29
H index
48
i10 index
3775
Citations
Todd Clark : Citation Profile
Federal Reserve Bank of Cleveland | RESEARCH PRODUCTION: 61 Articles 90 Papers 1 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
|
28 years (1992 - 2020). 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:
|
Main data
Where Todd Clark has published?
Recent works citing Todd Clark (2020 and 2019)
| Year | Title of citing document | |
|---|---|---|
| 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 | |
| 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 | |
| 2020 | On bootstrapping tests of equal forecast accuracy for nested models. (2020). Haque, Qazi ; Doko Tchatoka, Firmin. In: School of Economics Working Papers. RePEc:adl:wpaper:2020-03. Full description at Econpapers || Download paper | |
| 2019 | Does macroeconomics help in predicting stock markets volatility comovements? A nonlinear approach. (2019). Rossi, Eduardo ; Palomba, Giulio ; Bucci, Andrea. In: Working Papers. RePEc:anc:wpaper:440. Full description at Econpapers || Download paper | |
| 2019 | 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 | |
| 2019 | Comparing the Forecasting Performances of Linear Models for Electricity Prices with High RES Penetration. (2018). Rossini, Luca ; Ravazzolo, Francesco ; 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 | |
| 2019 | Stochastic model specification in Markov switching vector error correction models. (2019). Zoerner, Thomas ; Huber, Florian ; Zorner, Thomas O. In: Papers. RePEc:arx:papers:1807.00529. Full description at Econpapers || Download paper | |
| 2020 | Bayesian MIDAS Penalized Regressions: Estimation, Selection, and Prediction. (2019). Mogliani, Matteo. In: Papers. RePEc:arx:papers:1903.08025. Full description at Econpapers || Download paper | |
| 2019 | Simulation smoothing for nowcasting with large mixed-frequency VARs. (2019). Ankargren, Sebastian ; Jon, Paulina. In: Papers. RePEc:arx:papers:1907.01075. Full description at Econpapers || Download paper | |
| 2019 | Comparing the forecasting of cryptocurrencies by Bayesian time-varying volatility models. (2019). Rossini, Luca ; Bohte, Rick. In: Papers. RePEc:arx:papers:1909.06599. Full description at Econpapers || Download paper | |
| 2019 | Boosting High Dimensional Predictive Regressions with Time Varying Parameters. (2019). Ng, Serena ; Yousuf, Kashif. In: Papers. RePEc:arx:papers:1910.03109. Full description at Econpapers || Download paper | |
| 2019 | Estimating Large Mixed-Frequency Bayesian VAR Models. (2019). Ankargren, Sebastian ; Jon, Paulina. In: Papers. RePEc:arx:papers:1912.02231. Full description at Econpapers || Download paper | |
| 2019 | Triple the gamma -- A unifying shrinkage prior for variance and variable selection in sparse state space and TVP models. (2019). Knaus, Peter ; Fruhwirth-Schnatter, Sylvia ; Cadonna, Annalisa. In: Papers. RePEc:arx:papers:1912.03100. Full description at Econpapers || Download paper | |
| 2019 | Adaptive Dynamic Model Averaging with an Application to House Price Forecasting. (2019). Pavlidis, Efthymios ; Yusupova, Alisa . In: Papers. RePEc:arx:papers:1912.04661. Full description at Econpapers || Download paper | |
| 2019 | Bayesian estimation of large dimensional time varying VARs using copulas. (2019). Tsionas, Mike ; Trapani, Lorenzo ; Izzeldin, Marwan. In: Papers. RePEc:arx:papers:1912.12527. Full description at Econpapers || Download paper | |
| 2020 | Equal Predictive Ability Tests for Panel Data with an Application to OECD and IMF Forecasts. (2020). Yang, Zhenlin ; Urga, Giovanni ; Pirotte, Alain ; Akgun, Oguzhan. In: Papers. RePEc:arx:papers:2003.02803. Full description at Econpapers || Download paper | |
| 2020 | Forecasts with Bayesian vector autoregressions under real time conditions. (2020). Pfarrhofer, Michael. In: Papers. RePEc:arx:papers:2004.04984. Full description at Econpapers || Download paper | |
| 2020 | The Murphy Decomposition and the Calibration-Resolution Principle: A New Perspective on Forecast Evaluation. (2020). Pohle, Marc-Oliver. In: Papers. RePEc:arx:papers:2005.01835. Full description at Econpapers || Download paper | |
| 2020 | Dynamic Shrinkage Priors for Large Time-varying Parameter Regressions using Scalable Markov Chain Monte Carlo Methods. (2020). Hauzenberger, Niko ; Koop, Gary ; Huber, Florian. In: Papers. RePEc:arx:papers:2005.03906. Full description at Econpapers || Download paper | |
