| Approximately normal tests for equal predictive accuracy in nested models TE Clark, KD West Journal of econometrics 138 (1), 291-311, 2007 | 2497 | 2007 |
| Tests of equal forecast accuracy and encompassing for nested models TE Clark, MW McCracken Journal of econometrics 105 (1), 85-110, 2001 | 1370 | 2001 |
| Borders and business cycles TE Clark, E Van Wincoop Journal of international Economics 55 (1), 59-85, 2001 | 791 | 2001 |
| Using out-of-sample mean squared prediction errors to test the martingale difference hypothesis TE Clark, KD West Journal of econometrics 135 (1-2), 155-186, 2006 | 606 | 2006 |
| Real-time density forecasts from Bayesian vector autoregressions with stochastic volatility TE Clark Journal of Business & Economic Statistics 29 (3), 327-341, 2011 | 456 | 2011 |
| Advances in forecast evaluation T Clark, M McCracken Handbook of economic forecasting 2, 1107-1201, 2013 | 430* | 2013 |
| Macroeconomic forecasting performance under alternative specifications of time‐varying volatility TE Clark, F Ravazzolo Journal of Applied Econometrics 30 (4), 551-575, 2015 | 394 | 2015 |
| Measuring uncertainty and its impact on the economy A Carriero, TE Clark, M Marcellino Review of Economics and Statistics 100 (5), 799-815, 2018 | 344 | 2018 |
| Bayesian VARs: specification choices and forecast accuracy A Carriero, TE Clark, M Marcellino Journal of Applied Econometrics 30 (1), 46-73, 2015 | 326 | 2015 |
| Evaluating direct multistep forecasts TE Clark, MW McCracken Econometric Reviews 24 (4), 369-404, 2005 | 282 | 2005 |
| Core Inflation TE Clark | 278 | 2001 |
| Common drifting volatility in large Bayesian VARs A Carriero, TE Clark, M Marcellino Journal of Business & Economic Statistics 34 (3), 375-390, 2016 | 269 | 2016 |
| Improving forecast accuracy by combining recursive and rolling forecasts TE Clark, MW McCracken International Economic Review 50 (2), 363-395, 2009 | 247 | 2009 |
| Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors A Carriero, TE Clark, M Marcellino Journal of Econometrics 212 (1), 137-154, 2019 | 230 | 2019 |
| Cross‐country evidence on long‐run growth and inflation TE Clark Economic Inquiry 35 (1), 70-81, 1997 | 199 | 1997 |
| Do producer prices lead consumer prices? TE Clark Economic Review-Federal Reserve Bank of Kansas City 80, 25-25, 1995 | 198 | 1995 |
| Disaggregate evidence on the persistence of consumer price inflation TE Clark Journal of Applied Econometrics 21 (5), 563-587, 2006 | 194 | 2006 |
| Realtime nowcasting with a Bayesian mixed frequency model with stochastic volatility A Carriero, TE Clark, M Marcellino Journal of the Royal Statistical Society Series A: Statistics in Society 178 …, 2015 | 179 | 2015 |
| Time variation in the inflation passthrough of energy prices TE Clark, SJ Terry Journal of Money, credit and Banking 42 (7), 1419-1433, 2010 | 171 | 2010 |
| The predictive content of the output gap for inflation: Resolving in-sample and out-of-sample evidence TE Clark, MW McCracken Journal of Money, Credit and Banking, 1127-1148, 2006 | 171 | 2006 |
Massimiliano MarcellinoUniversitą BocconiVerified email at unibocconi.it
