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Advances in forecast evaluation

Clark, Todd E.; McCracken, Michael W. - 2011

This paper surveys recent developments in the evaluation of point forecasts. Taking West’s (2006) survey as a starting point, we briefl y cover the state of the literature as of the time of West’s writing. We then focus on recent developments, including advancements in the evaluation of...

Persistent link: https://www.econbiz.de/10009296629

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

Using entropic tilting to combine BVAR forecasts with external nowcasts

Krüger, Fabian; Clark, Todd E.; Ravazzolo, Francesco - 2014

Persistent link: https://www.econbiz.de/10010497134

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

Using out-of-sample mean squared prediction errors to test the martingale difference hypothesis

Clark, Todd E.; West, Kenneth D. - In: Journal of econometrics 135 (2006) 1/2, pp. 155-186

Persistent link: https://www.econbiz.de/10003376081

The trend growth rate of employment : past, present and future

Clark, Todd E.; Nakata, Taisuke - In: Economic review 91 (2006) 1, pp. 43-85

Persistent link: https://www.econbiz.de/10003339587

Approximately normal test for equal predictive accuracy in nested models

Clark, Todd E.; West, Kenneth D. - 2006

Persistent link: https://www.econbiz.de/10003362217

An empirical assessment of the relatinships among inflation and short- and long-term expectations

Clark, Todd E. (contributor); Davig, Troy (contributor) - 2008

Persistent link: https://www.econbiz.de/10003777861

Combining forecasts from nested models

Clark, Todd E.; McCracken, Michael W. - In: Oxford bulletin of economics and statistics 71 (2009) 3, pp. 303-329

Persistent link: https://www.econbiz.de/10003837793

Decomposing the declining volatility of long-term inflation expectations

Clark, Todd E.; Davig, Troy - 2009

Persistent link: https://www.econbiz.de/10003808770

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