| 2020 | Forecasting GDP growth from outer space. (2020). Galimberti, Jaqueson. In: Working Papers. RePEc:aut:wpaper:202002. 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 | 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 | |
| 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 | |
| 2019 | Exploring trend inFLation dynamics in Euro Area countries. (2019). Pacce, MatÃas ; Correa-Lopez, Monica ; Schlepper, Kathi . In: Working Papers. RePEc:bde:wpaper:1909. Full description at Econpapers || Download paper | |
| 2019 | From fixed-event to fixed-horizon density forecasts: obtaining measures of multi-horizon uncertainty from survey density forecasts. (2019). Sekhposyan, Tatevik ; Rossi, Barbara ; Ganics, Gergely. In: Working Papers. RePEc:bde:wpaper:1947. Full description at Econpapers || Download paper | |
| 2019 | Forecasting with instabilities: an application to DSGE models with financial frictions. (2019). Villa, Stefania ; Paccagnini, Alessia ; Cardani, Roberta. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1234_19. 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 | |
| 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 | Bayesian VAR Forecasts, Survey Information and Structural Change in the Euro Area. (2019). Ganics, Gergely ; Odendahl, Florens. In: Working papers. RePEc:bfr:banfra:733. 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 | |
| 2020 | From Fixed-Event to Fixed-Horizon Density Forecasts: Obtaining Measures of Multi-Horizon Uncertainty from Survey Density Forecasts. (2020). Sekhposyan, Tatevik ; Rossi, Barbara ; Ganics, Gergely. In: Working Papers. RePEc:bge:wpaper:1142. Full description at Econpapers || Download paper | |
| 2019 | Forecasting in the Presence of Instabilities: How Do We Know Whether Models Predict Well and How to Improve Them. (2019). Rossi, Barbara. In: Working Papers. RePEc:bge:wpaper:1162. Full description at Econpapers || Download paper | |
| 2019 | Financial conditions and purchasing managers indices: exploring the links. (2019). Shin, Hyun Song ; Mihaljek, Dubravko ; Lombardi, Marco ; Erik, Burcu. In: BIS Quarterly Review. RePEc:bis:bisqtr:1909g. 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 | |
| 2019 | Has globalization changed the inflation process?. (2019). Forbes, Kristin. In: BIS Working Papers. RePEc:bis:biswps:791. Full description at Econpapers || Download paper | |
| 2020 | The dollar, bank leverage and real economic activity: an evolving relationship. (2020). Mihaljek, Dubravko ; Lombardi, Marco ; Erik, Burcu ; Shin, Hyun Song. In: BIS Working Papers. RePEc:bis:biswps:847. Full description at Econpapers || Download paper | |
| 2019 | REGIME DEPENDENT EFFECT OF OUTPUT GROWTH ON OUTPUT GROWTH UNCERTAINTY: EVIDENCE FROM OECD COUNTRIES. (2019). Sarkar, Nityananda ; Chowdhury, Kushal Banik. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:71:y:2019:i:3:p:257-282. 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 | International Transmission of Macroeconomic Uncertainty in Small Open Economies: An Empirical Approach. (2018). Cross, Jamie ; Poon, Aubrey ; Hou, Chenghan. In: Working Papers. RePEc:bny:wpaper:0070. Full description at Econpapers || Download paper | |
| 2019 | Multivariate Bayesian Predictive Synthesis in Macroeconomic Forecasting. (2019). Aastveit, Knut Are ; West, Mike ; Nakajima, Jouchi ; McAlinn, Kenichiro. In: Working Papers. RePEc:bny:wpaper:0073. Full description at Econpapers || Download paper | |
| 2019 | Macroeconomic effects of political risk shocks. (2019). Hacioglu Hoke, Sinem. In: Bank of England working papers. RePEc:boe:boeewp:0841. 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 | |
| 2020 | Frequency-domain information for active portfolio management. (2020). Verona, Fabio ; Faria, Gonalo. In: Research Discussion Papers. RePEc:bof:bofrdp:2020_002. 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 | |
| 2019 | Testing for Changes in Forecasting Performance. (2018). Yamamoto, Yohei ; Perron, Pierre. In: Boston University - Department of Economics - Working Papers Series. RePEc:bos:wpaper:wp2019-003. Full description at Econpapers || Download paper | |
| 2019 | Does Business Confidence Matter for Investment?. (2019). 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 | |
| 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 | |
