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Todd Clark

Personal Details

First Name:Todd
Middle Name:
Last Name:Clark
Suffix:
RePEc Short-ID:pcl55
[This author has chosen not to make the email address public]
Terminal Degree:1992 Economics Department; University of Michigan (from RePEc Genealogy)

Affiliation

Economic Research
Federal Reserve Bank of Cleveland

Cleveland, Ohio (United States)
https://www.clevelandfed.org/our-research/
RePEc:edi:efrbcus (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters

Working papers

  1. Carriero, Andrea & Clark, Todd & Marcellino, Massimiliano, 2024. "Specification Choices in Quantile Regression for Empirical Macroeconomics," CEPR Discussion Papers 18901, C.E.P.R. Discussion Papers.
  2. Todd E. Clark & Gergely Ganics & Elmar Mertens, 2024. "Constructing fan charts from the ragged edge of SPF forecasts," Working Papers 2429, Banco de España.
  3. Carriero, Andrea & Clark, Todd E. & Marcellino, Massimiliano & Mertens, Elmar, 2023. "Shadow-rate VARs," Discussion Papers 14/2023, Deutsche Bundesbank.
  4. Todd E. Clark & Matthew V. Gordon & Saeed Zaman, 2023. "Forecasting Core Inflation and Its Goods, Housing, and Supercore Components," Working Papers 23-34, Federal Reserve Bank of Cleveland.
  5. Clark, Todd & Huber, Florian & Koop, Gary & Marcellino, Massimiliano & Pfarrhofer, Michael, 2022. "Tail Forecasting with Multivariate Bayesian Additive Regression Trees," CEPR Discussion Papers 17461, C.E.P.R. Discussion Papers.
  6. Todd E. Clark & Florian Huber & Gary Koop & Massimiliano Marcellino, 2022. "Forecasting US Inflation Using Bayesian Nonparametric Models," Papers 2202.13793, arXiv.org.
  7. Carriero, Andrea & Clark, Todd & Marcellino, Massimiliano, 2022. "Capturing Macroeconomic Tail Risks with Bayesian Vector Autoregressions," CEPR Discussion Papers 17512, C.E.P.R. Discussion Papers.
  8. Todd E. Clark & Gergely Ganics & Elmar Mertens, 2022. "What is the Predictive Value of SPF Point and Density Forecasts?," Working Papers 22-37, Federal Reserve Bank of Cleveland.
  9. Bai, Yu & Carriero, Andrea & Clark, Todd & Marcellino, Massimiliano, 2022. "Macroeconomic Forecasting in a Multi-country Context," CEPR Discussion Papers 16994, C.E.P.R. Discussion Papers.
  10. Marcellino, Massimiliano & Clark, Todd & Carriero, Andrea, 2021. "Nowcasting Tail Risk to Economic Activity at a Weekly Frequency," CEPR Discussion Papers 16496, C.E.P.R. Discussion Papers.
  11. Andrea Carriero & Todd E. Clark & Massimiliano Marcellino & Elmar Mertens, 2021. "Forecasting with Shadow-Rate VARs," Working Papers 21-09, Federal Reserve Bank of Cleveland.
  12. Marcellino, Massimiliano & Carriero, Andrea & Clark, Todd, 2021. "Using Time-Varying Volatility for Identification in Vector Autoregressions: An Application to Endogenous Uncertainty," CEPR Discussion Papers 16346, C.E.P.R. Discussion Papers.
  13. Marcellino, Massimiliano & Carriero, Andrea & Clark, Todd & Mertens, Elmar, 2021. "Measuring Uncertainty and Its Effects in the COVID-19 Era," CEPR Discussion Papers 15965, C.E.P.R. Discussion Papers.
  14. Todd E. Clark & Florian Huber & Gary Koop & Massimiliano Marcellino & Michael Pfarrhofer, 2021. "Investigating Growth at Risk Using a Multi-country Non-parametric Quantile Factor Model," Papers 2110.03411, arXiv.org.
  15. Marcellino, Massimiliano & Clark, Todd & Carriero, Andrea & Mertens, Elmar, 2021. "Addressing COVID-19 Outliers in BVARs with Stochastic Volatility," CEPR Discussion Papers 15964, C.E.P.R. Discussion Papers.
  16. Andrea Carriero & Todd E. Clark & Marcellino Massimiliano, 2020. "Nowcasting Tail Risks to Economic Activity with Many Indicators," Working Papers 20-13R2, Federal Reserve Bank of Cleveland, revised 22 Sep 2020.
  17. Marcellino, Massimiliano & Clark, Todd & Carriero, Andrea, 2019. "Assessing International Commonality in Macroeconomic Uncertainty and Its Effects," CEPR Discussion Papers 13970, C.E.P.R. Discussion Papers.
