Todd E. Clark - Central Bank Research Hub

Papers by year: All | 2017 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004

Title Other author(s)

Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors

Cleveland Fed Working papers [View] (Paper: 1715, 25.09.2017)

JEL: C53, E37

Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors

St Louis Fed Working Papers [View] (Paper: 2017-26, 28.08.2017)

JEL: C32, C53, E47

Evaluating the Accuracy of Forecasts from Vector Autoregressions

St Louis Fed Working Papers [View] (Paper: 2013-010, 28.02.2013)

The macroeconomic forecasting performance of autoregressive models with alternative specifications of time-varying volatility

Central Bank of Norway (Norges Bank) Working Papers [View] (Paper: 2012/09, 08.11.2012)

Tests of Equal Forecast Accuracy for Overlapping Models

St Louis Fed Working Papers [View] (Paper: 2011-024, 29.09.2011)

Advances in Forecast Evaluation

St Louis Fed Working Papers [View] (Paper: 2011-025, 29.09.2011)

Testing for Unconditional Predictive Ability

St Louis Fed Working Papers [View] (Paper: 2010-031, 05.10.2010)

Reality Checks and Nested Forecast Model Comparisons

St Louis Fed Working Papers [View] (Paper: 2010-032, 05.10.2010)

Nested Forecast Model Comparisons: A New Approach to Testing Equal Accuracy

St Louis Fed Working Papers [View] (Paper: 2009-050, 15.10.2009)

In-Sample Tests of Predictive Ability: A New Approach

St Louis Fed Working Papers [View] (Paper: 2009-051, 15.10.2009)

Real-Time Density Forecasts from VARs with Stochastic Volatility

Kansas City Fed Working Papers [View] (Paper: 09-08, 09.06.2009)

Decomposing the Declining Volatility of Long-Term Inflation Expectations

Kansas City Fed Working Papers [View] (Paper: 09-05, 25.02.2009)

JEL: E31, E32, E52

Time Variation in the Inflation Passthrough of Energy Prices

Kansas City Fed Working Papers [View] (Paper: 09-06, 25.02.2009)

An Empirical Assessment of the Relationships Among Inflation and Short- and Long-Term Expectations

Kansas City Fed Working Papers [View] (Paper: 08-05, 01.12.2008)

JEL: E31, E32, E52

Combining Forecasts From Nested Models

St Louis Fed Working Papers [View] (Paper: 2008-037, 23.10.2008)

Averaging Forecasts from VARs with Uncertain Instabilities

St Louis Fed Working Papers [View] (Paper: 2008-030, 26.08.2008)

JEL: C32, C53, E37

Improving Forecast Accuracy by Combining Recursive and Rolling Forecasts

St Louis Fed Working Papers [View] (Paper: 2008-028, 22.08.2008)

Tests of Equal Predictive Ability with Real-Time Data

St Louis Fed Working Papers [View] (Paper: 2008-029, 22.08.2008)

Combining Forecasts From Nested Models

Board of Governors of the Federal Reserve System FEDS series [View] (Paper: 2007-43, 21.09.2007)

JEL: C52, C53

Forecasting with Small Macroeconomic VARs in the Presence of Instabilities

Board of Governors of the Federal Reserve System FEDS series [View] (Paper: 2007-41, 13.09.2007)

JEL: C53, E17, E37

Averaging Forecasts from VARs with Uncertain Instabilities

Board of Governors of the Federal Reserve System FEDS series [View] (Paper: 2007-42, 13.09.2007)

JEL: C32, C53, E37

Tests of Equal Predictive Ability with Real-Time Data

Kansas City Fed Working Papers [View] (Paper: RWP07-06, 08.08.2007)

Forecasting with Small Macroeconomic VARs in the Presence of Instabilities

Kansas City Fed Working Papers [View] (Paper: RWP06-09, 23.06.2006)

JEL: C53, E17, E37

Combining Forecasts From Nested Models

Kansas City Fed Working Papers [View] (Paper: RWP06-02, 08.03.2006)

JEL: C52, C53

Approximately Normal Tests for Equal Predictive Accuracy in Nested Models

Kansas City Fed Working Papers [View] (Paper: RWP05-05, 22.12.2005)

JEL: C52, C53

Improving Forecast Accuracy by Combining Recursive and Rolling Forecasts

Kansas City Fed Working Papers [View] (Paper: RWP04-10, 05.11.2004)

JEL: C12, C52, C53

Estimating Equilibrium Real Interest Rates in Real Time

Kansas City Fed Working Papers [View] (Paper: RWP04-08, 14.09.2004)

JEL: C3, C5, E4, E52

Using Out-of-Sample Mean Squared Prediction Errors to Test the Martingale Difference Hypothesis

Kansas City Fed Working Papers [View] (Paper: RWP04-03, 27.05.2004)

JEL: C12, C52, C53, F31

Forecast-Based Model Selection in the Presence of Structural Breaks

Kansas City Fed Working Papers [View] (Paper: RWP02-05, 23.04.2004)

JEL: C12, C52, C53

The Predictive Content of the Output Gap for Inflation: Resolving In-Sample and Out-of-Sample Evidence

Kansas City Fed Working Papers [View] (Paper: RWP03-06, 23.04.2004)

JEL: C52, C53, E31, E37

Disaggregate Evidence on the Persistence of Consumer Price Inflation

Kansas City Fed Working Papers [View] (Paper: RWP03-11, 23.04.2004)

JEL: C22, E31, E52

Papers by year: All | 2017 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004