28
H index
46
i10 index
3450
Citations
Todd Clark : Citation Profile
Federal Reserve Bank of Cleveland | RESEARCH PRODUCTION: 55 Articles 87 Papers 1 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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26 years (1992 - 2018). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Todd Clark. | Is cited by:
| Cites to:
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Main data
Where Todd Clark has published?
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Research Working Paper / Federal Reserve Bank of Kansas City | 32 |
| Working Papers (Old Series) / Federal Reserve Bank of Cleveland | 17 |
| Working Papers / Federal Reserve Bank of St. Louis | 13 |
| Finance and Economics Discussion Series / Board of Governors of the Federal Reserve System (US) | 3 |
Recent works citing Todd Clark (2018 and 2017)
| Year | Title of citing document | |
|---|---|---|
| 2017 | Statistical tests for equal predictive ability across multiple forecasting methods. (2017). Borup, Daniel ; Thyrsgaard, Martin. In: CREATES Research Papers. RePEc:aah:create:2017-19. Full description at Econpapers || Download paper | |
| 2018 | Forecasting dynamically asymmetric fluctuations of the U.S. business cycle. (2018). Zanetti Chini, Emilio. In: CREATES Research Papers. RePEc:aah:create:2018-13. Full description at Econpapers || Download paper | |
| 2018 | A 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. Full description at Econpapers || Download paper | |
| 2017 | Economic 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. Full description at Econpapers || Download paper | |
| 2019 | Assessing 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. Full description at Econpapers || Download paper | |
| 2019 | Longevity 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. Full description at Econpapers || Download paper | |
| 2017 | Speculation 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. Full description at Econpapers || Download paper | |
| 2018 | How 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. Full description at Econpapers || Download paper | |
| 2017 | A Model of the Fed’s View on Inflation. (2017). Ricco, Giovanni ; Reichlin, Lucrezia ; Pellegrino, Filippo ; Hasenzagl, Thomas. In: Economic Research Papers. RePEc:ags:uwarer:269087. Full description at Econpapers || Download paper | |
| 2018 | Testing for Common Breaks in a Multiple Equations System. (2018). Perron, Pierre ; Oka, Tatsushi. In: Papers. RePEc:arx:papers:1606.00092. Full description at Econpapers || Download paper | |
| 2017 | Time Series Copulas for Heteroskedastic Data. (2017). Loaiza-Maya, Rub'En ; Maneesoonthorn, Worapree ; Smith, Michael S. In: Papers. RePEc:arx:papers:1701.07152. Full description at Econpapers || Download paper | |
| 2018 | News Co-Occurrence, Attention Spillover and Return Predictability. (2018). Tao, Yubo ; Guo, LI. In: Papers. RePEc:arx:papers:1703.02715. Full description at Econpapers || Download paper | |
| 2017 | How 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. Full description at Econpapers || Download paper | |
| 2018 | Sparse Bayesian vector autoregressions in huge dimensions. (2018). Kastner, Gregor ; Huber, Florian. In: Papers. RePEc:arx:papers:1704.03239. Full description at Econpapers || Download paper | |
| 2018 | Comparing 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. Full description at Econpapers || Download paper | |
| 2018 | Predicting 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. Full description at Econpapers || Download paper | |
| 2018 | Multifractal 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. Full description at Econpapers || Download paper | |
| 2018 | Stochastic 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. Full description at Econpapers || Download paper | |
| 2019 | Bayesian MIDAS Penalized Regressions: Estimation, Selection, and Prediction. (2019). Mogliani, Matteo. In: Papers. RePEc:arx:papers:1903.08025. Full description at Econpapers || Download paper | |
| 2017 | Murphy Diagrams: Forecast Evaluation of Expected Shortfall. (2017). Ziegel, Johanna F ; Fasciati, Fernando ; Jordan, Alexander ; Krueger, Fabian . In: Working Papers. RePEc:awi:wpaper:0632. Full description at Econpapers || Download paper | |
| 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. Full description at Econpapers || Download paper | |
| 2017 | Assessing the Business Outlook Survey Indicator Using Real-Time Data. (2017). Pichette, Lise ; Robitaille, Marie-Noelle. In: Discussion Papers. RePEc:bca:bocadp:17-5. Full description at Econpapers || Download paper | |
| 2018 | Nowcasting Canadian Economic Activity in an Uncertain Environment. (2018). Chernis, Tony ; Sekkel, Rodrigo. In: Discussion Papers. RePEc:bca:bocadp:18-9. Full description at Econpapers || Download paper | |
