Todd Clark : Citation Profile


Are you Todd Clark?

Federal Reserve Bank of Cleveland

25

H index

44

i10 index

3211

Citations

RESEARCH PRODUCTION:

54

Articles

85

Papers

1

Chapters

RESEARCH ACTIVITY:

   26 years (1992 - 2018). See details.
   Cites by year: 123
   Journals where Todd Clark has often published
   Relations with other researchers
   Recent citing documents: 386.    Total self citations: 63 (1.92 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pcl55
   Updated: 2018-12-08    RAS profile: 2018-12-06    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Carriero, Andrea (16)

Marcellino, Massimiliano (15)

McCracken, Michael (9)

Ravazzolo, Francesco (5)

Mertens, Elmar (3)

Aastveit, Knut Are (3)

Cortes, Kristle (2)

Knotek, Edward (2)

Zaman, Saeed (2)

Chan, Joshua (2)

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

Is cited by:

Rossi, Barbara (73)

Pincheira, Pablo (65)

Ravazzolo, Francesco (64)

Kilian, Lutz (55)

Marcellino, Massimiliano (48)

Korobilis, Dimitris (42)

Swanson, Norman (39)

West, Kenneth (33)

Koop, Gary (33)

GUPTA, RANGAN (32)

Franses, Philip Hans (32)

Cites to:

McCracken, Michael (92)

West, Kenneth (56)

Giannone, Domenico (52)

Watson, Mark (52)

Stock, James (48)

Kilian, Lutz (45)

Primiceri, Giorgio (42)

Koop, Gary (42)

Lenza, Michele (37)

Marcellino, Massimiliano (31)

Swanson, Norman (27)

Main data


Where Todd Clark has published?


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

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

Recent works citing Todd Clark (2018 and 2017)


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

Full description at Econpapers || Download paper

2018Forecasting 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

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2017Economic significance of commodity return forecasts from the fractionally cointegrated VAR model. (2017). Nielsen, Morten ; Xu, KE ; Narayan, Paresh Kumar ; Dolatabadi, Sepideh. In: Queen's Economics Department Working Papers. RePEc:ags:quedwp:274663.

Full description at Econpapers || Download paper

2018Testing 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

2017Time 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

2017Media Network and Return Predictability. (2017). Tao, Yubo ; Guo, LI. In: Papers. RePEc:arx:papers:1703.02715.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2017Murphy 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

2017Assessing 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

2018Nowcasting 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

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2018State 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

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2017Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors. (2017). Mertens, Elmar ; McCracken, Michael ; Clark, Todd E. In: BIS Working Papers. RePEc:bis:biswps:667.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2017Forecasting 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

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2017Advanced 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

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2018Forecasting 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

2017Monetary 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

2017Does 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

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2018Order 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

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2018Forecasting 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

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

Full description at Econpapers || Download paper

2017System 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

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2017Instability, 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

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2017Market Timing under Limited Information: An Empirical Investigation in US Treasury Market. (2017). Tong, Guoshi. In: Annals of Economics and Finance. RePEc:cuf:journl:y:2017:v:18:i:1:tong.

Full description at Econpapers || Download paper

2017Market Timing under Limited Information: An Empirical Investigation in US Treasury Market. (2017). Tong, Guoshi. In: Annals of Economics and Finance. RePEc:cuf:journl:y:2017:v:18:i:2:tong.

Full description at Econpapers || Download paper

2018Testing the predictability of commodity prices in stock returns: A new perspective. (2018). Salisu, Afees ; Raheem, Ibrahim D ; Isah, Kazeem. In: Working Papers. RePEc:cui:wpaper:0061.

Full description at Econpapers || Download paper

2017Model Uncertainty and Exchange Rate Forecasting. (2017). Markiewicz, Agnieszka ; Kouwenberg, Roy ; Verhoeks, Ralph . In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:52:y:2017:i:01:p:341-363_00.

Full description at Econpapers || Download paper

2018Measuring Interconnectedness between Financial Institutions with Bayesian Time-Varying Vector Autoregressions. (2018). Geraci, Marco Valerio ; Gnabo, Jean-Yves. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:53:y:2018:i:03:p:1371-1390_00.

Full description at Econpapers || Download paper

2017Reading between the Lines: Using Media to Improve German Inflation Forecasts. (2017). Ulbricht, Dirk ; Kholodilin, Konstantin ; Beckers, Benjamin. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1665.

