Michael Peter Clements
Names
| first: |
Michael |
| middle: |
Peter |
| last: |
Clements |
Identifer
Contact
Affiliations
-
University of Reading
/ Henley Business School
/ ICMA Centre for Financial Markets
Research profile
author of:
- Multi-Step Estimation For Forecasting (RePEc:ags:uwarer:268696)
by Clements, Michael P. & Hendry, David F. - Evaluating the rationality of fixed-event forecasts (RePEc:ags:uwarer:268705)
by Clements, Michael P. - The Performance of Alternative Forecasting Methods for SETAR Models (RePEc:ags:uwarer:268737)
by Clements, Michael P. & Smith, Jeremy - Forecasting Seasonal Uk Consumption Components (RePEc:ags:uwarer:268761)
by Clements, Michael & Smith, Jeremy - Seasonality, Cointegration, And The Forecasting Of Energy Demand (RePEc:ags:uwarer:268766)
by Clements, Michael P. & Madlener, Reinhard - Forecasting Seasonal UK Consumption Components (RePEc:ags:uwarer:268769)
by Clements, Michael P. & Smith, Jeremy - A Comparison Of The Forecast Performance Of Markov-Switching And Threshold Autoregressive Models Of Us Gnp (RePEc:ags:uwarer:268771)
by Clements, Michael P. & Krolzig, Hans-Martin - Non-Linearities In Exchange Rates (RePEc:ags:uwarer:268786)
by Clements, Michael P. & Smith, Jeremy - Evaluating The Forecast Densities Of Linear And Non-Linear Models: Applications To Output Growth And Unemployment (RePEc:ags:uwarer:268791)
by Clements, Michael P. & Smith, Jeremy - Forecasting With Difference-Stationary And Trend-Stationary Models (RePEc:ags:uwarer:268798)
by Clements, Michael P. & Hendry, David F. - Business Cycle Asymmetries: Characterisation and Testing based on Markov-Switching Autoregressions (RePEc:ags:uwarer:269248)
by Clements, Michael & Krolzig, Hans-Martin - Internal consistency of survey respondentsíforecasts: Evidence based on the Survey of Professional Forecasters (RePEc:ags:uwarer:269742)
by Clements, Michael P. - Macroeconomic Forecasting with Mixed Frequency Data: Forecasting US output growth and inflation (RePEc:ags:uwarer:269743)
by Clements, Michael P. & Galvao, Ana Beatriz - Forecast Encompassing Tests and Probability Forecasts (RePEc:ags:uwarer:269744)
by Clements, Michael P. & Harvey, David I. - Quantile Forecasts of Daily Exchange Rate Returns from Forecasts of Realized Volatility (RePEc:ags:uwarer:269747)
by Clements, Michael P. & Galvao, Ana Beatriz & Kim, Jae H. - Rounding of probability forecasts: The SPF forecast probabilities of negative output growth (RePEc:ags:uwarer:269880)
by Clements, Michael P. - Explanations of the inconsistencies in survey respondents' forecasts (RePEc:ags:uwarer:269881)
by Clements, Michael P. - Subjective and Ex Post Forecast Uncertainty: US Inflation and Output Growth (RePEc:ags:uwarer:270629)
by Clements, Michael P. - US inflation expectations and heterogeneous loss functions, 1968–2010 (RePEc:ags:uwarer:270653)
by Clements, Michael P. - Probability Distributions or Point Predictions? Survey Forecasts of US Output Growth and Inflation (RePEc:ags:uwarer:270748)
by Clements, Michael P. - Do Professional Forecasters Pay Attention to Data Releases? (RePEc:ags:uwarer:270768)
by Clements, Michael P. - Why are survey forecasts superior to model forecasts? (RePEc:ags:uwarer:270770)
