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Information about:
Todd Clark

Personal Details | Affiliation | Works
This is information that was supplied by Todd Clark in registering through RePEc. If you are Todd Clark , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

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Personal Details

First Name: Todd
Middle Name:
Last Name: Clark
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RePEc Short-ID: pcl55

Email: [This author has chosen not to make the email address public]
Homepage: http://www.kansascityfed.org/Econres/staff/tec.htm
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Phone:

Affiliation

(in no particular order)

Lists

This author is among the top 5% authors according to these criteria:
  1. Number of Citations, Discounted by Citation Age
  2. Number of Citations, Weighted by Simple Impact Factor
  3. Number of Citations, Weighted by Simple Impact Factor, Discounted by Citation Age
  4. Number of Citations, Weighted by Recursive Impact Factor
  5. Number of Citations, Weighted by Recursive Impact Factor, Discounted by Citation Age
  6. Number of Citations, Weighted by Number of Authors
  7. Number of Citations, Weighted by Number of Authors, Discounted by Citation Age
  8. Number of Citations, Weighted by Number of Authors and Simple Impact Factors
  9. Number of Citations, Weighted by Number of Authors and Simple Impact Factors, Discounted by Citation Age
  10. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors
  11. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors, Discounted by Citation Age
  12. h, where author has written h papers that have each been cited at least h times.
  13. Number of Registered Citing Authors
  14. Number of Registered Citing Authors, Weighted by Rank (Max. 1 per Author)
  15. Number of Journal Pages, Weighted by Number of Authors

Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML, plain text, BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Todd E. Clark & Michael W. McCracken, 2007. "Forecasting with small macroeconomic VARs in the presence of instabilities," Finance and Economics Discussion Series 2007-41, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]

  2. Todd E. Clark & Michael W. McCracken, 2007. "Tests of equal predictive ability with real-time data," Research Working Paper RWP 07-06, Federal Reserve Bank of Kansas City. [Downloadable!]

  3. Todd E. Clark & Michael W. McCracken, 2006. "Forecasting of small macroeconomic VARs in the presence of instabilities," Research Working Paper RWP 06-09, Federal Reserve Bank of Kansas City. [Downloadable!]

  4. Todd E. Clark & Michael W. McCracken, 2006. "Combining forecasts from nested models," Research Working Paper RWP 06-02, Federal Reserve Bank of Kansas City. [Downloadable!]
    Other versions:

  5. Kenneth D. West & Todd Clark, 2006. "Approximately Normal Tests for Equal Predictive Accuracy in Nested Models," NBER Technical Working Papers 0326, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:
    Published as:

  6. Todd E. Clark & Michael W. McCracken, 2006. "Averaging forecasts from VARs with uncertain instabilities," Research Working Paper RWP 06-12, Federal Reserve Bank of Kansas City. [Downloadable!]
    Other versions:

  7. Todd E. Clark & Kenneth D. West, 2005. "Using Out-of-Sample Mean Squared Prediction Errors to Test the Martingale Difference," NBER Technical Working Papers 0305, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

  8. Clark, Todd E. & Kozicki, Sharon, 2004. "Estimating equilibrium real interest rates in real-time," Discussion Paper Series 1: Economic Studies 2004,32, Deutsche Bundesbank, Research Centre. [Downloadable!]
    Other versions:
    Published as:

  9. Todd E. Clark & Kenneth D. West, 2004. "Using out-of-sample mean squared prediction errors to test the Martingale difference hypothesis," Research Working Paper RWP 04-03, Federal Reserve Bank of Kansas City. [Downloadable!]
    Published as:

  10. Todd E. Clark & Michael W. McCracken, 2004. "Improving forecast accuracy by combining recursive and rolling forecasts," Research Working Paper RWP 04-10, Federal Reserve Bank of Kansas City. [Downloadable!]

  11. Michael W. McCracken & Todd E. Clark, 2003. "The Predictive Content of the Output Gap for Inflation: Resolving In-Sample and Out-of-Sample Evidence," Computing in Economics and Finance 2003 183, Society for Computational Economics.
    Other versions:
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  12. Todd E. Clark, 2003. "Disaggregate evidence on the persistence of consumer price inflation," Research Working Paper RWP 03-11, Federal Reserve Bank of Kansas City. [Downloadable!]
    Published as:

  13. Todd E. Clark & Michael W. McCracken, 2002. "Forecast-based model selection in the presence of structural breaks," Research Working Paper RWP 02-05, Federal Reserve Bank of Kansas City. [Downloadable!]

  14. Todd E. Clark & Michael W. McCracken, 2001. "Evaluating long-horizon forecasts," Research Working Paper RWP 01-14, Federal Reserve Bank of Kansas City. [Downloadable!]