| 2017 | Markov-Switching Three-Pass Regression Filter. (2017). Marcellino, Massimiliano ; Leiva-Leon, Danilo ; Guérin, Pierre ; Guerin, Pierre . In: Staff Working Papers. RePEc:bca:bocawp:17-13. Full description at Econpapers || Download paper | |
| 2017 | Assessing 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. Full description at Econpapers || Download paper | |
| 2017 | Did 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. Full description at Econpapers || Download paper | |
| 2018 | Dismiss 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. Full description at Econpapers || Download paper | |
| 2018 | State Correlation and Forecasting: A Bayesian Approach Using Unobserved Components Models. (2018). Uzeda, Luis. In: Staff Working Papers. RePEc:bca:bocawp:18-14. Full description at Econpapers || Download paper | |
| 2018 | Sluggish Forecasts. (2018). Jain, Monica. In: Staff Working Papers. RePEc:bca:bocawp:18-39. Full description at Econpapers || Download paper | |
| 2019 | The 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. Full description at Econpapers || Download paper | |
| 2017 | Regional business cycles across europe. (2017). Gómez-Loscos, Ana ; Gadea, MarÃa ; Bandres, Eduardo ; Gomez-Loscos, Ana ; Gadea-Rivas, Maria Dolores . In: Occasional Papers. RePEc:bde:opaper:1702. Full description at Econpapers || Download paper | |
| 2017 | The evolution of regional economic interlinkages in Europe. (2017). Leiva-Leon, Danilo ; Gómez-Loscos, Ana ; Gadea, MarÃa ; Gadea-Rivas, Maria Dolores ; Gomez-Loscos, Ana. In: Working Papers. RePEc:bde:wpaper:1705. Full description at Econpapers || Download paper | |
| 2017 | Optimal density forecast combinations. (2017). Ganics, Gergely. In: Working Papers. RePEc:bde:wpaper:1751. Full description at Econpapers || Download paper | |
| 2018 | Nowcasting 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. Full description at Econpapers || Download paper | |
| 2019 | Exploring trend inFLation dynamics in Euro Area countries. (2019). Correa-Lopez, Monica ; Schlepper, Kathi ; Pacce, Matias. In: Working Papers. RePEc:bde:wpaper:1909. Full description at Econpapers || Download paper | |
| 2018 | Forecasting 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. Full description at Econpapers || Download paper | |
| 2018 | The 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. Full description at Econpapers || Download paper | |
| 2019 | Forecasting the Colombian Unemployment Rate Using Labour Force Flows. (2019). Zarate-Solano, Hector M ; Lasso-Valderrama, Francisco. In: Borradores de Economia. RePEc:bdr:borrec:1073. Full description at Econpapers || Download paper | |
| 2017 | Insight 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. Full description at Econpapers || Download paper | |
| 2018 | Explaining 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. Full description at Econpapers || Download paper | |
| 2019 | Bayesian MIDAS penalized regressions: estimation, selection, and prediction. (2019). Mogliani, Matteo. In: Working papers. RePEc:bfr:banfra:713. Full description at Econpapers || Download paper | |
| 2019 | Identifying 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. Full description at Econpapers || Download paper | |
| 2019 | VAR-Based Granger-Causality Test in the Presence of Instabilities. (2019). Rossi, Barbara ; Wang, Yiru. In: Working Papers. RePEc:bge:wpaper:1083. Full description at Econpapers || Download paper | |
| 2017 | Safety, Liquidity, and the Natural Rate of Interest. (2017). Tambalotti, Andrea ; Giannone, Domenico ; Del Negro, Marco ; Giannoni, Marc P. In: Brookings Papers on Economic Activity. RePEc:bin:bpeajo:v:48:y:2017:i:2017-01:p:235-316. Full description at Econpapers || Download paper | |
| 2017 | The 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. Full description at Econpapers || Download paper | |
| 2018 | Global factors and trend inflation. (2018). Wong, Benjamin ; Kamber, Gunes. In: BIS Working Papers. RePEc:bis:biswps:688. Full description at Econpapers || Download paper | |
| 2018 | A 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. Full description at Econpapers || Download paper | |
| 2018 | The likelihood of effective lower bound events. (2018). Franta, Michal. In: BIS Working Papers. RePEc:bis:biswps:731. Full description at Econpapers || Download paper | |
| 2017 | Economic 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. Full description at Econpapers || Download paper | |
| 2018 | Out‐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. Full description at Econpapers || Download paper | |
| 2018 | Improving 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. Full description at Econpapers || Download paper | |
| 2018 | MEASURING 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. Full description at Econpapers || Download paper | |
| 2018 | DO 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. Full description at Econpapers || Download paper | |