by Clements, Michael P. - Real-time Forecasting of Inflation and Output Growth in the Presence of Data Revisions (RePEc:ags:uwarer:270771)
by Clements, Michael P. & Beatriz Galvao, Ana - First Announcements and Real Economic Activity (RePEc:ags:uwarer:271314)
by Clements, Michael P. & Beatriz Galvao, Ana - Forecasting: theory and practice (RePEc:arx:papers:2012.03854)
by Fotios Petropoulos & Daniele Apiletti & Vassilios Assimakopoulos & Mohamed Zied Babai & Devon K. Barrow & Souhaib Ben Taieb & Christoph Bergmeir & Ricardo J. Bessa & Jakub Bijak & John E. Boylan & Jet - Business Cycle Asymmetries: Characterization and Testing Based on Markov-Switching Autoregressions (RePEc:bes:jnlbes:v:21:y:2003:i:1:p:196-211)
by Clements, Michael P & Krolzig, Hans-Martin - Macroeconomic Forecasting With Mixed-Frequency Data (RePEc:bes:jnlbes:v:26:y:2008:p:546-554)
by Clements, Michael P & Galvão, Ana Beatriz - Forecasting Quarterly Aggregate Crime Series (RePEc:bla:manchs:v:73:y:2005:i:6:p:709-727)
by Michael P. Clements & Robert Witt - Multi-step Estimation for Forecasting (RePEc:bla:obuest:v:58:y:1996:i:4:p:657-84)
by Clements, Michael P & Hendry, David F - Guest Editors’ Introduction: Information in Economic Forecasting (RePEc:bla:obuest:v:67:y:2005:i:s1:p:713-753)
by Michael P. Clements & David F. Hendry - Evaluating a Model by Forecast Performance (RePEc:bla:obuest:v:67:y:2005:i:s1:p:931-956)
by Michael P. Clements & David F. Hendry - Seasonality, Cointegration, and Forecasting UK Residential Energy Demand (RePEc:bla:scotjp:v:46:y:1999:i:2:p:185-206)
by Michael P. Clements & Reinhard Madlener - Asymmetric output‐gap effects in Phillips Curve and mark‐up pricing models: Evidence for the US and the UK (RePEc:bla:scotjp:v:50:y:2003:i:4:p:359-374)
by Michael P. Clements & Marianne Sensier - Economic Forecasting in a Changing World (RePEc:bpj:capsoc:v:3:y:2008:i:2:n:1)
by Clements Michael P. & Hendry David F. - Forecasting U.S. Output Growth with Non-Linear Models in the Presence of Data Uncertainty (RePEc:bpj:sndecm:v:16:y:2012:i:1:n:2)
by Clements Michael P. - Forecasting Economic Time Series (RePEc:cup:cbooks:9780521632423)
by Clements,Michael & Hendry,David - Forecasting Economic Time Series (RePEc:cup:cbooks:9780521634809)
by Clements,Michael & Hendry,David - Testing The Expectations Theory Of The Term Structure Of Interest Rates In Threshold Models (RePEc:cup:macdyn:v:7:y:2003:i:04:p:567-585_02)
by Clements, Michael P. & Galvão, Ana Beatriz C. - An Historical Perspective on Forecast Errors (RePEc:cup:nierev:v:177:y:2001:i::p:100-112_9)
by Clements, Michael P. & Hendry, David F. - Economic forecasting: some lessons from recent research (RePEc:ecb:ecbwps:200182)
by Clements, Michael P. & Hendry, David F. - Economic Forecasting: Some Lessons from Recent Research (RePEc:ecj:ac2002:99)
by Hendry, David F & Michael P. Clements - Rationality and the Role of Judgement in Macroeconomic Forecasting (RePEc:ecj:econjl:v:105:y:1995:i:429:p:410-20)
by Clements, Michael P - Macro-economic Forecasting and Modelling (RePEc:ecj:econjl:v:105:y:1995:i:431:p:1001-13)
by Clements, Michael P & Hendry, David F - Evaluating the Bank of England Density Forecasts of Inflation (RePEc:ecj:econjl:v:114:y:2004:i:498:p:844-866)
