TAIL FORECASTING WITH MULTIVARIATE BAYESIAN ADDITIVE REGRESSION TREES.
- Published in:
- International Economic Review, 2023, v. 64, n. 3, p. 979, doi. 10.1111/iere.12619
- By:
- Publication type:
- Article
Works by Clark, Todd E.
Results: 45
1
2
IMPROVING FORECAST ACCURACY BY COMBINING RECURSIVE AND ROLLING FORECASTS.
- Published in:
- International Economic Review, 2009, v. 50, n. 2, p. 363, doi. 10.1111/j.1468-2354.2009.00533.x
- By:
- Publication type:
- Article
3
Thalomid[sup ®] (Thalidomide) Capsules: A Review of the First 18 Months of Spontaneous Postmarketing Adverse Event Surveillance, Including Off-Label Prescribing.
- Published in:
- Drug Safety, 2001, v. 24, n. 2, p. 87, doi. 10.2165/00002018-200124020-00002
- By:
- Publication type:
- Article
4
Combining Forecasts from Nested Models.
- Published in:
- Oxford Bulletin of Economics & Statistics, 2009, v. 71, n. 3, p. 303, doi. 10.1111/j.1468-0084.2009.00547.x
- By:
- Publication type:
- Article
5
Addressing COVID-19 Outliers in BVARs with Stochastic Volatility.
- Published in:
- Review of Economics & Statistics, 2024, v. 106, n. 5, p. 1403, doi. 10.1162/rest_a_01213
- By:
- Publication type:
- Article
6
Corrigendum: Measuring Uncertainty and Its Impact on the Economy.
- Published in:
- 2022
- By:
- Publication type:
- Correction Notice
7
Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors.
- Published in:
- Review of Economics & Statistics, 2020, v. 102, n. 1, p. 17, doi. 10.1162/rest_a_00809
- By:
- Publication type:
- Article
8
MEASURING UNCERTAINTY AND ITS IMPACT ON THE ECONOMY.
- Published in:
- Review of Economics & Statistics, 2018, v. 100, n. 5, p. 799, doi. 10.1162/rest_a_00693
- By:
- Publication type:
- Article
9
THE RESPONSES OF PRICES AT DIFFERENT STAGES OF PRODUCTION TO MONETARY POLICY SHOCKS.
- Published in:
- Review of Economics & Statistics, 1999, v. 81, n. 3, p. 420, doi. 10.1162/003465399558355
- By:
- Publication type:
- Article
10
Is the Great Moderation Over? An Empirical Analysis.
- Published in:
- Economic Review (01612387), 2009, v. 94, n. 4, p. 5
- By:
- Publication type:
- Article
11
Has the Behavior of Inflation and Long-Term Inflation Expectations Changed?
- Published in:
- Economic Review (01612387), 2008, v. 93, n. 1, p. 17
- By:
- Publication type:
- Article
12
The Trend Growth Rate of Employment: Past, Present, and Future.
- Published in:
- Economic Review (01612387), 2006, v. 91, n. 1, p. 43
- By:
- Publication type:
- Article
13
An Evaluation of the Decline in Goods Inflation.
- Published in:
- Economic Review (01612387), 2004, v. 89, n. 2, p. 19
- By:
- Publication type:
- Article
14
Comparing Measures of Core Inflation.
- Published in:
- Economic Review (01612387), 2001, v. 86, n. 2, p. 5
- By:
- Publication type:
- Article
15
A Comparison of the CPI and the PCE Price Index.
- Published in:
- Economic Review (01612387), 1999, v. 84, n. 3, p. 15
- By:
- Publication type:
- Article
16
Progress toward price stability: A 1997 inflation report.
- Published in:
- Economic Review (01612387), 1998, v. 83, n. 1, p. 5
- By:
- Publication type:
- Article
17
U.S. inflation developments in 1996.
- Published in:
- Economic Review (01612387), 1997, v. 82, n. 1, p. 11
- By:
- Publication type:
- Article
18
U.S. inflation developments in 1995.
- Published in:
- Economic Review (01612387), 1996, v. 81, n. 1, p. 27
- By:
- Publication type:
- Article
19
Do producer prices lead consumer prices?
- Published in:
- Economic Review (01612387), 1995, v. 80, n. 3, p. 25
- By:
- Publication type:
- Article
20
Nominal GDP targeting rules: Can they stabilize the economy?
- Published in:
- Economic Review (01612387), 1994, v. 79, n. 3, p. 11
- By:
- Publication type:
- Article
21
Smoking cessation in patients with HIV.
- Published in:
- JAMA: Journal of the American Medical Association, 1994, v. 272, n. 7, p. 564, doi. 10.1001/jama.1994.03520070084045
- By:
- Publication type:
- Article
22
HOW THE ECONOMY WORKS: CONFIDENCE, CRASHES, AND SELF-FULFILLING PROPHECIES BY ROGER E. A. FARMER.
- Published in:
- 2014
- By:
- Publication type:
- Book Review
23
Cross-country evidence on long-run growth and inflation.
- Published in:
- Economic Inquiry, 1997, v. 35, n. 1, p. 70, doi. 10.1111/j.1465-7295.1997.tb01895.x
- By:
- Publication type:
- Article
24
Investigating Growth-at-Risk Using a Multicountry Nonparametric Quantile Factor Model.
- Published in:
- Journal of Business & Economic Statistics, 2024, v. 42, n. 4, p. 1302, doi. 10.1080/07350015.2024.2310020
- By:
- Publication type:
- Article
25
Using Entropic Tilting to Combine BVAR Forecasts With External Nowcasts.