| 2019 | Forecasting Exports across Europe: What Are the Superior Survey Indicators?. (2019). Lehmann, Robert. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7846. Full description at Econpapers || Download paper | |
| 2019 | Macro-Financial Linkages in the High-Frequency Domain: The Effects of Uncertainty on Realized Volatility. (2019). Caporale, Guglielmo Maria ; Yfanti, Stavroula ; Karanasos, Menelaos. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8000. Full description at Econpapers || Download paper | |
| 2020 | Real-Time Forecasting Using Mixed-Frequency VARS with Time-Varying Parameters. (2020). Reif, Magnus ; Heinrich, Markus. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8054. Full description at Econpapers || Download paper | |
| 2020 | Macroeconomics, Nonlinearities, and the Business Cycle. (2020). Reif, Magnus. In: ifo Beiträge zur Wirtschaftsforschung. RePEc:ces:ifobei:87. Full description at Econpapers || Download paper | |
| 2019 | ifo Konjunkturprognose Winter 2019: Deutsche Konjunktur stabilisiert sich. (2019). Wohlrabe, Klaus ; Wolf, Anna ; Reif, Magnus ; Nierhaus, Wolfgang ; Mikosch, Heiner ; Lehmann, Robert ; Göttert, Marcell ; Šauer, Radek ; Rathje, Ann-Christin ; Neuwirth, Stefan ; Link, Sebastian ; Lautenbacher, Stefan ; Krolage, Carla ; Grimme, Christian ; Gottert, Marcell ; Eckert, Florian ; Stockli, Marc ; Wollmershauser, Timo. In: ifo Schnelldienst. RePEc:ces:ifosdt:v:72:y:2019:i:24:p:27-89. Full description at Econpapers || Download 2019 | Can economic perception surveys improve macroeconomic forecasting in Chile?. (2019). Medel, Carlos A. ; MARCEL, MARIO ; Chanut, Nicolas. In: Journal Economía Chilena (The Chilean Economy). RePEc:chb:bcchec:v:22:y:2019:i:3:p:034-097. Full description at Econpapers || Download paper |
| 2019 | Extracting information on economic activity from business and consumer surveys in an emerging economy (Chile). (2019). Pedersen, Michael ; Figueroa, Camila. In: Journal Economía Chilena (The Chilean Economy). RePEc:chb:bcchec:v:22:y:2019:i:3:p:098-131. Full description at Econpapers || Download paper | |
| 2019 | Hindsight vs. Real time measurement of the output gap: Implications for the Phillips curve in the Chilean Case. (2019). Fornero, Jorge ; Garcia, Pablo ; Figueroa, Camila. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:854. Full description at Econpapers || Download paper | |
| 2019 | How is Machine Learning Useful for Macroeconomic Forecasting?. (2019). Stevanovic, Dalibor ; Surprenant, Stephane ; Leroux, Maxime ; Coulombe, Philippe Goulet. In: CIRANO Working Papers. RePEc:cir:cirwor:2019s-22. 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 | 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 | |
| 2019 | Comparing Forecasting Performance with Panel Data. (2019). Zhu, Yinchu ; Timmermann, Allan G. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13746. Full description at Econpapers || Download paper | |
| 2019 | Do Any Economists Have Superior Forecasting Skills?. (2019). Zhu, Yinchu ; Timmermann, Allan ; Qu, Ritong. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14112. Full description at Econpapers || Download paper | |
| 2020 | From Fixed-event to Fixed-horizon Density Forecasts: Obtaining Measures of Multi-horizon Uncertainty from Survey Density Forecasts. (2020). Sekhposyan, Tatevik ; Rossi, Barbara ; Ganics, Gergely. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14267. Full description at Econpapers || Download paper | |
| 2020 | The Non-U.S. Bank Demand for U.S. Dollar Assets. (2020). Adrian, Tobias ; Xie, Peichu. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14437. Full description at Econpapers || Download paper | |
| 2020 | Forecasting in the Presence of Instabilities: How Do We Know Whether Models Predict Well and How to Improve Them. (2020). Rossi, Barbara. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14472. Full description at Econpapers || Download paper | |
| 2019 | Forecasting crude oil prices with DSGE models. (2019). Rubaszek, Michał. In: GRU Working Paper Series. RePEc:cth:wpaper:gru_2019_024. Full description at Econpapers || Download paper | |
| 2020 | Optimalmonetary policy in a model of vertical productionand tradewith reference currency. (2020). zou, heng-fu ; Wang, Chan ; Gong, Liutang. In: CEMA Working Papers. RePEc:cuf:wpaper:611. Full description at Econpapers || Download paper | |
