Narrow search
Showing 1 - 10 of 192
Cover Image
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
Cover Image
The predictive content of the output gap for inflation : resolving in-sample and out-of-sample evidence
Clark, Todd E.; McCracken, Michael W. - In: Journal of money, credit and banking : JMCB 38 (2006) 5, pp. 1127-1148
Persistent link: https://www.econbiz.de/10003353267
Cover Image
The predictive content of the output gap for inflation : resolving in-sample and out-of-sample evidence
Clark, Todd E. (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001848016
Cover Image
The Predictive Content of the Output Gap for Inflation : Resolving In-Sample and Out-of-Sample Evidence
Clark, Todd E.; McCracken, Michael W. - 2004
forecasting results to results from Monte Carlo simulations of DGPs that either assume stability or allow breaks in the DGP. This … the output gap coefficients can lead to a breakdown in the power of tests of equal forecast accuracy and forecast …
Persistent link: https://www.econbiz.de/10014072757
Cover Image
Evaluating conditional forecasts from vector autoregressions
Clark, Todd E.; McCracken, Michael W. - 2014
Persistent link: https://www.econbiz.de/10010423516
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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