- Published in:
- Journal of Business & Economic Statistics, 2017, v. 35, n. 3, p. 470, doi. 10.1080/07350015.2015.1087856
- By:
- Publication type:
- Article
26
Common Drifting Volatility in Large Bayesian VARs.
- Published in:
- Journal of Business & Economic Statistics, 2016, v. 34, n. 3, p. 375, doi. 10.1080/07350015.2015.1040116
- By:
- Publication type:
- Article
27
Real-Time Density Forecasts From Bayesian Vector Autoregressions With Stochastic Volatility.
- Published in:
- Journal of Business & Economic Statistics, 2011, v. 29, n. 3, p. 327, doi. 10.1198/jbes.2010.09248
- By:
- Publication type:
- Article
28
Tests of Equal Predictive Ability With Real-Time Data.
- Published in:
- Journal of Business & Economic Statistics, 2009, v. 27, n. 4, p. 441, doi. 10.1198/jbes.2009.07204
- By:
- Publication type:
- Article
29
Small-Sample Properties of Estimators of Nonlinear Models of Covariance Structure.
- Published in:
- Journal of Business & Economic Statistics, 1996, v. 14, n. 3, p. 367, doi. 10.2307/1392448
- By:
- Publication type:
- Article
30
Can Out-of-Sample Forecast Comparisons Help Prevent Overfitting?
- Published in:
- Journal of Forecasting, 2004, v. 23, n. 2, p. 115, doi. 10.1002/for.904
- By:
- Publication type:
- Article
31
Forecasting an aggregate of cointegrated disaggregates.
- Published in:
- Journal of Forecasting, 2000, v. 19, n. 1, p. 1, doi. 10.1002/(SICI)1099-131X(200001)19:1<1::AID-FOR729>3.0.CO;2-4
- By:
- Publication type:
- Article
32
Finite-sample properties of tests for equal forecast accuracy.
- Published in:
- Journal of Forecasting, 1999, v. 18, n. 7, p. 489, doi. 10.1002/(SICI)1099-131X(199912)18:7<489::AID-FOR727>3.0.CO;2-G
- By:
- Publication type:
- Article
33
Realtime nowcasting with a Bayesian mixed frequency model with stochastic volatility.
- Published in:
- Journal of the Royal Statistical Society: Series A (Statistics in Society), 2015, v. 178, n. 4, p. 837, doi. 10.1111/rssa.12092
- By:
- Publication type:
- Article
34
Specification Choices in Quantile Regression for Empirical Macroeconomics.
- Published in:
- Journal of Applied Econometrics, 2025, v. 40, n. 1, p. 57, doi. 10.1002/jae.3099
- By:
- Publication type:
- Article
35
Macroeconomic forecasting in a multi‐country context.
- Published in:
- Journal of Applied Econometrics, 2022, v. 37, n. 6, p. 1230, doi. 10.1002/jae.2923
- By:
- Publication type:
- Article
36
Nowcasting tail risk to economic activity at a weekly frequency.
- Published in:
- Journal of Applied Econometrics, 2022, v. 37, n. 5, p. 843, doi. 10.1002/jae.2903
- By:
- Publication type:
- Article
37
No‐arbitrage priors, drifting volatilities, and the term structure of interest rates.
- Published in:
- Journal of Applied Econometrics, 2021, v. 36, n. 5, p. 495, doi. 10.1002/jae.2828
- By:
- Publication type:
- Article
38
Assessing international commonality in macroeconomic uncertainty and its effects.
- Published in:
- Journal of Applied Econometrics, 2020, v. 35, n. 3, p. 273, doi. 10.1002/jae.2750
- By:
- Publication type:
- Article
39
Have Standard VARS Remained Stable Since the Crisis?
- Published in:
- Journal of Applied Econometrics, 2017, v. 32, n. 5, p. 931, doi. 10.1002/jae.2555
- By:
- Publication type:
- Article
40
Tests of Predictive Ability for Vector Autoregressions Used for Conditional Forecasting.
- Published in:
- Journal of Applied Econometrics, 2017, v. 32, n. 3, p. 533, doi. 10.1002/jae.2529
- By:
- Publication type:
- Article
41
Macroeconomic Forecasting Performance under Alternative Specifications of Time-Varying Volatility.
- Published in:
- Journal of Applied Econometrics, 2015, v. 30, n. 4, p. 551, doi. 10.1002/jae.2379
- By:
- Publication type:
- Article
42
Bayesian VARs: Specification Choices and Forecast Accuracy.
- Published in:
- Journal of Applied Econometrics, 2015, v. 30, n. 1, p. 46, doi. 10.1002/jae.2315
- By:
- Publication type:
- Article
43
TESTS OF EQUAL FORECAST ACCURACY FOR OVERLAPPING MODELS.
- Published in:
- Journal of Applied Econometrics, 2014, v. 29, n. 3, p. 415, doi. 10.1002/jae.2316
- By:
- Publication type:
- Article
44
Averaging forecasts from VARs with uncertain instabilities.
- Published in:
- Journal of Applied Econometrics, 2010, v. 25, n. 1, p. 5, doi. 10.1002/jae.1127
- By:
- Publication type:
- Article
45
Disaggregate evidence on the persistence of consumer price inflation.
- Published in:
- Journal of Applied Econometrics, 2006, v. 21, n. 5, p. 563, doi. 10.1002/jae.859
- By:
- Publication type:
- Article