Todd Clark : Citation Profile


Are you Todd Clark?

Federal Reserve Bank of Cleveland

34

H index

52

i10 index

5275

Citations

RESEARCH PRODUCTION:

64

Articles

103

Papers

1

Chapters

RESEARCH ACTIVITY:

   30 years (1992 - 2022). See details.
   Cites by year: 175
   Journals where Todd Clark has often published
   Relations with other researchers
   Recent citing documents: 492.    Total self citations: 86 (1.6 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pcl55
   Updated: 2022-06-25    RAS profile: 2022-05-31    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Marcellino, Massimiliano (24)

Carriero, Andrea (12)

Mertens, Elmar (10)

McCracken, Michael (6)

Koop, Gary (5)

Huber, Florian (4)

Pfarrhofer, Michael (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 (123)

Pincheira, Pablo (110)

GUPTA, RANGAN (91)

Koop, Gary (86)

Ravazzolo, Francesco (85)

Huber, Florian (84)

Korobilis, Dimitris (68)

Marcellino, Massimiliano (63)

Kilian, Lutz (61)

Chan, Joshua (57)

Baumeister, Christiane (45)

Cites to:

McCracken, Michael (104)

Giannone, Domenico (87)

Watson, Mark (69)

West, Kenneth (69)

Primiceri, Giorgio (65)

Koop, Gary (59)

Marcellino, Massimiliano (59)

Stock, James (58)

Lenza, Michele (53)

Kilian, Lutz (52)

Cogley, Timothy (43)

Main data


Where Todd Clark has published?


Journals with more than one article published# docs
Economic Review11
Journal of Applied Econometrics9
Journal of Econometrics8
Economic Commentary6
Journal of Business & Economic Statistics4
Journal of Business & Economic Statistics3
The Review of Economics and Statistics3
Journal of Money, Credit and Banking2
Journal of Money, Credit and Banking2
Journal of Applied Econometrics2

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
Working Papers / Federal Reserve Bank of Cleveland11
CEPR Discussion Papers / C.E.P.R. Discussion Papers8
Finance and Economics Discussion Series / Board of Governors of the Federal Reserve System (U.S.)3
Papers / arXiv.org2

Recent works citing Todd Clark (2022 and 2021)


YearTitle of citing document
2021Network Analysis of Economic and Financial Uncertainties in Advanced Economies: Evidence from Graph-Theory. (2021). Tiwari, Aviral ; GUPTA, RANGAN ; Boachie, Micheal Kofi. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:25:y:2021:i:1:p:188-215.

Full description at Econpapers || Download paper

2021Now- and Backcasting Initial Claims with High-Dimensional Daily Internet Search-Volume Data. (2021). Montes, Erik Christian ; Rapach, David E ; Borup, Daniel. In: CREATES Research Papers. RePEc:aah:create:2021-02.

Full description at Econpapers || Download paper

2021Economic vulnerability is state dependent. (2021). Vallarino, Pierluigi ; Luati, Alessandra ; Catania, Leopoldo. In: CREATES Research Papers. RePEc:aah:create:2021-09.

Full description at Econpapers || Download paper

2021Network Analysis of Economic and Financial Uncertainties in Advanced Economies: Evidence from Graph-Theory. (2021). Tiwari, Aviral ; GUPTA, RANGAN ; Boachie, Micheal Kofi. In: International Association of Decision Sciences. RePEc:ahq:wpaper:v:25:y:2021:i:1:p:188-215.

Full description at Econpapers || Download paper

2021“Employment uncertainty a year after the irruption of the covid-19 pandemic”. (2021). Sorić, Petar ; Claveria, Oscar ; Soric, Petar. In: AQR Working Papers. RePEc:aqr:wpaper:202104.

Full description at Econpapers || Download paper

2022Equal Predictive Ability Tests for Panel Data with an Application to OECD and IMF Forecasts. (2020). Yang, Zhenlin ; Urga, Giovanni ; Pirotte, Alain ; Akgun, Oguzhan. In: Papers. RePEc:arx:papers:2003.02803.

Full description at Econpapers || Download paper

2022What Drives Inflation and How: Evidence from Additive Mixed Models Selected by cAIC. (2020). Volkmann, Alexander ; Rossi, Enzo ; Baumann, Philipp. In: Papers. RePEc:arx:papers:2006.06274.

Full description at Econpapers || Download paper

2021Inference in Bayesian Additive Vector Autoregressive Tree Models. (2020). Huber, Florian ; Rossini, Luca. In: Papers. RePEc:arx:papers:2006.16333.

Full description at Econpapers || Download paper

2021Deep Learning, Predictability, and Optimal Portfolio Returns. (2020). Baruník, Jozef ; Babiak, Mykola. In: Papers. RePEc:arx:papers:2009.03394.

Full description at Econpapers || Download paper

2021Deep Distributional Time Series Models and the Probabilistic Forecasting of Intraday Electricity Prices. (2020). Nott, David J ; Smith, Michael Stanley ; Klein, Nadja. In: Papers. RePEc:arx:papers:2010.01844.

Full description at Econpapers || Download paper

2021Capturing GDP nowcast uncertainty in real time. (2020). Labonne, Paul. In: Papers. RePEc:arx:papers:2012.02601.

