Todd Clark : Citation Profile


Are you Todd Clark?

Federal Reserve Bank of Cleveland

27

H index

46

i10 index

3437

Citations

RESEARCH PRODUCTION:

55

Articles

87

Papers

1

Chapters

RESEARCH ACTIVITY:

   26 years (1992 - 2018). See details.
   Cites by year: 132
   Journals where Todd Clark has often published
   Relations with other researchers
   Recent citing documents: 557.    Total self citations: 67 (1.91 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pcl55
   Updated: 2019-09-14    RAS profile: 2019-02-04    
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Relations with other researchers


Works with:

Carriero, Andrea (17)

Marcellino, Massimiliano (17)

McCracken, Michael (9)

Ravazzolo, Francesco (5)

Mertens, Elmar (4)

Aastveit, Knut Are (4)

Knotek, Edward (2)

Cortes, Kristle (2)

Koop, Gary (2)

Zaman, Saeed (2)

Chan, Joshua (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Todd Clark.

Is cited by:

Rossi, Barbara (79)

Pincheira, Pablo (66)

Ravazzolo, Francesco (65)

Kilian, Lutz (52)

Marcellino, Massimiliano (51)

Koop, Gary (46)

Korobilis, Dimitris (45)

Swanson, Norman (41)

GUPTA, RANGAN (36)

West, Kenneth (33)

Wohar, Mark (32)

Cites to:

McCracken, Michael (92)

West, Kenneth (56)

Giannone, Domenico (54)

Watson, Mark (53)

Stock, James (48)

Primiceri, Giorgio (43)

Kilian, Lutz (43)

Koop, Gary (42)

Lenza, Michele (37)

Marcellino, Massimiliano (32)

Swanson, Norman (27)

Main data


Where Todd Clark has published?


Journals with more than one article published# docs
Economic Review11
Journal of Econometrics6
Economic Commentary5
Journal of Applied Econometrics5
Journal of Business & Economic Statistics4
Journal of Business & Economic Statistics3
Journal of Applied Econometrics2
Journal of Money, Credit and Banking2
The Review of Economics and Statistics2

Working Papers Series with more than one paper published# docs
Research Working Paper / Federal Reserve Bank of Kansas City32
Working Papers (Old Series) / Federal Reserve Bank of Cleveland17
Working Papers / Federal Reserve Bank of St. Louis13
Finance and Economics Discussion Series / Board of Governors of the Federal Reserve System (US)3

Recent works citing Todd Clark (2018 and 2017)


YearTitle of citing document
2017Statistical tests for equal predictive ability across multiple forecasting methods. (2017). Borup, Daniel ; Thyrsgaard, Martin. In: CREATES Research Papers. RePEc:aah:create:2017-19.

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2018Forecasting dynamically asymmetric fluctuations of the U.S. business cycle. (2018). Zanetti Chini, Emilio. In: CREATES Research Papers. RePEc:aah:create:2018-13.

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2018A mixed-frequency Bayesian vector autoregression with a steady-state prior. (2018). Yang, Yukai ; Ankargren, Sebastian ; Unosson, Mns. In: CREATES Research Papers. RePEc:aah:create:2018-32.

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2017Economic significance of commodity return forecasts from the fractionally cointegrated VAR model. (2017). Nielsen, Morten ; Xu, KE ; Narayan, Paresh Kumar ; Dolatabadi, Sepideh. In: CREATES Research Papers. RePEc:aah:create:2018-35.

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2019Assessing predictive accuracy in panel data models with long-range dependence. (2019). Christensen, Bent Jesper ; Borup, Daniel ; Ergemen, Yunus Emre. In: CREATES Research Papers. RePEc:aah:create:2019-04.

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2019Longevity forecasting by socio-economic groups using compositional data analysis. (2019). Kallestrup-Lamb, Malene ; Oeppen, Jim ; Boucher, Marie-Pier Bergeron ; Ergemen, Yunus Emre ; Kjargaard, Soren. In: CREATES Research Papers. RePEc:aah:create:2019-08.

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2017Speculation in Commodity Futures Markets, Inventories and the Price of Crude Oil. (2017). Byun, Sung Je ; Je, Sung. In: The Energy Journal. RePEc:aen:journl:ej38-5-byun.

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2018How Well Do Rational Expectations Storage Model Forecast Crop Ending Stocks?. (2018). Zhang, Tianyang ; Li, Ziran. In: 2018 Annual Meeting, August 5-7, Washington, D.C.. RePEc:ags:aaea18:273803.

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2018Testing for Common Breaks in a Multiple Equations System. (2018). Perron, Pierre ; Oka, Tatsushi. In: Papers. RePEc:arx:papers:1606.00092.

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2017Time Series Copulas for Heteroskedastic Data. (2017). Loaiza-Maya, Rub'En ; Maneesoonthorn, Worapree ; Smith, Michael S. In: Papers. RePEc:arx:papers:1701.07152.

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2018News Co-Occurrence, Attention Spillover and Return Predictability. (2018). Tao, Yubo ; Guo, LI. In: Papers. RePEc:arx:papers:1703.02715.