| 2018 | EUROPEAN 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. Full description at Econpapers || Download paper | |
| 2018 | DOES 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. Full description at Econpapers || Download paper | |
| 2018 | MEASUREMENT 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. Full description at Econpapers || Download paper | |
| 2019 | LIMITED 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. Full description at Econpapers || Download paper | |
| 2018 | Assessing 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. Full description at Econpapers || Download paper | |
| 2018 | Why 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. Full description at Econpapers || Download paper | |
| 2017 | Equilibrium 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. Full description at Econpapers || Download paper | |
| 2018 | FACTOR 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. Full description at Econpapers || Download paper | |
| 2017 | Mismatch 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. Full description at Econpapers || Download paper | |
| 2018 | Measuring 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. Full description at Econpapers || Download paper | |
| 2017 | House 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. Full description at Econpapers || Download paper | |
| 2017 | Bilateral 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. Full description at Econpapers || Download paper | |
| 2017 | The 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. Full description at Econpapers || Download paper | |
| 2018 | Comparing 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. Full description at Econpapers || Download paper | |
| 2018 | The 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. Full description at Econpapers || Download paper | |
| 2018 | International 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. Full description at Econpapers || Download paper | |
| 2019 | Should we care? : The economic effects of financial sanctions on the Russian economy. (2019). Mamonov, Mikhail ; Pestova, Anna. In: BOFIT Discussion Papers. RePEc:bof:bofitp:2019_013. Full description at Econpapers || Download paper | |
| 2017 | Forecasting the equity risk premium with frequency-decomposed predictors. (2017). Verona, Fabio ; Faria, Gonçalo. In: Research Discussion Papers. RePEc:bof:bofrdp:2017_001. Full description at Econpapers || Download paper | |
| 2018 | The 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. Full description at Econpapers || Download paper | |
| 2018 | Predicting relative forecasting performance : An empirical investigation. (2018). Sekhposyan, Tatevik ; Granziera, Eleonora. In: Research Discussion Papers. RePEc:bof:bofrdp:2018_023. Full description at Econpapers || Download paper | |
| 2017 | Advanced economies and emerging markets: dissecting the drivers of business cycle synchronization. (2017). Karadimitropoulou, Aikaterini. In: Working Papers. RePEc:bog:wpaper:238. Full description at Econpapers || Download paper | |
| 2019 | The 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. Full description at Econpapers || Download paper | |
| 2017 | Inflation 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. Full description at Econpapers || Download paper | |
| 2017 | Multi-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. Full description at Econpapers || Download paper | |
| 2017 | Forecasting Stock Returns: A Predictor-Constrained Approach. (2017). Pettenuzzo, Davide. In: Working Papers. RePEc:brd:wpaper:116. Full description at Econpapers || Download paper | |
| 2018 | Forecasting Stock Returns: A Predictor-Constrained Approach. (2018). Pettenuzzo, Davide ; Wang, Yudong ; Pan, Zhiyuan. In: Working Papers. RePEc:brd:wpaper:116r. Full description at Econpapers || Download paper | |
| 2017 | Monetary News Shocks. (2017). Khan, Hashmat ; Gunn, Christopher ; Ben Zeev, Nadav. In: Carleton Economic Papers. RePEc:car:carecp:15-02. Full description at Econpapers || Download paper | |
| 2019 | Does Business Confidence Matter for Investment?. (2017). Khan, Hashmat ; Upadhayaya, Santosh. In: Carleton Economic Papers. RePEc:car:carecp:17-13. Full description at Econpapers || Download paper | |
| 2017 | Fat 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. Full description at Econpapers || Download paper | |
| 2017 | Predicting 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. Full description at Econpapers || Download paper | |
| 2018 | Order Invariant Tests for Proper Calibration of Multivariate Density Forecasts. (2018). Dovern, Jonas ; Manner, Hans. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7023. Full description at Econpapers || Download paper | |
| 2019 | Forecasting 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. Full description at Econpapers || Download paper | |