| 2019 | The Jolly Ride of International Reserves and Commodity Prices: Evidence from Predictive Models. (2019). Isah, Kazeem ; Raheem, Ibrahim D. In: Working Papers. RePEc:cui:wpaper:0063. Full description at Econpapers || Download paper | |
| 2019 | Inflation in the euro area since the Global Financial Crisis. (2019). Samarina, Anna ; Galati, Gabriele ; Bonam, Dennis ; Stanga, Irina ; Hoeberichts, Marco ; Hindrayanto, Irma. In: DNB Occasional Studies. RePEc:dnb:dnbocs:1703. Full description at Econpapers || Download paper | |
| 2019 | Behavioral learning equilibria in the New Keynesian model. (2019). Mavromatis, Kostas(Konstantinos) ; Hommes, Cars ; Zhu, Mei ; Ozden, Tolga. In: DNB Working Papers. RePEc:dnb:dnbwpp:654. Full description at Econpapers || Download paper | |
| 2019 | Forecasting GDP Growth using Disaggregated GDP Revisions. (2019). Schipper, Tyler ; Nolan, Anna K ; Check, Adam J. In: Economics Bulletin. RePEc:ebl:ecbull:eb-18-00865. Full description at Econpapers || Download paper | |
| 2020 | International Drivers of Policy Uncertainty in Emerging Economies. (2020). SOAVE, GIAN PAULO . In: Economics Bulletin. RePEc:ebl:ecbull:eb-19-00839. Full description at Econpapers || Download paper | |
| 2019 | Mind the gap: a multi-country BVAR benchmark for the Eurosystem projections. (2019). Paredes, Joan ; Lenza, Michele ; Lalik, Magdalena ; Angelini, Elena . In: Working Paper Series. RePEc:ecb:ecbwps:20192227. Full description at Econpapers || Download paper | |
| 2019 | Forecasting daily electricity prices with monthly macroeconomic variables. (2019). Rossini, Luca ; Ravazzolo, Francesco ; Foroni, Claudia. In: Working Paper Series. RePEc:ecb:ecbwps:20192250. Full description at Econpapers || Download paper | |
| 2019 | An analysis of the Eurosystem/ECB projections. (2019). Lambrias, Kyriacos ; Kontogeorgos, Georgios. In: Working Paper Series. RePEc:ecb:ecbwps:20192291. Full description at Econpapers || Download paper | |
| 2019 | Inflation trends in Asia: implications for central banks. (2019). Poon, Aubrey ; Garcia, Juan Angel. In: Working Paper Series. RePEc:ecb:ecbwps:20192338. Full description at Econpapers || Download paper | |
| 2020 | The predictive power of equilibrium exchange rate models. (2020). Rubaszek, Michał ; Mijakovic, Andrej ; Ca' Zorzi, Michele ; Michele Ca, ; Cap, Adam. In: Working Paper Series. RePEc:ecb:ecbwps:20202358. Full description at Econpapers || Download paper | |
| 2020 | Density forecast combinations: the real-time dimension. (2020). Warne, Anders ; McAdam, Peter. In: Working Paper Series. RePEc:ecb:ecbwps:20202378. Full description at Econpapers || Download paper | |
| 2019 | Forecasting occupancy rate with Bayesian compression methods. (2019). Tsionas, Mike ; Assaf, George A. In: Annals of Tourism Research. RePEc:eee:anture:v:75:y:2019:i:c:p:439-449. Full description at Econpapers || Download paper | |
| 2019 | Price rigidity in China: Empirical results at home and abroad. (2019). CHONG, Terence Tai Leung ; Wu, Zhang . In: China Economic Review. RePEc:eee:chieco:v:55:y:2019:i:c:p:218-235. Full description at Econpapers || Download paper | |
| 2019 | Reexamining time-varying bond risk premia in the post-financial crisis era. (2019). Zhang, Wei ; Guo, Bin ; Fan, Xiaoyun. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:109:y:2019:i:c:s0165188919301745. Full description at Econpapers || Download paper | |
| 2017 | Contagion effects of U.S. Dollar and Chinese Yuan in forward and spot foreign exchange markets. (2017). Kilic, Erdem. In: Economic Modelling. RePEc:eee:ecmode:v:62:y:2017:i:c:p:51-67. Full description at Econpapers || Download paper | |
| 2018 | Estimating inflation persistence by quantile autoregression with quantile-specific unit roots. (2018). Rodrigues Figueiredo, Francisco ; Gaglianone, Wagner ; de Carvalho, Osmani Teixeira. In: Economic Modelling. RePEc:eee:ecmode:v:73:y:2018:i:c:p:407-430. Full description at Econpapers || Download paper | |
| 2019 | Improving the predictability of the oil–US stock nexus: The role of macroeconomic variables. (2019). Salisu, Afees ; Oloko, Tirimisiyu F ; Swaray, Raymond. In: Economic Modelling. RePEc:eee:ecmode:v:76:y:2019:i:c:p:153-171. Full description at Econpapers || Download paper | |
| 2019 | Dismiss the output gaps? To use with caution given their limitations. (2019). St-Amant, Pierre ; Salameh, Mohanad ; Robitaille, Marie-Noelle ; Pichette, Lise. In: Economic Modelling. RePEc:eee:ecmode:v:76:y:2019:i:c:p:199-215. Full description at Econpapers || Download paper | |