Full description at Econpapers || Download paper

2018Monetary Policy, External Instruments and Heteroskedasticity. (2018). Schlaak, Thore ; Podstawski, Maximilian ; Rieth, Malte. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1749.

Full description at Econpapers || Download paper

2018Monetary Policy and Inflation Dynamics in ASEAN Economies. (2018). Dany-Knedlik, Geraldine ; Garcia, Juan Angel. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1755.

Full description at Econpapers || Download paper

2017Entropy-based implied moments. (2017). Xiao, Xiao ; Zhou, Chen. In: DNB Working Papers. RePEc:dnb:dnbwpp:581.

Full description at Econpapers || Download paper

2018Media Perception of Fed Chairs Overconfidence and Market Expectations. (2018). Bennani, Hamza. In: EconomiX Working Papers. RePEc:drm:wpaper:2018-29.

Full description at Econpapers || Download paper

2017Robustness of Multistep Forecasts and Predictive Regressions at Intermediate and Long Horizons. (2017). Chevillon, Guillaume. In: ESSEC Working Papers. RePEc:ebg:essewp:dr-17010.

Full description at Econpapers || Download paper

2017Mind the output gap: the disconnect of growth and inflation during recessions and convex Phillips curves in the euro area. (2017). Semmler, Willi ; Gross, Marco. In: Working Paper Series. RePEc:ecb:ecbwps:20172004.

Full description at Econpapers || Download paper

2018The natural rate of interest and the financial cycle. (2018). Krustev, Georgi. In: Working Paper Series. RePEc:ecb:ecbwps:20182168.

Full description at Econpapers || Download paper

2017DIS Union of the Core and the Periphery. (2017). Velickovski, Igor ; Stojkov, Aleksandar ; Rajkovic, Ivana . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-06-21.

Full description at Econpapers || Download paper

2018Inflation as a global phenomenon—Some implications for inflation modeling and forecasting. (2018). Martínez García, Enrique ; Kabukçuoğlu, Ayşe ; Martinez-Garcia, Enrique ; Kabukuolu, Aye. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:87:y:2018:i:c:p:46-73.

Full description at Econpapers || Download paper

2018Advanced economies and emerging markets: Dissecting the drivers of business cycle synchronization. (2018). Karadimitropoulou, Aikaterini. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:93:y:2018:i:c:p:115-130.

Full description at Econpapers || Download paper

2018The macroeconomic and fiscal implications of inflation forecast errors. (2018). Tavlas, George ; Gibson, Heather ; Hall, Stephen G ; Dellas, Harris . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:93:y:2018:i:c:p:203-217.

Full description at Econpapers || Download paper

2018Has trend inflation shifted?: An empirical analysis with an equally-spaced regime-switching model. (2018). Kaihatsu, Sohei ; Nakajima, Jouchi. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:59:y:2018:i:c:p:69-83.

Full description at Econpapers || Download paper

2017Is the price of gold to gold mining stocks asymmetric?. (2017). Batten, Jonathan ; Lucey, Brian M ; Kosedag, Arman ; Ciner, Cetin . In: Economic Modelling. RePEc:eee:ecmode:v:60:y:2017:i:c:p:402-407.

Full description at Econpapers || Download paper

2017Macroeconomic imbalances and business cycle synchronization. Why common economic governance is imperative for the Eurozone. (2017). Lukmanova, Elizaveta ; Tondl, Gabriele. In: Economic Modelling. RePEc:eee:ecmode:v:62:y:2017:i:c:p:130-144.

Full description at Econpapers || Download paper

2017Contagion 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

2017Measuring the output gap in Switzerland with linear opinion pools. (2017). Buncic, Daniel ; Muller, Oliver . In: Economic Modelling. RePEc:eee:ecmode:v:64:y:2017:i:c:p:153-171.

Full description at Econpapers || Download paper

2017The new MIBA model: Real-time nowcasting of French GDP using the Banque de Frances monthly business survey. (2017). Mogliani, Matteo ; Darné, Olivier ; Pluyaud, Bertrand ; Darne, Olivier. In: Economic Modelling. RePEc:eee:ecmode:v:64:y:2017:i:c:p:26-39.

