Todd E. Clark - Concepedia

Author

Todd E. Clark

Also Known As

Carriero, Andrea, Clark T. E., Clark, TE, Clark, Todd, Clark, Todd E., E. Clark, Todd, Rapach, David E., TODD E. CLARK, Todd Clark, Todd E Clark

264

Publications

11.3K

Citations

H-Index

Concepts

All Affiliations

Federal Reserve Bank of Cleveland Federal Reserve Bank of Kansas City Federal Reserve Bank of St. Louis Bocconi University Federal Reserve

About

Todd E. Clark is an author at Federal Reserve Bank of Cleveland specializing in business, statistics, and econometrics.

Top Concepts

#	Concept	H-Index	Publications	Citations
1	Business	34	46	4.9K
2	Engineering	25	28	3.1K
3	Management	2	2	284
4	Social Sciences	2	2	175
5	Biostatistics	2	2	2.9K

Todd E. Clark

Publications

10K

Citations

H-Index

Page 1

	Year	Citations
Approximately normal tests for equal predictive accuracy in nested models Todd E. Clark, Kenneth D. West Journal of Econometrics BacktestingPredictive AnalyticsBiostatisticsNormal TestsStatistical Inference	2006	2.4K
Approximately Normal Tests for Equal Predictive Accuracy in Nested Models Todd E. Clark, Kenneth D. West SSRN Electronic Journal BacktestingPredictive AnalyticsBiostatisticsNormal TestsStatistical Inference	2005	548
Borders and business cycles Todd E. Clark, Eric van Wincoop Journal of International Economics EconomicsMacroeconomicsCross-border ManagementBusiness Cycle AnalysisBusiness	2001	504
Real-Time Density Forecasts From Bayesian Vector Autoregressions With Stochastic Volatility Todd E. Clark Journal of Business and Economic Statistics Forecasting MethodologyVolatility ModelingEngineeringMacroeconomic ForecastingU.s. Gdp Growth	2010	429
Using out-of-sample mean squared prediction errors to test the martingale difference hypothesis Todd E. Clark Journal of Econometrics	2005	412
Macroeconomic Forecasting Performance under Alternative Specifications of Time-Varying Volatility Todd E. Clark, Francesco Ravazzolo Journal of Applied Econometrics Volatility ModelingEngineeringMacroeconomic ForecastingPoint ForecastingVector Autoregression	2014	330
Tests of Equal Forecast Accuracy and Encompassing for Nested Models Todd E. Clark, Michael W. McCracken SSRN Electronic Journal Forecasting MethodologyEconomicsProbabilistic ForecastingEngineeringEconomic Forecasting	1999	281
Using out-of-sample mean squared prediction errors to test the Martingale difference hypothesis Todd E. Clark, Kenneth D. West RePEc: Research Papers in Economics	2004	252
Evaluating Direct Multistep Forecasts Todd E. Clark, Michael W. McCracken Econometric Reviews Forecasting MethodologyEngineeringFinite-sample SizeMacroeconomic ForecastingEconomic Forecasting	2005	250
Measuring Uncertainty and Its Impact on the Economy Andrea Carriero, Todd E. Clark, Massimiliano Marcellino The Review of Economics and Statistics Volatility ModelingMacroeconomic ForecastingEconomic FluctuationFinancial UncertaintyAsset Pricing	2017	235

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