tests for equal predictive accuracy in nested models 0 0 0 212 0 3 54 917
Assessing International Commonality in Macroeconomic Uncertainty and Its Effects 1 1 1 68 1 2 16 139
Assessing International Commonality in Macroeconomic Uncertainty and Its Effects 0 0 1 16 2 2 15 56
Assessing International Commonality in Macroeconomic Uncertainty and Its Effects 0 0 0 51 0 1 9 84
Averaging forecasts from VARs with uncertain instabilities 0 0 0 91 0 0 22 249
Averaging forecasts from VARs with uncertain instabilities 0 0 0 64 0 3 10 194
Averaging forecasts from VARs with uncertain instabilities 0 0 0 79 2 2 7 271
Bayesian VARs: Specification Choices and Forecast Accuracy 0 0 1 187 2 2 16 452
Bayesian VARs: specification choices and forecast accuracy 0 1 5 436 0 4 30 708
Borders and business cycles 0 0 0 148 0 1 17 552
Borders and business cycles 0 0 0 123 0 2 18 402
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 6 242
Can out-of-sample forecast comparisons help prevent overfitting? 0 0 0 694 1 4 21 2,561
Capturing Macroeconomic Tail Risks with Bayesian Vector Autoregressions 0 0 2 19 0 0 9 63
Capturing Macroeconomic Tail Risks with Bayesian Vector Autoregressions 0 0 0 213 1 2 20 348
Clustered Local Projections for Short and Ultra-Short Time Series -- A Hierarchical Bayesian Framework 8 8 8 8 4 4 4 4
Combining forecasts from nested models 0 0 0 48 0 2 10 142
Combining forecasts from nested models 0 0 0 107 0 2 13 441
Combining forecasts from nested models 0 0 0 147 0 0 16 623
Common Drifting Volatility in Large Bayesian VARs 0 0 0 116 1 1 11 278
Common Drifting Volatility in Large Bayesian VARs 0 0 1 41 0 3 11 157
Common drifting volatility in large Bayesian VARs 1 1 1 99 3 5 21 300
Constructing Fan Charts from the Ragged Edge of SPF Forecasts 0 1 1 24 0 2 17 40
Constructing Fan Charts from the Ragged Edge of SPF Forecasts 0 0 1 8 0 0 11 16
Constructing fan charts from the ragged edge of SPF forecasts 0 0 0 9 1 3 13 20
Constructing fan charts from the ragged edge of SPF forecasts 0 0 0 2 0 1 11 17
Cross-country evidence on long run growth and inflation 0 0 0 0 1 1 10 389
Decomposing the declining volatility of long-term inflation expectations 0 0 0 96 0 0 9 245
Disaggregate evidence on the persistence of consumer price inflation 0 0 1 235 1 4 16 653
Do producer prices help predict consumer prices? 0 0 0 131 2 2 18 486
Endogenous Uncertainty 0 0 0 167 0 1 17 419
Estimating equilibrium real interest rates in real time 0 0 0 196 0 2 15 756
Estimating equilibrium real interest rates in real-time 0 0 1 282 0 1 14 1,320
Evaluating Conditional Forecasts from Vector Autoregressions 0 0 1 122 1 1 15 153
Evaluating Conditional Forecasts from Vector Autoregressions 0 0 2 102 1 3 24 188
Evaluating long-horizon forecasts 0 0 4 263 0 3 19 587
Evaluating the accuracy of forecasts from vector autoregressions 0 0 1 152 0 3 11 273
Finite-sample properties of tests for forecast equivalence 0 0 0 20 2 3 9 170
Forecast-based model selection in the presence of structural breaks 0 0 1 244 1 1 12 645
Forecasting Core Inflation and Its Goods, Housing, and Supercore Components 0 0 0 18 0 2 15 35
Forecasting US Inflation Using Bayesian Nonparametric Models 0 1 1 34 2 4 13 75
Forecasting US Inflation Using Bayesian Nonparametric Models 0 1 1 123 0 2 16 128
Forecasting US Inflation Using Bayesian Nonparametric Models 0 0 0 31 1 1 10 101
Forecasting an aggregate of cointegrated disaggregates 0 0 0 35 1 1 4 180
Forecasting of small macroeconomic VARs in the presence of instabilities 0 0 0 173 0 1 20 571
Forecasting with Shadow-Rate VARs 0 0 0 48 2 4 25 115
Forecasting with small macroeconomic VARs in the presence of instabilities 0 0 0 172 0 0 12 318
Have Standard VARs Remained Stable Since the Crisis? 0 0 0 43 0 1 13 92
Have Standard VARs Remained Stable since the Crisis? 0 0 0 91 1 1 17 230
Have standard VARs remained stable since the crisis? 0 0 0 114 0 3 30 283
Improving forecast accuracy by combining recursive and rolling forecasts 0 0 1 639 1 1 36 2,239
Improving forecast accuracy by combining recursive and rolling forecasts 0 0 1 124 0 1 17 309