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2017How well do experience curves predict technological progress? A method for making distributional forecasts. (2017). Lafond, François ; Farmer, J. ; Bakker, Jan David ; Rebois, Dylan ; Zadourian, Rubina ; Bailey, Aimee Gotway ; McSharry, Patrick . In: Papers. RePEc:arx:papers:1703.05979.

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2018Sparse Bayesian vector autoregressions in huge dimensions. (2018). Kastner, Gregor ; Huber, Florian. In: Papers. RePEc:arx:papers:1704.03239.

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2018Comparing the Forecasting Performances of Linear Models for Electricity Prices with High RES Penetration. (2018). Ravazzolo, Francesco ; Rossini, Luca ; Gianfreda, Angelica. In: Papers. RePEc:arx:papers:1801.01093.

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2018Predicting crypto-currencies using sparse non-Gaussian state space models. (2018). Zoerner, Thomas ; Huber, Florian ; Zorner, Thomas O ; Hotz-Behofsits, Christian. In: Papers. RePEc:arx:papers:1801.06373.

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2018Multifractal characteristics and return predictability in the Chinese stock markets. (2018). Fu, Xin-Lan ; Zhou, Wei-Xing ; Jiang, Zhi-Qiang ; Shan, Zheng ; Gao, Xing-Lu. In: Papers. RePEc:arx:papers:1806.07604.

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2018Stochastic model specification in Markov switching vector error correction models. (2018). Zoerner, Thomas ; Pfarrhofer, Michael ; Huber, Florian ; Zorner, Thomas O. In: Papers. RePEc:arx:papers:1807.00529.

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2019Bayesian MIDAS Penalized Regressions: Estimation, Selection, and Prediction. (2019). Mogliani, Matteo. In: Papers. RePEc:arx:papers:1903.08025.

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2017Murphy Diagrams: Forecast Evaluation of Expected Shortfall. (2017). Ziegel, Johanna F ; Fasciati, Fernando ; Jordan, Alexander ; Krueger, Fabian . In: Working Papers. RePEc:awi:wpaper:0632.

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2018‘Déjà vol’ revisited: Survey forecasts of macroeconomic variables predict volatility in the cross-section of industry portfolios. (2018). Conrad, Christian ; Glas, Alexander. In: Working Papers. RePEc:awi:wpaper:0655.

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2017Assessing the Business Outlook Survey Indicator Using Real-Time Data. (2017). Pichette, Lise ; Robitaille, Marie-Noelle. In: Discussion Papers. RePEc:bca:bocadp:17-5.

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2018Nowcasting Canadian Economic Activity in an Uncertain Environment. (2018). Chernis, Tony ; Sekkel, Rodrigo. In: Discussion Papers. RePEc:bca:bocadp:18-9.

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2017Markov-Switching Three-Pass Regression Filter. (2017). Marcellino, Massimiliano ; Leiva-Leon, Danilo ; Guérin, Pierre ; Guerin, Pierre . In: Staff Working Papers. RePEc:bca:bocawp:17-13.

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2017Assessing the Predictive Ability of Sovereign Default Risk on Exchange Rate Returns. (2017). Sadaba, Barbara ; Ravazzolo, Francesco ; Foroni, Claudia. In: Staff Working Papers. RePEc:bca:bocawp:17-19.

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2017Did the Renewable Fuel Standard Shift Market Expectations of the Price of Ethanol?. (2017). Kilian, Lutz ; Baumeister, Christiane ; Ellwanger, Reinhard. In: Staff Working Papers. RePEc:bca:bocawp:17-35.

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2018Dismiss the Gap? A Real-Time Assessment of the Usefulness of Canadian Output Gaps in Forecasting Inflation. (2018). St-Amant, Pierre ; Pichette, Lise ; Salameh, Mohanad ; Robitaille, Marie-Noelle. In: Staff Working Papers. RePEc:bca:bocawp:18-10.

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2018State Correlation and Forecasting: A Bayesian Approach Using Unobserved Components Models. (2018). Uzeda, Luis. In: Staff Working Papers. RePEc:bca:bocawp:18-14.

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2018Sluggish Forecasts. (2018). Jain, Monica. In: Staff Working Papers. RePEc:bca:bocawp:18-39.

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2019The Trend Unemployment Rate in Canada: Searching for the Unobservable. (2019). St-Amant, Pierre ; Brouillette, Dany ; Martin, Elise ; Gueye, Bassirou ; Savoie-Chabot, Laurence ; Robitaille, Marie-Noelle. In: Staff Working Papers. RePEc:bca:bocawp:19-13.

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2017Regional business cycles across europe. (2017). Gómez-Loscos, Ana ; Gadea, María ; Bandres, Eduardo ; Gomez-Loscos, Ana ; Gadea-Rivas, Maria Dolores . In: Occasional Papers. RePEc:bde:opaper:1702.

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2017The evolution of regional economic interlinkages in Europe. (2017). Leiva-Leon, Danilo ; Gómez-Loscos, Ana ; Gadea, María ; Gadea-Rivas, Maria Dolores ; Gomez-Loscos, Ana. In: Working Papers. RePEc:bde:wpaper:1705.

