Todd Clark : Citation Profile

Are you Todd Clark?

Federal Reserve Bank of Cleveland

25

H index

42

i10 index

3030

Citations

RESEARCH PRODUCTION:

49

Articles

84

Papers

1

Chapters

RESEARCH ACTIVITY:

   26 years (1992 - 2018). See details.
   Cites by year: 116
   Journals where Todd Clark has often published
   Relations with other researchers
   Recent citing documents: 282.    Total self citations: 63 (2.04 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pcl55
   Updated: 2018-06-23    RAS profile: 2017-09-26    
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Relations with other researchers

Works with:

Carriero, Andrea (14)

Marcellino, Massimiliano (13)

McCracken, Michael (7)

Ravazzolo, Francesco (4)

Aastveit, Knut Are (3)

Zaman, Saeed (2)

Mertens, Elmar (2)

Cortes, Kristle (2)

Knotek, Edward (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 (63)

Ravazzolo, Francesco (61)

Kilian, Lutz (55)

Marcellino, Massimiliano (46)

Korobilis, Dimitris (40)

Swanson, Norman (39)

West, Kenneth (33)

Koop, Gary (33)

Franses, Philip Hans (32)

GUPTA, RANGAN (30)

Cites to:

McCracken, Michael (92)

West, Kenneth (56)

Watson, Mark (52)

Giannone, Domenico (51)

Stock, James (48)

Kilian, Lutz (45)

Koop, Gary (42)

Primiceri, Giorgio (41)

Lenza, Michele (37)

Marcellino, Massimiliano (30)

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 Econometrics3
Journal of Business & Economic Statistics3
Journal of Money, Credit and Banking2
Journal of Applied Econometrics2
Journal of Business & Economic Statistics2

Working Papers Series with more than one paper published# docs
Research Working Paper / Federal Reserve Bank of Kansas City32
Working Paper / 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 (U.S.)3

Recent works citing Todd Clark (2018 and 2017)

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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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.

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

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

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

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

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

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

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

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

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

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

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

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

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

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2017Forecasting Stock Returns: A Predictor-Constrained Approach. (2017). Pettenuzzo, Davide ; Wang, Yudong ; Pan, Zhiyuan. In: Working Papers. RePEc:brd:wpaper:116r.

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

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

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

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

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

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

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

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

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

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

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

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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.

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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.

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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.

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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.

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

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

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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

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

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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.

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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.

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

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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.

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

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2017Forecasting broad money velocity. (2017). Jung, Alexander. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:42:y:2017:i:c:p:421-432.

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2018International synchronization of the Mexican states business cycles: Explaining factors. (2018). Mejia-Reyes, Pablo ; Aroca, Patricio ; Vergara-Gonzalez, Reyna ; Rendon-Rojas, Liliana. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:44:y:2018:i:c:p:278-288.

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2017Semiparametric Bayesian inference for time-varying parameter regression models with stochastic volatility. (2017). Dimitrakopoulos, Stefanos . In: Economics Letters. RePEc:eee:ecolet:v:150:y:2017:i:c:p:10-14.

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2017The semiparametric asymmetric stochastic volatility model with time-varying parameters: The case of US inflation. (2017). Dimitrakopoulos, Stefanos . In: Economics Letters. RePEc:eee:ecolet:v:155:y:2017:i:c:p:14-18.

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2017Rolling window selection for out-of-sample forecasting with time-varying parameters. (2017). Rossi, Barbara ; Inoue, Atsushi ; Jin, LU. In: Journal of Econometrics. RePEc:eee:econom:v:196:y:2017:i:1:p:55-67.

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2017Quasi-maximum likelihood estimation and bootstrap inference in fractional time series models with heteroskedasticity of unknown form. (2017). Taylor, Robert ; Nielsen, Morten ; Cavaliere, Giuseppe ; Robert, A M. In: Journal of Econometrics. RePEc:eee:econom:v:198:y:2017:i:1:p:165-188.

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2017Tests of equal accuracy for nested models with estimated factors. (2017). McCracken, Michael ; Goncalves, Silvia ; Perron, Benoit ; Gonalves, Silvia. In: Journal of Econometrics. RePEc:eee:econom:v:198:y:2017:i:2:p:231-252.

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2017Real-time forecast evaluation of DSGE models with stochastic volatility. (2017). Shin, Minchul ; Schorfheide, Frank ; Diebold, Francis X. In: Journal of Econometrics. RePEc:eee:econom:v:201:y:2017:i:2:p:322-332.

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2018Asymptotic inference about predictive accuracy using high frequency data. (2018). Li, Jia ; Patton, Andrew J. In: Journal of Econometrics. RePEc:eee:econom:v:203:y:2018:i:2:p:223-240.

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2018Bayesian nonparametric vector autoregressive models. (2018). Kalli, Maria ; Griffin, Jim E. In: Journal of Econometrics. RePEc:eee:econom:v:203:y:2018:i:2:p:267-282.

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2018Testing for common breaks in a multiple equations system. (2018). Perron, Pierre ; Oka, Tatsushi. In: Journal of Econometrics. RePEc:eee:econom:v:204:y:2018:i:1:p:66-85.