by Michael P. Clements - A comparison of the forecast performance of Markov-switching and threshold autoregressive models of US GNP (RePEc:ect:emjrnl:v:1:y:1998:i:conferenceissue:p:c47-c75)
by Michael P. Clements & Hans-Martin Krolzig - Forecasting with difference-stationary and trend-stationary models (RePEc:ect:emjrnl:v:4:y:2001:i:1:p:s1-s19)
by Michael P. Clements & David F.Hendry - Modelling methodology and forecast failure (RePEc:ect:emjrnl:v:5:y:2002:i:2:p:319-344)
by Michael P. Clements & David F. Hendry - Pooling of forecasts (RePEc:ect:emjrnl:v:7:y:2004:i:1:p:1-31)
by David F. Hendry & Michael P. Clements - Real-time factor model forecasting and the effects of instability (RePEc:eee:csdana:v:100:y:2016:i:c:p:661-675)
by Clements, Michael P. - Bootstrap prediction intervals for autoregressive time series (RePEc:eee:csdana:v:51:y:2007:i:7:p:3580-3594)
by Clements, Michael P. & Kim, Jae H. - Measuring the effects of expectations shocks (RePEc:eee:dyncon:v:124:y:2021:i:c:s0165188921000105)
by Clements, Michael P. & Galvão, Ana Beatriz - Economic forecasting: some lessons from recent research (RePEc:eee:ecmode:v:20:y:2003:i:2:p:301-329)
by Hendry, David F. & Clements, Michael P. - Forecasting with Breaks (RePEc:eee:ecofch:1-12)
by Clements, Michael P. & Hendry, David F. - Forecasting by factors, by variables, by both or neither? (RePEc:eee:econom:v:177:y:2013:i:2:p:305-319)
by Castle, Jennifer L. & Clements, Michael P. & Hendry, David F. - Empirical analysis of macroeconomic time series : VAR and structural models (RePEc:eee:eecrev:v:35:y:1991:i:4:p:887-917)
by Clements, Michael P. & Mizon, Grayham E. - Explanations of the inconsistencies in survey respondents' forecasts (RePEc:eee:eecrev:v:54:y:2010:i:4:p:536-549)
by Clements, Michael P. - First announcements and real economic activity (RePEc:eee:eecrev:v:54:y:2010:i:6:p:803-817)
by Clements, Michael P. & Beatriz Galvão, Ana - Quantile forecasts of daily exchange rate returns from forecasts of realized volatility (RePEc:eee:empfin:v:15:y:2008:i:4:p:729-750)
by Clements, Michael P. & Galvão, Ana Beatriz & Kim, Jae H. - Independent directors, information costs and foreign ownership in Chinese companies (RePEc:eee:intfin:v:53:y:2018:i:c:p:139-157)
by Meng, Yijun & Clements, Michael P. & Padgett, Carol - An empirical study of seasonal unit roots in forecasting (RePEc:eee:intfor:v:13:y:1997:i:3:p:341-355)
by Clements, Michael P. & Hendry, David F. - The performance of alternative forecasting methods for SETAR models (RePEc:eee:intfor:v:13:y:1997:i:4:p:463-475)
by Clements, Michael P. & Smith, Jeremy - Forecasting economic processes (RePEc:eee:intfor:v:14:y:1998:i:1:p:111-131)
by Clements, Michael P. & Hendry, David F. - Bootstrapping prediction intervals for autoregressive models (RePEc:eee:intfor:v:17:y:2001:i:2:p:247-267)
by Clements, Michael P. & Taylor, Nick - Evaluating multivariate forecast densities: a comparison of two approaches (RePEc:eee:intfor:v:18:y:2002:i:3:p:397-407)
by Clements, Michael P. & Smith, Jeremy - Some possible directions for future research (RePEc:eee:intfor:v:19:y:2003:i:1:p:1-3)
by Clements, Michael P. - Forecasting economic and financial time-series with non-linear models (RePEc:eee:intfor:v:20:y:2004:i:2:p:169-183)