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2017Optimal density forecast combinations. (2017). Ganics, Gergely. In: Working Papers. RePEc:bde:wpaper:1751.

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2018Nowcasting private consumption: traditional indicators, uncertainty measures, credit cards and some internet data. (2018). Urtasun, Alberto ; Sanchez Fuentes, Antonio Jesus ; Pérez, Javier ; Perez, Javier J ; Gil, Maria. In: Working Papers. RePEc:bde:wpaper:1842.

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2019Exploring trend inFLation dynamics in Euro Area countries. (2019). Correa-Lopez, Monica ; Schlepper, Kathi ; Pacce, Matias. In: Working Papers. RePEc:bde:wpaper:1909.

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2018Forecasting house prices in Italy. (2018). Loberto, Michele ; Guglielminetti, Elisa ; Emiliozzi, Simone . In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_463_18.

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2018The global component of inflation volatility. (2018). Marcellino, Massimiliano ; Carriero, Andrea ; Corsello, Francesco. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1170_18.

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2019Forecasting the Colombian Unemployment Rate Using Labour Force Flows. (2019). Zarate-Solano, Hector M ; Lasso-Valderrama, Francisco. In: Borradores de Economia. RePEc:bdr:borrec:1073.

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2017Insight from a Time-Varying VAR Model with Stochastic Volatility of the French Housing and Credit Markets.. (2017). Lecat, Remy ; Avouyi-Dovi, Sanvi ; Ray, S ; Labonne, C. In: Working papers. RePEc:bfr:banfra:620.

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2018Explaining and Forecasting Euro Area Inflation: the Role of Domestic and Global Factors. (2018). Schmidt, Katja ; Faubert, Violaine ; Bereau, S. In: Working papers. RePEc:bfr:banfra:663.

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2019Bayesian MIDAS penalized regressions: estimation, selection, and prediction. (2019). Mogliani, Matteo. In: Working papers. RePEc:bfr:banfra:713.

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2019Identifying and Estimating the Effects of Unconventional Monetary Policy in the Data: How to Do It and What Have We Learned?. (2019). Rossi, Barbara. In: Working Papers. RePEc:bge:wpaper:1081.

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2019VAR-Based Granger-Causality Test in the Presence of Instabilities. (2019). Rossi, Barbara ; Wang, Yiru. In: Working Papers. RePEc:bge:wpaper:1083.

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2017The discontinuation of the EUR/CHF minimum exchange rate in January 2015: was it expected?. (2017). Moessner, Richhild ; Funke, Michael ; Loermann, Julius . In: BIS Working Papers. RePEc:bis:biswps:652.

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2018Global factors and trend inflation. (2018). Wong, Benjamin ; Kamber, Gunes. In: BIS Working Papers. RePEc:bis:biswps:688.

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2018A time series model of interest rates with the effective lower bound. (2018). Mertens, Elmar ; Johannsen, Benjamin K. In: BIS Working Papers. RePEc:bis:biswps:715.

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2018The likelihood of effective lower bound events. (2018). Franta, Michal. In: BIS Working Papers. RePEc:bis:biswps:731.

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2017Economic policy uncertainty in China and stock market expected returns. (2017). Chen, Jian ; Tong, Guoshi ; Jiang, Fuwei. In: Accounting and Finance. RePEc:bla:acctfi:v:57:y:2017:i:5:p:1265-1286.

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2018Out‐of‐sample stock return predictability in emerging markets. (2018). Bahrami, Afsaneh ; Uylangco, Katherine ; Shamsuddin, Abul. In: Accounting and Finance. RePEc:bla:acctfi:v:58:y:2018:i:3:p:727-750.

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2018Improving equity premium forecasts by incorporating structural break uncertainty. (2018). Tian, Jing ; Zhou, Qing. In: Accounting and Finance. RePEc:bla:acctfi:v:58:y:2018:i:s1:p:619-656.

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2018MEASURING THE WORLD NATURAL RATE OF INTEREST. (2018). Wynne, Mark ; Zhang, Ren. In: Economic Inquiry. RePEc:bla:ecinqu:v:56:y:2018:i:1:p:530-544.

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2018DO TERRORIST ATTACKS IMPACT EXCHANGE RATE BEHAVIOR? NEW INTERNATIONAL EVIDENCE. (2018). Narayan, Paresh Kumar ; Bach, Dinh Hoang ; Khademalomoom, Siroos. In: Economic Inquiry. RePEc:bla:ecinqu:v:56:y:2018:i:1:p:547-561.

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2018EUROPEAN CENTRAL BANK FOOTPRINTS ON INFLATION FORECAST UNCERTAINTY. (2018). Makarova, Svetlana . In: Economic Inquiry. RePEc:bla:ecinqu:v:56:y:2018:i:1:p:637-652.

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2018DOES THE GREAT RECESSION IMPLY THE END OF THE GREAT MODERATION? INTERNATIONAL EVIDENCE. (2018). Darné, Olivier ; Charles, Amlie ; Ferrara, Laurent ; Darne, Olivier. In: Economic Inquiry. RePEc:bla:ecinqu:v:56:y:2018:i:2:p:745-760.