| 2019 | Intraday momentum and stock return predictability: Evidence from China. (2019). Zhang, Yaojie ; Zhu, BO ; Ma, Feng. In: Economic Modelling. RePEc:eee:ecmode:v:76:y:2019:i:c:p:319-329. Full description at Econpapers || Download paper | |
| 2019 | Forecasting stock returns: Do less powerful predictors help?. (2019). Shi, Benshan ; Ma, Feng ; Zeng, Qing ; Zhang, Yaojie. In: Economic Modelling. RePEc:eee:ecmode:v:78:y:2019:i:c:p:32-39. Full description at Econpapers || Download paper | |
| 2019 | Increasing linkages among European regions. The role of sectoral composition. (2019). Gómez-Loscos, Ana ; Gadea, MarÃa ; Leiva-Leon, Danilo ; Gomez-Loscos, Ana ; Gadea-Rivas, Maria Dolores. In: Economic Modelling. RePEc:eee:ecmode:v:80:y:2019:i:c:p:222-243. Full description at Econpapers || Download paper | |
| 2019 | Are financial returns really predictable out-of-sample?: Evidence from a new bootstrap test. (2019). Pan, Zhiyuan ; Bu, Ruijun ; Liu, LI ; Xu, Yuhua. In: Economic Modelling. RePEc:eee:ecmode:v:81:y:2019:i:c:p:124-135. Full description at Econpapers || Download paper | |
| 2019 | Time variation in inflation persistence: New evidence from modelling US inflation. (2019). Granville, Brigitte ; Zeng, Ning . In: Economic Modelling. RePEc:eee:ecmode:v:81:y:2019:i:c:p:30-39. Full description at Econpapers || Download paper | |
| 2019 | Do oil prices predict Indonesian macroeconomy?. (2019). Iyke, Bernard ; Bach, Dinh Hoang ; Sharma, Susan Sunila. In: Economic Modelling. RePEc:eee:ecmode:v:82:y:2019:i:c:p:2-12. Full description at Econpapers || Download paper | |
| 2019 | A nowcasting model for Ecuador: Implementing a time-varying mean output growth. (2019). Baquero, Daniel ; Gonzalez-Astudillo, Manuel. In: Economic Modelling. RePEc:eee:ecmode:v:82:y:2019:i:c:p:250-263. Full description at Econpapers || Download paper | |
| 2020 | Equilibrium real interest rates and the financial cycle: Empirical evidence for Euro area member countries. (2020). Klose, Jens ; Belke, Ansgar. In: Economic Modelling. RePEc:eee:ecmode:v:84:y:2020:i:c:p:357-366. Full description at Econpapers || Download paper | |
| 2020 | Forecasting stock market volatility: The role of technical variables. (2020). Liu, LI ; Pan, Zhiyuan. In: Economic Modelling. RePEc:eee:ecmode:v:84:y:2020:i:c:p:55-65. 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 | 23 |
| 2016 | Measuring Uncertainty and Its Impact on the Economy.(2016) In: Working Papers (Old Series). [Full Text][Citation analysis] This paper has another version. Agregated cites: 23 | 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: 23 | article | |
| 1996 | Small-Sample Properties of Estimators of Nonlinear Models of Covariance Structure. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 39 |
| 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: 39 | paper | |
| 2009 | Tests of Equal Predictive Ability With Real-Time Data In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 61 |
| 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: 61 | 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: 61 | paper | |
| 2011 | Real-Time Density Forecasts From Bayesian Vector Autoregressions With Stochastic Volatility In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 138 |
| 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: 138 | article | |
| 2017 | Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors In: BIS Working Papers. [Full Text][Citation analysis] | paper | 7 |
| 2017 | Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors.(2017) In: Working Papers (Old Series). [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | 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: 7 | 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: 7 | paper | |
| 2020 | Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors.(2020) In: The Review of Economics and Statistics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | article | |
| 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 | 41 |
| 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: 41 | 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: 41 | 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 | 20 |
| 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: 20 | 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: 20 | 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: 20 | article | |
