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Evaluating alternative models of trend inflation

Clark, Todd E.; Doh, Taeyoung - In: International journal of forecasting 30 (2014) 3, pp. 426-448

Persistent link: https://www.econbiz.de/10010511578

Evaluating conditional forecasts from vector autoregressions

Clark, Todd E.; McCracken, Michael W. - 2014

Persistent link: https://www.econbiz.de/10010423516

Forecasting core inflation and its goods, housing, and supercore components

Clark, Todd E.; Gordon, Matthew V.; Zaman, Saeed - 2023

Persistent link: https://www.econbiz.de/10014447814

Constructing fan charts from the ragged edge of SPF forecasts

Clark, Todd E.; Ganics, Gergely; Mertens, Elmar - 2022

Persistent link: https://www.econbiz.de/10013467069

What is the predictive value of SPF point and density forecasts?

Clark, Todd E.; Ganics, Gergely; Mertens, Elmar - 2022

Persistent link: https://www.econbiz.de/10013467076

Constructing Fan Charts from the Ragged Edge of SPF Forecasts

Clark, Todd E.; Ganics, Gergely; Mertens, Elmar - 2022

We develop a model that permits the estimation of a term structure of both expectations and forecast uncertainty for … given data set of predictions from the SPF (or a similar forecast source) without measurement error. Our model captures … fixed horizon and fixed-event forecasts, and can accommodate changes in the maximal forecast horizon available from the SPF …

Persistent link: https://www.econbiz.de/10014238262

Large vector autoregressions with stochastic volatility and flexible priors

Carriero, Andrea; Clark, Todd E.; Marcellino, Massimiliano - 2016

Persistent link: https://www.econbiz.de/10011549652

Large vector autoregressions with asymmetric priors

Carriero, Andrea; Clark, Todd E.; Marcellino, Massimiliano - 2015 - This draft: November 2015

We propose a new algorithm which allows easy estimation of Vector Autoregressions (VARs) featuring asymmetric priors and time varying volatilities, even when the cross sectional dimension of the system N is particularly large. The algorithm is based on a simple triangularisation which allows to...

Persistent link: https://www.econbiz.de/10011389735

Macroeconomic forecasting performance under alternative specifications of time-varying volatility

Clark, Todd E.; Ravazzolo, Francesco - In: Journal of applied econometrics 30 (2015) 4, pp. 551-575

Persistent link: https://www.econbiz.de/10011332869

Capturing macroeconomic tail risks with Bayesian vector autoregressions

Carriero, Andrea; Clark, Todd E.; Marcellino, Massimiliano - 2020

Persistent link: https://www.econbiz.de/10012153666

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