| 2017 | Die 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. Full description at Econpapers || Download paper | |
| 2018 | Macroeconomic Uncertainty and Forecasting Macroeconomic Aggregates. (2018). Reif, Magnus. In: ifo Working Paper Series. RePEc:ces:ifowps:_265. Full description at Econpapers || Download paper | |
| 2018 | Forecasting using mixed-frequency VARs with time-varying parameters. (2018). Reif, Magnus ; Heinrich, Markus. In: ifo Working Paper Series. RePEc:ces:ifowps:_273. Full description at Econpapers || Download paper | |
| 2018 | Can 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. Full description at Econpapers || Download paper | |
| 2017 | System Priors for Econometric Time Series. (2017). Plašil, Miroslav ; Andrle, Michal ; Plasil, Miroslav . In: Working Papers. RePEc:cnb:wpaper:2017/01. Full description at Econpapers || Download paper | |
| 2018 | The Likelihood of Effective Lower Bound Events. (2018). Franta, Michal. In: Working Papers. RePEc:cnb:wpaper:2018/3. Full description at Econpapers || Download paper | |
| 2019 | Efectos de los anuncios de política monetaria y la credibilidad sobre las expectativas de inflación: evidencia para Colombia. (2019). Anzoategui-Zapata, Juan Camilo ; Galvis, Juan Camilo. In: Revista Apuntes del Cenes. RePEc:col:000152:017358. Full description at Econpapers || Download paper | |
| 2017 | Did 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. Full description at Econpapers || Download paper | |
| 2017 | Deflating 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. Full description at Econpapers || Download paper | |
| 2017 | Instability, imprecision and inconsistent use of equilibrium real interest rate estimates. (2017). Wieland, Volker ; Beyer, Robert. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11927. Full description at Econpapers || Download paper | |
| 2018 | Pockets of Predictability. (2018). Farmer, Leland ; Timmermann, Allan G ; Schmidt, Lawrence . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12885. Full description at Econpapers || Download paper | |
| 2019 | Inflation Expectations: Review and Evidence. (2019). Panizza, Ugo ; Matsuoka, Hideaki ; Kose, Ayhan ; Vorisek, Dana . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13601. Full description at Econpapers || Download paper | |
| More than 100 citations found, this list is not complete... |
Works by Todd Clark:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2016 | Measuring Uncertainty and Its Impact on the Economy In: BAFFI CAREFIN Working Papers. [Full Text][Citation analysis] | paper | 9 |
| 2017 | Measuring Uncertainty and Its Impact on the Economy.(2017) In: Working Papers (Old Series). [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | paper | |
| 2018 | Measuring Uncertainty and Its Impact on the Economy.(2018) In: The Review of Economics and Statistics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | article | |
| 1996 | Small-Sample Properties of Estimators of Nonlinear Models of Covariance Structure. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 37 |
| 1995 | Small sample properties of estimators of non-linear models of covariance structure.(1995) In: Research Working Paper. [Citation analysis] This paper has another version. Agregated cites: 37 | paper | |
| 2009 | Tests of Equal Predictive Ability With Real-Time Data In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 58 |
| 2007 | Tests of equal predictive ability with real-time data.(2007) In: Research Working Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 58 | paper | |
| 2008 | Tests of equal predictive ability with real-time data.(2008) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 58 | paper | |
| 2011 | Real-Time Density Forecasts From Bayesian Vector Autoregressions With Stochastic Volatility In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 124 |
| 2011 | Real-Time Density Forecasts From Bayesian Vector Autoregressions With Stochastic Volatility.(2011) In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 124 | article | |
| 2017 | Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors In: BIS Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2018 | Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors.(2018) In: Working Papers (Old Series). [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2018 | Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors.(2018) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2017 | Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors.(2017) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2015 | Realtime nowcasting with a Bayesian mixed frequency model with stochastic volatility In: Journal of the Royal Statistical Society Series A. [Full Text][Citation analysis] | article | 29 |
| 2013 | Real-Time Nowcasting with a Bayesian Mixed Frequency Model with Stochastic Volatility.(2013) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 29 | paper | |