Full description at Econpapers || Download paper

2017An adaptive approach to forecasting three key macroeconomic variables for transitional China. (2017). Niu, Linlin ; Chen, Ying ; Xu, Xiu. In: Economic Modelling. RePEc:eee:ecmode:v:66:y:2017:i:c:p:201-213.

Full description at Econpapers || Download paper

2017Dissecting models forecasting performance. (2017). Siliverstovs, Boriss. In: Economic Modelling. RePEc:eee:ecmode:v:67:y:2017:i:c:p:294-299.

Full description at Econpapers || Download paper

2018Does investor attention matter? The attention-return relationships in FX markets. (2018). Yin, Libo ; Xu, Yang ; Han, Liyan. In: Economic Modelling. RePEc:eee:ecmode:v:68:y:2018:i:c:p:644-660.

Full description at Econpapers || Download paper

2018Nowcasting with the help of foreign indicators: The case of Mexico. (2018). Caruso, Alberto. In: Economic Modelling. RePEc:eee:ecmode:v:69:y:2018:i:c:p:160-168.

Full description at Econpapers || Download paper

2018Inflation in Europe after the Great Recession. (2018). Mazumder, Sandeep. In: Economic Modelling. RePEc:eee:ecmode:v:71:y:2018:i:c:p:202-213.

Full description at Econpapers || Download paper

2018International trade and the transmission of shocks: The case of ASEAN-4 and NIE-4 economies. (2018). Raghavan, Mala ; Dungey, Mardi ; Khan, Faisal. In: Economic Modelling. RePEc:eee:ecmode:v:72:y:2018:i:c:p:109-121.

Full description at Econpapers || Download paper

2018Forecasting the aggregate oil price volatility in a data-rich environment. (2018). Ma, Feng ; Zhang, Yaojie ; Wahab, M. I. M., ; Liu, Jing. In: Economic Modelling. RePEc:eee:ecmode:v:72:y:2018:i:c:p:320-332.

Full description at Econpapers || Download paper

2018Evaluating nowcasts of bridge equations with advanced combination schemes for the Turkish unemployment rate. (2018). Soybilgen, Baris ; Yazgan, Ege . In: Economic Modelling. RePEc:eee:ecmode:v:72:y:2018:i:c:p:99-108.

Full description at Econpapers || Download paper

2018Estimating 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

2018The predictive power of the yield spread for future economic expansions: Evidence from a new approach. (2018). Gebka, Bartosz ; Wohar, Mark E. In: Economic Modelling. RePEc:eee:ecmode:v:75:y:2018:i:c:p:181-195.

Full description at Econpapers || Download paper

2018Group penalized unrestricted mixed data sampling model with application to forecasting US GDP growth. (2018). Xu, Qifa ; Liu, Yezheng ; Jiang, Cuixia ; Zhuo, Xingxuan. In: Economic Modelling. RePEc:eee:ecmode:v:75:y:2018:i:c:p:221-236.

Full description at Econpapers || Download paper

More than 100 citations found, this list is not complete...

Works by Todd Clark:


YearTitleTypeCited
2016Measuring Uncertainty and Its Impact on the Economy In: BAFFI CAREFIN Working Papers.
[Full Text][Citation analysis]
paper6
2017Measuring Uncertainty and Its Impact on the Economy.(2017) In: Working Papers (Old Series).
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6
paper
1996Small-Sample Properties of Estimators of Nonlinear Models of Covariance Structure. In: Journal of Business & Economic Statistics.
[Citation analysis]
article38
1995Small 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: 38
paper
2009Tests of Equal Predictive Ability With Real-Time Data In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]
article55
2007Tests of equal predictive ability with real-time data.(2007) In: Research Working Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 55
paper
2008Tests of equal predictive ability with real-time data.(2008) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 55
paper
2011Real-Time Density Forecasts From Bayesian Vector Autoregressions With Stochastic Volatility In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]
article108
2011Real-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: 108
article
2017Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors In: BIS Working Papers.
[Full Text][Citation analysis]
paper1
2018Modeling 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
2017Modeling 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
2015Realtime nowcasting with a Bayesian mixed frequency model with stochastic volatility In: Journal of the Royal Statistical Society Series A.
[Full Text][Citation analysis]
article24
2013Real-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: 24
paper
2012Real-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: 24
paper
2009Combining Forecasts from Nested Models In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]
article16
2007Combining forecasts from nested models.(2007) In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 16
paper
2006Combining forecasts from nested models.(2006) In: Research Working Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 16
paper
2008Combining forecasts from nested models.(2008) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 16
paper
2012The macroeconomic forecasting performance of autoregressive models with alternative specifications of time-varying volatility In: Working Paper.
[Full Text][Citation analysis]
paper13
2012The 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
2014Have standard VARs remained stable since the crisis? In: Working Paper.
[Full Text][Citation analysis]
paper10
2016Have Standard VARs Remained Stable Since the Crisis?.(2016) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 10
paper
2014Have Standard VARs Remained Stable since the Crisis?.(2014) In: Working Papers (Old Series).
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 10
paper
2017Have Standard VARS Remained Stable Since the Crisis?.(2017) In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 10
article
2015Using Entropic Tilting to Combine BVAR Forecasts with External Nowcasts In: Working Papers.
[Full Text][Citation analysis]
paper4
2015Using 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
2017Using 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
2015Using 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
2011Bayesian VARs: Specification Choices and Forecast Accuracy In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper64
2011Bayesian VARs: specification choices and forecast accuracy.(2011) In: Working Papers (Old Series).
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 64
paper
2015Bayesian VARs: Specification Choices and Forecast Accuracy.(2015) In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 64
article
2012Common Drifting Volatility in Large Bayesian VARs In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper19
2012Common Drifting Volatility in Large Bayesian VARs.(2012) In: Economics Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 19
paper
2012Common drifting volatility in large Bayesian VARs.(2012) In: Working Papers (Old Series).
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 19
paper
2016Common Drifting Volatility in Large Bayesian VARs.(2016) In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 19
article
2014No Arbitrage Priors, Drifting Volatilities, and the Term Structure of Interest Rates In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper2
2014HOW THE ECONOMY WORKS: CONFIDENCE, CRASHES, AND SELF-FULFILLING PROPHECIES BY ROGER E. A. FARMER Roger E. A. Farmer Oxford University Press, New York, 2010 In: Macroeconomic Dynamics.
[Full Text][Citation analysis]
article0
2000Tests of Equal Forecast Accuracy and Encompassing for Nested Models In: Econometric Society World Congress 2000 Contributed Papers.
[Full Text][Citation analysis]
paper514
2001Tests 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: 514
article
1999Tests 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: 514
paper
1999Tests 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: 514
paper
2011Decomposing the declining volatility of long-term inflation expectations In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
article28
2009Decomposing 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
2013Advances in Forecast Evaluation In: Handbook of Economic Forecasting.
[Full Text][Citation analysis]
chapter36
2011Advances in forecast evaluation.(2011) In: Working Papers (Old Series).
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 36
paper
2011Advances in forecast evaluation.(2011) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 36
paper
2005Estimating equilibrium real interest rates in real time In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]
article81
2004Estimating equilibrium real interest rates in real time.(2004) In: Research Working Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 81
