1112131415161718191
Real-time density forecasts from VARs with stochastic volatility,
Todd Clark,
from Federal Reserve Bank of Kansas City
(2009)
The responses of prices at different stages of production to monetary policy shocks,
Todd Clark,
from Federal Reserve Bank of Kansas City
(1996)
Keywords: Business cycles; Prices; Monetary policy
Business cycle fluctuations in U.S. regions and industries: the roles of national, region-specific, and industry-specific shocks,
Todd Clark,
from Federal Reserve Bank of Kansas City
(1992)
Keywords: Business cycles
Finite-sample properties of tests for forecast equivalence,
Todd Clark,
from Federal Reserve Bank of Kansas City
(1996)
Keywords: Forecasting
Can out-of-sample forecast comparisons help prevent overfitting?,
Todd Clark,
from Federal Reserve Bank of Kansas City
(2000)
Keywords: Forecasting
Disaggregate evidence on the persistence of consumer price inflation,
Todd Clark,
from Federal Reserve Bank of Kansas City
(2003)
Keywords: Consumer price indexes
Forecasting an aggregate of cointegrated disaggregates,
Todd Clark,
from Federal Reserve Bank of Kansas City
(1995)
Keywords: Forecasting; time series analysis
Rents and prices of housing across areas of the U.S.: a cross-section examination of the present value model,
Todd Clark,
from Federal Reserve Bank of Kansas City
(1993)
Keywords: Housing - Finance; Rent
A comparison of two approaches to measuring common and idiosyncratic components in sets of time series variables,
Todd Clark,
from Federal Reserve Bank of Kansas City
(1994)
Keywords: time series analysis
Cross-country evidence on long run growth and inflation,
Todd Clark,
from Federal Reserve Bank of Kansas City
(1993)
Keywords: Economic development; Inflation (Finance)
Small sample properties of estimators of non-linear models of covariance structure,
Todd Clark,
from Federal Reserve Bank of Kansas City
(1995)
Keywords: Econometric models; Sampling (Statistics)
Do producer prices help predict consumer prices?,
Todd Clark,
from Federal Reserve Bank of Kansas City
(1997)
Keywords: Consumer price indexes; Prices
The Importance of Trend Inflation in the Search for Missing Disinflation,
Todd Clark,
in Economic Commentary
(2014)
Policy rules in macroeconomic forecasting models,
Todd Clark,
in Economic Commentary
(2012)
Keywords: Forecasting; Macroeconomics; Taylor's rule; Monetary policy
Disaggregate evidence on the persistence of consumer price inflation,
Todd Clark,
in Journal of Applied Econometrics
(2006)
Can out-of-sample forecast comparisons help prevent overfitting?,
Todd Clark,
in Journal of Forecasting
(2004)
Cross-country Evidence on Long-Run Growth and Inflation,
Todd Clark,
in Economic Inquiry
(1997)
Real-Time Density Forecasts From Bayesian Vector Autoregressions With Stochastic Volatility,
Todd Clark,
in Journal of Business & Economic Statistics
(2011)
The Responses Of Prices At Different Stages Of Production To Monetary Policy Shocks,
Todd Clark,
in The Review of Economics and Statistics
(1999)
Employment Fluctuations in U.S. Regions and Industries: The Roles of National, Region-Specific, and Industry-Specific Shocks,
Todd Clark,
in Journal of Labor Economics
(1998)
Disaggregate evidence on the persistence of consumer price inflation,
Todd Clark,
in Journal of Applied Econometrics
(2006)
HOW THE ECONOMY WORKS: CONFIDENCE, CRASHES, AND SELF-FULFILLING PROPHECIES BY ROGER E. A. FARMERRoger E. A. Farmer Oxford University Press, New York, 2010,
Todd Clark,
in Macroeconomic Dynamics
(2014)
Rents and prices of housing across areas of the United States. A cross-section examination of the present value model,
Todd Clark,
in Regional Science and Urban Economics
(1995)
Real-Time Density Forecasts From Bayesian Vector Autoregressions With Stochastic Volatility,
Todd Clark,
