Todd E. Clark
4 published titles
Bayesian VARs : specification choices and forecast accuracy
(Contributor)
1 edition
- Centre for Economic Policy Research
- 2011
- Details
Common drifting volatility in large Bayesian VARs
(Contributor)
1 edition
- Centre for Economic Policy Research
- 2012
- Details
No arbitrage priors, drifting volatilities, and the term structure of interest rates
(Contributor)
1 edition
- Centre for Economic Policy Research
- 2014
- Details
Real-time nowcasting with a Bayesian mixed frequency model with stochastic volatility
(Contributor)
1 edition
- Centre for Economic Policy Research
- Details