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2018MEASUREMENT ERROR IN MACROECONOMIC DATA AND ECONOMICS RESEARCH: DATA REVISIONS, GROSS DOMESTIC PRODUCT, AND GROSS DOMESTIC INCOME. (2018). Li, Phillip ; Chang, Andrew C. In: Economic Inquiry. RePEc:bla:ecinqu:v:56:y:2018:i:3:p:1846-1869.

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2019LIMITED ASSET MARKET PARTICIPATION AND THE EURO AREA CRISIS: AN EMPIRICAL DSGE MODEL. (2019). Tirelli, Patrizio ; Paccagnini, Alessia ; Albonico, Alice. In: Economic Inquiry. RePEc:bla:ecinqu:v:57:y:2019:i:3:p:1302-1323.

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2018Assessing the Synchronicity and Nature of Australian State Business Cycles. (2018). Poon, Aubrey. In: The Economic Record. RePEc:bla:ecorec:v:94:y:2018:i:307:p:372-390.

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2018Why Has Australian Wages Growth Been So Low? A Phillips Curve Perspective. (2018). Robinson, Tim ; Chua, Chew. In: The Economic Record. RePEc:bla:ecorec:v:94:y:2018:i:s1:p:11-32.

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2017Equilibrium Real Interest Rates and Secular Stagnation: An Empirical Analysis for Euro Area Member Countries. (2017). Klose, Jens ; Belke, Ansgar. In: Journal of Common Market Studies. RePEc:bla:jcmkts:v:55:y:2017:i:6:p:1221-1238.

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2018FACTOR MODELS AND TIME†VARYING PARAMETER FRAMEWORK FOR FORECASTING EXCHANGE RATES AND INFLATION: A SURVEY. (2018). Mokhtari, Manouchehr ; Kavtaradze, Lasha. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:32:y:2018:i:2:p:302-334.

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2017Mismatch and the Forecasting Performance of Matching Functions. (2017). Weber, Enzo ; Hutter, Christian. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:79:y:2017:i:1:p:101-123.

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2018Measuring Exchange Rate, Price, and Output Dynamics at the Effective Lower Bound. (2018). Kaufmann, Daniel ; Baeurle, Gregor ; Baurle, Gregor. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:80:y:2018:i:6:p:1243-1266.

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2017House price to income ratio and fundamentals: Evidence on long-horizon forecastability. (2017). Chen, Nan-Kuang ; Cheng, Han-Liang . In: Pacific Economic Review. RePEc:bla:pacecr:v:22:y:2017:i:3:p:293-311.

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2017Bilateral Tax Treaties and GDP Comovement. (2017). Weber, Caroline ; Sly, Nicholas. In: Review of International Economics. RePEc:bla:reviec:v:25:y:2017:i:2:p:292-319.

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2017The feasibility of currency union in Gulf Cooperation Council countries: A business cycle synchronisation view. (2017). Essaadi, Essahbi. In: The World Economy. RePEc:bla:worlde:v:40:y:2017:i:10:p:2153-2171.

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2018Comparing the Forecasting Performances of Linear Models for Electricity Prices with High RES Penetration. (2018). Rossini, Luca ; Ravazzolo, Francesco ; Gianfreda, Angelica. In: Working Papers. RePEc:bny:wpaper:0060.

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2018The Shale Oil Boom and the U.S. Economy: Spillovers and Time-Varying Effects. (2018). Bjørnland, Hilde ; Zhulanova, Julia ; Bjornland, Hilde C. In: Working Papers. RePEc:bny:wpaper:0066.

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2018International Transmission of Macroeconomic Uncertainty in Small Open Economies: An Empirical Approach. (2018). Cross, Jamie L ; Poon, Aubrey ; Hou, Chenghan. In: Working Papers. RePEc:bny:wpaper:0070.

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2019Should we care? : The economic effects of financial sanctions on the Russian economy. (2019). Pestova, Anna ; Mamonov, Mikhail. In: BOFIT Discussion Papers. RePEc:bof:bofitp:2019_013.

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2017Forecasting the equity risk premium with frequency-decomposed predictors. (2017). Verona, Fabio ; Faria, Gonçalo. In: Research Discussion Papers. RePEc:bof:bofrdp:2017_001.

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2018The equity risk premium and the low frequency of the term spread. (2018). Verona, Fabio ; Faria, Gonalo. In: Research Discussion Papers. RePEc:bof:bofrdp:2018_007.

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2018Predicting relative forecasting performance : An empirical investigation. (2018). Sekhposyan, Tatevik ; Granziera, Eleonora. In: Research Discussion Papers. RePEc:bof:bofrdp:2018_023.

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2017Advanced economies and emerging markets: dissecting the drivers of business cycle synchronization. (2017). Karadimitropoulou, Aikaterini. In: Working Papers. RePEc:bog:wpaper:238.

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2019The Quarterly Japanese Economic Model (Q-JEM): 2019 version. (2019). Kido, Yosuke ; Hirakata, Naohisa ; Shinohara, Takeshi ; Murakoshi, Tomonori ; Kishaba, Yui ; Kanafuji, Akihiro. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp19e07.