in Journal of Business & Economic Statistics
(2011)
Small-Sample Properties of Estimators of Nonlinear Models of Covariance Structure,
Todd Clark,
in Journal of Business & Economic Statistics
(1996)
A comparison of the CPI and the PCE price index,
Todd Clark,
in Economic Review
(1999)
Keywords: Consumer price indexes; Personal Consumption Expenditures Price Index
Do producer prices lead consumer prices?,
Todd Clark,
in Economic Review
(1995)
Keywords: Production (Economic theory); Consumer price indexes; Prices
Progress toward price stability: a 1997 inflation report,
Todd Clark,
in Economic Review
(1998)
Keywords: Inflation (Finance); Prices
Is the Great Moderation over? an empirical analysis,
Todd Clark,
in Economic Review
(2009)
Comparing measures of core inflation,
Todd Clark,
in Economic Review
(2001)
Keywords: Inflation (Finance); Consumer price indexes
An evaluation of the decline in goods inflation,
Todd Clark,
in Economic Review
(2004)
Keywords: Inflation (Finance); Consumer goods
Nominal GDP targeting rules: can they stabilize the economy?,
Todd Clark,
in Economic Review
(1994)
Keywords: Gross domestic product
U.S. inflation developments in 1995,
Todd Clark,
in Economic Review
(1996)
Keywords: Inflation (Finance); Monetary policy
U.S. inflation developments in 1996,
Todd Clark,
in Economic Review
(1997)
Keywords: Inflation (Finance); Prices
Registered author: Todd Clark
A Critical Note on Ball's Reformulation of the Role of Urban Land Rent,
E Clark,
in Environment and Planning A
(1987)
Letter to the Editor,
E Clark,
in Environment and Planning A
(1987)
The Zealousness of Being Novel: A Reply to Haila,
E Clark,
in Environment and Planning A
(1990)
Regulatory burden and business dynamics: a preliminary analysis,
J.R. Clark and Todd Nesbit,
in Journal of Entrepreneurship and Public Policy
(2018)
Keywords: Regulation, Regulatory capture, Job creation, Job destruction
Approximately Normal Tests for Equal Predictive Accuracy in Nested Models,
Kenneth West and Todd Clark,
from National Bureau of Economic Research, Inc
(2006)
Survey expectations and forecast uncertainty,
Todd Clark and Elmar Mertens,
from Edward Elgar Publishing
(2024)
Keywords: Economics and Finance, Research Methods,
Using out-of-sample mean squared prediction errors to test the martingale difference hypothesis,
Todd Clark and Kenneth West,
in Journal of Econometrics
(2006)
The power of tests of predictive ability in the presence of structural breaks,
Todd Clark and Michael McCracken,
in Journal of Econometrics
(2005)
A Bayesian evaluation of alternative models of trend inflation,
Todd Clark and Taeyoung Doh,
from Federal Reserve Bank of Kansas City
(2011)
Keywords: Bayesian statistical decision theory; Inflation (Finance); Forecasting
Estimating equilibrium real interest rates in real time,
Todd Clark and Sharon Kozicki,
from Federal Reserve Bank of Kansas City
(2004)
Keywords: Interest rates; Real time data
Decomposing the declining volatility of long-term inflation expectations,
Todd Clark and Troy Davig,
from Federal Reserve Bank of Kansas City
(2009)
Averaging forecasts from VARs with uncertain instabilities,
Todd Clark and Michael McCracken,
from Federal Reserve Bank of Kansas City
(2006)
Keywords: Economic forecasting; Vector autoregression
Nested forecast model comparisons: a new approach to testing equal accuracy,
Todd Clark and Michael McCracken,
from Federal Reserve Bank of Kansas City
(2009)
Combining forecasts from nested models,
Todd Clark and Michael McCracken,
from Federal Reserve Bank of Kansas City
(2006)
Keywords: Forecasting
Tests of equal forecast accuracy and encompassing for nested models,
Todd Clark and Michael McCracken,
from Federal Reserve Bank of Kansas City
(1999)
Keywords: Forecasting
In-sample tests of predictive ability: a new approach,