  18. Andrea Carriero & Todd E. Clark & Massimiliano Marcellino, 2018. "Endogenous Uncertainty," Working Papers (Old Series) 1805, Federal Reserve Bank of Cleveland.
  19. Todd E Clark & Michael W McCracken & Elmar Mertens, 2017. "Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors," BIS Working Papers 667, Bank for International Settlements.
  20. Andrea Carriero & Todd E. Clark & Massimiliano Marcellino, 2016. "Measuring Uncertainty and Its Impact on the Economy," BAFFI CAREFIN Working Papers 1639, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
  21. Andrea Carriero & Todd E. Clark & Massimiliano Marcellino, 2016. "Large Vector Autoregressions with Stochastic Volatility and Flexible Priors," Working Papers (Old Series) 1617, Federal Reserve Bank of Cleveland.
  22. Fabian Kr ger & Todd E. Clark & Francesco Ravazzolo, 2015. "Using Entropic Tilting to Combine BVAR Forecasts with External Nowcasts," Working Papers No 8/2015, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
  23. Joshua C. C. Chan & Todd E. Clark & Gary Koop, 2015. "A New Model of Inflation, Trend Inflation, and Long-Run Inflation Expectations," Working Papers (Old Series) 1520, Federal Reserve Bank of Cleveland.
  24. Andrea Carriero & Todd E. Clark & Massimiliano Marcellino, 2015. "Large Vector Autoregressions with Asymmetric Priors," Working Papers 759, Queen Mary University of London, School of Economics and Finance.
  25. Kristle Romero Cortes & Philip E. Strahan, 2014. "Tracing Out Capital Flows: How Financially Integrated Banks Respond to Natural Disasters," Working Papers (Old Series) 1412, Federal Reserve Bank of Cleveland.
  26. Marcellino, Massimiliano & Carriero, Andrea & Clark, Todd, 2014. "No Arbitrage Priors, Drifting Volatilities, and the Term Structure of Interest Rates," CEPR Discussion Papers 9848, C.E.P.R. Discussion Papers.
  27. Todd E. Clark & Michael W. McCracken, 2014. "Evaluating Conditional Forecasts from Vector Autoregressions," Working Papers (Old Series) 1413, Federal Reserve Bank of Cleveland.
  28. Knut Are Aastveit & Andrea Carriero & Todd E. Clark & Massimiliano Marcellino, 2014. "Have standard VARs remained stable since the crisis?," Working Paper 2014/13, Norges Bank.
  29. Marcellino, Massimiliano & Carriero, Andrea & Clark, Todd, 2013. "Real-Time Nowcasting with a Bayesian Mixed Frequency Model with Stochastic Volatility," CEPR Discussion Papers 9312, C.E.P.R. Discussion Papers.
  30. Todd E. Clark & Michael W. McCracken, 2013. "Evaluating the accuracy of forecasts from vector autoregressions," Working Papers 2013-010, Federal Reserve Bank of St. Louis.
  31. Marcellino, Massimiliano & Carriero, Andrea & Clark, Todd, 2012. "Common Drifting Volatility in Large Bayesian VARs," CEPR Discussion Papers 8894, C.E.P.R. Discussion Papers.
  32. Todd E. Clark & Francesco Ravazzolo, 2012. "The macroeconomic forecasting performance of autoregressive models with alternative specifications of time-varying volatility," Working Paper 2012/09, Norges Bank.
  33. Todd E. Clark & Michael W. McCracken, 2011. "Tests of equal forecast accuracy for overlapping models," Working Papers (Old Series) 1121, Federal Reserve Bank of Cleveland.
  34. Todd E. Clark & Michael W. McCracken, 2011. "Advances in forecast evaluation," Working Papers (Old Series) 1120, Federal Reserve Bank of Cleveland.
  35. Marcellino, Massimiliano & Carriero, Andrea & Clark, Todd, 2011. "Bayesian VARs: Specification Choices and Forecast Accuracy," CEPR Discussion Papers 8273, C.E.P.R. Discussion Papers.
  36. Todd E. Clark & Taeyoung Doh, 2011. "A Bayesian evaluation of alternative models of trend inflation," Working Papers (Old Series) 1134, Federal Reserve Bank of Cleveland.
  37. Todd E. Clark & Michael W. McCracken, 2010. "Reality checks and nested forecast model comparisons," Working Papers 2010-032, Federal Reserve Bank of St. Louis.
  38. Todd E. Clark & Michael W. McCracken, 2010. "Testing for unconditional predictive ability," Working Papers 2010-031, Federal Reserve Bank of St. Louis.
