A New Model of Inflation, Trend Inflation, and Long-Run Inflation Expectations
CHAN, JOSHUA C.C., CLARK, TODD E., KOOP, GARY
Published in Journal of money, credit and banking (01.02.2018)
Published in Journal of money, credit and banking (01.02.2018)
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Journal Article
Reality Checks and Comparisons of Nested Predictive Models
Clark, Todd E., McCracken, Michael W.
Published in Journal of business & economic statistics (01.01.2012)
Published in Journal of business & economic statistics (01.01.2012)
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Journal Article
IMPROVING FORECAST ACCURACY BY COMBINING RECURSIVE AND ROLLING FORECASTS
Clark, Todd E., McCracken, Michael W.
Published in International economic review (Philadelphia) (01.05.2009)
Published in International economic review (Philadelphia) (01.05.2009)
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Journal Article
Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors
Carriero, Andrea, Clark, Todd E., Marcellino, Massimiliano
Published in Journal of econometrics (01.09.2019)
Published in Journal of econometrics (01.09.2019)
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Journal Article
Tests of equal forecast accuracy and encompassing for nested models
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Journal Article
Conference Proceeding
Common Drifting Volatility in Large Bayesian VARs
Carriero, Andrea, Clark, Todd E., Marcellino, Massimiliano
Published in Journal of business & economic statistics (02.07.2016)
Published in Journal of business & economic statistics (02.07.2016)
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Journal Article
TESTS OF EQUAL FORECAST ACCURACY FOR OVERLAPPING MODELS
Clark, Todd E., Mccracken, Michael W.
Published in Journal of applied econometrics (Chichester, England) (01.04.2014)
Published in Journal of applied econometrics (Chichester, England) (01.04.2014)
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Journal Article
Bayesian VARs: Specification Choices and Forecast Accuracy
Carriero, Andrea, Clark, Todd E., Marcellino, Massimiliano
Published in Journal of applied econometrics (Chichester, England) (01.01.2015)
Published in Journal of applied econometrics (Chichester, England) (01.01.2015)
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Journal Article
Capturing Macro‐Economic Tail Risks with Bayesian Vector Autoregressions
CARRIERO, ANDREA, CLARK, TODD E., MARCELLINO, MASSIMILIANO
Published in Journal of money, credit and banking (01.08.2024)
Published in Journal of money, credit and banking (01.08.2024)
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Journal Article
Nowcasting tail risk to economic activity at a weekly frequency
Carriero, Andrea, Clark, Todd E., Marcellino, Massimiliano
Published in Journal of applied econometrics (Chichester, England) (01.08.2022)
Published in Journal of applied econometrics (Chichester, England) (01.08.2022)
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Journal Article