by Clements, Michael P. & Franses, Philip Hans & Swanson, Norman R. - A comparison of tests of nonlinear cointegration with application to the predictability of US interest rates using the term structure (RePEc:eee:intfor:v:20:y:2004:i:2:p:219-236)
by Clements, Michael P. & Galvao, Ana Beatriz - Consensus and uncertainty: Using forecast probabilities of output declines (RePEc:eee:intfor:v:24:y:2008:i:1:p:76-86)
by Clements, Michael P. - Forecasting returns and risk in financial markets using linear and nonlinear models (RePEc:eee:intfor:v:25:y:2009:i:2:p:215-217)
by Clements, Michael P. & Milas, Costas & van Dijk, Dick - Comments on "Forecasting economic and financial variables with global VARs" (RePEc:eee:intfor:v:25:y:2009:i:4:p:680-683)
by Clements, Michael P. - Combining probability forecasts (RePEc:eee:intfor:v:27:y::i:2:p:208-223)
by Clements, Michael P. & Harvey, David I. - Combining probability forecasts (RePEc:eee:intfor:v:27:y:2011:i:2:p:208-223)
by Clements, Michael P. & Harvey, David I. - Do professional forecasters pay attention to data releases? (RePEc:eee:intfor:v:28:y:2012:i:2:p:297-308)
by Clements, Michael P. - Forecasting with vector autoregressive models of data vintages: US output growth and inflation (RePEc:eee:intfor:v:29:y:2013:i:4:p:698-714)
by Clements, Michael P. & Galvão, Ana Beatriz - Probability distributions or point predictions? Survey forecasts of US output growth and inflation (RePEc:eee:intfor:v:30:y:2014:i:1:p:99-117)
by Clements, Michael P. - Robust approaches to forecasting (RePEc:eee:intfor:v:31:y:2015:i:1:p:99-112)
by Castle, Jennifer L. & Clements, Michael P. & Hendry, David F. - Forecasting with Bayesian multivariate vintage-based VARs (RePEc:eee:intfor:v:31:y:2015:i:3:p:757-768)
by Carriero, Andrea & Clements, Michael P. & Galvão, Ana Beatriz - Long-run restrictions and survey forecasts of output, consumption and investment (RePEc:eee:intfor:v:32:y:2016:i:3:p:614-628)
by Clements, Michael P. - Model and survey estimates of the term structure of US macroeconomic uncertainty (RePEc:eee:intfor:v:33:y:2017:i:3:p:591-604)
by Clements, Michael P. & Galvão, Ana Beatriz - Are macroeconomic density forecasts informative? (RePEc:eee:intfor:v:34:y:2018:i:2:p:181-198)
by Clements, Michael P. - Do forecasters target first or later releases of national accounts data? (RePEc:eee:intfor:v:35:y:2019:i:4:p:1240-1249)
by Clements, Michael P. - Forecasting and forecast narratives: The Bank of England Inflation Reports (RePEc:eee:intfor:v:36:y:2020:i:4:p:1488-1500)
by Clements, Michael P. & Reade, J. James - Do survey joiners and leavers differ from regular participants? The US SPF GDP growth and inflation forecasts (RePEc:eee:intfor:v:37:y:2021:i:2:p:634-646)
by Clements, Michael P. - Rounding behaviour of professional macro-forecasters (RePEc:eee:intfor:v:37:y:2021:i:4:p:1614-1631)
by Clements, Michael P. - Forecasting: theory and practice (RePEc:eee:intfor:v:38:y:2022:i:3:p:705-871)
by Petropoulos, Fotios & Apiletti, Daniele & Assimakopoulos, Vassilios & Babai, Mohamed Zied & Barrow, Devon K. & Ben Taieb, Souhaib & Bergmeir, Christoph & Bessa, Ricardo J. & Bijak, Jakub & Boylan, Joh - Forecasting GDP growth rates in the United States and Brazil using Google Trends (RePEc:eee:intfor:v:39:y:2023:i:4:p:1909-1924)
