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Todd Clark

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First Name:Todd
Middle Name:
Last Name:Clark
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RePEc Short-ID:pcl55
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Location: Cleveland, Ohio (United States)
Homepage: http://www.clevelandfed.org/Research/
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Phone: 216.579.2000
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Postal: 1455 East 6th St., Cleveland OH 44114
Handle: RePEc:edi:efrbcus (more details at EDIRC)
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  1. Krueger, Fabian & Clark, Todd E. & Ravazzolo, Francesco, 2015. "Using Entropic Tilting to Combine BVAR Forecasts with External Nowcasts," Working Paper 1439, Federal Reserve Bank of Cleveland.
  2. 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.
  3. Cortes, Kristle Romero & Strahan, Philip E., 2014. "Tracing Out Capital Flows: How Financially Integrated Banks Respond to Natural Disasters," Working Paper 1412, Federal Reserve Bank of Cleveland.
  4. Clark, Todd E. & McCracken, Michael W., 2014. "Evaluating Conditional Forecasts from Vector Autoregressions," Working Papers 2014-25, Federal Reserve Bank of St. Louis.
  5. Carriero, Andrea & Clark, Todd & Marcellino, Massimiliano, 2014. "No Arbitrage Priors, Drifting Volatilities, and the Term Structure of Interest Rates," CEPR Discussion Papers 9848, C.E.P.R. Discussion Papers.
  6. 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.
  7. 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.
  8. Carriero, Andrea & Clark, Todd & Marcellino, Massimiliano, 2012. "Common Drifting Volatility in Large Bayesian VARs," CEPR Discussion Papers 8894, C.E.P.R. Discussion Papers.
  9. Andrea Carriero & Todd E. Clark & Massimiliano Marcellino, 2012. "Real-time nowcasting with a Bayesian mixed frequency model with stochastic volatility," Working Paper 1227, Federal Reserve Bank of Cleveland.
  10. Todd E. Clark & Taeyoung Doh, 2011. "A Bayesian evaluation of alternative models of trend inflation," Working Paper 1134, Federal Reserve Bank of Cleveland.
  11. Todd E. Clark & Michael W. McCracken, 2011. "Tests of equal forecast accuracy for overlapping models," Working Papers 2011-024, Federal Reserve Bank of St. Louis.
  12. Todd Clark & Michael W. McCracken, 2011. "Advances in forecast evaluation," Working Paper 1120, Federal Reserve Bank of Cleveland.
  13. Carriero, Andrea & Clark, Todd & Marcellino, Massimiliano, 2011. "Bayesian VARs: Specification Choices and Forecast Accuracy," CEPR Discussion Papers 8273, C.E.P.R. Discussion Papers.
  14. Todd E. Clark & Michael W. McCracken, 2010. "Testing for unconditional predictive ability," Working Papers 2010-031, Federal Reserve Bank of St. Louis.
  15. Todd E. Clark & Michael W. McCracken, 2010. "Reality checks and nested forecast model comparisons," Working Papers 2010-032, Federal Reserve Bank of St. Louis.
  16. 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.
  17. 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.
  18. 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.
  19. 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.
  20. 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.
  21. 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.
  22. 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.).
  23. 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.
  24. 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.
  25. 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.
  26. 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.
  27. Todd E. Clark & Michael W. McCracken, 2006. "Combining forecasts from nested models," Research Working Paper RWP 06-02, Federal Reserve Bank of Kansas City.
  28. 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.
  29. 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.
  30. 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.
  31. 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.
  32. 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.
  33. 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.
  34. 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.
  35. Todd E. Clark & Michael W. McCracken, 2001. "Evaluating long-horizon forecasts," Research Working Paper RWP 01-14, Federal Reserve Bank of Kansas City.
  36. 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.
  37. 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.
  38. Todd E. Clark & Eric van Wincoop, 1999. "Borders and business cycles," Research Working Paper 99-07, Federal Reserve Bank of Kansas City.
  39. 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.
  40. Todd E. Clark, 1997. "Do producer prices help predict consumer prices?," Research Working Paper 97-09, Federal Reserve Bank of Kansas City.
  41. Todd E. Clark, 1996. "Finite-sample properties of tests for forecast equivalence," Research Working Paper 96-03, Federal Reserve Bank of Kansas City.
