Concepedia

Todd E. Clark

TE

89

Publications

10K

Citations

45

H-Index

1993

Active since

Affiliations

Federal Reserve Bank of Cleveland(Current)

Federal Reserve Bank of Kansas City

Federal Reserve Bank of St. Louis

Bocconi University

Federal Reserve

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

Top concepts

BusinessStatisticsEconomicsFinanceEconometricsMacroeconomicsEngineeringEconomic AnalysisForecastingPredictive Analytics

Publications per year

1993–2024

89

Publications

89

Approximately normal tests for equal predictive accuracy in nested models

Todd E. Clark, Kenneth D. West · Journal of Econometrics · 2006 · 2.4K citations

Backtesting, Predictive Analytics, Biostatistics +4

Approximately Normal Tests for Equal Predictive Accuracy in Nested Models

Todd E. Clark, Kenneth D. West · SSRN Electronic Journal · 2005 · 548 citations · Full text

Backtesting, Predictive Analytics, Biostatistics +4

Borders and business cycles

Todd E. Clark, Eric van Wincoop · Journal of International Economics · 2001 · 504 citations

Economics, Macroeconomics, Cross-border Management +5

Real-Time Density Forecasts From Bayesian Vector Autoregressions With Stochastic Volatility

Todd E. Clark · Journal of Business and Economic Statistics · 2010 · 429 citations

Forecasting Methodology, Volatility Modeling, Engineering +20

Using out-of-sample mean squared prediction errors to test the martingale difference hypothesis

Todd E. Clark · Journal of Econometrics · 2005 · 412 citations

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