← All authors Todd E. Clark Federal Reserve Bank of Cleveland (from arXiv:2202.13793, 2022) · ORCID · OpenAlex
83 papers in scope · 83 published · 1 on the econ.EM arXiv · 8,660 citations · h-index 40 (over the papers listed here)
Related authors The 20 authors closest to this one in our weighted citation graph, most related first.
Philipp Adämmer Rainer Alexander Schüssler Philippe Goulet Coulombe Florian Huber Jan Prüser Dalibor Stevanović Massimiliano Marcellino Nico Petz Gary Koop Maxime Leroux Stéphane Surprenant Maximilian Goebel Maximilian Göbel Karin Klieber Niko Hauzenberger John M. Maheu Worapree Maneesoonthorn Rubén Loaiza-Maya Didier Nibbering David T. Frazier Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md .
Papers (1 of 83)
A Flexible Approach to Augmenting a Bayesian VAR with Nonlinear Factors *
published 2025 · Journal of Business and Economic Statistics
Constructing Fan Charts from the Ragged Edge of SPF Forecasts
published 2025 · The Review of Economics and Statistics · 7 citations · first circulated 2022
with Gergely Ganics, Elmar Mertens
Forecasting with shadow rate VARs
published 2025 · Quantitative Economics · 10 citations · first circulated 2021
Specification Choices in Quantile Regression for Empirical Macroeconomics
published 2024 · Journal of Applied Econometrics · 9 citations · first circulated 2022
published 2024 · The Annals of Applied Statistics · 15 citations · first circulated 2022
Investigating Growth-at-Risk Using a Multicountry Nonparametric Quantile Factor Model
published 2024 · Journal of Business and Economic Statistics · 17 citations
Capturing Macro‐Economic Tail Risks with Bayesian Vector Autoregressions
published 2023 · Journal of money credit and banking · 37 citations
TAIL FORECASTING WITH MULTIVARIATE BAYESIAN ADDITIVE REGRESSION TREES
published 2022 · International Economic Review · 44 citations · first circulated 2021
Macroeconomic forecasting in a multi‐country context
published 2022 · Journal of Applied Econometrics · 8 citations
Addressing COVID-19 Outliers in BVARs with Stochastic Volatility
published 2022 · The Review of Economics and Statistics · 116 citations · first circulated 2021
Nowcasting tail risk to economic activity at a weekly frequency
published 2022 · Journal of Applied Econometrics · 38 citations
Measuring Uncertainty and Its Impact on the Economy
published 2022 · The Review of Economics and Statistics · 3 citations
Using time-varying volatility for identification in Vector Autoregressions: An application to endogenous uncertainty
published 2021 · Journal of Econometrics · 31 citations
No-Arbitrage Priors, Drifting Volatilities, and the Term Structure of Interest Rates
published 2020 · Journal of Applied Econometrics · 9 citations
Assessing international commonality in macroeconomic uncertainty and its effects
published 2019 · Journal of Applied Econometrics · 36 citations · first circulated 2018
Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors” [J. Econometrics 212 (1) (2019) 137–154
published 2019 · Journal of Econometrics · 210 citations
Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors
published 2018 · The Review of Economics and Statistics · 50 citations · first circulated 2017
with Michael W. McCracken, Elmar Mertens
A New Model of Inflation, Trend Inflation, and Long‐Run Inflation Expectations
published 2018 · Journal of money credit and banking · 123 citations · first circulated 2015
Measuring Uncertainty and Its Impact on the Economy
published 2017 · The Review of Economics and Statistics · 246 citations · first circulated 2016
Tests of Predictive Ability for Vector Autoregressions Used for Conditional Forecasting
published 2016 · Journal of Applied Econometrics · 10 citations · first circulated 2014
with Michael W. McCracken
Recent Inflation Trends
published 2016 · Economic Trends · 2 citations
with Christian Garciga
no link
Using Entropic Tilting to Combine BVAR Forecasts With External Nowcasts
published 2015 · Journal of Business and Economic Statistics · 55 citations · first circulated 2014
Common Drifting Volatility in Large Bayesian VARs
published 2015 · Journal of Business and Economic Statistics · 204 citations · first circulated 2012
Realtime Nowcasting with a Bayesian Mixed Frequency Model with Stochastic Volatility
published 2015 · Journal of the Royal Statistical Society Series A (Statistics in Society) · 104 citations
Evaluating Progress Toward the Fed's Inflation Target
published 2014 · Economic Trends
with William Bednar
no link
Nested forecast model comparisons: A new approach to testing equal accuracy
published 2014 · Journal of Econometrics · 61 citations · first circulated 2009
with Michael W. McCracken
Methods for Evaluating Recent Trend Inflation
published 2014 · Economic Trends · 3 citations
with William Bednar
no link
Evaluating alternative models of trend inflation
published 2014 · International Journal of Forecasting · 98 citations
with Taeyoung Doh
Macroeconomic Forecasting Performance under Alternative Specifications of Time-Varying Volatility
published 2014 · Journal of Applied Econometrics · 334 citations · first circulated 2012
Have Standard VARS Remained Stable Since the Crisis?
