Todd Clark
Title
Cited by
Cited by
Year
Approximately normal tests for equal predictive accuracy in nested models
TE Clark, KD West
Journal of econometrics 138 (1), 291-311, 2007
14292007
Tests of equal forecast accuracy and encompassing for nested models
TE Clark, MW McCracken
Journal of econometrics 105 (1), 85-110, 2001
11332001
Borders and business cycles
TE Clark, E Van Wincoop
Journal of international Economics 55 (1), 59-85, 2001
6922001
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
4832006
Real-time density forecasts from Bayesian vector autoregressions with stochastic volatility
TE Clark
Journal of Business & Economic Statistics 29 (3), 327-341, 2011
3012011
Advances in forecast evaluation
T Clark, M McCracken
Handbook of economic forecasting 2, 1107-1201, 2013
286*2013
Evaluating direct multistep forecasts
TE Clark, MW McCracken
Econometric Reviews 24 (4), 369-404, 2005
2452005
Macroeconomic forecasting performance under alternative specifications of time‐varying volatility
TE Clark, F Ravazzolo
Journal of Applied Econometrics 30 (4), 551-575, 2015
2302015
Comparing measures of core inflation
TE Clark
Economic Review-Federal Reserve Bank of Kansas City 86 (2), 5-32, 2001
2232001
Bayesian VARs: specification choices and forecast accuracy
A Carriero, TE Clark, M Marcellino
Journal of Applied Econometrics 30 (1), 46-73, 2015
2092015
Improving forecast accuracy by combining recursive and rolling forecasts
TE Clark, MW McCracken
International Economic Review 50 (2), 363-395, 2009
1792009
Disaggregate evidence on the persistence of consumer price inflation
TE Clark
Journal of Applied Econometrics 21 (5), 563-587, 2006
1772006
Cross‐country evidence on long‐run growth and inflation
TE Clark
Economic Inquiry 35 (1), 70-81, 1997
1561997
Common drifting volatility in large Bayesian VARs
A Carriero, TE Clark, M Marcellino
Journal of Business & Economic Statistics 34 (3), 375-390, 2016
1522016
Employment fluctuations in US regions and industries: the roles of national, region-specific, and industry-specific shocks
TE Clark
Journal of Labor Economics 16 (1), 202-229, 1998
1501998
Measuring uncertainty and its impact on the economy
A Carriero, TE Clark, M Marcellino
Review of Economics and Statistics 100 (5), 799-815, 2018
1462018
Do producer prices lead consumer prices?
TE Clark
Economic Review-Federal Reserve Bank of Kansas City 80, 25-25, 1995
1411995
The sources of fluctuations within and across countries
TE Clark, K Shin
FRB Kansas City Research Working Paper, 1998
1371998
Is the Great Moderation over? An empirical analysis
TE Clark
Economic Review 2009, Q4-5, 2009
1302009
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
1262006
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Articles 1–20