Full description at Econpapers || Download paper

2021Real-time Inflation Forecasting Using Non-linear Dimension Reduction Techniques. (2020). Huber, Florian ; Hauzenberger, Niko ; Klieber, Karin. In: Papers. RePEc:arx:papers:2012.08155.

Full description at Econpapers || Download paper

2021Dynamic Ordering Learning in Multivariate Forecasting. (2021). Lopes, Hedibert F ; Bruno, . In: Papers. RePEc:arx:papers:2101.04164.

Full description at Econpapers || Download paper

2021General Bayesian time-varying parameter VARs for predicting government bond yields. (2021). Pfarrhofer, Michael ; Huber, Florian ; Hauzenberger, Niko ; Fischer, Manfred M. In: Papers. RePEc:arx:papers:2102.13393.

Full description at Econpapers || Download paper

2021Tail forecasts of inflation using time-varying parameter quantile regressions. (2021). Pfarrhofer, Michael. In: Papers. RePEc:arx:papers:2103.03632.

Full description at Econpapers || Download paper

2022Approximate Bayesian inference and forecasting in huge-dimensional multi-country VARs. (2021). Pfarrhofer, Michael ; Huber, Florian ; Feldkircher, Martin ; Koop, Gary. In: Papers. RePEc:arx:papers:2103.04944.

Full description at Econpapers || Download paper

2021Vector autoregression models with skewness and heavy tails. (2021). Karlsson, Sune ; Nguyen, Hoang ; Mazur, Stepan. In: Papers. RePEc:arx:papers:2105.11182.

Full description at Econpapers || Download paper

2021Subspace Shrinkage in Conjugate Bayesian Vector Autoregressions. (2021). Huber, Florian ; Koop, Gary. In: Papers. RePEc:arx:papers:2107.07804.

Full description at Econpapers || Download paper

2021Decoupling Shrinkage and Selection for the Bayesian Quantile Regression. (2021). Kohns, David ; Szendrei, Tibor. In: Papers. RePEc:arx:papers:2107.08498.

Full description at Econpapers || Download paper

2022The macroeconomic cost of climate volatility. (2021). Alessandri, Piergiorgio ; Mumtaz, Haroon. In: Papers. RePEc:arx:papers:2108.01617.

Full description at Econpapers || Download paper

2021A New Multivariate Predictive Model for Stock Returns. (2021). Xie, Jianying. In: Papers. RePEc:arx:papers:2110.01873.

Full description at Econpapers || Download paper

2021Financial-cycle ratios and multi-year predictions of GDP: Evidence from the United States. (2021). Moramarco, Graziano. In: Papers. RePEc:arx:papers:2111.00822.

Full description at Econpapers || Download paper

2021Asymmetric Conjugate Priors for Large Bayesian VARs. (2021). Chan, Joshua. In: Papers. RePEc:arx:papers:2111.07170.

Full description at Econpapers || Download paper

2021Large Order-Invariant Bayesian VARs with Stochastic Volatility. (2021). Yu, Xuewen ; Chan, Joshua ; Koop, Gary. In: Papers. RePEc:arx:papers:2111.07225.

Full description at Econpapers || Download paper

2022Gaussian Process Vector Autoregressions and Macroeconomic Uncertainty. (2021). Marcellino, Massimiliano ; Petz, Nico ; Huber, Florian ; Hauzenberger, Niko. In: Papers. RePEc:arx:papers:2112.01995.

Full description at Econpapers || Download paper

2021Bayesian Approaches to Shrinkage and Sparse Estimation. (2021). Korobilis, Dimitris ; Shimizu, Kenichi. In: Papers. RePEc:arx:papers:2112.11751.

Full description at Econpapers || Download paper

2022The Time-Varying Multivariate Autoregressive Index Model. (2022). Cubadda, Gianluca ; Guardabascio, B ; Grassi, S. In: Papers. RePEc:arx:papers:2201.07069.

Full description at Econpapers || Download paper

2022A Neural Phillips Curve and a Deep Output Gap. (2022). Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2202.04146.

Full description at Econpapers || Download paper

2022Macroeconomic Effect of Uncertainty and Financial Shocks: a non-Gaussian VAR approach. (2022). Palmén, Olli. In: Papers. RePEc:arx:papers:2202.10834.

Full description at Econpapers || Download paper

2022Measuring Shocks to Central Bank Independence using Legal Rulings. (2022). Pfarrhofer, Michael ; Huber, Florian ; Griller, Stefan. In: Papers. RePEc:arx:papers:2202.12695.

Full description at Econpapers || Download paper

2022From point forecasts to multivariate probabilistic forecasts: The Schaake shuffle for day-ahead electricity price forecasting. (2022). Kruger, Fabian ; Kachele, Fabian ; Grothe, Oliver. In: Papers. RePEc:arx:papers:2204.10154.

Full description at Econpapers || Download paper

2021Tail Risks and Stock Return Predictability - Evidence From Asia-Pacific. (2021). Ogbonna, Ahamuefula ; Olubusoye, Olusanya E. In: Asian Economics Letters. RePEc:ayb:jrnael:40.

