Todd Clark

Latest Institution: Federal Reserve Bank of Cleveland

All Institutions: CEPR; Federal Reserve Bank of Cleveland

Causal Claims Network Graph

Edges that are evidenced by causal inference methods are in orange, and the rest are in light blue.

Based on the Following Papers:

Bayesian VARs: Specification Choices and Forecast Accuracy

Year: 2011
Journal: Journal of Applied Econometrics
Authors: Andrea Carriero; Todd Clark; Massimiliano Marcellino

Common Drifting Volatility in Large Bayesian VARs

Year: 2012
Journal: No Journal Matched
Authors: Andrea Carriero; Todd Clark; Massimiliano Marcellino

No Arbitrage Priors, Drifting Volatilities and the Term Structure of Interest Rates

Year: 2014
Journal: No Journal Matched
Authors: Andrea Carriero; Todd Clark; Massimiliano Marcellino

Assessing International Commonality in Macroeconomic Uncertainty and Its Effects

Year: 2019
Journal: No Journal Matched
Authors: Massimiliano Marcellino; Todd Clark; Andrea Carriero

Addressing COVID-19 Outliers in BVARs with Stochastic Volatility

Year: 2021
Journal: No Journal Matched
Authors: Massimiliano Marcellino; Todd Clark; Andrea Carriero; Elmar Mertens

Nowcasting Tail Risk to Economic Activity at a Weekly Frequency

Year: 2021
Journal: No Journal Matched
Authors: Massimiliano Marcellino; Todd Clark; Andrea Carriero

Measuring Uncertainty and Its Effects in the COVID-19 Era

Year: 2021
Journal: No Journal Matched
Authors: Massimiliano Marcellino; Andrea Carriero; Todd Clark; Elmar Mertens

Using Time-Varying Volatility for Identification in Vector Autoregressions: An Application to Endogenous Uncertainty

Year: 2021
Journal: No Journal Matched
Authors: Massimiliano Marcellino; Andrea Carriero; Todd Clark

Macroeconomic Forecasting in a Multicountry Context

Year: 2022
Journal: No Journal Matched
Authors: Yu Bai; Andrea Carriero; Todd Clark; Massimiliano Marcellino

Tail Forecasting with Multivariate Bayesian Additive Regression Trees

Year: 2022
Journal: No Journal Matched
Authors: Todd Clark; Florian Huber; Gary Koop; Massimiliano Marcellino; Michael Pfarrhofer

Capturing Macroeconomic Tail Risks with Bayesian Vector Autoregressions

Year: 2022
Journal: No Journal Matched
Authors: Andrea Carriero; Todd Clark; Massimiliano Marcellino

Forecasting US Inflation Using Bayesian Nonparametric Models

Year: 2023
Journal: No Journal Matched
Authors: Todd Clark; Florian Huber; Gary Koop; Massimiliano Marcellino

Investigating Growth-at-Risk Using a Multicountry Nonparametric Quantile Factor Model

Year: 2023
Journal: Journal of Business and Economic Statistics
Authors: Todd Clark; Florian Huber; Gary Koop; Massimiliano Marcellino; Michael Pfarrhofer

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