by Bantis, Evripidis & Clements, Michael P. & Urquhart, Andrew - How local is the local inflation factor? Evidence from emerging European countries (RePEc:eee:intfor:v:40:y:2024:i:1:p:160-183)
by Cepni, Oguzhan & Clements, Michael P. - Do professional forecasters believe in the Phillips curve? (RePEc:eee:intfor:v:40:y:2024:i:3:p:1238-1254)
by Clements, Michael P. - Survey expectations and adjustments for multiple testing (RePEc:eee:jeborg:v:224:y:2024:i:c:p:338-354)
by Clements, Michael P. - Evaluating forecasts from SETAR models of exchange rates (RePEc:eee:jimfin:v:20:y:2001:i:1:p:133-148)
by Clements, Michael P. & Smith, Jeremy - Comments on 'The state of macroeconomic forecasting' (RePEc:eee:jmacro:v:24:y:2002:i:4:p:469-482)
by Clements, Michael P. - Handbook of Research Methods and Applications in Macroeconomic Forecasting (RePEc:elg:eebook:22222)
by None - Introduction to the Handbook of Research Methods and Applications in Macroeconomic Forecasting (RePEc:elg:eechap:22222_1)
by Michael P. Clements & Ana Beatriz Galvão - Real-time data and forecasting (RePEc:elg:eechap:22222_13)
by Michael P. Clements & Ana Beatriz Galvão - Unknown item RePEc:eme:cea111:s0573-8555(05)76002-8 (chapter)
- Combining Predictors and Combining Information in Modelling: Forecasting US Recession Probabilities and Output Growth (RePEc:eme:ceazzz:s0573-8555(05)76002-8)
by Michael P. Clements & Ana Beatriz Galvao - Unknown item RePEc:eme:feg111:s1574-8715(07)00201-1 (chapter)
- Chapter 1 Forecasting Annual UK Inflation Using an Econometric Model over 1875–1991 (RePEc:eme:fegzzz:s1574-8715(07)00201-1)
by Michael P. Clements & David F. Hendry - On SETAR non- linearity and forecasting (RePEc:ems:eureir:1567)
by Clements, M.P. & Franses, Ph.H.B.F. & Smith, J. - Surveys of Professionals (RePEc:fip:fedcwq:94166)
by Michael Clements & Robert W. Rich & Joseph Tracy - An Investigation into the Uncertainty Revision Process of Professional Forecasters (RePEc:fip:fedcwq:98806)
by Michael Clements & Robert W. Rich & Joseph Tracy - Are Some Forecasters’ Probability Assessments of Macro Variables Better Than Those of Others? (RePEc:gam:jecnmx:v:8:y:2020:i:2:p:16-:d:354665)
by Michael P. Clements - How Local is the Local Inflation Factor? Evidence from Emerging European Countries (RePEc:hhs:cbsnow:2021_008)
by Cepni, Oguzhan & Clements, Michael P. - Can regime-switching models reproduce the business cycle features of US aggregate consumption, investment and output? (RePEc:ijf:ijfiec:v:9:y:2004:i:1:p:1-14)
by Michael P. Clements & Hans-Martin Krolzig - Forecasting in Cointegration Systems (RePEc:jae:japmet:v:10:y:1995:i:2:p:127-46)
by Clements, Michael P & Hendry, David F - Intercept Corrections and Structural Change (RePEc:jae:japmet:v:11:y:1996:i:5:p:475-94)
by Clements, Michael P & Hendry, David F - A Monte Carlo Study of the Forecasting Performance of Empirical SETAR Models (RePEc:jae:japmet:v:14:y:1999:i:2:p:123-41)
by Clements, Michael P & Smith, Jeremy - Evaluating interval forecasts of high-frequency financial data (RePEc:jae:japmet:v:18:y:2003:i:4:p:445-456)
by Michael P. Clements & Nick Taylor - An evaluation of the forecasts of the federal reserve: a pooled approach (RePEc:jae:japmet:v:22:y:2007:i:1:p:121-136)
