S
Study
Academic Library
Search
Shelves
Open access
My library
Review
Todd E. Clark · Study
Home
/
Author
Todd E. Clark
38 works
· latest 2022
· 5 institutions
cluster: provisional
ORCID 0000-0002-4985-1709
Works
38 shown
Addressing COVID-19 Outliers in BVARs with Stochastic Volatility
The Review of Economics and Statistics
·
2022
·
4 authors
·
Open access
112
citations
Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors
Journal of Econometrics
·
2019
·
3 authors
·
Open access
207
citations
A New Model of Inflation, Trend Inflation, and Long‐Run Inflation Expectations
Journal of money credit and banking
·
2018
·
3 authors
·
Open access
122
citations
Measuring Uncertainty and Its Impact on the Economy
The Review of Economics and Statistics
·
2017
·
3 authors
·
Open access
252
citations
Have Standard VARs Remained Stable Since the Crisis?
Archivio istituzionale della Ricerca - Bocconi
·
2016
·
4 authors
48
citations
Common Drifting Volatility in Large Bayesian VARs
Journal of Business and Economic Statistics
·
2015
·
3 authors
·
Open access
200
citations
Realtime Nowcasting with a Bayesian Mixed Frequency Model with Stochastic Volatility
Journal of the Royal Statistical Society Series A (Statistics in Society)
·
2015
·
3 authors
·
Open access
103
citations
Evaluating alternative models of trend inflation
International Journal of Forecasting
·
2014
·
2 authors
101
citations
Macroeconomic Forecasting Performance under Alternative Specifications of Time-Varying Volatility
Journal of Applied Econometrics
·
2014
·
2 authors
318
citations
Bayesian VARs: Specification Choices and Forecast Accuracy
Journal of Applied Econometrics
·
2013
·
3 authors
221
citations
Advances in Forecast Evaluation
Handbook of economic forecasting
·
2013
·
2 authors
·
chapter
171
citations
Decomposing the declining volatility of long-term inflation expectations
Journal of Economic Dynamics and Control
·
2010
·
2 authors
·
Open access
54
citations
Real-Time Density Forecasts From Bayesian Vector Autoregressions With Stochastic Volatility
Journal of Business and Economic Statistics
·
2010
·
1 author
423
citations
Time Variation in the Inflation Passthrough of Energy Prices
Journal of money credit and banking
·
2010
·
1 author
151
citations
Averaging forecasts from VARs with uncertain instabilities
Journal of Applied Econometrics
·
2009
·
2 authors
180
citations
Tests of Equal Predictive Ability With Real-Time Data
Journal of Business and Economic Statistics
·
2009
·
2 authors
·
Open access
104
citations
Is the Great Moderation over? an Empirical Analysis
RePEc: Research Papers in Economics
·
2009
·
1 author
79
citations
IMPROVING FORECAST ACCURACY BY COMBINING RECURSIVE AND ROLLING FORECASTS*
International Economic Review
·
2009
·
2 authors
194
citations
An Empirical Assessment of the Relationships Among Inflation and Short- and Long-Term Expectations
RePEc: Research Papers in Economics
·
2008
·
2 authors
·
preprint
·
Open access
46
citations
Approximately normal tests for equal predictive accuracy in nested models
Journal of Econometrics
·
2006
·
2 authors
·
Open access
2,513
citations
Disaggregate evidence on the persistence of consumer price inflation
Journal of Applied Econometrics
·
2006
·
1 author
109
citations
The Predictive Content of the Output Gap for Inflation: Resolving In-Sample and Out-of-Sample Evidence
Journal of money credit and banking
·
2006
·
2 authors
·
Open access
162
citations
Evaluating Direct Multistep Forecasts
Econometric Reviews
·
2005
·
2 authors
243
citations
Using out-of-sample mean squared prediction errors to test the martingale difference hypothesis
Journal of Econometrics
·
2005
·
1 author
410
citations
Estimating equilibrium real interest rates in real time
The North American Journal of Economics and Finance
·
2005
·
2 authors
125
citations
The power of tests of predictive ability in the presence of structural breaks
Journal of Econometrics
·
2004
·
2 authors
108
citations
Can out‐of‐sample forecast comparisons help prevent overfitting?
Journal of Forecasting
·
2004
·
1 author
·
Open access
105
citations
Using out-of-sample mean squared prediction errors to test the Martingale difference hypothesis
RePEc: Research Papers in Economics
·
2004
·
2 authors
·
preprint
247
citations
Using Out-of-Sample Mean Squared Prediction Errors to Test the Martingale Difference Hypothesis
SSRN Electronic Journal
·
2004
·
2 authors
·
preprint
·
Open access
117
citations
Estimating Equilibrium Real Interest Rates in Real Time
SSRN Electronic Journal
·
2004
·
2 authors
·
preprint
·
Open access
48
citations
Tests of equal forecast accuracy and encompassing for nested models
Journal of Econometrics
·
2001
·
2 authors
·
Open access
1,178
citations
Borders and business cycles
Journal of International Economics
·
2001
·
2 authors
536
citations
Comparing Measures of Core Inflation
RePEc: Research Papers in Economics
·
2001
·
1 author
129
citations
The Responses of Prices at Different Stages of Production to Monetary Policy Shocks
The Review of Economics and Statistics
·
1999
·
1 author
79
citations
A Comparison of the CPI and the PCE Price Index
RePEc: Research Papers in Economics
·
1999
·
1 author
49
citations
The sources of fluctuations within and across countries
RePEc: Research Papers in Economics
·
1998
·
2 authors
·
preprint
73
citations
CROSS‐COUNTRY EVIDENCE ON LONG‐RUN GROWTH AND INFLATION
Economic Inquiry
·
1997
·
1 author
93
citations
Do Producer Prices Lead Consumer Prices
RePEc: Research Papers in Economics
·
1995
·
1 author
71
citations