paper
2004Estimating 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: 81
paper
2005The power of tests of predictive ability in the presence of structural breaks In: Journal of Econometrics.
[Full Text][Citation analysis]
article51
2006Using out-of-sample mean squared prediction errors to test the martingale difference hypothesis In: Journal of Econometrics.
[Full Text][Citation analysis]
article238
2004Using 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: 238
paper
2007Approximately normal tests for equal predictive accuracy in nested models In: Journal of Econometrics.
[Full Text][Citation analysis]
article570
2005Approximately 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: 570
paper
2006Approximately 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: 570
paper
2012In-sample tests of predictive ability: A new approach In: Journal of Econometrics.
[Full Text][Citation analysis]
article13
2009In-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
2009In-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
2015Nested forecast model comparisons: A new approach to testing equal accuracy In: Journal of Econometrics.
[Full Text][Citation analysis]
article25
2009Nested 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: 25
paper
2009Nested 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: 25
paper
2001Borders and business cycles In: Journal of International Economics.
[Full Text][Citation analysis]
article251
1999Borders and business cycles.(1999) In: Research Working Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 251
paper
1999Borders and business cycles.(1999) In: Staff Reports.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 251
paper
2014Evaluating alternative models of trend inflation In: International Journal of Forecasting.
[Full Text][Citation analysis]
article20
1995Rents and prices of housing across areas of the United States. A cross-section examination of the present value model In: Regional Science and Urban Economics.
[Full Text][Citation analysis]
article14
20142013 Annual Report Why Inflation Is Very Low, and Why It Matters In: Annual Report.
[Full Text][Citation analysis]
article0
2014The Importance of Trend Inflation in the Search for Missing Disinflation In: Economic Commentary.
[Full Text][Citation analysis]
article0
2015Measuring Inflation Forecast Uncertainty In: Economic Commentary.
[Full Text][Citation analysis]
article0
2011Food and energy price shocks: what other prices are affected? In: Economic Commentary.
[Full Text][Citation analysis]
article0
2012Policy rules in macroeconomic forecasting models In: Economic Commentary.
[Full Text][Citation analysis]
article1
2013Forecasting implications of the recent decline in inflation In: Economic Commentary.
[Full Text][Citation analysis]
article1
2011Tests of equal forecast accuracy for overlapping models In: Working Papers (Old Series).
[Full Text][Citation analysis]
paper4
2011Tests of equal forecast accuracy for overlapping models.(2011) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4
paper
2014TESTS 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
2011A Bayesian evaluation of alternative models of trend inflation In: Working Papers (Old Series).
[Full Text][Citation analysis]
paper12
2011A 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
2015Tracing Out Capital Flows: How Financially Integrated Banks Respond to Natural Disasters In: Working Papers (Old Series).
[Full Text][Citation analysis]
paper9
2014Evaluating Conditional Forecasts from Vector Autoregressions In: Working Papers (Old Series).
[Full Text][Citation analysis]
paper4
2014Evaluating Conditional Forecasts from Vector Autoregressions.(2014) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4
paper
2015A New Model of Inflation, Trend Inflation, and Long-Run Inflation Expectations In: Working Papers (Old Series).
[Full Text][Citation analysis]
paper10
2016Large Vector Autoregressions with Stochastic Volatility and Flexible Priors In: Working Papers (Old Series).
[Full Text][Citation analysis]
paper1
2018Assessing International Commonality in Macroeconomic Uncertainty and Its Effects In: Working Papers (Old Series).
[Full Text][Citation analysis]
paper0
2018Endogenous Uncertainty In: Working Papers (Old Series).
[Full Text][Citation analysis]
paper0
2007Forecasting with small macroeconomic VARs in the presence of instabilities In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]
paper13
2007Averaging forecasts from VARs with uncertain instabilities In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]
paper94
2006Averaging forecasts from VARs with uncertain instabilities.(2006) In: Research Working Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 94
paper
2008Averaging forecasts from VARs with uncertain instabilities.(2008) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 94
paper
2010Averaging forecasts from VARs with uncertain instabilities.(2010) In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 94
article
1994Nominal GDP targeting rules: can they stabilize the economy? In: Economic Review.
[Full Text][Citation analysis]
article11
1995Do producer prices lead consumer prices? In: Economic Review.
[Full Text][Citation analysis]
article14
1996U.S. inflation developments in 1995 In: Economic Review.
[Full Text][Citation analysis]
article0
1997U.S. inflation developments in 1996 In: Economic Review.
[Full Text][Citation analysis]
article0
1998Progress toward price stability : a 1997 inflation report In: Economic Review.
[Full Text][Citation analysis]
article0
1999A comparison of the CPI and the PCE price index In: Economic Review.
[Full Text][Citation analysis]
article19
2001Comparing measures of core inflation In: Economic Review.
[Full Text][Citation analysis]
article38
