Todd E. Clark

Available identifiers

Publication	Date of Publication	Type
Forecasting U.S. inflation using Bayesian nonparametric models	2024-04-15	Paper
TAIL FORECASTING WITH MULTIVARIATE BAYESIAN ADDITIVE REGRESSION TREES	2023-11-16	Paper
Corrigendum to ``Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors	2022-03-16	Paper
Using time-varying volatility for identification in vector autoregressions: an application to endogenous uncertainty	2021-10-26	Paper
Evaluating the Accuracy of Forecasts from Vector Autoregressions	2020-07-10	Paper
Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors	2019-09-02	Paper
In-sample tests of predictive ability: a new approach	2017-05-12	Paper
Using out-of-sample mean squared prediction errors to test the martingale difference hypothesis	2016-06-10	Paper
Approximately normal tests for equal predictive accuracy in nested models	2016-05-04	Paper
The power of tests of predictive ability in the presence of structural breaks	2016-03-24	Paper
Nested forecast model comparisons: a new approach to testing equal accuracy	2015-05-29	Paper
Real-Time Density Forecasts From Bayesian Vector Autoregressions With Stochastic Volatility	2011-08-24	Paper
Evaluating Direct Multistep Forecasts	2006-01-18	Paper
Tests of equal forecast accuracy and encompassing for nested models	2002-03-06	Paper

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