published 2014 · Journal of Applied Econometrics · 51 citations
2013 Annual Report Why Inflation Is Very Low, and Why It Matters
published 2014 · Annual Report · 1 citations
with Edward S. Knotek
no link
What’s Weighing on Inflation?
published 2013 · Economic Trends
with Margaret Jacobson
no link
Recent Trends in Various CPI-Based Inflation Measures
published 2013 · Economic Trends
with William Bednar
no link
Bayesian VARs: Specification Choices and Forecast Accuracy
published 2013 · Journal of Applied Econometrics · 224 citations · first circulated 2011
Recent Changes in FOMC Communication and the Committee’s Updated Projections
published 2013 · Economic Trends · 1 citations
with William Bednar
no link
HOW THE ECONOMY WORKS: CONFIDENCE, CRASHES, AND SELF-FULFILLING PROPHECIES BY ROGER E. A. FARMERRoger E. A. Farmer Oxford University Press, New York, 2010
published 2013 · Macroeconomic Dynamics
TESTS OF EQUAL FORECAST ACCURACY FOR OVERLAPPING MODELS
published 2013 · Journal of Applied Econometrics · 18 citations · first circulated 2011
with Michael W. McCracken
Hot Topic: What Are Policy Rules?
published 2013 · Forefront
no link
Housing and the Economic Recovery
published 2012 · Forefront
no link
Balance Sheet Implications of New Fed Policies
published 2012 · Economic Trends · 1 citations
with William Bednar
no link
A Quick Look at Fed Forecasting
published 2012 · Economic Trends
with John Lindner
no link
In-sample tests of predictive ability: A new approach
published 2012 · Journal of Econometrics · 22 citations · first circulated 2009
with Michael W. McCracken
Central Bank Liquidity Swaps
published 2011 · Economic Trends · 2 citations
with John Lindner
no link
Policy Innovations at the Zero Lower Bound
published 2011 · Economic Trends
with John Lindner
no link
Interest Rates Have Responded to the Fed’s New Language
published 2011 · Economic Trends
with John Lindner
no link
Reality Checks and Comparisons of Nested Predictive Models
published 2011 · Journal of Business and Economic Statistics · 88 citations · first circulated 2010
with Michael W. McCracken
Short-Term Interest Rate Markets
published 2011 · Economic Trends
with John Lindner
no link
How Should We Measure Success
published 2011 · Economic Trends
with John Lindner
no link
Decomposing the declining volatility of long-term inflation expectations
published 2010 · Journal of Economic Dynamics and Control · 17 citations · first circulated 2009
with Troy Davig
Real-Time Density Forecasts From Bayesian Vector Autoregressions With Stochastic Volatility
published 2010 · Journal of Business and Economic Statistics · 435 citations
Time Variation in the Inflation Passthrough of Energy Prices
published 2010 · Journal of money credit and banking · 150 citations · first circulated 2009
with Stephen Terry
Averaging forecasts from VARs with uncertain instabilities
published 2009 · Journal of Applied Econometrics · 183 citations · first circulated 2006
with Michael W. McCracken
Tests of Equal Predictive Ability With Real-Time Data
published 2009 · Journal of Business and Economic Statistics · 101 citations · first circulated 2007
with Michael W. McCracken
Is the Great Moderation over? an Empirical Analysis
published 2009 · Econometric Reviews · 78 citations
no link
IMPROVING FORECAST ACCURACY BY COMBINING RECURSIVE AND ROLLING FORECASTS*
published 2009 · International Economic Review · 202 citations · first circulated 2007
with Michael W. McCracken
Combining Forecasts from Nested Models *
published 2009 · Oxford Bulletin of Economics and Statistics · 34 citations · first circulated 2007
with Michael W. McCracken
Has the Behavior of Inflation and Long-Term Inflation Expectations Changed?