Todd Clark and Michael McCracken,
from Federal Reserve Bank of Kansas City
(2009)
The sources of fluctuations within and across countries,
Todd Clark and Kwanho Shin,
from Federal Reserve Bank of Kansas City
(1998)
Keywords: Business cycles
Approximately normal tests for equal predictive accuracy in nested models,
Todd Clark and Kenneth West,
from Federal Reserve Bank of Kansas City
(2005)
The predictive content of the output gap for inflation: resolving in-sample and out-of-sample evidence,
Todd Clark and Michael McCracken,
from Federal Reserve Bank of Kansas City
(2003)
Keywords: Forecasting; Phillips curve
Tests of equal predictive ability with real-time data,
Todd Clark and Michael McCracken,
from Federal Reserve Bank of Kansas City
(2007)
Keywords: Forecasting
Improving forecast accuracy by combining recursive and rolling forecasts,
Todd Clark and Michael McCracken,
from Federal Reserve Bank of Kansas City
(2004)
Keywords: Forecasting
Time variation in the inflation passthrough of energy prices,
Todd Clark and Stephen Terry,
from Federal Reserve Bank of Kansas City
(2009)
An empirical assessment of the relationships among inflation and short- and long-term expectations,
Todd Clark and Troy Davig,
from Federal Reserve Bank of Kansas City
(2008)
Forecast-based model selection in the presence of structural breaks,
Todd Clark and Michael McCracken,
from Federal Reserve Bank of Kansas City
(2002)
Keywords: Forecasting
Evaluating long-horizon forecasts,
Todd Clark and Michael McCracken,
from Federal Reserve Bank of Kansas City
(2001)
Keywords: Forecasting
Forecasting of small macroeconomic VARs in the presence of instabilities,
Todd Clark and Michael McCracken,
from Federal Reserve Bank of Kansas City
(2006)
Keywords: Economic forecasting; time series analysis; Real-time data
Using out-of-sample mean squared prediction errors to test the Martingale difference hypothesis,
Todd Clark and Kenneth West,
from Federal Reserve Bank of Kansas City
(2004)
Keywords: Foreign exchange rates
2013 Annual Report Why Inflation Is Very Low, and Why It Matters,
Todd Clark and Edward Knotek,
in Annual Report
(2014)
Keywords: Inflation
Forecasting implications of the recent decline in inflation,
Todd Clark and Saeed Zaman,
in Economic Commentary
(2013)
Keywords: Inflation (Finance)
Food and energy price shocks: what other prices are affected?,
Todd Clark and Saeed Zaman,
in Economic Commentary
(2011)
Keywords: Economic conditions; Petroleum products - Prices; Food prices
The Impacts of Supply Chain Disruptions on Inflation,
Todd Clark and Matthew Gordon,
in Economic Commentary
(2023)
Keywords: Covid-19; Inflation
Advances in forecast evaluation,
Todd Clark and Michael McCracken,
from Federal Reserve Bank of Cleveland
(2011)
Keywords: Forecasting; time series analysis
A Bayesian evaluation of alternative models of trend inflation,
Todd Clark and Taeyoung Doh,
from Federal Reserve Bank of Cleveland
(2011)
Keywords: Bayesian statistical decision theory; Inflation (Finance) - Mathematical models; Forecasting
Evaluating Conditional Forecasts from Vector Autoregressions,
Todd Clark and Michael McCracken,
from Federal Reserve Bank of Cleveland
(2014)
Keywords: Prediction; forecasting; out-of-sample
The macroeconomic forecasting performance of autoregressive models with alternative specifications of time-varying volatility,
Todd Clark and Francesco Ravazzolo,
from Federal Reserve Bank of Cleveland
(2012)
Keywords: Simulation modeling; Economic forecasting; Bayesian statistical decision theory
Tests of equal forecast accuracy for overlapping models,
Todd Clark and Michael McCracken,
from Federal Reserve Bank of Cleveland
(2011)
Keywords: Forecasting
Combining forecasts from nested models,
Todd Clark and Michael McCracken,
from Board of Governors of the Federal Reserve System (U.S.)