  39. Todd E. Clark & Michael W. McCracken, 2009. "Nested forecast model comparisons: a new approach to testing equal accuracy," Research Working Paper RWP 09-11, Federal Reserve Bank of Kansas City.
  40. Todd E. Clark, 2009. "Real-time density forecasts from VARs with stochastic volatility," Research Working Paper RWP 09-08, Federal Reserve Bank of Kansas City.
  41. Todd E. Clark & Michael W. McCracken, 2009. "In-sample tests of predictive ability: a new approach," Research Working Paper RWP 09-10, Federal Reserve Bank of Kansas City.
  42. Todd E. Clark & Stephen J. Terry, 2009. "Time variation in the inflation passthrough of energy prices," Research Working Paper RWP 09-06, Federal Reserve Bank of Kansas City.
  43. Todd E. Clark & Troy Davig, 2009. "Decomposing the declining volatility of long-term inflation expectations," Research Working Paper RWP 09-05, Federal Reserve Bank of Kansas City.
  44. Todd E. Clark & Troy Davig, 2008. "An empirical assessment of the relationships among inflation and short- and long-term expectations," Research Working Paper RWP 08-05, Federal Reserve Bank of Kansas City.
  45. Todd E. Clark & Michael W. McCracken, 2007. "Averaging forecasts from VARs with uncertain instabilities," Finance and Economics Discussion Series 2007-42, Board of Governors of the Federal Reserve System (U.S.).
  46. 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.).
  47. 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.
  48. Todd E. Clark & Michael W. McCracken, 2007. "Combining forecasts from nested models," Finance and Economics Discussion Series 2007-43, Board of Governors of the Federal Reserve System (U.S.).
  49. 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.
  50. 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.
  51. Todd E. Clark & Kenneth D. West, 2005. "Approximately normal tests for equal predictive accuracy in nested models," Research Working Paper RWP 05-05, Federal Reserve Bank of Kansas City.
  52. 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.
  53. 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.
  54. Todd E. Clark & Sharon Kozicki, 2004. "Estimating equilibrium real interest rates in real time," Research Working Paper RWP 04-08, Federal Reserve Bank of Kansas City.
  55. Todd E. Clark & Michael W. McCracken, 2003. "The predictive content of the output gap for inflation : resolving in-sample and out-of-sample evidence," Research Working Paper RWP 03-06, Federal Reserve Bank of Kansas City.
  56. 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.
  57. 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.
  58. Todd E. Clark & Michael W. McCracken, 2001. "Evaluating long-horizon forecasts," Research Working Paper RWP 01-14, Federal Reserve Bank of Kansas City.
  59. 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.
  60. 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.
  61. Todd E. Clark & Eric Van Wincoop, 1999. "Borders and business cycles," Research Working Paper RWP 99-07, Federal Reserve Bank of Kansas City.
  62. 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.
  63. Todd E. Clark, 1997. "Do producer prices help predict consumer prices?," Research Working Paper 97-09, Federal Reserve Bank of Kansas City.
  64. Todd E. Clark, 1996. "Finite-sample properties of tests for forecast equivalence," Research Working Paper RWP 96-03, Federal Reserve Bank of Kansas City.
  65. 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.
  66. Todd E. Clark, 1995. "Forecasting an aggregate of cointegrated disaggregates," Research Working Paper 95-13, Federal Reserve Bank of Kansas City.
  67. 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.
  68. 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.
  69. Todd E. Clark, 1993. "Cross-country evidence on long run growth and inflation," Research Working Paper 93-05, Federal Reserve Bank of Kansas City.
  70. 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.
  71. Todd E. 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.
    repec:qmw:qmwecw:wp759 is not listed on IDEAS