2004An evaluation of the decline in goods inflation In: Economic Review.
[Full Text][Citation analysis]
article5
2006The trend growth rate of employment : past, present, and future In: Economic Review.
[Full Text][Citation analysis]
article3
2008Has the behavior of inflation and long-term inflation expectations changed? In: Economic Review.
[Full Text][Citation analysis]
article11
2009Is the Great Moderation over? an empirical analysis In: Economic Review.
[Full Text][Citation analysis]
article23
1992Business cycle fluctuations in U.S. regions and industries: the roles of national, region-specific, and industry-specific shocks In: Research Working Paper.
[Citation analysis]
paper4
1993Rents 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]
paper0
1993Cross-country evidence on long run growth and inflation In: Research Working Paper.
[Citation analysis]
paper47
1997Cross-country Evidence on Long-Run Growth and Inflation..(1997) In: Economic Inquiry.
[Citation analysis]
This paper has another version. Agregated cites: 47
article
1994A comparison of two approaches to measuring common and idiosyncratic components in sets of time series variables In: Research Working Paper.
[Citation analysis]
paper0
1995Forecasting an aggregate of cointegrated disaggregates In: Research Working Paper.
[Citation analysis]
paper0
1996Finite-sample properties of tests for forecast equivalence In: Research Working Paper.
[Citation analysis]
paper5
1996The responses of prices at different stages of production to monetary policy shocks In: Research Working Paper.
[Citation analysis]
paper52
1999The 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: 52
article
1997Do producer prices help predict consumer prices? In: Research Working Paper.
[Citation analysis]
paper0
1998The sources of fluctuations within and across countries In: Research Working Paper.
[Full Text][Citation analysis]
paper47
2000Can out-of-sample forecast comparisons help prevent overfitting? In: Research Working Paper.
[Full Text][Citation analysis]
paper36
2004Can out-of-sample forecast comparisons help prevent overfitting?.(2004) In: Journal of Forecasting.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 36
article
2001Evaluating long-horizon forecasts In: Research Working Paper.
[Full Text][Citation analysis]
paper23
2002Forecast-based model selection in the presence of structural breaks In: Research Working Paper.
[Full Text][Citation analysis]
paper9
2003The predictive content of the output gap for inflation : resolving in-sample and out-of-sample evidence In: Research Working Paper.
[Full Text][Citation analysis]
paper68
2006The Predictive Content of the Output Gap for Inflation: Resolving In-Sample and Out-of-Sample Evidence.(2006) In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 68
article
2003The Predictive Content of the Output Gap for Inflation: Resolving In-Sample and Out-of-Sample Evidence.(2003) In: Computing in Economics and Finance 2003.
[Citation analysis]
This paper has another version. Agregated cites: 68
paper
2003Disaggregate evidence on the persistence of consumer price inflation In: Research Working Paper.
[Full Text][Citation analysis]
paper87
2006Disaggregate 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: 87
article
2004Improving forecast accuracy by combining recursive and rolling forecasts In: Research Working Paper.
[Full Text][Citation analysis]
paper57
2008Improving forecast accuracy by combining recursive and rolling forecasts.(2008) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 57
paper
2009IMPROVING FORECAST ACCURACY BY COMBINING RECURSIVE AND ROLLING FORECASTS.(2009) In: International Economic Review.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 57
article
2006Forecasting of small macroeconomic VARs in the presence of instabilities In: Research Working Paper.
[Full Text][Citation analysis]
paper3
2008An empirical assessment of the relationships among inflation and short- and long-term expectations In: Research Working Paper.
[Full Text][Citation analysis]
paper13
2009Time variation in the inflation passthrough of energy prices In: Research Working Paper.
[Full Text][Citation analysis]
paper30
2010Time 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: 30
article
2009Real-time density forecasts from VARs with stochastic volatility In: Research Working Paper.
[Full Text][Citation analysis]
paper3
2010Testing for unconditional predictive ability In: Working Papers.
[Full Text][Citation analysis]
paper3
2010Reality checks and nested forecast model comparisons In: Working Papers.
[Full Text][Citation analysis]
paper4
2013Evaluating the accuracy of forecasts from vector autoregressions In: Working Papers.
[Full Text][Citation analysis]
paper4
2005Using Out-of-Sample Mean Squared Prediction Errors to Test the Martingale Difference In: NBER Technical Working Papers.
[Full Text][Citation analysis]
paper1
2015Large Vector Autoregressions with Asymmetric Priors In: Working Papers.
[Full Text][Citation analysis]
paper5
2005Evaluating Direct Multistep Forecasts In: Econometric Reviews.
[Full Text][Citation analysis]
article125
2011Reality Checks and Comparisons of Nested Predictive Models In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]
article1
1998Employment 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]
article57
2015Macroeconomic Forecasting Performance under Alternative Specifications of Time‐Varying Volatility In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
article50
2017Tests of Predictive Ability for Vector Autoregressions Used for Conditional Forecasting In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
article2
2018A New Model of Inflation, Trend Inflation, and Long†Run Inflation Expectations In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]
article1

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 2th 2018. Contact: CitEc Team