by Fred Joutz & Michael P. Clements & Herman O. Stekler - Forecasting US output growth using leading indicators: an appraisal using MIDAS models (RePEc:jae:japmet:v:24:y:2009:i:7:p:1187-1206)
by Michael P. Clements & Ana Beatriz Galvao - Forecast encompassing tests and probability forecasts (RePEc:jae:japmet:v:25:y:2010:i:6:p:1028-1062)
by Michael P. Clements & David I. Harvey - Robust Evaluation of Fixed-Event Forecast Rationality (RePEc:jof:jforec:v:20:y:2001:i:4:p:285-95)
by Clements, Michael P & Taylor, Nick - On SETAR non-linearity and forecasting (RePEc:jof:jforec:v:22:y:2003:i:5:p:359-375)
by Dick van Dijk & Philip Hans Franses & Michael P. Clements & Jeremy Smith - An Empirical Investigation of the Effects of Rounding on the SPF Probabilities of Decline and Output Growth Histograms (RePEc:mcb:jmoncb:v:43:y:2011:i:1:p:207-220)
by Michael P. Clements - Forecasting Non-Stationary Economic Time Series (RePEc:mtp:titles:0262531895)
by Michael P. Clements & David F. Hendry - Pooling of Forecasts (RePEc:nuf:econwp:0209)
by David Hendry & Michael P. Clements - Economic Forecasting: Some Lessons from Recent Research (RePEc:nuf:econwp:0211)
by David Hendry & Michael P. Clements - Modeling Price and Variance Jump Clustering Using the Marked Hawkes Process (RePEc:oup:jfinec:v:22:y:2024:i:3:p:743-772.)
by Jian Chen & Michael P Clements & Andrew Urquhart - The World Economy: Analysis and Prospects (RePEc:oup:oxford:v:2:y:1986:i:1:p:xxxiv-li)
by Rossi, Vanessa & Clements, Michael - The UK Economy: Analysis and Prospects (RePEc:oup:oxford:v:2:y:1986:i:2:p:xxv-xliii)
by Walker, John & Clements, Michael - The UK Economy: Analysis and Prospects (RePEc:oup:oxford:v:2:y:1986:i:3:p:xxvii-xxxix)
by Walker, John & Clements, Michael - The UK Economy: Analysis and Prospects (RePEc:oup:oxford:v:2:y:1986:i:4:p:xx-xxxii)
by Walker, John & Clements, Michael - The World and UK Economy: Analysis and Prospects (RePEc:oup:oxford:v:3:y:1987:i:1:p:xx-xxxiii)
by Walker, John & Rossi, Vanessa & Clements, Michael - The UK Economy: Analysis and Prospects (RePEc:oup:oxford:v:3:y:1987:i:2:p:xxii-xxxii)
by Clements, Michael & Walker, John & Rossi, Vanessa - Forecasting from Mis-specified Models in the Presence of Unanticipated Location Shifts (RePEc:oxf:wpaper:484)
by David Hendry & Michael P. Clements - Forecasting with Difference-Stationary and Trend-Stationary Models (RePEc:oxf:wpaper:5)
by David Hendry & Michael P. Clements - Modelling Business Cycle Features Using Switching Regime Models (RePEc:oxf:wpaper:58)
by Hans-Martin Krolzig & Michael P. Clements & Department of Economics & University of Warwick - Forecasting by factors, by variables, or both? (RePEc:oxf:wpaper:600)
by Jennifer Castle & David Hendry - Robust Approaches to Forecasting (RePEc:oxf:wpaper:697)
by Jennifer Castle & David Hendry & Michael P. Clements - An Overview of Forecasting Facing Breaks (RePEc:oxf:wpaper:779)
by Jennifer Castle & David Hendry & Michael P. Clements - Economic Forecasting: Some Lessons from Recent Research (RePEc:oxf:wpaper:78)
by David Hendry & Michael P. Clements & Department of Economics & University of Warwick - Testing Structural Hypotheses by Encompassing : Us Wages and Prices is the Mark-Up Pricing Hypothesis Dead? (RePEc:oxf:wpaper:99114)
