Todd E. Clark - Publications, H-index & Citations

Todd E. Clark

federal reserve system - usa

47H指数

263论文数

1.1W被引数

收录论文 21

发表时间

Addressing COVID-19 Outliers in BVARs with Stochastic Volatility

REVIEW OF ECONOMICS AND STATISTICS

IF6.8

2024-09-06

OAAI

Carriero, Andrea; Clark, Todd E.; Marcellino, Massimiliano; Mertens, Elmar

Measuring Uncertainty and Its Impact on the Economy (vol 100, pg 799, 2018)

REVIEW OF ECONOMICS AND STATISTICS

IF6.8

2022-05-09

OAAI

Carriero, Andrea; Clark, Todd E.; Marcellino, Massimiliano

Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors (vol 212, pg 137, 2019)

JOURNAL OF ECONOMETRICS

IF4

2022-04-01

OAAI

Carriero, Andrea; Chan, Joshua; Clark, Todd E.; Marcellino, Massimiliano

Using time-varying volatility for identification in Vector Autoregressions: An application to endogenous uncertainty 在向量自回归中使用时变波动率进行识别: 对内生不确定性的应用

JOURNAL OF ECONOMETRICS

IF4

2021-11-01

OAAI

Carriero, Andrea; Clark, Todd E.; Marcellino, Massimiliano

Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors

REVIEW OF ECONOMICS AND STATISTICS

IF6.8

2020-03-01

OAAI

Clark, Todd E.; McCracken, Michael W.; Mertens, Elmar

Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors 具有随机波动率和非共轭先验的大贝叶斯向量自回归

JOURNAL OF ECONOMETRICS

IF4

2019-09-01

OAAI

Carriero, Andrea; Clark, Todd E.; Marcellino, Massimiliano

Measuring Uncertainty and Its Impact on the Economy 测量不确定性及其对经济的影响

REVIEW OF ECONOMICS AND STATISTICS

IF6.8

2018-12-01

140

OAAI

Carriero, Andrea; Clark, Todd E.; Marcellino, Massimiliano

Nested forecast model comparisons: A new approach to testing equal accuracy 嵌套预测模型比较: 检验等精度的新方法

JOURNAL OF ECONOMETRICS

IF4

2015-05-01

OAAI

Clark, Todd E.; McCracken, Michael W.

Evaluating alternative models of trend inflation

INTERNATIONAL JOURNAL OF FORECASTING

IF7.1

2014-07-01

PREAI

Clark, Todd E.; Doh, Taeyoung

In-sample tests of predictive ability: A new approach

JOURNAL OF ECONOMETRICS

IF4

2012-09-01

OAAI

Clark, Todd E.; McCracken, Michael W.

Approximately normal tests for equal predictive accuracy in nested models

JOURNAL OF ECONOMETRICS

IF4

2007-05-01

1.4K

OAAI

Clark, Todd E.; West, Kenneth D.

Using out-of-sample mean squared prediction errors to test the martingale difference hypothesis

JOURNAL OF ECONOMETRICS

IF4

2006-11-01

279

PREAI

Clark, Todd E.; West, Kenneth D.

The power of tests of predictive ability in the presence of structural breaks

JOURNAL OF ECONOMETRICS

IF4

2005-01-01

PREAI

Clark, TE; McCracken, MW

Can out-of-sample forecast comparisons help prevent overfitting?

JOURNAL OF FORECASTING

IF2.7

2004-03-03

PREAI

Clark, TE

Tests of equal forecast accuracy and encompassing for nested models

JOURNAL OF ECONOMETRICS

IF4

2001-11-01

683

OAAI

Clark, TE; McCracken, MW

Borders and business cycles

JOURNAL OF INTERNATIONAL ECONOMICS

IF4

2001-10-01

264

OAAI

Clark, TE; van Wincoop, E

Thalomid® (Thalidomide) capsules -: A review of the first 18 months of spontaneous postmarketing adverse event surveillance, including off-label prescribing

DRUG SAFETY

IF3.8

2001-01-01

PREAI

Clark, TE; Edom, N; Larson, J; Lindsey, LJ

Finite-sample properties of tests for equal forecast accuracy

JOURNAL OF FORECASTING

IF2.7

1999-12-01

PREAI

Clark, TE

The responses of prices at different stages of production to monetary policy shocks

REVIEW OF ECONOMICS AND STATISTICS

IF6.8

1999-08-01

PREAI

Clark, TE

Employment fluctuations in US regions and industries: The roles of national, region-specific, and industry-specific shocks

JOURNAL OF LABOR ECONOMICS

IF5

1998-01-01

PREAI

Clark, TE

研究方向