Overview
Todd E. Clark is a macroeconometrician (Executive Vice President and Director of Research, Federal Reserve Bank of Cleveland) known for work on forecasting, forecast evaluation and density forecasting, real-time data, and Bayesian VARs with stochastic volatility.
Key Contributions / Features
- BVAR specification choices (Carriero-Clark-Marcellino 2015): co-author of the specification-choices/forecast-accuracy study. Journal of Applied Econometrics 30(1): 46–73.
- BVARs with stochastic volatility: density forecasting with large Bayesian VARs featuring stochastic volatility (Clark 2011; Carriero-Clark-Marcellino).
- Real-time forecast evaluation and out-of-sample test methodology.
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