by Clements, M.P. - On the Limitations of Comparing Mean Square Forecast Errors (RePEc:oxf:wpaper:99138)
by Clements, M.P. & Hendry, D. - Forecasting in Cointegrated Systems (RePEc:oxf:wpaper:99139)
by Clements, M.P. & Hendry, D.F. - Modelling Business Cycle Features Using Switching Regime Models (RePEc:oxf:wpaper:9958)
by Clements, M.C. & Krolzig, H.-M. - The Estimation And Testing Of Cointegrating Vectors: A Survey Of Recent Approaches And An Application To The U.K. Non-Durable Consumption Function (RePEc:oxf:wpaper:9979)
by Clements, M.P. - The Mathematical Structure Of Models That Exhibit Cointegration: A Survey Of Recent Approaches (RePEc:oxf:wpaper:9985)
by Clements, M.P. - The Oxford Handbook of Economic Forecasting (RePEc:oxp:obooks:9780195398649)
by None - Forecast Combination and Encompassing (RePEc:pal:palchp:978-0-230-24440-5_4)
by Michael P. Clements & David I. Harvey - Macroeconomic Forecasting with Mixed Frequency Data: Forecasting US Output Growth (RePEc:qmw:qmwecw:616)
by Michael P. Clements & Ana Beatriz Galvão - Improving Real-time Estimates of Output Gaps and Inflation Trends with Multiple-vintage Models (RePEc:qmw:qmwecw:678)
by Michael P. Clements & Ana Beatriz Galvão - Unknown item RePEc:qmw:qmwecw:wp616 (paper)
- Unknown item RePEc:qmw:qmwecw:wp678 (paper)
- Do Professional Forecasters' Phillips Curves Incorporate the Beliefs of Others? (RePEc:rdg:emxxdp:em-dp2023-05)
by Michael P. Clements & Shixuan Wang - Assessing Macro-Forecaster Herding: Modelling versus Testing (RePEc:rdg:icmadp:icma-2018-01)
by Michael P. Clements - Long-Run Restrictions and Survey Forecasts of Output, Consumption and Investment (RePEc:rdg:icmadp:icma-dp2014-02)
by Michael P. Clements - Measuring Macroeconomic Uncertainty: US Inflation and Output Growth (RePEc:rdg:icmadp:icma-dp2014-04)
by Michael P. Clements & Ana Beatriz Galvão - Real-Time Factor Model Forecasting and the Effects of Instability (RePEc:rdg:icmadp:icma-dp2014-05)
by Michael P. Clements - Anticipating Early Data Revisions to US GDP and the Effects of Releases on Equity Markets (RePEc:rdg:icmadp:icma-dp2014-06)
by Michael P. Clements - Do US Macroeconomic Forecasters Exaggerate Their Differences? (RePEc:rdg:icmadp:icma-dp2014-10)
by Michael P. Clements - Assessing the Evidence of Macro- Forecaster Herding: Forecasts of Inflation and Output Growth (RePEc:rdg:icmadp:icma-dp2014-12)
by Michael P Clements - Assessing Macro Uncertainty In Real-Time When Data Are Subject To Revision (RePEc:rdg:icmadp:icma-dp2015-02)
by Michael P. Clements - Forecasters' Disagreement about How the Economy Operates, and the Role of Long-run Relationships (RePEc:rdg:icmadp:icma-dp2015-09)
by Michael Clements - Are Macroeconomic Density Forecasts Informative? (RePEc:rdg:icmadp:icma-dp2016-02)
by Michael Clements - Are Macro-Forecasters Essentially The Same? An Analysis of Disagreement, Accuracy and Efficiency (RePEc:rdg:icmadp:icma-dp2016-08)
by Michael Clements - Sir Clive W.J. Granger's Contributions to Forecasting (RePEc:rdg:icmadp:icma-dp2016-09)
by Michael Clements - Data Revisions and Real-time Probabilistic Forecasting of Macroeconomic Variables (RePEc:rdg:icmadp:icma-dp2017-01)
by Michael P Clements & Ana Beatriz Galvao - Do forecasters target first or later releases of national accounts data? (RePEc:rdg:icmadp:icma-dp2017-03)
