Books by Todd E. Clark
Tests of equal predictive abil
Tests of equal predictive ability with real-time data
Averaging forecasts from VARs
Averaging forecasts from VARs with uncertain instabilities
Combining forecasts from neste
Combining forecasts from nested models
Forecasting with small macroec
Forecasting with small macroeconomic VARs in the presence of instabilities
Approximately normal tests for
Approximately normal tests for equal predictive accuracy in nested models
Estimating equilibrium real in
Estimating equilibrium real interest rates in real time
Improving forecast accuracy by
Improving forecast accuracy by combining recursive and rolling forecasts
Using out-of-sample mean squar
Using out-of-sample mean squared prediction errors to test the martingale difference hypothesis
Disaggregate evidence on the p
Disaggregate evidence on the persistence of consumer price inflation
The predictive content of the
The predictive content of the output gap for inflation
Evaluating long-horizon foreca
Evaluating long-horizon forecasts
Forecast-based model selection
Forecast-based model selection in the presence of structural breaks
Can out-of-sample forecast com
Can out-of-sample forecast comparisons help prevent overfitting?
Borders and business cycles
Borders and business cycles