| 2012 | Real-time nowcasting with a Bayesian mixed frequency model with stochastic volatility.(2012) In: Working Papers (Old Series). [Full Text][Citation analysis] This paper has another version. Agregated cites: 29 | paper | |
| 2009 | Combining Forecasts from Nested Models In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 17 |
| 2007 | Combining forecasts from nested models.(2007) In: Finance and Economics Discussion Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 17 | paper | |
| 2006 | Combining forecasts from nested models.(2006) In: Research Working Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 17 | paper | |
| 2008 | Combining forecasts from nested models.(2008) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 17 | paper | |
| 2012 | The macroeconomic forecasting performance of autoregressive models with alternative specifications of time-varying volatility In: Working Paper. [Full Text][Citation analysis] | paper | 13 |
| 2012 | The macroeconomic forecasting performance of autoregressive models with alternative specifications of time-varying volatility.(2012) In: Working Papers (Old Series). [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | paper | |
| 2014 | Have standard VARs remained stable since the crisis? In: Working Paper. [Full Text][Citation analysis] | paper | 12 |
| 2016 | Have Standard VARs Remained Stable Since the Crisis?.(2016) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 12 | paper | |
| 2014 | Have Standard VARs Remained Stable since the Crisis?.(2014) In: Working Papers (Old Series). [Full Text][Citation analysis] This paper has another version. Agregated cites: 12 | paper | |
| 2017 | Have Standard VARS Remained Stable Since the Crisis?.(2017) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 12 | article | |
| 2015 | Using Entropic Tilting to Combine BVAR Forecasts with External Nowcasts In: Working Papers. [Full Text][Citation analysis] | paper | 4 |
| 2015 | Using Entropic Tilting to Combine BVAR Forecasts with External Nowcasts.(2015) In: Working Papers (Old Series). [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
| 2017 | Using Entropic Tilting to Combine BVAR Forecasts With External Nowcasts.(2017) In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | article | |
| 2015 | Using Entropic Tilting to Combine BVAR Forecasts with External Nowcasts.(2015) In: Annual Conference 2015 (Muenster): Economic Development - Theory and Policy. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
| 2011 | Bayesian VARs: Specification Choices and Forecast Accuracy In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 77 |
| 2011 | Bayesian VARs: specification choices and forecast accuracy.(2011) In: Working Papers (Old Series). [Full Text][Citation analysis] This paper has another version. Agregated cites: 77 | paper | |
| 2015 | Bayesian VARs: Specification Choices and Forecast Accuracy.(2015) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 77 | article | |
| 2012 | Common Drifting Volatility in Large Bayesian VARs In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 34 |
| 2012 | Common Drifting Volatility in Large Bayesian VARs.(2012) In: Economics Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 34 | paper | |
| 2012 | Common drifting volatility in large Bayesian VARs.(2012) In: Working Papers (Old Series). [Full Text][Citation analysis] This paper has another version. Agregated cites: 34 | paper | |
| 2016 | Common Drifting Volatility in Large Bayesian VARs.(2016) In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 34 | article | |
| 2014 | No Arbitrage Priors, Drifting Volatilities, and the Term Structure of Interest Rates In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 3 |
| 2014 | HOW 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. [Full Text][Citation analysis] | article | 0 |
| 2000 | Tests of Equal Forecast Accuracy and Encompassing for Nested Models In: Econometric Society World Congress 2000 Contributed Papers. [Full Text][Citation analysis] | paper | 530 |
| 2001 | Tests of equal forecast accuracy and encompassing for nested models.(2001) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 530 | article | |
| 1999 | Tests of equal forecast accuracy and encompassing for nested models.(1999) In: Research Working Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 530 | paper | |
| 1999 | Tests of Equal Forecast Accuracy and Encompassing for Nested Models.(1999) In: Computing in Economics and Finance 1999. [Full Text][Citation analysis] This paper has another version. Agregated cites: 530 | paper | |
| 2011 | Decomposing the declining volatility of long-term inflation expectations In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 27 |
| 2009 | Decomposing the declining volatility of long-term inflation expectations.(2009) In: Research Working Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 27 | paper | |