published 2008 · Econometric Reviews · 23 citations
with Taisuke Nakata
no link
Forecasting with Small Macroeconomic VARs in the Presence of Instabilities
published 2006 · Finance and Economics Discussion Series · 45 citations
with Michael W. McCracken
Approximately normal tests for equal predictive accuracy in nested models
published 2006 · Journal of Econometrics · 2469 citations · first circulated 2005
with Kenneth D. West
Disaggregate evidence on the persistence of consumer price inflation
published 2006 · Journal of Applied Econometrics · 110 citations · first circulated 2003
The Trend Growth Rate of Employment: Past, Present, and Future
published 2006 · Econometric Reviews · 21 citations
with Taisuke Nakata
no link
The Predictive Content of the Output Gap for Inflation: Resolving In-Sample and Out-of-Sample Evidence
published 2006 · Journal of money credit and banking · 45 citations · first circulated 2003
with Michael W. McCracken
Evaluating Direct Multistep Forecasts
published 2005 · Econometric Reviews · 255 citations
with Michael W. McCracken
Using out-of-sample mean squared prediction errors to test the martingale difference hypothesis
published 2005 · Journal of Econometrics · 417 citations · first circulated 2004
with Kenneth D. West
Estimating equilibrium real interest rates in real time
published 2005 · The North American Journal of Economics and Finance · 130 citations · first circulated 2004
with Sharon Kozicki
An evaluation of the decline in goods inflation
published 2004 · Econometric Reviews · 22 citations
no link
The power of tests of predictive ability in the presence of structural breaks
published 2004 · Journal of Econometrics · 113 citations
with Michael W. McCracken
Can out‐of‐sample forecast comparisons help prevent overfitting?
published 2004 · Journal of Forecasting · 12 citations · first circulated 2001
Tests of equal forecast accuracy and encompassing for nested models
published 2001 · Journal of Econometrics · 281 citations · first circulated 1999
with Michael W. McCracken
Borders and business cycles
published 2001 · Journal of International Economics · 507 citations · first circulated 1999
with Eric van Wincoop
Comparing Measures of Core Inflation
published 2001 · Econometric Reviews · 87 citations
no link
Forecasting an aggregate of cointegrated disaggregates
published 2000 · Journal of Forecasting · 15 citations
Finite-sample properties of tests for equal forecast accuracy
published 1999 · Journal of Forecasting · 54 citations
The Responses of Prices at Different Stages of Production to Monetary Policy Shocks
published 1999 · The Review of Economics and Statistics · 82 citations · first circulated 1996
A Comparison of the CPI and the PCE Price Index
published 1999 · Econometric Reviews · 45 citations
no link
Employment Fluctuations in U.S. Regions and Industries: The Roles of National, Region‐Specific, and Industry‐Specific Shocks
published 1998 · Journal of Labor Economics · 116 citations · first circulated 1992
Progress toward Price Stability: A 1997 Inflation Report
published 1998 · Econometric Reviews
no link
CROSS‐COUNTRY EVIDENCE ON LONG‐RUN GROWTH AND INFLATION
published 1997 · Economic Inquiry · 87 citations · first circulated 1993
Small-Sample Properties of Estimators of Nonlinear Models of Covariance Structure
published 1996 · Journal of Business and Economic Statistics · 71 citations
Do Producer Prices Lead Consumer Prices
published 1995 · Econometric Reviews · 67 citations
no link
Rents and prices of housing across areas of the United States. A cross-section examination of the present value model
published 1995 · Regional Science and Urban Economics · 62 citations · first circulated 1993
U.S. Inflation Developments in 1995
published 1995 · Econometric Reviews · 8 citations
no link
Nominal GDP Targeting Rules: Can They Stabilize the Economy?
published 1994 · Econometric Reviews · 28 citations
no link
Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.
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