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2018Simple robust tests for the specification of high-frequency predictors of a low-frequency series. (2018). Miller, Isaac J. In: Econometrics and Statistics. RePEc:eee:ecosta:v:5:y:2018:i:c:p:45-66.

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2017Trade and synchronization in a multi-country economy. (2017). Santos Monteiro, Paulo ; Juvenal, Luciana. In: European Economic Review. RePEc:eee:eecrev:v:92:y:2017:i:c:p:385-415.

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2017Reverse adaptive krill herd locally weighted support vector regression for forecasting and trading exchange traded funds. (2017). Sermpinis, Georgios ; Hassanniakalager, Arman ; Stasinakis, Charalampos . In: European Journal of Operational Research. RePEc:eee:ejores:v:263:y:2017:i:2:p:540-558.

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2018Short-run electricity load forecasting with combinations of stationary wavelet transforms. (2018). Bessec, Marie ; Fouquau, Julien. In: European Journal of Operational Research. RePEc:eee:ejores:v:264:y:2018:i:1:p:149-164.

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2017Can investor sentiment be a momentum time-series predictor? Evidence from China. (2017). Li, Youwei ; Han, Xing . In: Journal of Empirical Finance. RePEc:eee:empfin:v:42:y:2017:i:c:p:212-239.

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2018Forecasting global stock market implied volatility indices. (2018). Filis, George ; Degiannakis, Stavros ; Hassani, Hossein. In: Journal of Empirical Finance. RePEc:eee:empfin:v:46:y:2018:i:c:p:111-129.

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2018Market timing over the business cycle. (2018). Sander, Magnus . In: Journal of Empirical Finance. RePEc:eee:empfin:v:46:y:2018:i:c:p:130-145.

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2017The dynamic linkages between crude oil and natural gas markets. (2017). Batten, Jonathan ; Lucey, Brian M ; Ciner, Cetin . In: Energy Economics. RePEc:eee:eneeco:v:62:y:2017:i:c:p:155-170.

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2017Energy price, regulatory price distortion and economic growth: A case study of China. (2017). Sun, Sizhong ; Shi, Xunpeng. In: Energy Economics. RePEc:eee:eneeco:v:63:y:2017:i:c:p:261-271.

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2017Forecasting the real prices of crude oil using forecast combinations over time-varying parameter models. (2017). Wang, Yudong ; Wu, Chongfeng ; Liu, LI. In: Energy Economics. RePEc:eee:eneeco:v:66:y:2017:i:c:p:337-348.

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2017Can investor attention predict oil prices?. (2017). Han, Liyan ; Yin, Libo ; Lv, Qiuna. In: Energy Economics. RePEc:eee:eneeco:v:66:y:2017:i:c:p:547-558.

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2017Oil volatility risk and stock market volatility predictability: Evidence from G7 countries. (2017). Feng, Jiabao ; Yin, Libo ; Wang, Yudong. In: Energy Economics. RePEc:eee:eneeco:v:68:y:2017:i:c:p:240-254.

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2018Forecasting the prices of crude oil: An iterated combination approach. (2018). Zhang, Yaojie ; Huang, Dengshi ; Shi, Benshan ; Ma, Feng. In: Energy Economics. RePEc:eee:eneeco:v:70:y:2018:i:c:p:472-483.

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2017The response of the Beijing carbon emissions allowance price (BJC) to macroeconomic and energy price indices. (2017). Zeng, Shihong ; Chen, Jiuying ; Liu, Chao ; Nan, Xin . In: Energy Policy. RePEc:eee:enepol:v:106:y:2017:i:c:p:111-121.

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2017Persistence and cycles in the us federal funds rate. (2017). Gil-Alana, Luis ; Caporale, Guglielmo Maria. In: International Review of Financial Analysis. RePEc:eee:finana:v:52:y:2017:i:c:p:1-8.

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2017Gaussian estimation and forecasting of the U.K. yield curve with multi-factor continuous-time models. (2017). Tunaru, Diana . In: International Review of Financial Analysis. RePEc:eee:finana:v:52:y:2017:i:c:p:119-129.

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2017Predicting white metal prices by a commodity sensitive exchange rate. (2017). Ciner, Cetin . In: International Review of Financial Analysis. RePEc:eee:finana:v:52:y:2017:i:c:p:309-315.

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2017International stock return predictability: Evidence from new statistical tests. (2017). Kim, Jae ; Darné, Olivier ; Charles, Amelie ; Darne, Olivier. In: International Review of Financial Analysis. RePEc:eee:finana:v:54:y:2017:i:c:p:97-113.

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2017Equity premium prediction: The role of economic and statistical constraints. (2017). Tsiakas, Ilias ; Li, Jiahan. In: Journal of Financial Markets. RePEc:eee:finmar:v:36:y:2017:i:c:p:56-75.

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2018Technical analysis and stock return predictability: An aligned approach. (2018). Lin, QI. In: Journal of Financial Markets. RePEc:eee:finmar:v:38:y:2018:i:c:p:103-123.

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Works by Todd Clark:

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