| 2013 | Advances in Forecast Evaluation In: Handbook of Economic Forecasting. [Full Text][Citation analysis] | chapter | 35 |
| 2011 | Advances in forecast evaluation.(2011) In: Working Papers (Old Series). [Full Text][Citation analysis] This paper has another version. Agregated cites: 35 | paper | |
| 2011 | Advances in forecast evaluation.(2011) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 35 | paper | |
| 2005 | Estimating equilibrium real interest rates in real time In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 88 |
| 2004 | Estimating equilibrium real interest rates in real time.(2004) In: Research Working Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 88 | paper | |
| 2004 | Estimating equilibrium real interest rates in real-time.(2004) In: Discussion Paper Series 1: Economic Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 88 | paper | |
| 2005 | The power of tests of predictive ability in the presence of structural breaks In: Journal of Econometrics. [Full Text][Citation analysis] | article | 52 |
| 2006 | Using out-of-sample mean squared prediction errors to test the martingale difference hypothesis In: Journal of Econometrics. [Full Text][Citation analysis] | article | 251 |
| 2004 | Using out-of-sample mean squared prediction errors to test the Martingale difference hypothesis.(2004) In: Research Working Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 251 | paper | |
| 2007 | Approximately normal tests for equal predictive accuracy in nested models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 620 |
| 2005 | Approximately normal tests for equal predictive accuracy in nested models.(2005) In: Research Working Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 620 | paper | |
| 2006 | Approximately Normal Tests for Equal Predictive Accuracy in Nested Models.(2006) In: NBER Technical Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 620 | paper | |
| 2012 | In-sample tests of predictive ability: A new approach In: Journal of Econometrics. [Full Text][Citation analysis] | article | 13 |
| 2009 | In-sample tests of predictive ability: a new approach.(2009) In: Research Working Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | paper | |
| 2009 | In-sample tests of predictive ability: a new approach.(2009) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | paper | |
| 2015 | Nested forecast model comparisons: A new approach to testing equal accuracy In: Journal of Econometrics. [Full Text][Citation analysis] | article | 29 |
| 2009 | Nested forecast model comparisons: a new approach to testing equal accuracy.(2009) In: Research Working Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 29 | paper | |
| 2009 | Nested forecast model comparisons: a new approach to testing equal accuracy.(2009) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 29 | paper | |
| 2001 | Borders and business cycles In: Journal of International Economics. [Full Text][Citation analysis] | article | 255 |
| 1999 | Borders and business cycles.(1999) In: Research Working Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 255 | paper | |
| 1999 | Borders and business cycles.(1999) In: Staff Reports. [Full Text][Citation analysis] This paper has another version. Agregated cites: 255 | paper | |
| 2014 | Evaluating alternative models of trend inflation In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 30 |
| 1995 | Rents 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. [Full Text][Citation analysis] | article | 16 |
| 2014 | 2013 Annual Report Why Inflation Is Very Low, and Why It Matters In: Annual Report. [Full Text][Citation analysis] | article | 0 |
| 2014 | The Importance of Trend Inflation in the Search for Missing Disinflation In: Economic Commentary. [Full Text][Citation analysis] | article | 0 |
| 2015 | Measuring Inflation Forecast Uncertainty In: Economic Commentary. [Full Text][Citation analysis] | article | 2 |
| 2011 | Food and energy price shocks: what other prices are affected? In: Economic Commentary. [Full Text][Citation analysis] | article | 0 |
| 2012 | Policy rules in macroeconomic forecasting models In: Economic Commentary. [Full Text][Citation analysis] | article | 1 |
| 2013 | Forecasting implications of the recent decline in inflation In: Economic Commentary. [Full Text][Citation analysis] | article | 1 |
| 2011 | Tests of equal forecast accuracy for overlapping models In: Working Papers (Old Series). [Full Text][Citation analysis] | paper | 4 |
| 2011 | Tests of equal forecast accuracy for overlapping models.(2011) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
| 2014 | TESTS OF EQUAL FORECAST ACCURACY FOR OVERLAPPING MODELS.(2014) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | article | |
| 2011 | A Bayesian evaluation of alternative models of trend inflation In: Working Papers (Old Series). [Full Text][Citation analysis] | paper | 12 |
