| Tests of equal forecast accuracy and encompassing for nested models TE Clark, MW McCracken Journal of econometrics 105 (1), 85-110, 2001 | 1353 | 2001 |
| FRED-MD: A monthly database for macroeconomic research MW McCracken, S Ng Journal of Business & Economic Statistics 34 (4), 574-589, 2016 | 1075 | 2016 |
| Asymptotics for out of sample tests of Granger causality MW McCracken Journal of econometrics 140 (2), 719-752, 2007 | 944 | 2007 |
| Regression-based tests of predictive ability KD West, MW McCracken National Bureau of Economic Research, 1998 | 339 | 1998 |
| Advances in forecast evaluation T Clark, M McCracken Handbook of economic forecasting 2, 1107-1201, 2013 | 284 | 2013 |
| Evaluating direct multistep forecasts TE Clark, MW McCracken Econometric Reviews 24 (4), 369-404, 2005 | 279 | 2005 |
| Robust out-of-sample inference MW McCracken Journal of Econometrics 99 (2), 195-223, 2000 | 259 | 2000 |
| Improving forecast accuracy by combining recursive and rolling forecasts TE Clark, MW McCracken International Economic Review 50 (2), 363-395, 2009 | 243 | 2009 |
| FRED-QD: A quarterly database for macroeconomic research M McCracken, S Ng National Bureau of Economic Research, 2020 | 198 | 2020 |
| Averaging forecasts from VARs with uncertain instabilities TE Clark, MW McCracken Journal of Applied Econometrics 25 (1), 5-29, 2010 | 167 | 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 | 167 | 2006 |
| Tests of equal predictive ability with real-time data TE Clark, MW McCracken Journal of Business & Economic Statistics 27 (4), 441-454, 2009 | 120 | 2009 |
| Nested forecast model comparisons: a new approach to testing equal accuracy TE Clark, MW McCracken Journal of Econometrics 186 (1), 160-177, 2015 | 118 | 2015 |
| The power of tests of predictive ability in the presence of structural breaks TE Clark, MW McCracken Journal of Econometrics 124 (1), 1-31, 2005 | 111 | 2005 |
| Evaluating long-horizon forecasts TE Clark, MW McCracken FRB of Kansas City Research Working Paper, 2001 | 110 | 2001 |
| Chapter 3 Forecasting with Small Macroeconomic VARs in the Presence of Instabilities TE Clark, MW McCracken Forecasting in the presence of structural breaks and model uncertainty, 93-147, 2008 | 76* | 2008 |
| Reality checks and comparisons of nested predictive models TE Clark, MW McCracken Journal of Business & Economic Statistics 30 (1), 53-66, 2012 | 67 | 2012 |
| Real-time forecasting and scenario analysis using a large mixed-frequency Bayesian VAR MW McCracken, M Owyang, T Sekhposyan FRB St. Louis Working Paper, 2015 | 66* | 2015 |
| Testing for unconditional predictive ability TE Clark, MW McCracken Federal Reserve Bank of St. Louis Working Paper No, 2010 | 66 | 2010 |
| Modeling time-varying uncertainty of multiple-horizon forecast errors TE Clark, MW McCracken, E Mertens Review of Economics and Statistics 102 (1), 17-33, 2020 | 63 | 2020 |
Todd ClarkFederal Reserve Bank of ClevelandVerified email at clev.frb.org
