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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
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Disaggregate evidence on the persistence of consumer price inflation
Clark, Todd E. - In: Journal of applied econometrics 21 (2006) 5, pp. 563-587
Persistent link: https://www.econbiz.de/10003360442
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Specification choices in quantile regression for empirical macroeconomics
Carriero, Andrea; Clark, Todd E.; Marcellino, Massimiliano - In: Journal of applied econometrics 40 (2025) 1, pp. 57-73
Persistent link: https://www.econbiz.de/10015372712
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Averaging forecasts from VARs with uncertain instabilities
Clark, Todd E.; McCracken, Michael W. - In: Journal of applied econometrics 25 (2010) 1, pp. 5-29
Persistent link: https://www.econbiz.de/10008666818
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Tests of equal forecast accuracy for overlapping models
Clark, Todd E.; McCracken, Michael W. - In: Journal of applied econometrics 29 (2014) 3, pp. 415-430
Persistent link: https://www.econbiz.de/10010414888
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Have standard VARS remained stable since the crisis?
Aastveit, Knut Are; Carriero, Andrea; Clark, Todd E.; … - In: Journal of applied econometrics 32 (2017) 5, pp. 931-951
Persistent link: https://www.econbiz.de/10011862290
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Tests of predictive ability for vector autoregressions used for conditional forecasting
Clark, Todd E.; McCracken, Michael W. - In: Journal of applied econometrics 32 (2017) 3, pp. 533-553
Persistent link: https://www.econbiz.de/10011694662
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Bayesian VARs : specification choices and forecast accuracy
Carriero, Andrea; Clark, Todd E.; Marcellino, Massimiliano - In: Journal of applied econometrics 30 (2015) 1, pp. 46-73
Persistent link: https://www.econbiz.de/10011327653
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Nowcasting tail risk to economic activity at a weekly frequency
Carriero, Andrea; Clark, Todd E.; Marcellino, Massimiliano - In: Journal of applied econometrics 37 (2022) 5, pp. 843-866
Persistent link: https://www.econbiz.de/10013464633
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Macroeconomic forecasting in a multi-country context
Bai, Yu; Carriero, Andrea; Clark, Todd E.; Marcellino, … - In: Journal of applied econometrics 37 (2022) 6, pp. 1230-1255
Persistent link: https://www.econbiz.de/10013464673