In-sample tests of predictive ability: a new approach 0 0 0 125 0 0 3 202
In-sample tests of predictive ability: a new approach 0 0 0 36 0 1 10 88
Investigating Growth at Risk Using a Multi-country Non-parametric Quantile Factor Model 0 0 0 36 0 4 16 67
Investigating Growth at Risk Using a Multi-country Non-parametric Quantile Factor Model 0 0 1 2 1 1 16 24
Investigating Growth-at-Risk Using a Multicountry Non-parametric Quantile Factor Model 0 0 0 1 0 2 17 21
Large Vector Autoregressions with Asymmetric Priors 0 0 1 7 0 1 13 51
Large Vector Autoregressions with Stochastic Volatility and Flexible Priors 0 0 0 206 1 3 24 400
Macroeconomic Forecasting in a Multi-country Context 0 0 2 8 0 1 12 35
Macroeconomic Forecasting in a Multi-country Context 0 0 1 68 0 3 21 80
Measuring Uncertainty and Its Effects in the COVID-19 Era 0 1 1 59 0 3 19 150
Measuring Uncertainty and Its Effects in the COVID-19 Era 0 0 1 12 0 0 21 52
Measuring Uncertainty and Its Impact on the Economy 0 0 0 77 0 4 33 187
Measuring Uncertainty and Its Impact on the Economy 0 0 0 202 1 2 12 372
Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors 0 0 0 89 0 1 18 69
Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors 0 0 0 122 0 1 6 102
Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors 0 0 0 104 0 2 14 98
Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors 0 0 0 31 0 1 13 56
Nested forecast model comparisons: a new approach to testing equal accuracy 0 0 0 79 0 1 13 259
Nested forecast model comparisons: a new approach to testing equal accuracy 0 0 0 132 0 3 21 292
No Arbitrage Priors, Drifting Volatilities, and the Term Structure of Interest Rates 0 0 0 72 0 2 12 155
No-Arbitrage Priors, Drifting Volatilities, and the Term Structure of Interest Rates 0 0 1 45 1 2 23 66
Nowcasting Tail Risk to Economic Activity at a Weekly Frequency 0 0 0 39 0 0 10 110
Nowcasting Tail Risks to Economic Activity with Many Indicators 0 0 1 97 0 2 20 253
Real-Time Nowcasting with a Bayesian Mixed Frequency Model with Stochastic Volatility 0 0 0 74 1 4 21 267
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 0 1 233 2 2 28 492
Reality checks and nested forecast model comparisons 0 0 0 85 1 4 21 184
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 8 239
Shadow-rate VARs 0 0 0 36 0 3 24 98
Small sample properties of estimators of non-linear models of covariance structure 0 0 0 64 1 2 9 460
Specification Choices in Quantile Regression for Empirical Macroeconomics 0 0 2 17 0 0 21 55
Specification Choices in Quantile Regression for Empirical Macroeconomics 0 0 2 82 0 2 13 93
Tail Forecasting with Multivariate Bayesian Additive Regression Trees 1 1 1 79 1 2 23 114
Tail Forecasting with Multivariate Bayesian Additive Regression Trees 0 0 0 6 0 1 13 33
Testing for unconditional predictive ability 0 0 0 118 1 2 10 232
Tests of Equal Forecast Accuracy and Encompassing for Nested Models 0 0 0 339 2 5 36 947
Tests of Equal Forecast Accuracy and Encompassing for Nested Models 0 0 3 1,290 0 3 149 4,106
Tests of equal forecast accuracy and encompassing for nested models 0 0 0 498 1 1 28 1,456
Tests of equal forecast accuracy for overlapping models 0 0 1 82 1 3 33 241
Tests of equal forecast accuracy for overlapping models 0 0 0 70 0 1 9 172
Tests of equal predictive ability with real-time data 0 0 0 179 0 3 15 449
Tests of equal predictive ability with real-time data 0 0 0 76 0 2 10 174
The Predictive Content of the Output Gap for Inflation: Resolving In-Sample and Out-of-Sample Evidence 0 0 0 1 0 1 13 274
The macroeconomic forecasting performance of autoregressive models with alternative specifications of time-varying volatility 0 0 2 103 0 1 16 210
The macroeconomic forecasting performance of autoregressive models with alternative specifications of time-varying volatility 0 0 2 94 2 2 19 243
The predictive content of the output gap for inflation: resolving in-sample and out-of-sample evidence 0 0 2 167 0 0 15 516
The responses of prices at different stages of production to monetary policy shocks 0 0 0 117 1 1 12 1,050
