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Real-time density forecasts from VARs with stochastic volatility
Clark, Todd E. - 2009
Persistent link: https://www.econbiz.de/10003844506
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Combining forecasts from nested models
Clark, Todd E. (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003736179
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Forecasting with small macroeconomic VARs in the presence of instabilities
Clark, Todd E. (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003736187
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Averaging forecasts from VARs with uncertain instabilities
Clark, Todd E. (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003736216
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Tests of equal predictive ability with real-time data
Clark, Todd E. (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003736427
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A new model of inflation, trend inflation, and long-run inflation expectations
Chan, Joshua; Clark, Todd E.; Koop, Gary - 2015
Persistent link: https://www.econbiz.de/10011386660
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Estimating equilibrium real interest rates in real time
Clark, Todd E.; Kozicki, Sharon - In: The North American journal of economics and finance : a … 16 (2005) 3, pp. 395-413
Persistent link: https://www.econbiz.de/10003240253
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An evaluation of the decline in goods inflation
Clark, Todd E. - In: Economic review 89 (2004) 2, pp. 19-51
Persistent link: https://www.econbiz.de/10002183652
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Disaggregate evidence on the persistence of consumer price inflation
Clark, Todd E. (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002161888
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Approximately normal tests for equal predictive accuracy in nested models
Clark, Todd E. (contributor); West, Kenneth D. (contributor) - 2005
Persistent link: https://www.econbiz.de/10003223264