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Assessing international commonality in macroeconomic uncertainty and its effects
Marcellino, Massimiliano; Clark, Todd E.; Carriero, Andrea - 2019
Persistent link: https://www.econbiz.de/10012194110
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Tests of equal predictive ability with real-time data
Clark, Todd E.; McCracken, Michael W. - In: Journal of business & economic statistics : JBES ; a … 27 (2009) 4, pp. 441-454
Persistent link: https://www.econbiz.de/10003913381
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Real-time density forecasts from Bayesian vector autoregressions with stochastic volatility
Clark, Todd E. - In: Journal of business & economic statistics : JBES ; a … 29 (2011) 3, pp. 327-341
Persistent link: https://www.econbiz.de/10009232552
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Out-of-sample forecast tests robust to the choice of window size
Rossi, Barbara; Inoue, Atsushi - In: Journal of business & economic statistics : JBES ; a … 30 (2012) 3, pp. 432-453
Persistent link: https://www.econbiz.de/10009657251
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In-sample inference and forecasting in misspecified factor models
Carrasco, Marine; Rossi, Barbara - In: Journal of business & economic statistics : JBES ; a … 34 (2016) 3, pp. 313-338
Persistent link: https://www.econbiz.de/10011691438
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Rejoinder: In-sample inference and forecasting in misspecified factor models
Carrasco, Marine; Rossi, Barbara - In: Journal of business & economic statistics : JBES ; a … 34 (2016) 3, pp. 353-356
Persistent link: https://www.econbiz.de/10011691450
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Common drifting volatility in large Bayesian VARs
Carriero, Andrea; Clark, Todd E.; Marcellino, Massimiliano - In: Journal of business & economic statistics : JBES ; a … 34 (2016) 3, pp. 375-390
Persistent link: https://www.econbiz.de/10011691646
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Forecasting US inflation using bayesian nonparametric models
Clark, Todd E.; Huber, Florian; Koop, Gary; Marcellino, … - 2023
Persistent link: https://www.econbiz.de/10014326677
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Capturing macroeconomic tail risks with bayesian vector autoregressions
Carriero, Andrea; Clark, Todd E.; Marcellino, Massimiliano - 2022
Persistent link: https://www.econbiz.de/10013286806
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Has the phillips curve flattened?
Inoue, Atsushi; Rossi, Barbara; Wang, Yiru - 2024
We contribute to the recent debate on the instability of the slope of the Phillips curve by offering insights from a flexible time-varying instrumental variable approach robust to weak instruments. Our robust approach focuses directly on the Phillips curve and allows general forms of...
Persistent link: https://www.econbiz.de/10014481360