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2017Inflation and the steeplechase between economic activity variables: evidence for G7 countries. (2017). Vašíček, Bořek ; Plašil, Miroslav ; Boek, Vaiek ; Miroslav, Plail ; Jaromir, Baxa . In: The B.E. Journal of Macroeconomics. RePEc:bpj:bejmac:v:17:y:2017:i:1:p:42:n:3.

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2017Multi-level factor analysis of bond risk premia. (2017). Kim, Yunjung ; Yuhyeon, Bak ; Yunjung, Kim. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:21:y:2017:i:5:p:19:n:2.

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2017Forecasting Stock Returns: A Predictor-Constrained Approach. (2017). Pettenuzzo, Davide. In: Working Papers. RePEc:brd:wpaper:116.

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2018Forecasting Stock Returns: A Predictor-Constrained Approach. (2018). Pettenuzzo, Davide ; Wang, Yudong ; Pan, Zhiyuan. In: Working Papers. RePEc:brd:wpaper:116r.

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2017Monetary News Shocks. (2017). Khan, Hashmat ; Gunn, Christopher ; Ben Zeev, Nadav. In: Carleton Economic Papers. RePEc:car:carecp:15-02.

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2019Does Business Confidence Matter for Investment?. (2017). Khan, Hashmat ; Upadhayaya, Santosh. In: Carleton Economic Papers. RePEc:car:carecp:17-13.

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2017Fat tails and spurious estimation of consumption-based asset pricing models. (2017). Toda, Alexis Akira ; Walsh, Kieran James. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt8df3x7gw.

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2017Predicting Ordinary and Severe Recessions with a Three-State Markov-Switching Dynamic Factor Model. An Application to the German Business Cycle. (2017). Wolters, Maik ; Reif, Magnus ; Carstensen, Kai ; Heinrich, Markus. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6457.

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2018Order Invariant Tests for Proper Calibration of Multivariate Density Forecasts. (2018). Dovern, Jonas ; Manner, Hans. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7023.

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2019Forecasting GDP all over the world using leading indicators based on comprehensive survey data. (2019). Wohlrabe, Klaus ; Lehmann, Robert ; Garnitz, Johanna. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7691.

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2017Die Inflation kommt zurück! Immer mehr Firmen in Deutschland wollen ihre Preise anheben. (2017). Wollmershäuser, Timo ; Lehmann, Robert ; Wollmershauser, Timo. In: ifo Schnelldienst. RePEc:ces:ifosdt:v:70:y:2017:i:05:p:16-21.

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2018Macroeconomic Uncertainty and Forecasting Macroeconomic Aggregates. (2018). Reif, Magnus. In: ifo Working Paper Series. RePEc:ces:ifowps:_265.

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2018Forecasting using mixed-frequency VARs with time-varying parameters. (2018). Reif, Magnus ; Heinrich, Markus. In: ifo Working Paper Series. RePEc:ces:ifowps:_273.

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2018Can Economic Perception Surveys Improve Macroeconomic Forecasting in Chile?. (2018). Medel, Carlos A. ; Marcel, Mario ; Chanut, Nicolas. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:824.

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2017System Priors for Econometric Time Series. (2017). Plašil, Miroslav ; Andrle, Michal ; Plasil, Miroslav . In: Working Papers. RePEc:cnb:wpaper:2017/01.

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2018The Likelihood of Effective Lower Bound Events. (2018). Franta, Michal. In: Working Papers. RePEc:cnb:wpaper:2018/3.

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2019Efectos de los anuncios de política monetaria y la credibilidad sobre las expectativas de inflación: evidencia para Colombia. (2019). Galvis, Juan Camilo ; Anzoategui-Zapata, Juan Camilo. In: Revista Apuntes del Cenes. RePEc:col:000152:017358.

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2017Did the Renewable Fuel Standard Shift Market Expectations of the Price of Ethanol?. (2017). Kilian, Lutz ; Baumeister, Christiane ; Ellwanger, Reinhard. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11740.

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2017Deflating Inflation Expectations: The Implications of Inflations Simple Dynamics. (2017). Schoenholtz, Kermit ; Cecchetti, Stephen ; Kashyap, Anil K ; Hooper, Peter ; Feroli, Michael . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11925.

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2017Instability, imprecision and inconsistent use of equilibrium real interest rate estimates. (2017). Wieland, Volker ; Beyer, Robert. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11927.

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2018Pockets of Predictability. (2018). Farmer, Leland ; Timmermann, Allan G ; Schmidt, Lawrence . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12885.

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2019Inflation Expectations: Review and Evidence. (2019). Panizza, Ugo ; Matsuoka, Hideaki ; Kose, Ayhan ; Vorisek, Dana . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13601.

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2019Comparing Forecasting Performance with Panel Data. (2019). Zhu, Yinchu ; Timmermann, Allan G. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13746.

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201722 Years of inflation assessment and forecasting experience at the bulletin of EU & US inflation and macroeconomic analysis. (2017). Espasa, Antoni ; Terrades, Antoni Espasa ; Senra, Eva . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:24678.