| 2015 | Using Entropic Tilting to Combine BVAR Forecasts with External Nowcasts In: Working Papers. [Full Text][Citation analysis] | paper | 12 |
| 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: 12 | 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: 12 | 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: 12 | paper | |
| 2019 | Assessing International Commonality in Macroeconomic Uncertainty and Its Effects In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
| 2018 | Assessing International Commonality in Macroeconomic Uncertainty and Its Effects.(2018) In: Working Papers (Old Series). [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2019 | Assessing International Commonality in Macroeconomic Uncertainty and Its Effects.(2019) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2020 | Assessing international commonality in macroeconomic uncertainty and its effects.(2020) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | article | |
| 2011 | Bayesian VARs: Specification Choices and Forecast Accuracy In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 89 |
| 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: 89 | 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: 89 | article | |
| 2012 | Common Drifting Volatility in Large Bayesian VARs In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 45 |
| 2012 | Common Drifting Volatility in Large Bayesian VARs.(2012) In: Economics Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 45 | 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: 45 | 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: 45 | 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 | 561 |
| 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: 561 | 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: 561 | 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: 561 | paper | |
| 2011 | Decomposing the declining volatility of long-term inflation expectations In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 28 |
| 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: 28 | paper | |
| 2013 | Advances in Forecast Evaluation In: Handbook of Economic Forecasting. [Full Text][Citation analysis] | chapter | 43 |
| 2011 | Advances in forecast evaluation.(2011) In: Working Papers (Old Series). [Full Text][Citation analysis] This paper has another version. Agregated cites: 43 | paper | |
| 2011 | Advances in forecast evaluation.(2011) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 43 | paper | |
| 2005 | Estimating equilibrium real interest rates in real time In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 90 |
| 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: 90 | 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: 90 | paper | |
| 2005 | The power of tests of predictive ability in the presence of structural breaks In: Journal of Econometrics. [Full Text][Citation analysis] | article | 55 |
| 2006 | Using out-of-sample mean squared prediction errors to test the martingale difference hypothesis In: Journal of Econometrics. [Full Text][Citation analysis] | article | 267 |
| 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: 267 | paper | |
| 2007 | Approximately normal tests for equal predictive accuracy in nested models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 690 |
| 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: 690 | 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: 690 | paper | |
| 2012 | In-sample tests of predictive ability: A new approach In: Journal of Econometrics. [Full Text][Citation analysis] | article | 18 |
| 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: 18 | 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: 18 | paper | |
| 2015 | Nested forecast model comparisons: A new approach to testing equal accuracy In: Journal of Econometrics. [Full Text][Citation analysis] | article | 34 |
| 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: 34 | 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: 34 | paper | |
| 2019 | Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors In: Journal of Econometrics. [Full Text][Citation analysis] | article | 9 |
| 2001 | Borders and business cycles In: Journal of International Economics. [Full Text][Citation analysis] | article | 266 |