The sources of fluctuations within and across countries 0 0 0 280 0 0 11 637
Time variation in the inflation passthrough of energy prices 0 0 1 103 0 0 15 289
Tracing Out Capital Flows: How Financially Integrated Banks Respond to Natural Disasters 0 0 0 75 1 1 18 205
Using Entropic Tilting to Combine BVAR Forecasts with External Nowcasts 0 0 1 180 3 5 21 213
Using Entropic Tilting to Combine BVAR Forecasts with External Nowcasts 0 0 0 31 1 3 18 89
Using Entropic Tilting to Combine BVAR Forecasts with External Nowcasts 0 0 0 30 0 0 15 166
Using Out-of-Sample Mean Squared Prediction Errors to Test the Martingale Difference 0 0 0 233 0 0 12 1,354
Using Time-Varying Volatility for Identification in Vector Autoregressions: An Application to Endogenous Uncertainty 0 0 2 25 0 0 22 78
Using out-of-sample mean squared prediction errors to test the Martingale difference hypothesis 0 0 0 234 0 3 21 1,073
What Is the Predictive Value of SPF Point and Density Forecasts? 0 0 0 0 3 6 14 18
What is the Predictive Value of SPF Point and Density Forecasts? 0 0 0 19 0 3 18 32
Total Working Papers 12 23 103 14,738 68 243 2,209 43,424
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 3 14 166
A New Model of Inflation, Trend Inflation, and Long‐Run Inflation Expectations 0 0 5 57 0 2 24 178
A comparison of the CPI and the PCE price index 0 0 0 354 0 3 153 2,439
Addressing COVID-19 Outliers in BVARs with Stochastic Volatility 0 0 10 18 1 5 51 119
An evaluation of the decline in goods inflation 0 1 2 103 1 4 20 369
Approximately normal tests for equal predictive accuracy in nested models 4 9 16 693 44 78 187 1,969
Assessing international commonality in macroeconomic uncertainty and its effects 0 0 0 30 0 1 13 98
Averaging forecasts from VARs with uncertain instabilities 0 0 0 2 0 1 10 28
Averaging forecasts from VARs with uncertain instabilities 0 0 0 131 0 1 23 404
Bayesian VARs: Specification Choices and Forecast Accuracy 0 0 3 127 1 4 25 359
Borders and business cycles 0 0 0 425 1 6 21 984
Can out-of-sample forecast comparisons help prevent overfitting? 0 0 0 94 0 0 8 404
Capturing Macro‐Economic Tail Risks with Bayesian Vector Autoregressions 1 5 13 24 3 7 43 81
Combining Forecasts from Nested Models* 0 0 0 73 0 0 8 380
Common Drifting Volatility in Large Bayesian VARs 0 1 4 60 1 7 39 206
Comparing measures of core inflation 0 0 7 155 0 1 33 540
Credit Market Frictions, Business Cycles, and Monetary Policy: The Research Contributions of Charles Carlstrom and Timothy Fuerst 0 0 0 12 0 0 9 39
Cross-country Evidence on Long-Run Growth and Inflation 0 0 0 0 0 1 9 367
Decomposing the declining volatility of long-term inflation expectations 0 0 0 111 2 2 9 279
Disaggregate evidence on the persistence of consumer price inflation 0 0 1 138 0 1 10 431
Disaggregate evidence on the persistence of consumer price inflation 0 0 0 1 0 0 15 24
Do producer prices lead consumer prices? 1 4 12 423 8 16 92 1,420
Employment Fluctuations in U.S. Regions and Industries: The Roles of National, Region-Specific, and Industry-Specific Shocks 0 0 0 194 1 2 15 737
Estimating equilibrium real interest rates in real time 0 0 1 174 0 0 20 435
Evaluating Direct Multistep Forecasts 0 0 1 217 2 7 18 481
Evaluating alternative models of trend inflation 0 1 1 150 2 4 19 395
Food and energy price shocks: what other prices are affected? 0 0 1 23 0 1 22 101
Forecasting Core Inflation and Its Goods, Housing, and Supercore Components 0 1 1 1 0 7 32 32
Forecasting implications of the recent decline in inflation 0 0 0 24 1 1 8 73
Forecasting with shadow rate VARs 0 1 1 1 1 2 29 35
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 1 7 55
Has the behavior of inflation and long-term inflation expectations changed? 0 0 0 118 0 0 5 376
Have Standard VARS Remained Stable Since the Crisis? 0 1 2 17 0 2 20 124
IMPROVING FORECAST ACCURACY BY COMBINING RECURSIVE AND ROLLING FORECASTS 0 0 0 109 0 1 21 411
In-sample tests of predictive ability: A new approach 0 0 1 46 2 7 28 143