  15. Todd E. Clark, 2000. "Can out-of-sample forecast comparisons help prevent overfitting?," Research Working Paper RWP 00-05, Federal Reserve Bank of Kansas City. [Downloadable!]
    Published as:

  16. Todd E. Clark & Michael W. McCracken, 2000. "Tests of Equal Forecast Accuracy and Encompassing for Nested Models," Econometric Society World Congress 2000 Contributed Papers 0319, Econometric Society. [Downloadable!]
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    Published as:

  17. Todd E. Clark & Eric van Wincoop, 1999. "Borders and business cycles," Research Working Paper 99-07, Federal Reserve Bank of Kansas City. [Downloadable!]
    Other versions:
    Published as:

  18. Todd E. Clark & Kwanho Shin, 1998. "The sources of fluctuations within and across countries," Research Working Paper 98-04, Federal Reserve Bank of Kansas City. [Downloadable!]

  19. Todd E. Clark, 1997. "Do producer prices help predict consumer prices?," Research Working Paper 97-09, Federal Reserve Bank of Kansas City. [Downloadable!]

  20. Todd E. Clark, 1996. "Finite-sample properties of tests for forecast equivalence," Research Working Paper 96-03, Federal Reserve Bank of Kansas City. [Downloadable!]

  21. Todd E. Clark, 1996. "The responses of prices at different stages of production to monetary policy shocks," Research Working Paper 96-12, Federal Reserve Bank of Kansas City. [Downloadable!]
    Published as:

  22. Todd E. Clark, 1995. "Small sample properties of estimators of non-linear models of covariance structure," Research Working Paper 95-01, Federal Reserve Bank of Kansas City. [Downloadable!]
    Published as:

  23. Todd E. Clark, 1995. "Forecasting an aggregate of cointegrated disaggregates," Research Working Paper 95-13, Federal Reserve Bank of Kansas City. [Downloadable!]

  24. Todd E. Clark, 1994. "A comparison of two approaches to measuring common and idiosyncratic components in sets of time series variables," Research Working Paper 94-04, Federal Reserve Bank of Kansas City.

  25. Todd E. Clark, 1993. "Cross-country evidence on long run growth and inflation," Research Working Paper 93-05, Federal Reserve Bank of Kansas City.
    Published as:

  26. Todd E. Clark, 1993. "Rents and prices of housing across areas of the U.S.: a cross-section examination of the present value model," Research Working Paper 93-04, Federal Reserve Bank of Kansas City.

  27. Todd Clark, 1992. "Business cycle fluctuations in U.S. regions and industries: the roles of national, region-specific, and industry-specific shocks," Research Working Paper 92-05, Federal Reserve Bank of Kansas City.

Articles

  1. Todd E. Clark & Taisuke Nakata, 2008. "Has the behavior of inflation and long-term inflation expectations changed?," Economic Review, Federal Reserve Bank of Kansas City, issue Q I, pages 17-50. [Downloadable!]

  2. Clark, Todd E. & West, Kenneth D., 2007. "Approximately normal tests for equal predictive accuracy in nested models," Journal of Econometrics, Elsevier, vol. 127(1), pages 291-311, May. [Downloadable!] (restricted)
    Other versions:

  3. Clark, Todd E. & McCracken, Michael W., 2006. "The Predictive Content of the Output Gap for Inflation: Resolving In-Sample and Out-of-Sample Evidence," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 38(5), pages 1127-1148, August. [Downloadable!] (restricted)
    Other versions:

  4. Clark, Todd E. & West, Kenneth D., 2006. "Using out-of-sample mean squared prediction errors to test the martingale difference hypothesis," Journal of Econometrics, Elsevier, vol. 127(1-2), pages 155-186. [Downloadable!] (restricted)
    Other versions:

  5. Todd E. Clark, 2006. "Disaggregate evidence on the persistence of consumer price inflation," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(5), pages 563-587. [Downloadable!]
    Other versions:

  6. Todd E. Clark & Taisuke Nakata, 2006. "The trend growth rate of employment : past, present, and future," Economic Review, Federal Reserve Bank of Kansas City, issue Q I, pages 43-85. [Downloadable!]

  7. Clark, Todd E. & Kozicki, Sharon, 2005. "Estimating equilibrium real interest rates in real time," The North American Journal of Economics and Finance, Elsevier, vol. 16(3), pages 395-413, December. [Downloadable!] (restricted)
    Other versions:

  8. Clark, Todd E. & McCracken, Michael W., 2005. "The power of tests of predictive ability in the presence of structural breaks," Journal of Econometrics, Elsevier, vol. 124(1), pages 1-31, January. [Downloadable!] (restricted)

  9. Todd E. Clark, 2004. "Can out-of-sample forecast comparisons help prevent overfitting?," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 23(2), pages 115-139. [Downloadable!]
    Other versions:

  10. Todd E. Clark, 2004. "An evaluation of the decline in goods inflation," Economic Review, Federal Reserve Bank of Kansas City, issue Q II, pages 19-51. [Downloadable!]