| 1999 | Borders and business cycles.(1999) In: Research Working Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 266 | paper | |
| 2014 | Evaluating alternative models of trend inflation In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 34 |
| 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 | 17 |
| 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 |
| 2020 | Credit Market Frictions, Business Cycles, and Monetary Policy: The Research Contributions of Charles Carlstrom and Timothy Fuerst In: Economic Commentary. [Full Text][Citation analysis] | article | 0 |
| 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 | 6 |
| 2011 | Tests of equal forecast accuracy for overlapping models.(2011) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | 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: 6 | 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 | |
| 2014 | Tracing Out Capital Flows: How Financially Integrated Banks Respond to Natural Disasters In: Working Papers (Old Series). [Full Text][Citation analysis] | paper | 13 |
| 2014 | Evaluating Conditional Forecasts from Vector Autoregressions In: Working Papers (Old Series). [Full Text][Citation analysis] | paper | 8 |
| 2014 | Evaluating Conditional Forecasts from Vector Autoregressions.(2014) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
| 2015 | A New Model of Inflation, Trend Inflation, and Long-Run Inflation Expectations In: Working Papers (Old Series). [Full Text][Citation analysis] | paper | 15 |
| 2016 | Large Vector Autoregressions with Stochastic Volatility and Flexible Priors In: Working Papers (Old Series). [Full Text][Citation analysis] | paper | 7 |
| 2018 | Endogenous Uncertainty In: Working Papers (Old Series). [Full Text][Citation analysis] | paper | 1 |
| 2020 | Capturing Macroeconomic Tail Risks with Bayesian Vector Autoregressions In: Working Papers. [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 | 14 |
| 2007 | Averaging forecasts from VARs with uncertain instabilities In: Finance and Economics Discussion Series. [Full Text][Citation analysis] | paper | 101 |
| 2006 | Averaging forecasts from VARs with uncertain instabilities.(2006) In: Research Working Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 101 | paper | |
| 2008 | Averaging forecasts from VARs with uncertain instabilities.(2008) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 101 | 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: 101 | article | |
| 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: 101 | 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 | 17 |
| 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 | 41 |
| 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 | 13 |
| 2009 | Is the Great Moderation over? an empirical analysis In: Economic Review. [Full Text][Citation analysis] | article | 30 |
| 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 | 48 |
| 1997 | Cross-country Evidence on Long-Run Growth and Inflation..(1997) In: Economic Inquiry. [Citation analysis] This paper has another version. Agregated cites: 48 | 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 | 57 |
| 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: 57 | 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 | 38 |
| 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: 38 | 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 | 80 |
| 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: 80 | 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: 80 | 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 | 37 |
| 2010 | Time Variation in the Inflation Passthrough of Energy Prices.(2010) In: Journal of Money, Credit and Banking. [Citation analysis] This paper has another version. Agregated cites: 37 | article | |
| 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: 37 | 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 | 4 |
| 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 | 6 |
| 1999 | Borders and business cycles In: Staff Reports. [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 | 129 |
| 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 | 83 |
| 2017 | Tests of Predictive Ability for Vector Autoregressions Used for Conditional Forecasting In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 5 |
| 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 | 8 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated May, 3 2020. Contact: CitEc Team