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Todd Clark
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Year
Approximately normal tests for equal predictive accuracy in nested models
TE Clark, KD West
Journal of econometrics 138 (1), 291-311, 2007
22622007
Tests of equal forecast accuracy and encompassing for nested models
TE Clark, MW McCracken
Journal of econometrics 105 (1), 85-110, 2001
13432001
Borders and business cycles
TE Clark, E Van Wincoop
Journal of international Economics 55 (1), 59-85, 2001
7832001
Using out-of-sample mean squared prediction errors to test the martingale difference hypothesis
TE Clark, KD West
Journal of econometrics 135 (1-2), 155-186, 2006
5782006
Real-time density forecasts from Bayesian vector autoregressions with stochastic volatility
TE Clark
Journal of Business & Economic Statistics 29 (3), 327-341, 2011
4242011
Advances in forecast evaluation
T Clark, M McCracken
Handbook of economic forecasting 2, 1107-1201, 2013
404*2013
Macroeconomic forecasting performance under alternative specifications of time‐varying volatility
TE Clark, F Ravazzolo
Journal of Applied Econometrics 30 (4), 551-575, 2015
3622015
Measuring uncertainty and its impact on the economy
A Carriero, TE Clark, M Marcellino
Review of Economics and Statistics 100 (5), 799-815, 2018
3082018
Bayesian VARs: specification choices and forecast accuracy
A Carriero, TE Clark, M Marcellino
Journal of Applied Econometrics 30 (1), 46-73, 2015
3052015
Evaluating direct multistep forecasts
TE Clark, MW McCracken
Econometric Reviews 24 (4), 369-404, 2005
2792005
Core Inflation
TE Clark
2572001
Common drifting volatility in large Bayesian VARs
A Carriero, TE Clark, M Marcellino
Journal of Business & Economic Statistics 34 (3), 375-390, 2016
2432016
Improving forecast accuracy by combining recursive and rolling forecasts
TE Clark, MW McCracken
International Economic Review 50 (2), 363-395, 2009
2372009
Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors
A Carriero, TE Clark, M Marcellino
Journal of Econometrics 212 (1), 137-154, 2019
1972019
Disaggregate evidence on the persistence of consumer price inflation
TE Clark
Journal of Applied Econometrics 21 (5), 563-587, 2006
1902006
Cross‐country evidence on long‐run growth and inflation
TE Clark
Economic Inquiry 35 (1), 70-81, 1997
1871997
Do producer prices lead consumer prices?
TE Clark
Economic Review-Federal Reserve Bank of Kansas City 80, 25-25, 1995
1861995
Realtime nowcasting with a Bayesian mixed frequency model with stochastic volatility
A Carriero, TE Clark, M Marcellino
Journal of the Royal Statistical Society Series A: Statistics in Society 178 …, 2015
1672015
Averaging forecasts from VARs with uncertain instabilities
TE Clark, MW McCracken
Journal of Applied Econometrics 25 (1), 5-29, 2010
1622010
The predictive content of the output gap for inflation: Resolving in-sample and out-of-sample evidence
TE Clark, MW McCracken
Journal of Money, Credit and Banking, 1127-1148, 2006
1612006
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Articles 1–20