Full description at Econpapers || Download paper

2021Do Epidemics and Pandemics Have Predictive Content for Exchange Rate Movements? Evidence for Asian Economies. (2021). Salisu, Afees ; Olaniran, Abeeb ; Lasisi, Lukman. In: Asian Economics Letters. RePEc:ayb:jrnael:41.

Full description at Econpapers || Download paper

2021Can Tail Risk Predict Asia-Pacific Exchange Rates Out of Sample?. (2021). Adediran, Idris A. In: Asian Economics Letters. RePEc:ayb:jrnael:42.

Full description at Econpapers || Download paper

2021Pandemics and the Asia-Pacific Islamic Stocks. (2021). Salisu, Afees ; Sikiru, Abdulsalam Abidemi. In: Asian Economics Letters. RePEc:ayb:jrnael:8.

Full description at Econpapers || Download paper

2021Option-Implied Network Measures of Tail Contagion and Stock Return Predictability. (2021). Pedio, Manuela. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp20154.

Full description at Econpapers || Download paper

2021Option-Implied Network Measures of Tail Contagion and Stock Return Predictability. (2021). Pedio, Manuela. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp21154.

Full description at Econpapers || Download paper

2022The macroeconomic cost of climate volatility. (2022). Mumtaz, Haroon ; Alessandri, Piergiorgio. In: BCAM Working Papers. RePEc:bbk:bbkcam:2202.

Full description at Econpapers || Download paper

2022Uncertainty and Monetary Policy Experimentation: Empirical Challenges and Insights from Academic Literature. (2022). Sekkel, Rodrigo ; Matveev, Dmitry ; Cacciatore, Matteo. In: Discussion Papers. RePEc:bca:bocadp:22-9.

Full description at Econpapers || Download paper

2021Debt-Secular Economic Changes and Bond Yields. (2021). Fontaine, Jean-Sebastien ; Feunou, Bruno. In: Staff Working Papers. RePEc:bca:bocawp:21-14.

Full description at Econpapers || Download paper

2021Machine Learning and Oil Price Point and Density Forecasting. (2021). Gaglianone, Wagner ; Lin, Yihao ; Issler, Joo Victor ; Teixeira, Osmani ; Cavalcanti, Pedro ; Bonnet, Alexandre. In: Working Papers Series. RePEc:bcb:wpaper:544.

Full description at Econpapers || Download paper

2021Nowcast of Macroeconomic Aggregates in Argentina: Comparing the Predictive Capacity of Different Models. (2021). Garegnani, Lorena ; Dogliolo, Fiorella ; Damato, Laura ; Blanco, Emilio. In: BCRA Working Paper Series. RePEc:bcr:wpaper:202190.

Full description at Econpapers || Download paper

2021Endogenous time variation in vector autoregressions. (2021). Leiva-Leon, Danilo ; Uzeda, Luis. In: Working Papers. RePEc:bde:wpaper:2108.

Full description at Econpapers || Download paper

2021Do inflation expectations improve model-based inflation Forecasts?. (2021). Menz, Jan-Oliver ; Leiva-Leon, Danilo ; Babura, Marta. In: Working Papers. RePEc:bde:wpaper:2138.

Full description at Econpapers || Download paper

2021Forecasting Italian GDP growth with epidemiological data. (2021). Villa, Stefania ; Flaccadoro, Marco ; Conteduca, Francesco ; Emiliozzi, Simone ; Borin, Alessandro ; Aprigliano, Valentina ; Marchetti, Sabina. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_664_21.

Full description at Econpapers || Download paper

2021The Nonlinear Effect of Uncertainty in Portfolio Flows to Mexico. (2021). Hernandez, Marco A. In: Working Papers. RePEc:bdm:wpaper:2021-11.

Full description at Econpapers || Download paper

2021Income inequality, financial intermediation, and small firms. (2021). Drechsel, Thomas ; Doerr, Sebastian ; Lee, Dong Gyu. In: BIS Working Papers. RePEc:bis:biswps:944.

Full description at Econpapers || Download paper

2022Monetary policy expectation errors. (2022). Schrimpf, Andreas ; Schmeling, Maik. In: BIS Working Papers. RePEc:bis:biswps:996.

Full description at Econpapers || Download paper

2021Is the ex?ante equity risk premium always positive? Evidence from a new conditional expectations model. (2021). faff, robert ; Hoang, Khoa. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:1:p:95-124.

Full description at Econpapers || Download paper

2021Do outliers matter? The predictive ability of average skewness on market returns using robust skewness measures. (2021). Yan, WU ; Shi, Jing ; Liao, Yin ; Han, Jianlei ; Bo, Xu Chong. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:3:p:3977-4006.

Full description at Econpapers || Download paper

2021New Zealand whole milk powder options. (2021). Zhang, Jin E ; Aschakulporn, Pakorn. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:s1:p:2201-2246.

Full description at Econpapers || Download paper

2021Price inflation and exchange rate pass?through in Tunisia. (2021). Gritli, Mohamed Ilyes. In: African Development Review. RePEc:bla:afrdev:v:33:y:2021:i:4:p:715-728.

Full description at Econpapers || Download paper

2022Stock return predictability: Evaluation based on interval forecasts. (2022). Kim, Jae H ; Darne, Olivier ; Charles, Amelie. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:74:y:2022:i:2:p:363-385.