| 2011 | A Bayesian evaluation of alternative models of trend inflation.(2011) In: Research Working Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 12 | paper | |
| 2015 | Tracing Out Capital Flows: How Financially Integrated Banks Respond to Natural Disasters In: Working Papers (Old Series). [Full Text][Citation analysis] | paper | 12 |
| 2014 | Evaluating Conditional Forecasts from Vector Autoregressions In: Working Papers (Old Series). [Full Text][Citation analysis] | paper | 6 |
| 2014 | Evaluating Conditional Forecasts from Vector Autoregressions.(2014) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
| 2015 | A New Model of Inflation, Trend Inflation, and Long-Run Inflation Expectations In: Working Papers (Old Series). [Full Text][Citation analysis] | paper | 14 |
| 2016 | Large Vector Autoregressions with Stochastic Volatility and Flexible Priors In: Working Papers (Old Series). [Full Text][Citation analysis] | paper | 3 |
| 2018 | Assessing International Commonality in Macroeconomic Uncertainty and Its Effects In: Working Papers (Old Series). [Full Text][Citation analysis] | paper | 1 |
| 2018 | Endogenous Uncertainty In: Working Papers (Old Series). [Full Text][Citation analysis] | paper | 0 |
| 2007 | Forecasting with small macroeconomic VARs in the presence of instabilities In: Finance and Economics Discussion Series. [Full Text][Citation analysis] | paper | 13 |
| 2007 | Averaging forecasts from VARs with uncertain instabilities In: Finance and Economics Discussion Series. [Full Text][Citation analysis] | paper | 95 |
| 2006 | Averaging forecasts from VARs with uncertain instabilities.(2006) In: Research Working Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 95 | paper | |
| 2008 | Averaging forecasts from VARs with uncertain instabilities.(2008) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 95 | paper | |
| 2010 | Averaging forecasts from VARs with uncertain instabilities.(2010) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 95 | article | |
| 1994 | Nominal GDP targeting rules: can they stabilize the economy? In: Economic Review. [Full Text][Citation analysis] | article | 11 |
| 1995 | Do producer prices lead consumer prices? In: Economic Review. [Full Text][Citation analysis] | article | 15 |
| 1996 | U.S. inflation developments in 1995 In: Economic Review. [Full Text][Citation analysis] | article | 0 |
| 1997 | U.S. inflation developments in 1996 In: Economic Review. [Full Text][Citation analysis] | article | 0 |
| 1998 | Progress toward price stability : a 1997 inflation report In: Economic Review. [Full Text][Citation analysis] | article | 0 |
| 1999 | A comparison of the CPI and the PCE price index In: Economic Review. [Full Text][Citation analysis] | article | 19 |
| 2001 | Comparing measures of core inflation In: Economic Review. [Full Text][Citation analysis] | article | 40 |
| 2004 | An evaluation of the decline in goods inflation In: Economic Review. [Full Text][Citation analysis] | article | 5 |
| 2006 | The trend growth rate of employment : past, present, and future In: Economic Review. [Full Text][Citation analysis] | article | 3 |
| 2008 | Has the behavior of inflation and long-term inflation expectations changed? In: Economic Review. [Full Text][Citation analysis] | article | 14 |
| 2009 | Is the Great Moderation over? an empirical analysis In: Economic Review. [Full Text][Citation analysis] | article | 27 |
| 1992 | Business cycle fluctuations in U.S. regions and industries: the roles of national, region-specific, and industry-specific shocks In: Research Working Paper. [Citation analysis] | paper | 4 |
| 1993 | Rents and prices of housing across areas of the U.S.: a cross-section examination of the present value model In: Research Working Paper. [Citation analysis] | paper | 0 |
| 1993 | Cross-country evidence on long run growth and inflation In: Research Working Paper. [Citation analysis] | paper | 47 |
| 1997 | Cross-country Evidence on Long-Run Growth and Inflation..(1997) In: Economic Inquiry. [Citation analysis] This paper has another version. Agregated cites: 47 | article | |
| 1994 | A comparison of two approaches to measuring common and idiosyncratic components in sets of time series variables In: Research Working Paper. [Citation analysis] | paper | 0 |
| 1995 | Forecasting an aggregate of cointegrated disaggregates In: Research Working Paper. [Citation analysis] | paper | 0 |
| 1996 | Finite-sample properties of tests for forecast equivalence In: Research Working Paper. [Citation analysis] | paper | 5 |
| 1996 | The responses of prices at different stages of production to monetary policy shocks In: Research Working Paper. [Citation analysis] | paper | 54 |
| 1999 | The Responses Of Prices At Different Stages Of Production To Monetary Policy Shocks.(1999) In: The Review of Economics and Statistics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 54 | article | |
| 1997 | Do producer prices help predict consumer prices? In: Research Working Paper. [Citation analysis] | paper | 0 |