  11. Clark, Todd E. & McCracken, Michael W., 2001. "Tests of equal forecast accuracy and encompassing for nested models," Journal of Econometrics, Elsevier, vol. 105(1), pages 85-110, November. [Downloadable!] (restricted)
    Other versions:

  12. Clark, Todd E. & van Wincoop, Eric, 2001. "Borders and business cycles," Journal of International Economics, Elsevier, vol. 55(1), pages 59-85, October. [Downloadable!] (restricted)
    Other versions:

  13. Todd E. Clark, 2001. "Comparing measures of core inflation," Economic Review, Federal Reserve Bank of Kansas City, issue Q II, pages 5-31. [Downloadable!]

  14. Todd E. Clark, 1999. "A comparison of the CPI and the PCE price index," Economic Review, Federal Reserve Bank of Kansas City, issue Q III, pages 15-29. [Downloadable!]

  15. Todd E. Clark, 1999. "The Responses Of Prices At Different Stages Of Production To Monetary Policy Shocks," The Review of Economics and Statistics, MIT Press, vol. 81(3), pages 420-433, August. [Downloadable!] (restricted)
    Other versions:

  16. Todd E. Clark, 1998. "Progress toward price stability : a 1997 inflation report," Economic Review, Federal Reserve Bank of Kansas City, issue Q I, pages 5-21. [Downloadable!]

  17. Clark, Todd E, 1998. "Employment Fluctuations in U.S. Regions and Industries: The Roles of National, Region-Specific, and Industry-Specific Shocks," Journal of Labor Economics, University of Chicago Press, vol. 16(1), pages 202-29, January. [Downloadable!] (restricted)

  18. Clark, Todd E, 1997. "Cross-country Evidence on Long-Run Growth and Inflation," Economic Inquiry, Oxford University Press, vol. 35(1), pages 70-81, January.
    Other versions:

  19. Todd E. Clark, 1996. "U.S. inflation developments in 1995," Economic Review, Federal Reserve Bank of Kansas City, issue Q I, pages 27-42. [Downloadable!]
    Published as:

  20. Clark, Todd E, 1996. "Small-Sample Properties of Estimators of Nonlinear Models of Covariance Structure," Journal of Business & Economic Statistics, American Statistical Association, vol. 14(3), pages 367-73, July.
    Other versions:

  21. Todd E. Clark, 1995. "Do producer prices lead consumer prices?," Economic Review, Federal Reserve Bank of Kansas City, issue Q III, pages 25-39. [Downloadable!]

  22. Clark, Todd E., 1995. "Rents and prices of housing across areas of the United States. A cross-section examination of the present value model," Regional Science and Urban Economics, Elsevier, vol. 25(2), pages 237-247, April. [Downloadable!] (restricted)

  23. Todd E. Clark, 1994. "Nominal GDP targeting rules: can they stabilize the economy?," Economic Review, Federal Reserve Bank of Kansas City, issue Q III, pages 11-25. [Downloadable!]

NEP Fields

21 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CBA: Central Banking (2) 2006-07-09 2007-09-24
  2. NEP-ECM: Econometrics (15) 2000-01-31 2001-04-02 2002-10-18 2004-08-09 2005-02-13 2005-05-23 2005-12-01 2006-04-01 2006-07-09 2006-08-26 2006-11-25 2007-08-18 2007-09-24 2007-09-24 2007-10-06 Author is listed
  3. NEP-ETS: Econometric Time Series (16) 1999-07-12 2000-01-31 2002-04-25 2002-10-18 2004-08-09 2005-02-13 2005-05-23 2005-12-01 2006-04-01 2006-07-09 2006-08-26 2006-11-25 2007-08-18 2007-09-24 2007-09-24 2007-10-06 Author is listed
  4. NEP-FIN: Finance (1) 2005-05-23
  5. NEP-FOR: Forecasting (9) 2005-12-01 2006-04-01 2006-07-09 2006-08-26 2006-11-25 2007-08-18 2007-09-24 2007-09-24 2007-10-06 Author is listed
  6. NEP-MAC: Macroeconomics (7) 2004-01-18 2006-07-09 2006-08-26 2006-11-25 2007-08-18 2007-09-24 2007-09-24 Author is listed
  7. NEP-MON: Monetary Economics (1) 2004-01-18
  8. NEP-TID: Technology & Industrial Dynamics (1) 1999-01-25
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This page was last updated on 2008-7-23.

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