  42. 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.
  43. 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.
  44. Todd E. Clark, 1995. "Forecasting an aggregate of cointegrated disaggregates," Research Working Paper 95-13, Federal Reserve Bank of Kansas City.
  45. 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.
  46. Todd E. Clark, 1993. "Cross-country evidence on long run growth and inflation," Research Working Paper 93-05, Federal Reserve Bank of Kansas City.
  47. 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.
  48. 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.
  1. Clark, Todd E. & Knotek, Edward S., 2014. "2013 Annual Report Why Inflation Is Very Low, and Why It Matters," Annual Report, Federal Reserve Bank of Cleveland, pages 1-42.
  2. Clark, Todd E., 2014. "The Importance of Trend Inflation in the Search for Missing Disinflation," Economic Commentary, Federal Reserve Bank of Cleveland, issue Aug.
  3. Clark, Todd E. & Doh, Taeyoung, 2014. "Evaluating alternative models of trend inflation," International Journal of Forecasting, Elsevier, vol. 30(3), pages 426-448.
  4. 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, 04.
  5. Todd E. Clark & Saeed Zaman, 2013. "Forecasting implications of the recent decline in inflation," Economic Commentary, Federal Reserve Bank of Cleveland, issue Nov.
  6. 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.
  7. Todd E. Clark, 2012. "Policy rules in macroeconomic forecasting models," Economic Commentary, Federal Reserve Bank of Cleveland, issue Oct.
  8. 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.
  9. 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.
  10. 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.
  11. 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.
  12. 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.
  13. 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.
  14. 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, 05.
  15. 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.
  16. 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, 06.
  17. Todd E. Clark, 2009. "Is the Great Moderation over? an empirical analysis," Economic Review, Federal Reserve Bank of Kansas City, issue Q IV, pages 5-42.
  18. 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.
  19. 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.
  20. 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.
  21. 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.
  22. 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.
  23. 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.
  24. Todd Clark & Michael McCracken, 2005. "Evaluating Direct Multistep Forecasts," Econometric Reviews, Taylor & Francis Journals, vol. 24(4), pages 369-404.
  25. 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.
  26. 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.
  27. 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.
  28. 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.
  29. Clark, Todd E. & van Wincoop, Eric, 2001. "Borders and business cycles," Journal of International Economics, Elsevier, vol. 55(1), pages 59-85, October.
  30. Todd E. Clark, 2001. "Comparing measures of core inflation," Economic Review, Federal Reserve Bank of Kansas City, issue Q II, pages 5-31.
  31. 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.
  32. 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.
  33. 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.
  34. 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.
  35. 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.
  36. Todd E. Clark, 1997. "U.S. inflation developments in 1996," Economic Review, Federal Reserve Bank of Kansas City, issue Q I, pages 11-30.
  37. 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.
  38. 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.
  39. Todd E. Clark, 1996. "U.S. inflation developments in 1995," Economic Review, Federal Reserve Bank of Kansas City, issue Q I, pages 27-42.
  40. Todd E. Clark, 1995. "Do producer prices lead consumer prices?," Economic Review, Federal Reserve Bank of Kansas City, issue Q III, pages 25-39.
  41. 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.
  42. 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.
56 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BAN: Banking (2) 2014-10-03 2014-10-22
  2. NEP-BEC: Business Economics (1) 2012-10-06
  3. NEP-CBA: Central Banking (14) 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. Author is listed
  4. NEP-ECM: Econometrics (33) 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. Author is listed
  5. NEP-ENE: Energy Economics (1) 2009-03-22
  6. NEP-ETS: Econometric Time Series (37) 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. Author is listed
  7. NEP-FIN: Finance (1) 2005-05-23
  8. NEP-FOR: Forecasting (38) 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. Author is listed
  9. NEP-MAC: Macroeconomics (15) 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. Author is listed
  10. NEP-MIC: Microeconomics (1) 2009-09-11
  11. NEP-MON: Monetary Economics (5) 2004-01-18 2008-12-14 2009-03-22 2009-03-22 2012-01-25. Author is listed
  12. NEP-ORE: Operations Research (9) 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. Author is listed
  13. NEP-TID: Technology & Industrial Dynamics (1) 1999-01-25
  14. NEP-URE: Urban & Real Estate Economics (1) 2014-10-03
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