| 1998 | The sources of fluctuations within and across countries In: Research Working Paper. [Full Text][Citation analysis] | paper | 48 |
| 2000 | Can out-of-sample forecast comparisons help prevent overfitting? In: Research Working Paper. [Full Text][Citation analysis] | paper | 37 |
| 2004 | Can out-of-sample forecast comparisons help prevent overfitting?.(2004) In: Journal of Forecasting. [Full Text][Citation analysis] This paper has another version. Agregated cites: 37 | article | |
| 2001 | Evaluating long-horizon forecasts In: Research Working Paper. [Full Text][Citation analysis] | paper | 23 |
| 2002 | Forecast-based model selection in the presence of structural breaks In: Research Working Paper. [Full Text][Citation analysis] | paper | 9 |
| 2003 | The predictive content of the output gap for inflation : resolving in-sample and out-of-sample evidence In: Research Working Paper. [Full Text][Citation analysis] | paper | 73 |
| 2006 | The Predictive Content of the Output Gap for Inflation: Resolving In-Sample and Out-of-Sample Evidence.(2006) In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] This paper has another version. Agregated cites: 73 | article | |
| 2003 | The Predictive Content of the Output Gap for Inflation: Resolving In-Sample and Out-of-Sample Evidence.(2003) In: Computing in Economics and Finance 2003. [Citation analysis] This paper has another version. Agregated cites: 73 | paper | |
| 2003 | Disaggregate evidence on the persistence of consumer price inflation In: Research Working Paper. [Full Text][Citation analysis] | paper | 90 |
| 2006 | Disaggregate evidence on the persistence of consumer price inflation.(2006) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 90 | article | |
| 2004 | Improving forecast accuracy by combining recursive and rolling forecasts In: Research Working Paper. [Full Text][Citation analysis] | paper | 60 |
| 2008 | Improving forecast accuracy by combining recursive and rolling forecasts.(2008) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 60 | paper | |
| 2009 | IMPROVING FORECAST ACCURACY BY COMBINING RECURSIVE AND ROLLING FORECASTS.(2009) In: International Economic Review. [Full Text][Citation analysis] This paper has another version. Agregated cites: 60 | article | |
| 2006 | Forecasting of small macroeconomic VARs in the presence of instabilities In: Research Working Paper. [Full Text][Citation analysis] | paper | 3 |
| 2008 | An empirical assessment of the relationships among inflation and short- and long-term expectations In: Research Working Paper. [Full Text][Citation analysis] | paper | 13 |
| 2009 | Time variation in the inflation passthrough of energy prices In: Research Working Paper. [Full Text][Citation analysis] | paper | 32 |
| 2010 | Time Variation in the Inflation Passthrough of Energy Prices.(2010) In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] This paper has another version. Agregated cites: 32 | article | |
| 2009 | Real-time density forecasts from VARs with stochastic volatility In: Research Working Paper. [Full Text][Citation analysis] | paper | 3 |
| 2010 | Testing for unconditional predictive ability In: Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2010 | Reality checks and nested forecast model comparisons In: Working Papers. [Full Text][Citation analysis] | paper | 4 |
| 2013 | Evaluating the accuracy of forecasts from vector autoregressions In: Working Papers. [Full Text][Citation analysis] | paper | 5 |
| 2005 | Using Out-of-Sample Mean Squared Prediction Errors to Test the Martingale Difference In: NBER Technical Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2015 | Large Vector Autoregressions with Asymmetric Priors In: Working Papers. [Full Text][Citation analysis] | paper | 13 |
| 2015 | Large Vector Autoregressions with Asymmetric Priors.(2015) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | paper | |
| 2005 | Evaluating Direct Multistep Forecasts In: Econometric Reviews. [Full Text][Citation analysis] | article | 126 |
| 2011 | Reality Checks and Comparisons of Nested Predictive Models In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 1 |
| 1998 | Employment Fluctuations in U.S. Regions and Industries: The Roles of National, Region-Specific, and Industry-Specific Shocks. In: Journal of Labor Economics. [Full Text][Citation analysis] | article | 57 |
| 2015 | Macroeconomic Forecasting Performance under Alternative Specifications of Time‐Varying Volatility In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 67 |
| 2017 | Tests of Predictive Ability for Vector Autoregressions Used for Conditional Forecasting In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 4 |
| 2018 | A New Model of Inflation, Trend Inflation, and Long†Run Inflation Expectations In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] | article | 6 |
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