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Works by Todd Clark:


YearTitleTypeCited
2016Measuring Uncertainty and Its Impact on the Economy In: BAFFI CAREFIN Working Papers.
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2017Measuring Uncertainty and Its Impact on the Economy.(2017) In: Working Papers (Old Series).
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2018Measuring Uncertainty and Its Impact on the Economy.(2018) In: The Review of Economics and Statistics.
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This paper has another version. Agregated cites: 9
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1996Small-Sample Properties of Estimators of Nonlinear Models of Covariance Structure. In: Journal of Business & Economic Statistics.
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1995Small sample properties of estimators of non-linear models of covariance structure.(1995) In: Research Working Paper.
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2009Tests of Equal Predictive Ability With Real-Time Data In: Journal of Business & Economic Statistics.
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article58
2007Tests of equal predictive ability with real-time data.(2007) In: Research Working Paper.
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2008Tests of equal predictive ability with real-time data.(2008) In: Working Papers.
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2011Real-Time Density Forecasts From Bayesian Vector Autoregressions With Stochastic Volatility In: Journal of Business & Economic Statistics.
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2011Real-Time Density Forecasts From Bayesian Vector Autoregressions With Stochastic Volatility.(2011) In: Journal of Business & Economic Statistics.
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2017Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors In: BIS Working Papers.
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2018Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors.(2018) In: Working Papers (Old Series).
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2018Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors.(2018) In: Working Papers.
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2017Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors.(2017) In: Working Papers.
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2015Realtime nowcasting with a Bayesian mixed frequency model with stochastic volatility In: Journal of the Royal Statistical Society Series A.
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2013Real-Time Nowcasting with a Bayesian Mixed Frequency Model with Stochastic Volatility.(2013) In: CEPR Discussion Papers.
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2012Real-time nowcasting with a Bayesian mixed frequency model with stochastic volatility.(2012) In: Working Papers (Old Series).
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2009Combining Forecasts from Nested Models In: Oxford Bulletin of Economics and Statistics.
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article17
2007Combining forecasts from nested models.(2007) In: Finance and Economics Discussion Series.
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2006Combining forecasts from nested models.(2006) In: Research Working Paper.
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This paper has another version. Agregated cites: 17
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2008Combining forecasts from nested models.(2008) In: Working Papers.
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2012The macroeconomic forecasting performance of autoregressive models with alternative specifications of time-varying volatility In: Working Paper.
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2012The macroeconomic forecasting performance of autoregressive models with alternative specifications of time-varying volatility.(2012) In: Working Papers (Old Series).
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2014Have standard VARs remained stable since the crisis? In: Working Paper.
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2016Have Standard VARs Remained Stable Since the Crisis?.(2016) In: CEPR Discussion Papers.
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2014Have Standard VARs Remained Stable since the Crisis?.(2014) In: Working Papers (Old Series).
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2017Have Standard VARS Remained Stable Since the Crisis?.(2017) In: Journal of Applied Econometrics.
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2015Using Entropic Tilting to Combine BVAR Forecasts with External Nowcasts In: Working Papers.
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2015Using Entropic Tilting to Combine BVAR Forecasts with External Nowcasts.(2015) In: Working Papers (Old Series).
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2017Using Entropic Tilting to Combine BVAR Forecasts With External Nowcasts.(2017) In: Journal of Business & Economic Statistics.
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2015Using Entropic Tilting to Combine BVAR Forecasts with External Nowcasts.(2015) In: Annual Conference 2015 (Muenster): Economic Development - Theory and Policy.
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This paper has another version. Agregated cites: 4
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2011Bayesian VARs: Specification Choices and Forecast Accuracy In: CEPR Discussion Papers.
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2011Bayesian VARs: specification choices and forecast accuracy.(2011) In: Working Papers (Old Series).
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2015Bayesian VARs: Specification Choices and Forecast Accuracy.(2015) In: Journal of Applied Econometrics.
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2012Common Drifting Volatility in Large Bayesian VARs In: CEPR Discussion Papers.
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2012Common Drifting Volatility in Large Bayesian VARs.(2012) In: Economics Working Papers.
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2012Common drifting volatility in large Bayesian VARs.(2012) In: Working Papers (Old Series).
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2016Common Drifting Volatility in Large Bayesian VARs.(2016) In: Journal of Business & Economic Statistics.
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2014No Arbitrage Priors, Drifting Volatilities, and the Term Structure of Interest Rates In: CEPR Discussion Papers.
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2014HOW THE ECONOMY WORKS: CONFIDENCE, CRASHES, AND SELF-FULFILLING PROPHECIES BY ROGER E. A. FARMER Roger E. A. Farmer Oxford University Press, New York, 2010 In: Macroeconomic Dynamics.
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2000Tests of Equal Forecast Accuracy and Encompassing for Nested Models In: Econometric Society World Congress 2000 Contributed Papers.
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paper530
2001Tests of equal forecast accuracy and encompassing for nested models.(2001) In: Journal of Econometrics.
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1999Tests of equal forecast accuracy and encompassing for nested models.(1999) In: Research Working Paper.
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1999Tests of Equal Forecast Accuracy and Encompassing for Nested Models.(1999) In: Computing in Economics and Finance 1999.
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2011Decomposing the declining volatility of long-term inflation expectations In: Journal of Economic Dynamics and Control.