Articles

  1. Todd E. Clark & Florian Huber & Gary Koop & Massimiliano Marcellino & Michael Pfarrhofer, 2024. "Investigating Growth-at-Risk Using a Multicountry Nonparametric Quantile Factor Model," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 42(4), pages 1302-1317, October.
  2. Andrea Carriero & Todd E. Clark & Massimiliano Marcellino & Elmar Mertens, 2024. "Addressing COVID-19 Outliers in BVARs with Stochastic Volatility," The Review of Economics and Statistics, MIT Press, vol. 106(5), pages 1403-1417, September.
  3. Andrea Carriero & Todd E. Clark & Massimiliano Marcellino, 2024. "Capturing Macro‐Economic Tail Risks with Bayesian Vector Autoregressions," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 56(5), pages 1099-1127, August.
  4. Todd E. Clark & Matthew V. Gordon, 2023. "The Impacts of Supply Chain Disruptions on Inflation," Economic Commentary, Federal Reserve Bank of Cleveland, vol. 2023(08), pages 1-8, May.
  5. Todd E. Clark & Florian Huber & Gary Koop & Massimiliano Marcellino & Michael Pfarrhofer, 2023. "Tail Forecasting With Multivariate Bayesian Additive Regression Trees," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 64(3), pages 979-1022, August.
  6. Andrea Carriero & Todd E. Clark & Massimiliano Marcellino, 2022. "Nowcasting tail risk to economic activity at a weekly frequency," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(5), pages 843-866, August.
  7. Yu Bai & Andrea Carriero & Todd E. Clark & Massimiliano Marcellino, 2022. "Macroeconomic forecasting in a multi‐country context," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(6), pages 1230-1255, September.
  8. Andrea Carriero & Todd E. Clark & Massimiliano Marcellino, 2021. "No‐arbitrage priors, drifting volatilities, and the term structure of interest rates," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 36(5), pages 495-516, August.
  9. Carriero, Andrea & Clark, Todd E. & Marcellino, Massimiliano, 2021. "Using time-varying volatility for identification in Vector Autoregressions: An application to endogenous uncertainty," Journal of Econometrics, Elsevier, vol. 225(1), pages 47-73.
  10. Andrea Carriero & Todd E. Clark & Massimiliano Marcellino, 2020. "Assessing international commonality in macroeconomic uncertainty and its effects," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 35(3), pages 273-293, April.
  11. Todd E. Clark & Matthias Paustian & Eric Sims, 2020. "Credit Market Frictions, Business Cycles, and Monetary Policy: The Research Contributions of Charles Carlstrom and Timothy Fuerst," Economic Commentary, Federal Reserve Bank of Cleveland, vol. 2020(07), pages 1-5, March.
  12. Todd E. Clark & Michael W. McCracken & Elmar Mertens, 2020. "Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors," The Review of Economics and Statistics, MIT Press, vol. 102(1), pages 17-33, March.
  13. Carriero, Andrea & Clark, Todd E. & Marcellino, Massimiliano, 2019. "Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors," Journal of Econometrics, Elsevier, vol. 212(1), pages 137-154.
  14. Andrea Carriero & Todd E. Clark & Massimiliano Marcellino, 2018. "Measuring Uncertainty and Its Impact on the Economy," The Review of Economics and Statistics, MIT Press, vol. 100(5), pages 799-815, December.
  15. Joshua C.C. Chan & Todd E. Clark & Gary Koop, 2018. "A New Model of Inflation, Trend Inflation, and Long‐Run Inflation Expectations," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 50(1), pages 5-53, February.
  16. Todd E. Clark & Michael W. McCracken, 2017. "Tests of Predictive Ability for Vector Autoregressions Used for Conditional Forecasting," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 32(3), pages 533-553, April.
  17. Fabian Krüger & Todd E. Clark & Francesco Ravazzolo, 2017. "Using Entropic Tilting to Combine BVAR Forecasts With External Nowcasts," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 35(3), pages 470-485, July.
  18. Knut Are Aastveit & Andrea Carriero & Todd E. Clark & Massimiliano Marcellino, 2017. "Have Standard VARS Remained Stable Since the Crisis?," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 32(5), pages 931-951, August.
  19. Andrea Carriero & Todd E. Clark & Massimiliano Marcellino, 2016. "Common Drifting Volatility in Large Bayesian VARs," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 34(3), pages 375-390, July.
  20. Todd E. Clark & Francesco Ravazzolo, 2015. "Macroeconomic Forecasting Performance under Alternative Specifications of Time‐Varying Volatility," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 30(4), pages 551-575, June.
  21. Todd E. Clark & Edward S. Knotek & Saeed Zaman, 2015. "Measuring Inflation Forecast Uncertainty," Economic Commentary, Federal Reserve Bank of Cleveland, vol. 2015(03), pages 1-6, March.
  22. Andrea Carriero & Todd E. Clark & Massimiliano Marcellino, 2015. "Realtime nowcasting with a Bayesian mixed frequency model with stochastic volatility," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 178(4), pages 837-862, October.
  23. Andrea Carriero & Todd E. Clark & Massimiliano Marcellino, 2015. "Bayesian VARs: Specification Choices and Forecast Accuracy," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 30(1), pages 46-73, January.
  24. Clark, Todd E. & McCracken, Michael W., 2015. "Nested forecast model comparisons: A new approach to testing equal accuracy," Journal of Econometrics, Elsevier, vol. 186(1), pages 160-177.
  25. Todd E. Clark, 2014. "The Importance of Trend Inflation in the Search for Missing Disinflation," Economic Commentary, Federal Reserve Bank of Cleveland, issue Aug.
  26. Todd E. Clark & Edward S. Knotek, 2014. "2013 Annual Report Why Inflation Is Very Low, and Why It Matters," Annual Report, Federal Reserve Bank of Cleveland, pages 1-42.