Investigating Growth-at-Risk Using a Multicountry Nonparametric Quantile Factor Model 1 1 1 1 2 3 22 27
Is the Great Moderation over? an empirical analysis 1 1 5 168 3 4 38 569
Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors 0 1 9 175 2 7 60 532
Macroeconomic Forecasting Performance under Alternative Specifications of Time‐Varying Volatility 0 0 1 65 1 4 21 178
Macroeconomic forecasting in a multi‐country context 0 0 5 21 0 3 22 59
Measuring Inflation Forecast Uncertainty 0 0 1 47 1 2 17 123
Measuring Uncertainty and Its Impact on the Economy 2 2 23 223 3 6 73 691
Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors 0 0 0 45 1 3 27 194
Nested forecast model comparisons: A new approach to testing equal accuracy 0 1 1 63 0 4 14 208
Nominal GDP targeting rules: can they stabilize the economy? 0 0 0 119 0 1 9 410
Nowcasting tail risk to economic activity at a weekly frequency 0 2 4 37 0 2 20 101
No‐arbitrage priors, drifting volatilities, and the term structure of interest rates 0 0 0 7 1 4 21 53
Policy rules in macroeconomic forecasting models 0 0 1 22 0 0 10 90
Progress toward price stability: a 1997 inflation report 0 0 0 9 1 3 13 113
Real-Time Density Forecasts From Bayesian Vector Autoregressions With Stochastic Volatility 0 0 0 131 0 1 128 464
Real-Time Density Forecasts From Bayesian Vector Autoregressions With Stochastic Volatility 0 0 7 60 2 3 24 183
Reality Checks and Comparisons of Nested Predictive Models 0 0 0 14 0 1 7 59
Reality Checks and Comparisons of Nested Predictive Models 0 0 1 4 1 2 12 24
Realtime nowcasting with a Bayesian mixed frequency model with stochastic volatility 0 0 1 50 1 2 17 230
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 6 295
Small-Sample Properties of Estimators of Nonlinear Models of Covariance Structure 0 0 0 0 0 0 7 230
Specification Choices in Quantile Regression for Empirical Macroeconomics 0 0 5 7 0 3 26 36
TAIL FORECASTING WITH MULTIVARIATE BAYESIAN ADDITIVE REGRESSION TREES 0 1 2 10 1 4 22 49
TESTS OF EQUAL FORECAST ACCURACY FOR OVERLAPPING MODELS 0 0 0 23 0 1 12 111
Tests of Equal Predictive Ability With Real-Time Data 0 0 0 114 2 3 15 277
Tests of Predictive Ability for Vector Autoregressions Used for Conditional Forecasting 0 0 0 3 1 2 4 39
Tests of equal forecast accuracy and encompassing for nested models 0 1 4 827 4 9 53 2,056
The Impacts of Supply Chain Disruptions on Inflation 0 0 2 33 1 6 54 153
The Importance of Trend Inflation in the Search for Missing Disinflation 0 0 0 14 0 0 13 89
The Predictive Content of the Output Gap for Inflation: Resolving In-Sample and Out-of-Sample Evidence 0 0 0 169 0 1 13 470
The Responses Of Prices At Different Stages Of Production To Monetary Policy Shocks 0 0 0 168 0 0 8 1,063
The power of tests of predictive ability in the presence of structural breaks 0 0 1 142 0 0 13 304
The trend growth rate of employment: past, present, and future 0 0 0 152 1 1 13 1,571
Time Variation in the Inflation Passthrough of Energy Prices 0 0 0 92 0 1 18 340
Time Variation in the Inflation Passthrough of Energy Prices 0 0 0 8 1 3 16 63
U.S. inflation developments in 1995 0 0 0 5 0 2 15 157
U.S. inflation developments in 1996 0 0 1 10 1 1 15 172
Using Entropic Tilting to Combine BVAR Forecasts With External Nowcasts 0 0 1 12 2 4 20 93
Using out-of-sample mean squared prediction errors to test the martingale difference hypothesis 1 2 3 275 3 8 27 850
Using time-varying volatility for identification in Vector Autoregressions: An application to endogenous uncertainty 0 0 1 31 0 3 24 104
Total Journal Articles 11 36 165 7,658 108 285 2,009 27,512

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 6 154 2 9 53 473
Chapter 3 Forecasting with Small Macroeconomic VARs in the Presence of Instabilities 0 0 0 3 0 0 6 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 3
Survey expectations and forecast uncertainty 0 0 7 16 0 2 23 41
Total Chapters 0 0 13 173 2 11 83 530
2 registered items for which data could not be found
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Statistics updated 2026-10-11