Todd E. Clark

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Improving forecast accuracy by combining recursive and rolling forecasts International Economic Review	2026-02-04	Paper
Forecasting with shadow rate VARs Quantitative Economics	2025-10-01	Paper
Reality Checks and Comparisons of Nested Predictive Models Journal of Business and Economic Statistics	2025-01-20	Paper
Common Drifting Volatility in Large Bayesian VARs Journal of Business and Economic Statistics	2025-01-20	Paper
Realtime nowcasting with a Bayesian mixed frequency model with stochastic volatility Journal of the Royal Statistical Society. Series A. Statistics in Society	2025-01-02	Paper
Using Entropic Tilting to Combine BVAR Forecasts With External Nowcasts Journal of Business and Economic Statistics	2024-10-09	Paper
Forecasting U.S. inflation using Bayesian nonparametric models The Annals of Applied Statistics	2024-04-15	Paper
TAIL FORECASTING WITH MULTIVARIATE BAYESIAN ADDITIVE REGRESSION TREES International Economic Review	2023-11-16	Paper
Corrigendum to ``Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors Journal of Econometrics	2022-03-16	Paper
Using time-varying volatility for identification in vector autoregressions: an application to endogenous uncertainty Journal of Econometrics	2021-10-26	Paper
Evaluating the Accuracy of Forecasts from Vector Autoregressions VAR Models in Macroeconomics – New Developments and Applications: Essays in Honor of Christopher A. Sims	2020-07-10	Paper
Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors Journal of Econometrics	2019-09-02	Paper
In-sample tests of predictive ability: a new approach Journal of Econometrics	2017-05-12	Paper
In-sample tests of predictive ability: a new approach Journal of Econometrics	2017-05-12	Paper
Using out-of-sample mean squared prediction errors to test the martingale difference hypothesis Journal of Econometrics	2016-06-10	Paper
Approximately normal tests for equal predictive accuracy in nested models Journal of Econometrics	2016-05-04	Paper
The power of tests of predictive ability in the presence of structural breaks Journal of Econometrics	2016-03-24	Paper
Nested forecast model comparisons: a new approach to testing equal accuracy Journal of Econometrics	2015-05-29	Paper
Real-time density forecasts from Bayesian vector autoregressions with stochastic volatility Journal of Business and Economic Statistics	2011-08-24	Paper
Evaluating Direct Multistep Forecasts Econometric Reviews	2006-01-18	Paper
Tests of equal forecast accuracy and encompassing for nested models Journal of Econometrics	2002-03-06	Paper

Research outcomes over time

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