Full description at Econpapers || Download paper

2021Time?varying impact of global, region?, and country?specific uncertainties on the volatility of international trade. (2021). GUPTA, RANGAN ; Gul, Selcuk. In: Contemporary Economic Policy. RePEc:bla:coecpo:v:39:y:2021:i:4:p:691-700.

Full description at Econpapers || Download paper

2021EURQ: A New Web Search?based Uncertainty Index. (2021). Golinelli, Roberto ; Bontempi, Maria ; Frigeri, Michele ; Squadrani, Matteo. In: Economica. RePEc:bla:econom:v:88:y:2021:i:352:p:969-1015.

Full description at Econpapers || Download paper

2021Learning and predictability via technical analysis: Evidence from bitcoin and stocks with hard?to?value fundamentals. (2021). Strauss, Jack ; Liu, Hong ; Detzel, Andrew ; Zhu, Yingzi ; Zhou, Guofu. In: Financial Management. RePEc:bla:finmgt:v:50:y:2021:i:1:p:107-137.

Full description at Econpapers || Download paper

2021Regional inflation persistence in Turkey. (2021). Duran, Hasan Engin ; Dindarolu, Burak. In: Growth and Change. RePEc:bla:growch:v:52:y:2021:i:1:p:460-491.

Full description at Econpapers || Download paper

2021Variants of consumption?wealth ratios and predictability of U.S. government bond risk premia. (2021). GUPTA, RANGAN ; Wohar, Mark E ; Epni, Ouzhan. In: International Review of Finance. RePEc:bla:irvfin:v:21:y:2021:i:2:p:661-674.

Full description at Econpapers || Download paper

2021The predictive power of macroeconomic uncertainty for commodity futures volatility. (2021). Huang, Zhuo ; Tong, Chen ; Liang, Fang. In: International Review of Finance. RePEc:bla:irvfin:v:21:y:2021:i:3:p:989-1012.

Full description at Econpapers || Download paper

2022Can technical indicators predict the Chinese equity risk premium?. (2022). Glabadanidis, Paskalis ; Sun, Mingwei. In: International Review of Finance. RePEc:bla:irvfin:v:22:y:2022:i:1:p:114-142.

Full description at Econpapers || Download paper

2022Does the kitchen?sink model work forecasting the equity premium?. (2022). Yin, Anwen. In: International Review of Finance. RePEc:bla:irvfin:v:22:y:2022:i:1:p:223-247.

Full description at Econpapers || Download paper

2021Predictive Inference Based on Markov Chain Monte Carlo Output. (2021). Gneiting, Tilmann ; Thorarinsdottir, Thordis ; Lerch, Sebastian ; Kruger, Fabian. In: International Statistical Review. RePEc:bla:istatr:v:89:y:2021:i:2:p:274-301.

Full description at Econpapers || Download paper

2021AN OVERVIEW OF DYNAMIC MODEL AVERAGING TECHNIQUES IN TIME?SERIES ECONOMETRICS. (2021). Nonejad, Nima. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:35:y:2021:i:2:p:566-614.

Full description at Econpapers || Download paper

2021Weathering Cash Flow Shocks. (2021). Ivanov, Ivan T ; Gustafson, Matthew T ; Brown, James R. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:4:p:1731-1772.

Full description at Econpapers || Download paper

2022Anomalies and the Expected Market Return. (2022). Rapach, David E ; Li, Yan ; Dong, XI ; Zhou, Guofu. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:1:p:639-681.

Full description at Econpapers || Download paper

2022Going the Extra Mile: Distant Lending and Credit Cycles. (2022). Leuz, Christian ; Rajan, Raghuram G ; Granja, Joo. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:2:p:1259-1324.

Full description at Econpapers || Download paper

2021Mixed?frequency Bayesian predictive synthesis for economic nowcasting. (2021). McAlinn, Kenichiro. In: Journal of the Royal Statistical Society Series C. RePEc:bla:jorssc:v:70:y:2021:i:5:p:1143-1163.

Full description at Econpapers || Download paper

2021Shock contagion, asset quality and lending behaviour: The case of war in Eastern Ukraine. (2021). Tsapin, Andriy ; Talavera, Oleksandr ; Pham, Tho. In: Kyklos. RePEc:bla:kyklos:v:74:y:2021:i:2:p:243-269.

Full description at Econpapers || Download paper

2022A reappraisal of Katona’s adaptive theory of consumer behaviour using U.K. data. (2022). Hasan, Mohammad ; Gausden, Robert. In: Manchester School. RePEc:bla:manchs:v:90:y:2022:i:2:p:122-143.

Full description at Econpapers || Download paper

2021The Impact of Pessimistic Expectations on the Effects of COVID?19?Induced Uncertainty in the Euro Area. (2021). Zullig, Gabriel ; Ravenna, Federico ; Pellegrino, Giovanni. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:83:y:2021:i:4:p:841-869.

Full description at Econpapers || Download paper

2021International Effects of Euro Area Forward Guidance. (2021). Siklos, Pierre ; Feldkircher, Martin ; Böck, Maximilian ; Bock, Maximilian. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:83:y:2021:i:5:p:1066-1110.

