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Publications by Todd E. Clark

Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors

Review of Economics and Statistics

Social Sciences

English

Averaging Forecasts From VARs With Uncertain Instabilities

Journal of Applied Econometrics

Social Sciences

English

Using Entropic Tilting to Combine BVAR Forecasts With External Nowcasts

Working paper (Federal Reserve Bank of Cleveland)

English

Have Standard VARs Remained Stable Since the Crisis?

Working paper (Federal Reserve Bank of Cleveland)

English

Common Drifting Volatility in Large Bayesian VARs

Working paper (Federal Reserve Bank of Cleveland)

English

The Macroeconomic Forecasting Performance of Autoregressive Models With Alternative Specifications of Time-Varying Volatility

Working paper (Federal Reserve Bank of Cleveland)

English

A Bayesian Evaluation of Alternative Models of Trend Inflation

Working paper (Federal Reserve Bank of Cleveland)

English

Assessing International Commonality in Macroeconomic Uncertainty and Its Effects

SSRN Electronic Journal

English

Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors

English

Approximately Normal Tests for Equal Predictive Accuracy in Nested Models

Journal of Econometrics

Philosophy of Science

Applied Mathematics

English