Browsing All of EconStor by Author Clark, Todd E.
Showing results 1 to 9 of 9
Year of Publication | Title | Author(s) |
2004 | Estimating equilibrium real interest rates in real-time | Clark, Todd E.; Kozicki, Sharon |
2012 | The Macroeconomic Forecasting Performance of Autoregressive Models with Alternative Specifications of Time-Varying Volatility | Clark, Todd E.; Ravazzolo, Francesco |
2014 | Have Standard VARs Remained Stable Since the Crisis? | Aastveit, Knut Are; Carriero, Andrea; Clark, Todd E.; Marcellino, Massimiliano |
2015 | Large vector autoregressions with asymmetric priors | Carriero, Andrea; Clark, Todd E.; Marcellino, Massimiliano |
2015 | Using Entropic Tilting to Combine BVAR Forecasts with External Nowcasts | Krüger, Fabian; Clark, Todd E.; Ravazzolo, Francesco |
2022 | Addressing COVID-19 outliers in BVARs with stochastic volatility | Carriero, Andrea; Clark, Todd E.; Marcellino, Massimiliano; Mertens, Elmar |
2023 | Shadow-rate VARs | Carriero, Andrea; Clark, Todd E.; Marcellino, Massimiliano; Mertens, Elmar |
2023 | What Is the Predictive Value of SPF Point and Density Forecasts? | Ganics, Gergely; Mertens, Elmar; Clark, Todd E. |
2024 | Constructing fan charts from the ragged edge of SPF forecasts | Clark, Todd E.; Ganics, Gergely; Mertens, Elmar |