Full description at Econpapers || Download paper

2021Empirical Evidence on the Dynamics of Investment Under Uncertainty in the U.S.. (2021). Magnusson, Leandro ; Haque, Qazi ; Tomioka, Kazuki. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:83:y:2021:i:5:p:1193-1217.

Full description at Econpapers || Download paper

2021Fear thy neighbor: Spillovers from economic policy uncertainty. (2021). Grigoli, Francesco ; Hengge, Martina ; Biljanovska, Nina. In: Review of International Economics. RePEc:bla:reviec:v:29:y:2021:i:2:p:409-438.

Full description at Econpapers || Download paper

2021Nowcasting South African gross domestic product using a suite of statistical models. (2021). Steenkamp, Daan ; Botha, Byron ; van Jaarsveld, Rossouw ; Reid, Geordie ; Olds, Tim. In: South African Journal of Economics. RePEc:bla:sajeco:v:89:y:2021:i:4:p:526-554.

Full description at Econpapers || Download paper

2021Measuring the effectiveness of US monetary policy during the COVID?19 recession. (2021). Pfarrhofer, Michael ; Huber, Florian ; Feldkircher, Martin. In: Scottish Journal of Political Economy. RePEc:bla:scotjp:v:68:y:2021:i:3:p:287-297.

Full description at Econpapers || Download paper

2021Quantifying time-varying forecast uncertainty and risk for the real price of oil. (2021). Cross, Jamie L ; Aastveit, Knut Are ; van Dijk, Herman K. In: Working Paper. RePEc:bno:worpap:2021_3.

Full description at Econpapers || Download paper

2021Quantifying time-varying forecast uncertainty and risk for the real price of oil. (2021). Djik, Herman K ; Cross, Jamie ; Aastveit, Knut Are. In: Working Papers. RePEc:bny:wpaper:0099.

Full description at Econpapers || Download paper

2021Macroeconomic Forecasting with Large Stochastic Volatility in Mean VARs. (2021). Koop, Gary ; Hou, Chenghan ; Cross, Jamie L. In: Working Papers. RePEc:bny:wpaper:0100.

Full description at Econpapers || Download paper

2021Inflation dynamics and forecast : frequency matters. (2021). Verona, Fabio ; Martins, Manuel. In: Research Discussion Papers. RePEc:bof:bofrdp:2021_008.

Full description at Econpapers || Download paper

2022Inflationary household uncertainty shocks. (2022). Ambrocio, Gene. In: Research Discussion Papers. RePEc:bof:bofrdp:2022_005.

Full description at Econpapers || Download paper

2021Macroeconomic Changes with Declining Trend Inflation: Complementarity with the Superstar Firm Hypothesis. (2021). Kurozumi, Takushi ; van Zandweghe, Willem. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp21e13.

Full description at Econpapers || Download paper

2021Stochastic model specification in Markov switching vector error correction models. (2021). Huber, Florian ; Niko, Hauzenberger ; Thomas, Zorner ; Michael, Pfarrhofer ; Florian, Huber. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:25:y:2021:i:2:p:17:n:7.

Full description at Econpapers || Download paper

2021Macroeconomic uncertainty and forecasting macroeconomic aggregates. (2021). Magnus, Reif. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:25:y:2021:i:2:p:20:n:5.

Full description at Econpapers || Download paper

2021The Real Effects of Uncertainty Shocks: New Evidence from Linear and Nonlinear SVAR Models. (2021). Tsasa, Jean-Paul K ; Diwambuena, Josue. In: BEMPS - Bozen Economics & Management Paper Series. RePEc:bzn:wpaper:bemps87.

Full description at Econpapers || Download paper

2021Sorry, Youre Blocked. Economic Effects of Financial Sanctions on the Russian Economy. (2021). Pestova, Anna ; Mamonov, Mikhail. In: CERGE-EI Working Papers. RePEc:cer:papers:wp704.

Full description at Econpapers || Download paper

2021Optimal Out-of-Sample Forecast Evaluation under Stationarity. (2021). Stanek, Filip. In: CERGE-EI Working Papers. RePEc:cer:papers:wp712.

Full description at Econpapers || Download paper

2021Predictability of Bull and Bear Markets: A New Look at Forecasting Stock Market Regimes (and Returns) in the US. (2021). Neuenkirch, Matthias ; Haase, Felix. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8828.

Full description at Econpapers || Download paper

2021Nonlinearities and Asymmetric Adjustment to PPP in an Exchange Rate Model with Inflation Expectations. (2021). Caporale, Guglielmo Maria ; Anderl, Christina. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8921.

Full description at Econpapers || Download paper

2021Measuring Market Expectations. (2021). Baumeister, Christiane. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9305.

Full description at Econpapers || Download paper

2021Tackling Large Outliers in Macroeconomic Data with Vector Artificial Neural Network Autoregression. (2021). Zhang, Yunyi ; Polito, Vito. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9395.

Full description at Econpapers || Download paper

2021The Impact of Rising Oil Prices on U.S. Inflation and Inflation Expectations in 2020-23. (2021). Kilian, Lutz ; Zhou, Xiaoqing. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9455.

Full description at Econpapers || Download paper

2022Forecasting Inflation with a Zero Lower Bound or Negative Interest Rates: Evidence from Point and Density Forecasts. (2022). Caporale, Guglielmo Maria ; Anderl, Christina. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9687.