  27. Clark, Todd E., 2014. "HOW THE ECONOMY WORKS: CONFIDENCE, CRASHES, AND SELF-FULFILLING PROPHECIES BY ROGER E. A. FARMERRoger E. A. Farmer Oxford University Press, New York, 2010," Macroeconomic Dynamics, Cambridge University Press, vol. 18(3), pages 721-725, April.
  28. Todd E. Clark & Michael W. Mccracken, 2014. "Tests Of Equal Forecast Accuracy For Overlapping Models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 29(3), pages 415-430, April.
  29. Clark, Todd E. & Doh, Taeyoung, 2014. "Evaluating alternative models of trend inflation," International Journal of Forecasting, Elsevier, vol. 30(3), pages 426-448.
  30. Todd E. Clark & Saeed Zaman, 2013. "Forecasting implications of the recent decline in inflation," Economic Commentary, Federal Reserve Bank of Cleveland, issue Nov.
  31. Todd E. Clark, 2012. "Policy rules in macroeconomic forecasting models," Economic Commentary, Federal Reserve Bank of Cleveland, issue Oct.
  32. Clark, Todd E. & McCracken, Michael W., 2012. "In-sample tests of predictive ability: A new approach," Journal of Econometrics, Elsevier, vol. 170(1), pages 1-14.
  33. Todd E. Clark & Saeed Zaman, 2011. "Food and energy price shocks: what other prices are affected?," Economic Commentary, Federal Reserve Bank of Cleveland, issue Aug.
  34. Clark, Todd E., 2011. "Real-Time Density Forecasts From Bayesian Vector Autoregressions With Stochastic Volatility," Journal of Business & Economic Statistics, American Statistical Association, vol. 29(3), pages 327-341.
  35. Clark, Todd E. & Davig, Troy, 2011. "Decomposing the declining volatility of long-term inflation expectations," Journal of Economic Dynamics and Control, Elsevier, vol. 35(7), pages 981-999, July.
  36. Todd E. Clark & Michael W. McCracken, 2011. "Reality Checks and Comparisons of Nested Predictive Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 30(1), pages 53-66, February.
  37. Todd E. Clark & Michael W. McCracken, 2010. "Averaging forecasts from VARs with uncertain instabilities," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 25(1), pages 5-29.
  38. Todd E. Clark & Stephen J. Terry, 2010. "Time Variation in the Inflation Passthrough of Energy Prices," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 42(7), pages 1419-1433, October.
  39. Clark, Todd E. & McCracken, Michael W., 2009. "Tests of Equal Predictive Ability With Real-Time Data," Journal of Business & Economic Statistics, American Statistical Association, vol. 27(4), pages 441-454.
  40. Todd E. Clark & Michael W. McCracken, 2009. "Improving Forecast Accuracy By Combining Recursive And Rolling Forecasts," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 50(2), pages 363-395, May.
  41. Todd E. Clark, 2009. "Is the Great Moderation over? an empirical analysis," Economic Review, Federal Reserve Bank of Kansas City, vol. 94(Q IV), pages 5-42.
  42. Todd E. Clark & Michael W. McCracken, 2009. "Combining Forecasts from Nested Models," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 71(3), pages 303-329, June.
  43. 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, vol. 93(Q I), pages 17-50.
  44. Clark, Todd E. & West, Kenneth D., 2007. "Approximately normal tests for equal predictive accuracy in nested models," Journal of Econometrics, Elsevier, vol. 138(1), pages 291-311, May.
  45. 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.
  46. 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. 135(1-2), pages 155-186.
  47. 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.
  48. Todd E. Clark & Taisuke Nakata, 2006. "The trend growth rate of employment : past, present, and future," Economic Review, Federal Reserve Bank of Kansas City, vol. 91(Q I), pages 43-85.
  49. 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.
  50. 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.
  51. Todd Clark & Michael McCracken, 2005. "Evaluating Direct Multistep Forecasts," Econometric Reviews, Taylor & Francis Journals, vol. 24(4), pages 369-404.
  52. Todd E. Clark, 2004. "An evaluation of the decline in goods inflation," Economic Review, Federal Reserve Bank of Kansas City, vol. 89(Q II), pages 19-51.
  53. 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.
  54. Clark, Todd E. & van Wincoop, Eric, 2001. "Borders and business cycles," Journal of International Economics, Elsevier, vol. 55(1), pages 59-85, October.
  55. 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.
  56. Todd E. Clark, 2001. "Comparing measures of core inflation," Economic Review, Federal Reserve Bank of Kansas City, vol. 86(Q II), pages 5-31.
  57. 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.
  58. Todd E. Clark, 1999. "A comparison of the CPI and the PCE price index," Economic Review, Federal Reserve Bank of Kansas City, vol. 84(Q III), pages 15-29.
  59. Todd E. Clark, 1998. "Progress toward price stability : a 1997 inflation report," Economic Review, Federal Reserve Bank of Kansas City, vol. 83(Q I), pages 5-21.
  60. 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 202-229, January.
  61. Clark, Todd E, 1997. "Cross-country Evidence on Long-Run Growth and Inflation," Economic Inquiry, Western Economic Association International, vol. 35(1), pages 70-81, January.
  62. Todd E. Clark, 1997. "U.S. inflation developments in 1996," Economic Review, Federal Reserve Bank of Kansas City, issue Q I, pages 11-30.
  63. Todd E. Clark, 1996. "U.S. inflation developments in 1995," Economic Review, Federal Reserve Bank of Kansas City, vol. 81(Q I), pages 27-42.
  64. 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 367-373, July.
  65. Todd E. Clark, 1995. "Do producer prices lead consumer prices?," Economic Review, Federal Reserve Bank of Kansas City, vol. 80(Q III), pages 25-39.
  66. 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.
  67. Todd E. Clark, 1994. "Nominal GDP targeting rules: can they stabilize the economy?," Economic Review, Federal Reserve Bank of Kansas City, vol. 79(Q III), pages 11-25.