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article27
2009Decomposing the declining volatility of long-term inflation expectations.(2009) In: Research Working Paper.
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2013Advances in Forecast Evaluation In: Handbook of Economic Forecasting.
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2011Advances in forecast evaluation.(2011) In: Working Papers (Old Series).
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This paper has another version. Agregated cites: 35
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2011Advances in forecast evaluation.(2011) In: Working Papers.
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This paper has another version. Agregated cites: 35
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2005Estimating equilibrium real interest rates in real time In: The North American Journal of Economics and Finance.
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article88
2004Estimating equilibrium real interest rates in real time.(2004) In: Research Working Paper.
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2004Estimating equilibrium real interest rates in real-time.(2004) In: Discussion Paper Series 1: Economic Studies.
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2005The power of tests of predictive ability in the presence of structural breaks In: Journal of Econometrics.
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article52
2006Using out-of-sample mean squared prediction errors to test the martingale difference hypothesis In: Journal of Econometrics.
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article251
2004Using out-of-sample mean squared prediction errors to test the Martingale difference hypothesis.(2004) In: Research Working Paper.
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2007Approximately normal tests for equal predictive accuracy in nested models In: Journal of Econometrics.
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article618
2005Approximately normal tests for equal predictive accuracy in nested models.(2005) In: Research Working Paper.
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2006Approximately Normal Tests for Equal Predictive Accuracy in Nested Models.(2006) In: NBER Technical Working Papers.
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2012In-sample tests of predictive ability: A new approach In: Journal of Econometrics.
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2009In-sample tests of predictive ability: a new approach.(2009) In: Research Working Paper.
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2009In-sample tests of predictive ability: a new approach.(2009) In: Working Papers.
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2015Nested forecast model comparisons: A new approach to testing equal accuracy In: Journal of Econometrics.
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2009Nested forecast model comparisons: a new approach to testing equal accuracy.(2009) In: Research Working Paper.
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2009Nested forecast model comparisons: a new approach to testing equal accuracy.(2009) In: Working Papers.
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2001Borders and business cycles In: Journal of International Economics.
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article255
1999Borders and business cycles.(1999) In: Research Working Paper.
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1999Borders and business cycles.(1999) In: Staff Reports.
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2014Evaluating alternative models of trend inflation In: International Journal of Forecasting.
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1995Rents and prices of housing across areas of the United States. A cross-section examination of the present value model In: Regional Science and Urban Economics.
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20142013 Annual Report Why Inflation Is Very Low, and Why It Matters In: Annual Report.
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2014The Importance of Trend Inflation in the Search for Missing Disinflation In: Economic Commentary.
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2015Measuring Inflation Forecast Uncertainty In: Economic Commentary.
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2011Food and energy price shocks: what other prices are affected? In: Economic Commentary.
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2012Policy rules in macroeconomic forecasting models In: Economic Commentary.
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2013Forecasting implications of the recent decline in inflation In: Economic Commentary.
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2011Tests of equal forecast accuracy for overlapping models In: Working Papers (Old Series).
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2011Tests of equal forecast accuracy for overlapping models.(2011) In: Working Papers.
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2014TESTS OF EQUAL FORECAST ACCURACY FOR OVERLAPPING MODELS.(2014) In: Journal of Applied Econometrics.
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2011A Bayesian evaluation of alternative models of trend inflation In: Working Papers (Old Series).
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2011A Bayesian evaluation of alternative models of trend inflation.(2011) In: Research Working Paper.
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2015Tracing Out Capital Flows: How Financially Integrated Banks Respond to Natural Disasters In: Working Papers (Old Series).
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2014Evaluating Conditional Forecasts from Vector Autoregressions In: Working Papers (Old Series).
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2014Evaluating Conditional Forecasts from Vector Autoregressions.(2014) In: Working Papers.
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2015A New Model of Inflation, Trend Inflation, and Long-Run Inflation Expectations In: Working Papers (Old Series).
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2016Large Vector Autoregressions with Stochastic Volatility and Flexible Priors In: Working Papers (Old Series).
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2018Assessing International Commonality in Macroeconomic Uncertainty and Its Effects In: Working Papers (Old Series).
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2018Endogenous Uncertainty In: Working Papers (Old Series).
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2007Forecasting with small macroeconomic VARs in the presence of instabilities In: Finance and Economics Discussion Series.
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2007Averaging forecasts from VARs with uncertain instabilities In: Finance and Economics Discussion Series.
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paper95
2006Averaging forecasts from VARs with uncertain instabilities.(2006) In: Research Working Paper.
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2008Averaging forecasts from VARs with uncertain instabilities.(2008) In: Working Papers.
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2010Averaging forecasts from VARs with uncertain instabilities.(2010) In: Journal of Applied Econometrics.
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1994Nominal GDP targeting rules: can they stabilize the economy? In: Economic Review.
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1995Do producer prices lead consumer prices? In: Economic Review.
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1996U.S. inflation developments in 1995 In: Economic Review.