Full description at Econpapers || Download paper

2021The Bright and Dark Side of Financial Support from Local and Central Banks after a Natural Disaster: Evidence from the Great Kanto Earthquake, 1923 Japan. (2021). Okubo, Toshihiro ; Strobl, Eric ; Okazaki, Tetsuji. In: CARF F-Series. RePEc:cfi:fseres:cf511.

Full description at Econpapers || Download paper

2021Toward a general framework for constructing and evaluating core inflation measures. (2021). Sansone, Andrés ; Fornero, Jorge ; Carlomagno, Guillermo. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:913.

Full description at Econpapers || Download paper

2021COVID19 and Seasonal Adjustment. (2021). Jacobs, Jan ; Abeln, Barend. In: CIRANO Working Papers. RePEc:cir:cirwor:2021s-05.

Full description at Econpapers || Download paper

2021The Bright and Dark Side of Financial Support from Local and Central Banks after a Natural Disaster: Evidence from the Great Kanto Earthquake, 1923 Japan. (2000). Okubo, Toshihiro ; Strobl, Eric ; Okazaki, Tetsuji. In: CIGS Working Paper Series. RePEc:cnn:wpaper:21-001e.

Full description at Econpapers || Download paper

2022Addressing Unemployment Rate Forecast Errors in Relation to the Business Cycle. (2022). Scheer, Bas. In: CPB Discussion Paper. RePEc:cpb:discus:434.

Full description at Econpapers || Download paper

2021Fear of the Coronavirus and Cryptocurrencies returns. (2021). Hadhri, Sinda. In: Economics Bulletin. RePEc:ebl:ecbull:eb-21-00507.

Full description at Econpapers || Download paper

2021The implications of globalisation for the ECB monetary policy strategy. (2021). Schmitz, Martin ; Lastauskas, Povilas ; Kataryniuk, Iván ; JOCHEM, Axel ; Gunnella, Vanessa ; Georgiadis, Georgios ; Fontagné, Lionel ; Feldkircher, Martin ; Everett, Mary ; Carvalho, Daniel ; Labhard, Vincent ; Bricongne, Jean-Charles ; Felettigh, Alberto ; Cova, Pietro ; Dimitropoulou, Dimitra ; Hemmerle, Yannick ; Siena, Daniele ; Osbat, Chiara ; Venditti, Fabrizio ; Kuhnlenz, Markus ; Baumann, Ursel ; Zumer, Tina ; Parraga, Susana ; de Luigi, Clara ; Serafini, Roberta ; Mattias, Nilsson ; Carluccio, Juan ; Korhonen, Iikka ; Wacket, Helmut ; Banerjee, Biswajit ; Eichler, Eric ; Giron, Celestino ; Meinen, Philipp ; de Bandt, Olivier ; del Giudice, Davide ; van Schaik, Ilona ; Mozzanica, Mirco Balatti ; Dorrucci, Ettore ; Coim
2021Understanding low inflation in the euro area from 2013 to 2019: cyclical and structural drivers. (2021). Smets, Frank ; Osbat, Chiara ; Koester, Gerrit ; Nickel, Christiane ; Lis, Eliza. In: Occasional Paper Series. RePEc:ecb:ecbops:2021280.

Full description at Econpapers || Download paper

2021ECB’s economy-wide climate stress test. (2021). Salleo, Carmelo ; Parisi, Laura ; Muoz, Manuel A ; Kouratzoglou, Charalampos ; Kaijser, Michiel ; Hennig, Tristan ; Emambakhsh, Tina ; Dunz, Nepomuk ; Alogoskoufis, Spyros. In: Occasional Paper Series. RePEc:ecb:ecbops:2021281.

Full description at Econpapers || Download paper

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

Works by Todd Clark:


YearTitleTypeCited
2021Investigating Growth at Risk Using a Multi-country Non-parametric Quantile Factor Model In: Papers.
[Full Text][Citation analysis]
paper0
2022Forecasting US Inflation Using Bayesian Nonparametric Models In: Papers.
[Full Text][Citation analysis]
paper0
2022Forecasting US Inflation Using Bayesian Nonparametric Models.(2022) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2016Measuring Uncertainty and Its Impact on the Economy In: BAFFI CAREFIN Working Papers.
[Full Text][Citation analysis]
paper115
2016Measuring Uncertainty and Its Impact on the Economy.(2016) In: Working Papers (Old Series).
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 115
paper
2018Measuring Uncertainty and Its Impact on the Economy.(2018) In: The Review of Economics and Statistics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 115
article
1996Small-Sample Properties of Estimators of Nonlinear Models of Covariance Structure. In: Journal of Business & Economic Statistics.
[Citation analysis]
article44
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: 44
paper
2009Tests of Equal Predictive Ability With Real-Time Data In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]
article77
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: 77
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: 77
paper
2011Real-Time Density Forecasts From Bayesian Vector Autoregressions With Stochastic Volatility In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]
article239
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: 239
article
2017Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors In: BIS Working Papers.
[Full Text][Citation analysis]
paper20
2017Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors.(2017) In: Working Papers (Old Series).
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 20
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: 20
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: 20
paper
2020Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors.(2020) In: The Review of Economics and Statistics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 20
article
2015Realtime nowcasting with a Bayesian mixed frequency model with stochastic volatility In: Journal of the Royal Statistical Society Series A.
[Full Text][Citation analysis]
article67
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: 67
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: 67
paper
2009Combining Forecasts from Nested Models* In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]
article17
2007Combining forecasts from nested models.(2007) In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 17
paper
2006Combining forecasts from nested models.(2006) In: Research Working Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 17
paper
2008Combining forecasts from nested models.(2008) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 17
paper
2012The macroeconomic forecasting performance of autoregressive models with alternative specifications of time-varying volatility In: Working Paper.
[Full Text][Citation analysis]
paper16
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: 16
paper
2014Have standard VARs remained stable since the crisis? In: Working Paper.
[Full Text][Citation analysis]
paper37
2016Have Standard VARs Remained Stable Since the Crisis?.(2016) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 37
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: 37
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: 37
article
2015Using Entropic Tilting to Combine BVAR Forecasts with External Nowcasts In: Working Papers.
[Full Text][Citation analysis]
paper31
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: 31
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: 31
article
2015Using Entropic Tilting to Combine BVAR Forecasts with External Nowcasts.(2015) In: VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 31
paper
2019Assessing International Commonality in Macroeconomic Uncertainty and Its Effects In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper13
2018Assessing International Commonality in Macroeconomic Uncertainty and Its Effects.(2018) In: Working Papers (Old Series).
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 13
paper
2019Assessing International Commonality in Macroeconomic Uncertainty and Its Effects.(2019) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 13
paper
2020Assessing international commonality in macroeconomic uncertainty and its effects.(2020) In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 13
article
2021Addressing COVID-19 Outliers in BVARs with Stochastic Volatility In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper7
2021Addressing COVID-19 Outliers in BVARs with Stochastic Volatility.(2021) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7
paper
2022Addressing COVID-19 outliers in BVARs with stochastic volatility.(2022) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7
paper
2021Measuring Uncertainty and Its Effects in the COVID-19 Era In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper0
2022Measuring Uncertainty and Its Effects in the COVID-19 Era.(2022) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2011Bayesian VARs: Specification Choices and Forecast Accuracy In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper118
2011Bayesian VARs: specification choices and forecast accuracy.(2011) In: Working Papers (Old Series).
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 118
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: 118
article
2012Common Drifting Volatility in Large Bayesian VARs In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper114
2012Common Drifting Volatility in Large Bayesian VARs.(2012) In: Economics Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 114
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: 114
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: 114
article
2014No Arbitrage Priors, Drifting Volatilities, and the Term Structure of Interest Rates In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper3
2020No-Arbitrage Priors, Drifting Volatilities, and the Term Structure of Interest Rates.(2020) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
paper
2021No?arbitrage priors, drifting volatilities, and the term structure of interest rates.(2021) In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
article
2014HOW THE ECONOMY WORKS: CONFIDENCE, CRASHES, AND SELF-FULFILLING PROPHECIES BY ROGER E. A. FARMERRoger 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]
paper655
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: 655
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: 655
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: 655
paper
2011Decomposing the declining volatility of long-term inflation expectations In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
article30
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: 30
paper
2013Advances in Forecast Evaluation In: Handbook of Economic Forecasting.
[Full Text][Citation analysis]
chapter102
2011Advances in forecast evaluation.(2011) In: Working Papers (Old Series).
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 102
paper
2011Advances in forecast evaluation.(2011) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 102
paper
2005Estimating equilibrium real interest rates in real time In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]
article126
2004Estimating equilibrium real interest rates in real time.(2004) In: Research Working Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 126
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: 126
paper
2005The power of tests of predictive ability in the presence of structural breaks In: Journal of Econometrics.
[Full Text][Citation analysis]
article61
2006Using out-of-sample mean squared prediction errors to test the martingale difference hypothesis In: Journal of Econometrics.
[Full Text][Citation analysis]
article305
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: 305
paper
2007Approximately normal tests for equal predictive accuracy in nested models In: Journal of Econometrics.
[Full Text][Citation analysis]
article1022
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: 1022
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: 1022
paper