Chapters

  1. Todd E. Clark & Elmar Mertens, 2024. "Survey expectations and forecast uncertainty," Chapters, in: Michael P. Clements & Ana Beatriz Galvão (ed.), Handbook of Research Methods and Applications in Macroeconomic Forecasting, chapter 12, pages 305-333, Edward Elgar Publishing.
  2. Clark, Todd & McCracken, Michael, 2013. "Advances in Forecast Evaluation," Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 2, chapter 0, pages 1107-1201, Elsevier.
  3. Todd E. Clark & Michael W. McCracken, 2013. "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 Clev," Advances in Econometrics, in: VAR Models in Macroeconomics – New Developments and Applications: Essays in Honor of Christopher A. Sims, volume 32, pages 117-168, Emerald Group Publishing Limited.
  4. Todd E. Clark & Michael W. McCracken, 2008. "Chapter 3 Forecasting with Small Macroeconomic VARs in the Presence of Instabilities," Frontiers of Economics and Globalization, in: Forecasting in the Presence of Structural Breaks and Model Uncertainty, pages 93-147, Emerald Group Publishing Limited.
    RePEc:eme:feg111:s1574-8715(07)00203-5 is not listed on IDEAS
    RePEc:eme:aeco11:s0731-9053(2013)0000031004 is not listed on IDEAS