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1997U.S. inflation developments in 1996 In: Economic Review.
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1998Progress toward price stability : a 1997 inflation report In: Economic Review.
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1999A comparison of the CPI and the PCE price index In: Economic Review.
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2001Comparing measures of core inflation In: Economic Review.
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2004An evaluation of the decline in goods inflation In: Economic Review.
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2006The trend growth rate of employment : past, present, and future In: Economic Review.
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2008Has the behavior of inflation and long-term inflation expectations changed? In: Economic Review.
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2009Is the Great Moderation over? an empirical analysis In: Economic Review.
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1992Business cycle fluctuations in U.S. regions and industries: the roles of national, region-specific, and industry-specific shocks In: Research Working Paper.
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1993Rents and prices of housing across areas of the U.S.: a cross-section examination of the present value model In: Research Working Paper.
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1993Cross-country evidence on long run growth and inflation In: Research Working Paper.
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1997Cross-country Evidence on Long-Run Growth and Inflation..(1997) In: Economic Inquiry.
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This paper has another version. Agregated cites: 47
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1994A comparison of two approaches to measuring common and idiosyncratic components in sets of time series variables In: Research Working Paper.
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1995Forecasting an aggregate of cointegrated disaggregates In: Research Working Paper.
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1996Finite-sample properties of tests for forecast equivalence In: Research Working Paper.
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1996The responses of prices at different stages of production to monetary policy shocks In: Research Working Paper.
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paper54
1999The Responses Of Prices At Different Stages Of Production To Monetary Policy Shocks.(1999) In: The Review of Economics and Statistics.
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1997Do producer prices help predict consumer prices? In: Research Working Paper.
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1998The sources of fluctuations within and across countries In: Research Working Paper.
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2000Can out-of-sample forecast comparisons help prevent overfitting? In: Research Working Paper.
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2004Can out-of-sample forecast comparisons help prevent overfitting?.(2004) In: Journal of Forecasting.
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2001Evaluating long-horizon forecasts In: Research Working Paper.
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2002Forecast-based model selection in the presence of structural breaks In: Research Working Paper.
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2003The predictive content of the output gap for inflation : resolving in-sample and out-of-sample evidence In: Research Working Paper.
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2006The Predictive Content of the Output Gap for Inflation: Resolving In-Sample and Out-of-Sample Evidence.(2006) In: Journal of Money, Credit and Banking.
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2003The Predictive Content of the Output Gap for Inflation: Resolving In-Sample and Out-of-Sample Evidence.(2003) In: Computing in Economics and Finance 2003.
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2003Disaggregate evidence on the persistence of consumer price inflation In: Research Working Paper.
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2006Disaggregate evidence on the persistence of consumer price inflation.(2006) In: Journal of Applied Econometrics.
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2004Improving forecast accuracy by combining recursive and rolling forecasts In: Research Working Paper.
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2008Improving forecast accuracy by combining recursive and rolling forecasts.(2008) In: Working Papers.
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2009IMPROVING FORECAST ACCURACY BY COMBINING RECURSIVE AND ROLLING FORECASTS.(2009) In: International Economic Review.
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2006Forecasting of small macroeconomic VARs in the presence of instabilities In: Research Working Paper.
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2008An empirical assessment of the relationships among inflation and short- and long-term expectations In: Research Working Paper.
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2009Time variation in the inflation passthrough of energy prices In: Research Working Paper.
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2010Time Variation in the Inflation Passthrough of Energy Prices.(2010) In: Journal of Money, Credit and Banking.
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2009Real-time density forecasts from VARs with stochastic volatility In: Research Working Paper.
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2010Testing for unconditional predictive ability In: Working Papers.
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2010Reality checks and nested forecast model comparisons In: Working Papers.
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2013Evaluating the accuracy of forecasts from vector autoregressions In: Working Papers.
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2005Using Out-of-Sample Mean Squared Prediction Errors to Test the Martingale Difference In: NBER Technical Working Papers.
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2015Large Vector Autoregressions with Asymmetric Priors In: Working Papers.
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2015Large Vector Autoregressions with Asymmetric Priors.(2015) In: Working Papers.
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2005Evaluating Direct Multistep Forecasts In: Econometric Reviews.
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2011Reality Checks and Comparisons of Nested Predictive Models In: Journal of Business & Economic Statistics.
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1998Employment Fluctuations in U.S. Regions and Industries: The Roles of National, Region-Specific, and Industry-Specific Shocks. In: Journal of Labor Economics.
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2015Macroeconomic Forecasting Performance under Alternative Specifications of Time‐Varying Volatility In: Journal of Applied Econometrics.
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article66
2017Tests of Predictive Ability for Vector Autoregressions Used for Conditional Forecasting In: Journal of Applied Econometrics.
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2018A New Model of Inflation, Trend Inflation, and Long†Run Inflation Expectations In: Journal of Money, Credit and Banking.
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