(2007)
Keywords: Econometric models; Economic forecasting
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,
Todd Clark and Michael McCracken,
from Emerald Group Publishing Limited
(2013)
Keywords: Prediction, forecasting, out-of-sample, C53, C52, C12, C32
Chapter 3 Forecasting with Small Macroeconomic VARs in the Presence of Instabilities,
Todd Clark and Michael McCracken,
from Emerald Group Publishing Limited
(2008)
Averaging forecasts from VARs with uncertain instabilities,
Todd Clark and Michael McCracken,
in Journal of Applied Econometrics
(2010)
Time Variation in the Inflation Passthrough of Energy Prices,
Todd Clark and Stephen Terry,
in Journal of Money, Credit and Banking
(2010)
The Predictive Content of the Output Gap for Inflation: Resolving In-Sample and Out-of-Sample Evidence,
Todd Clark and Michael McCracken,
in Journal of Money, Credit and Banking
(2006)
The Predictive Content of the Output Gap for Inflation: Resolving In-Sample and Out-of-Sample Evidence,
Michael McCracken and Todd Clark,
from Society for Computational Economics
(2003)
Keywords: Phillips curve, forecasts, causality, break test
Tests of Equal Forecast Accuracy and Encompassing for Nested Models,
Todd Clark and Michael McCracken,
from Society for Computational Economics
(1999)
Evaluating Direct Multistep Forecasts,
Todd Clark and Michael McCracken,
in Econometric Reviews
(2005)
Keywords: Causality, Long horizon, Prediction,
Reality Checks and Comparisons of Nested Predictive Models,
Todd Clark and Michael McCracken,
in Journal of Business & Economic Statistics
(2011)
Reality Checks and Comparisons of Nested Predictive Models,
Todd Clark and Michael McCracken,
in Journal of Business & Economic Statistics
(2012)
Averaging forecasts from VARs with uncertain instabilities,
Todd Clark and Michael McCracken,
in Journal of Applied Econometrics
(2010)
TESTS OF EQUAL FORECAST ACCURACY FOR OVERLAPPING MODELS,
Todd Clark and Michael McCracken,
in Journal of Applied Econometrics
(2014)
Macroeconomic Forecasting Performance under Alternative Specifications of Time‐Varying Volatility,
Todd Clark and Francesco Ravazzolo,
in Journal of Applied Econometrics
(2015)
Tests of Predictive Ability for Vector Autoregressions Used for Conditional Forecasting,
Todd Clark and Michael McCracken,
in Journal of Applied Econometrics
(2017)
Time Variation in the Inflation Passthrough of Energy Prices,
Todd Clark and Stephen Terry,
in Journal of Money, Credit and Banking
(2010)
Tests of Equal Forecast Accuracy and Encompassing for Nested Models,
Todd Clark and Michael McCracken,
from Econometric Society
(2000)
Decomposing the declining volatility of long-term inflation expectations,
Todd Clark and Troy Davig,
in Journal of Economic Dynamics and Control
(2011)
Keywords: Surveys Stochastic volatility Bayesian econometrics
Estimating equilibrium real interest rates in real time,
Todd Clark and Sharon Kozicki,
in The North American Journal of Economics and Finance
(2005)
Approximately normal tests for equal predictive accuracy in nested models,
Todd Clark and Kenneth West,
in Journal of Econometrics
(2007)
Tests of equal forecast accuracy and encompassing for nested models,
Todd Clark and Michael McCracken,
in Journal of Econometrics
(2001)
In-sample tests of predictive ability: A new approach,
Todd Clark and Michael McCracken,
in Journal of Econometrics
(2012)
Keywords: Predictability; Forecast accuracy; In-sample;
Nested forecast model comparisons: A new approach to testing equal accuracy,
Todd Clark and Michael McCracken,
in Journal of Econometrics
(2015)
Keywords: Mean square error; Prediction;
Evaluating alternative models of trend inflation,
Todd Clark and Taeyoung Doh,
in International Journal of Forecasting
(2014)
Keywords: Forecasting; Prediction; Model evaluation;
Estimating equilibrium real interest rates in real-time,
Todd Clark and Sharon Kozicki,
from Deutsche Bundesbank
(2004)
Keywords: real-time-data, time-varying parameter, Kalman filter, trend growth
IMPROVING FORECAST ACCURACY BY COMBINING RECURSIVE AND ROLLING FORECASTS,
Todd Clark and Michael McCracken,
in International Economic Review
(2009)
Tests of Equal Predictive Ability With Real-Time Data,
Todd Clark and Michael McCracken,
in Journal of Business & Economic Statistics
(2009)
Combining Forecasts from Nested Models*,
Todd Clark and Michael McCracken,
in Oxford Bulletin of Economics and Statistics
(2009)
The macroeconomic forecasting performance of autoregressive models with alternative specifications of time-varying volatility,
Todd Clark and Francesco Ravazzolo,
from Norges Bank
(2012)
Keywords: Stochastic volatility, GARCH, forecasting