More information

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Statistics

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Rankings

This author is among the top 5% authors according to these criteria:
  1. Average Rank Score
  2. Number of Works
  3. Number of Distinct Works
  4. Number of Distinct Works, Weighted by Simple Impact Factor
  5. Number of Distinct Works, Weighted by Recursive Impact Factor
  6. Number of Distinct Works, Weighted by Number of Authors
  7. Number of Distinct Works, Weighted by Number of Authors and Simple Impact Factors
  8. Number of Distinct Works, Weighted by Number of Authors and Recursive Impact Factors
  9. Number of Citations
  10. Number of Citations, Discounted by Citation Age
  11. Number of Citations, Weighted by Simple Impact Factor
  12. Number of Citations, Weighted by Simple Impact Factor, Discounted by Citation Age
  13. Number of Citations, Weighted by Recursive Impact Factor
  14. Number of Citations, Weighted by Recursive Impact Factor, Discounted by Citation Age
  15. Number of Citations, Weighted by Number of Authors
  16. Number of Citations, Weighted by Number of Authors, Discounted by Citation Age
  17. Number of Citations, Weighted by Number of Authors and Simple Impact Factors
  18. Number of Citations, Weighted by Number of Authors and Simple Impact Factors, Discounted by Citation Age
  19. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors
  20. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors, Discounted by Citation Age
  21. h-index
  22. Number of Registered Citing Authors
  23. Number of Registered Citing Authors, Weighted by Rank (Max. 1 per Author)
  24. Number of Journal Pages
  25. Number of Journal Pages, Weighted by Simple Impact Factor
  26. Number of Journal Pages, Weighted by Recursive Impact Factor
  27. Number of Journal Pages, Weighted by Number of Authors
  28. Number of Journal Pages, Weighted by Number of Authors and Simple Impact Factors
  29. Number of Journal Pages, Weighted by Number of Authors and Recursive Impact Factors
  30. Number of Abstract Views in RePEc Services over the past 12 months
  31. Number of Downloads through RePEc Services over the past 12 months
  32. Number of Abstract Views in RePEc Services over the past 12 months, Weighted by Number of Authors
  33. Number of Downloads through RePEc Services over the past 12 months, Weighted by Number of Authors
  34. Euclidian citation score
  35. Breadth of citations across fields
  36. Wu-Index

