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Todd Clark

Institution: Federal Reserve Bank of Cleveland

Primary Field: Econometrics (weighted toward more recent publications)

First Publication: 1995

Most Recent: 2025

RePEc ID: pcl55 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.02: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total Percentile
Last 5 Years 0.00 3.16 4.78 0.00 7.94 92%
Last 10 Years 0.00 9.89 7.64 0.00 17.52 96%
All Time 0.00 40.16 19.41 1.01 60.58 98%

Publication Statistics

Raw Publications 43
Coauthorship-Adjusted Count 41.53

Publications (43)

Year Article Journal Tier Authors
2025 Specification Choices in Quantile Regression for Empirical Macroeconomics Journal of Applied Econometrics B 3
2025 Forecasting Core Inflation and Its Goods, Housing, and Supercore Components International Journal of Central Banking B 3
2025 Forecasting with shadow rate VARs Quantitative Economics B 4
2024 Addressing COVID-19 Outliers in BVARs with Stochastic Volatility Review of Economics and Statistics A 4
2024 Capturing Macro‐Economic Tail Risks with Bayesian Vector Autoregressions Journal of Money, Credit, and Banking B 3
2024 Investigating Growth-at-Risk Using a Multicountry Nonparametric Quantile Factor Model Journal of Business & Economic Statistics A 5
2023 Tail Forecasting with Multivariate Bayesian Additive Regression Trees International Economic Review B 5
2022 Nowcasting tail risk to economic activity at a weekly frequency Journal of Applied Econometrics B 3
2022 Macroeconomic forecasting in a multi‐country context Journal of Applied Econometrics B 4
2021 Using time-varying volatility for identification in Vector Autoregressions: An application to endogenous uncertainty Journal of Econometrics A 3
2021 No‐arbitrage priors, drifting volatilities, and the term structure of interest rates Journal of Applied Econometrics B 3
2020 Assessing international commonality in macroeconomic uncertainty and its effects Journal of Applied Econometrics B 3
2020 Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors Review of Economics and Statistics A 3
2019 Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors Journal of Econometrics A 3
2018 Measuring Uncertainty and Its Impact on the Economy Review of Economics and Statistics A 3
2018 A New Model of Inflation, Trend Inflation, and Long‐Run Inflation Expectations Journal of Money, Credit, and Banking B 3
2017 Have Standard VARS Remained Stable Since the Crisis? Journal of Applied Econometrics B 4
2017 Using Entropic Tilting to Combine BVAR Forecasts With External Nowcasts Journal of Business & Economic Statistics A 3
2017 Tests of Predictive Ability for Vector Autoregressions Used for Conditional Forecasting Journal of Applied Econometrics B 2
2016 Common Drifting Volatility in Large Bayesian VARs Journal of Business & Economic Statistics A 3
2015 Bayesian VARs: Specification Choices and Forecast Accuracy Journal of Applied Econometrics B 3
2015 Nested forecast model comparisons: A new approach to testing equal accuracy Journal of Econometrics A 2
2015 Macroeconomic Forecasting Performance under Alternative Specifications of Time‐Varying Volatility Journal of Applied Econometrics B 2
2014 Evaluating alternative models of trend inflation International Journal of Forecasting B 2
2014 Tests of Equal Forecast Accuracy for Overlapping Models Journal of Applied Econometrics B 2
2014 HOW THE ECONOMY WORKS: CONFIDENCE, CRASHES, AND SELF-FULFILLING PROPHECIES BY ROGER E. A. FARMERRoger E. A. Farmer Oxford University Press, New York, 2010 Macroeconomic Dynamics C 1
2012 In-sample tests of predictive ability: A new approach Journal of Econometrics A 2
2012 Reality Checks and Comparisons of Nested Predictive Models Journal of Business & Economic Statistics A 2
2011 Decomposing the declining volatility of long-term inflation expectations Journal of Economic Dynamics and Control B 2
2011 Real-Time Density Forecasts From Bayesian Vector Autoregressions With Stochastic Volatility Journal of Business & Economic Statistics A 1
2011 Reality Checks and Comparisons of Nested Predictive Models Journal of Business & Economic Statistics A 2
2010 Averaging forecasts from VARs with uncertain instabilities Journal of Applied Econometrics B 2
2010 Time Variation in the Inflation Passthrough of Energy Prices Journal of Money, Credit, and Banking B 2
2009 Combining Forecasts from Nested Models* Oxford Bulletin of Economics and Statistics B 2
2007 Approximately normal tests for equal predictive accuracy in nested models Journal of Econometrics A 2
2006 Using out-of-sample mean squared prediction errors to test the martingale difference hypothesis Journal of Econometrics A 2
2006 Disaggregate evidence on the persistence of consumer price inflation Journal of Applied Econometrics B 1
2005 The power of tests of predictive ability in the presence of structural breaks Journal of Econometrics A 2
2001 Tests of equal forecast accuracy and encompassing for nested models Journal of Econometrics A 2
2001 Borders and business cycles Journal of International Economics A 2
1999 The Responses Of Prices At Different Stages Of Production To Monetary Policy Shocks Review of Economics and Statistics A 1
1998 Employment Fluctuations in U.S. Regions and Industries: The Roles of National, Region-Specific, and Industry-Specific Shocks. Journal of Labor Economics A 1
1995 Rents and prices of housing across areas of the United States. A cross-section examination of the present value model Regional Science and Urban Economics B 1