2012In-sample tests of predictive ability: A new approach In: Journal of Econometrics.
[Full Text][Citation analysis]
article20
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: 20
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: 20
paper
2015Nested forecast model comparisons: A new approach to testing equal accuracy In: Journal of Econometrics.
[Full Text][Citation analysis]
article49
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: 49
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: 49
paper
2019Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors In: Journal of Econometrics.
[Full Text][Citation analysis]
article72
2021Using time-varying volatility for identification in Vector Autoregressions: An application to endogenous uncertainty In: Journal of Econometrics.
[Full Text][Citation analysis]
article2
2001Borders and business cycles In: Journal of International Economics.
[Full Text][Citation analysis]
article322
1999Borders and business cycles.(1999) In: Research Working Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 322
paper
1999Borders and business cycles.(1999) In: Staff Reports.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 322
paper
2014Evaluating alternative models of trend inflation In: International Journal of Forecasting.
[Full Text][Citation analysis]
article54
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]
article24
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]
article1
2015Measuring Inflation Forecast Uncertainty In: Economic Commentary.
[Full Text][Citation analysis]
article2
2020Credit Market Frictions, Business Cycles, and Monetary Policy: The Research Contributions of Charles Carlstrom and Timothy Fuerst 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]
paper6
2011Tests of equal forecast accuracy for overlapping models.(2011) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6
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: 6
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
2014Tracing Out Capital Flows: How Financially Integrated Banks Respond to Natural Disasters In: Working Papers (Old Series).
[Full Text][Citation analysis]
paper88
2014Evaluating Conditional Forecasts from Vector Autoregressions In: Working Papers (Old Series).
[Full Text][Citation analysis]
paper10
2014Evaluating Conditional Forecasts from Vector Autoregressions.(2014) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 10
paper
2015A New Model of Inflation, Trend Inflation, and Long-Run Inflation Expectations In: Working Papers (Old Series).
[Full Text][Citation analysis]
paper61
2018A New Model of Inflation, Trend Inflation, and Long?Run Inflation Expectations.(2018) In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 61
article
2016Large Vector Autoregressions with Stochastic Volatility and Flexible Priors In: Working Papers (Old Series).
[Full Text][Citation analysis]
paper7
2018Endogenous Uncertainty In: Working Papers (Old Series).
[Full Text][Citation analysis]
paper4
2020Capturing Macroeconomic Tail Risks with Bayesian Vector Autoregressions In: Working Papers.
[Full Text][Citation analysis]
paper5
2020Nowcasting Tail Risks to Economic Activity with Many Indicators In: Working Papers.
[Full Text][Citation analysis]
paper8
2021Tail Forecasting with Multivariate Bayesian Additive Regression Trees In: Working Papers.
[Full Text][Citation analysis]
paper1
2021Forecasting with Shadow-Rate VARs In: Working Papers.
[Full Text][Citation analysis]
paper0
2021Macroeconomic Forecasting in a Multi-country Context In: Working Papers.
[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]
paper14
2007Averaging forecasts from VARs with uncertain instabilities In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]
paper120
2006Averaging forecasts from VARs with uncertain instabilities.(2006) In: Research Working Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 120
paper
2008Averaging forecasts from VARs with uncertain instabilities.(2008) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 120
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: 120
article
2010Averaging forecasts from VARs with uncertain instabilities.(2010) In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 120
article
1994Nominal GDP targeting rules: can they stabilize the economy? In: Economic Review.
[Full Text][Citation analysis]
article12
1995Do producer prices lead consumer prices? In: Economic Review.
[Full Text][Citation analysis]
article20
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]
article47
2004An evaluation of the decline in goods inflation In: Economic Review.
[Full Text][Citation analysis]
article7
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]
article14
2009Is the Great Moderation over? an empirical analysis In: Economic Review.
[Full Text][Citation analysis]
article35
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]
paper57
1997Cross-country Evidence on Long-Run Growth and Inflation..(1997) In: Economic Inquiry.
[Citation analysis]
This paper has another version. Agregated cites: 57
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]
paper66
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: 66
article
1997Do producer prices help predict consumer prices? In: Research Working Paper.
[Citation analysis]
paper1
1998The sources of fluctuations within and across countries In: Research Working Paper.
[Full Text][Citation analysis]
paper49
2000Can out-of-sample forecast comparisons help prevent overfitting? In: Research Working Paper.
[Full Text][Citation analysis]
paper51
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: 51
article
2001Evaluating long-horizon forecasts In: Research Working Paper.
[Full Text][Citation analysis]
paper22
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]
paper96
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: 96
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: 96
paper
2003Disaggregate evidence on the persistence of consumer price inflation In: Research Working Paper.
[Full Text][Citation analysis]
paper107
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: 107
article
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: 107
article
2004Improving forecast accuracy by combining recursive and rolling forecasts In: Research Working Paper.
[Full Text][Citation analysis]
paper86
2008Improving forecast accuracy by combining recursive and rolling forecasts.(2008) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 86
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: 86
article
2006Forecasting of small macroeconomic VARs in the presence of instabilities In: Research Working Paper.
[Full Text][Citation analysis]
paper4
2008An empirical assessment of the relationships among inflation and short- and long-term expectations In: Research Working Paper.
[Full Text][Citation analysis]
paper14
2009Time variation in the inflation passthrough of energy prices In: Research Working Paper.
[Full Text][Citation analysis]
paper57
2010Time Variation in the Inflation Passthrough of Energy Prices.(2010) In: Journal of Money, Credit and Banking.
[Citation analysis]
This paper has another version. Agregated cites: 57
article
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: 57
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]
paper4
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]
paper6
2005Using Out-of-Sample Mean Squared Prediction Errors to Test the Martingale Difference In: NBER Technical Working Papers.
[Full Text][Citation analysis]
paper9
2015Large Vector Autoregressions with Asymmetric Priors In: Working Papers.
[Full Text][Citation analysis]
paper21
2015Large Vector Autoregressions with Asymmetric Priors.(2015) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 21
paper
2005Evaluating Direct Multistep Forecasts In: Econometric Reviews.
[Full Text][Citation analysis]
article140
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]
article62
2015Macroeconomic Forecasting Performance under Alternative Specifications of Time?Varying Volatility In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
article130
2017Tests of Predictive Ability for Vector Autoregressions Used for Conditional Forecasting In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
article7

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated March, 30 2022. Contact: CitEc Team