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 90 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-FOR: Forecasting (57) 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 2008-09-05 2008-09-05 2008-09-05 2008-11-04 2009-07-11 2009-09-11 2009-09-11 2009-10-31 2009-10-31 2010-10-16 2010-10-16 2011-05-30 2011-10-09 2011-10-09 2011-10-09 2012-01-25 2012-03-28 2012-04-10 2012-04-10 2012-10-06 2012-10-20 2012-12-15 2013-03-23 2013-04-13 2014-06-02 2014-10-03 2014-11-01 2014-11-07 2015-01-14 2015-09-18 2015-11-01 2016-02-17 2016-07-16 2016-10-23 2017-09-10 2017-10-01 2017-11-12 2019-01-14 2020-01-27 2021-03-01 2021-03-29 2021-05-10 2021-05-31 2022-04-04 2022-05-09 2022-05-30 2022-09-26 2024-01-15. Author is listed
  2. NEP-ECM: Econometrics (52) 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 2008-09-05 2009-07-11 2009-09-11 2009-09-11 2009-10-31 2009-10-31 2010-10-16 2010-10-16 2011-05-30 2011-10-09 2011-10-09 2012-03-28 2012-12-15 2013-03-23 2014-06-02 2014-10-03 2014-11-01 2015-01-14 2015-12-08 2016-07-16 2016-10-23 2017-09-10 2017-11-12 2018-04-16 2019-11-11 2020-01-27 2020-10-05 2021-03-01 2021-03-29 2021-05-31 2021-10-11 2022-04-04 2022-05-09 2022-12-19 2023-01-02 2023-09-04 2024-09-02. Author is listed
  3. NEP-ETS: Econometric Time Series (52) 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 2008-09-05 2008-09-05 2008-11-04 2009-07-11 2009-09-11 2009-09-11 2009-10-31 2010-10-16 2010-10-16 2011-05-30 2011-10-09 2011-10-09 2012-03-28 2012-04-10 2012-10-06 2012-10-20 2012-12-15 2013-03-23 2014-11-01 2014-11-07 2015-01-14 2015-09-18 2015-12-08 2016-02-17 2016-07-16 2017-10-01 2017-11-12 2020-01-27 2020-10-05 2020-11-09 2021-03-01 2021-03-29 2022-04-04 2022-09-26 2022-10-17 2023-09-04. Author is listed
  4. NEP-MAC: Macroeconomics (39) 2004-01-18 2006-07-09 2006-08-26 2006-11-25 2007-08-18 2007-09-24 2007-09-24 2008-09-05 2008-12-14 2009-03-22 2009-03-22 2012-01-25 2012-10-20 2014-10-03 2015-01-14 2015-11-01 2016-02-17 2016-10-23 2017-01-08 2017-09-10 2017-10-01 2017-11-12 2018-04-16 2018-04-16 2019-01-14 2019-10-21 2019-11-11 2020-01-27 2020-06-15 2020-10-05 2020-11-09 2021-03-01 2021-05-10 2021-05-10 2021-05-31 2022-04-04 2022-05-09 2022-05-30 2023-09-04. Author is listed
  5. NEP-ORE: Operations Research (30) 2008-09-05 2009-07-11 2011-10-09 2012-03-28 2012-10-06 2012-10-20 2014-10-03 2014-11-01 2014-11-07 2015-11-01 2015-12-08 2016-07-16 2016-10-23 2017-01-08 2017-09-10 2017-10-01 2017-11-12 2018-04-16 2019-01-14 2019-10-21 2019-11-11 2020-01-27 2020-06-15 2020-10-05 2021-03-01 2021-03-29 2021-05-10 2021-10-11 2022-04-04 2022-05-09. Author is listed
  6. NEP-CBA: Central Banking (16) 2006-07-09 2007-09-24 2008-09-05 2008-12-14 2009-03-22 2009-03-22 2009-07-11 2009-09-11 2009-09-11 2009-10-31 2009-10-31 2011-10-09 2011-10-09 2012-01-25 2015-11-01 2022-04-04. Author is listed
  7. NEP-MON: Monetary Economics (12) 2004-01-18 2008-12-14 2009-03-22 2009-03-22 2012-01-25 2015-11-01 2017-09-10 2017-10-01 2021-05-31 2022-04-04 2022-05-09 2024-01-15. Author is listed
  8. NEP-RMG: Risk Management (8) 2017-09-10 2017-11-12 2019-01-14 2020-01-27 2020-06-15 2021-03-29 2021-10-11 2022-05-30. Author is listed
  9. NEP-BAN: Banking (2) 2014-10-03 2014-10-22
  10. NEP-IFN: International Finance (2) 2018-04-16 2019-11-11
  11. NEP-UPT: Utility Models and Prospect Theory (2) 2016-10-23 2017-01-08
  12. NEP-BEC: Business Economics (1) 2012-10-06
  13. NEP-BIG: Big Data (1) 2020-06-15
  14. NEP-CMP: Computational Economics (1) 2015-12-08
  15. NEP-CWA: Central and Western Asia (1) 2022-04-04
  16. NEP-ENE: Energy Economics (1) 2009-03-22
  17. NEP-FDG: Financial Development and Growth (1) 2021-10-11
  18. NEP-FIN: Finance (1) 2005-05-23
  19. NEP-GER: German Papers (1) 2016-07-16
  20. NEP-MIC: Microeconomics (1) 2009-09-11
  21. NEP-TID: Technology and Industrial Dynamics (1) 1999-01-25
  22. NEP-URE: Urban and Real Estate Economics (1) 2014-10-03

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