by Michael Clements - Do Survey Joiners and Leavers Differ from Regular Participants? The US SPF GDP Growth and Inflation Forecasts (RePEc:rdg:icmadp:icma-dp2020-01)
by Michael P. Clements - Individual Forecaster Perceptions of the Persistence of Shocks to GDP (RePEc:rdg:icmadp:icma-dp2020-02)
by Michael P. Clements - Forecasting economic and financial time-series with non-linear models (RePEc:rut:rutres:200309)
by Michael P. Clements & Philip Hans Franses & Norman R. Swanson - An Historical Perspective on Forecast Errors (RePEc:sae:niesru:v:177:y:2001:i:1:p:100-112)
by Michael P. Clements & David F. Hendry - Can Econometrics Improve Economic Forecasting? (RePEc:ses:arsjes:1994-iii-2)
by David F. Hendry & Michael P. Clements - Can oil shocks explain asymmetries in the US Business Cycle? (RePEc:spr:empeco:v:27:y:2002:i:2:p:185-204)
by Hans-Martin Krolzig & Michael P. Clements - Conditional mean functions of non-linear models of US output (RePEc:spr:empeco:v:27:y:2002:i:4:p:569-586)
by Ana B. C. Galvão & Michael P. Clements - Evaluating the survey of professional forecasters probability distributions of expected inflation based on derived event probability forecasts (RePEc:spr:empeco:v:31:y:2006:i:1:p:49-64)
by Michael Clements - An Overview of Forecasting Facing Breaks (RePEc:spr:jbuscr:v:12:y:2016:i:1:d:10.1007_s41549-016-0005-2)
by Jennifer L. Castle & Michael P. Clements & David F. Hendry - On winning forecasting competitions in economics (RePEc:spr:specre:v:1:y:1999:i:2:p:123-160)
by Michael P. Clements & David F. Hendry - Improving Real-Time Estimates of Output and Inflation Gaps With Multiple-Vintage Models (RePEc:taf:jnlbes:v:30:y:2012:i:4:p:554-562)
by Michael P. Clements & Ana Beatriz Galvão - Forecast Uncertainty- Ex Ante and Ex Post : U.S. Inflation and Output Growth (RePEc:taf:jnlbes:v:32:y:2014:i:2:p:206-216)
by Michael P. Clements - Predicting Early Data Revisions to U.S. GDP and the Effects of Releases on Equity Markets (RePEc:taf:jnlbes:v:35:y:2017:i:3:p:389-406)
by Michael P. Clements & Ana Beatriz Galvão - Assessing Macro Uncertainty in Real-Time When Data Are Subject To Revision (RePEc:taf:jnlbes:v:35:y:2017:i:3:p:420-433)
by Michael P. Clements - The choice of performance measures, target setting and vesting levels in UK firms' Chief Executive Officer equity‐based compensation (RePEc:wly:ijfiec:v:28:y:2023:i:4:p:4246-4270)
by Affan Hameed & Carol Padgett & Michael P. Clements & Subhan Ullah - Forecasting US output growth using leading indicators: an appraisal using MIDAS models (RePEc:wly:japmet:v:24:y:2009:i:7:p:1187-1206)
by Michael P. Clements & Ana Beatriz Galvão - Real‐Time Forecasting Of Inflation And Output Growth With Autoregressive Models In The Presence Of Data Revisions (RePEc:wly:japmet:v:28:y:2013:i:3:p:458-477)
by Michael P. Clements & Ana Beatriz Galvão - Individual forecaster perceptions of the persistence of shocks to GDP (RePEc:wly:japmet:v:37:y:2022:i:3:p:640-656)
by Michael P. Clements - Density forecasting with Bayesian Vector Autoregressive models under macroeconomic data uncertainty (RePEc:wly:japmet:v:38:y:2023:i:2:p:164-185)
by Michael P. Clements & Ana Beatriz Galvão - US Inflation Expectations and Heterogeneous Loss Functions, 1968–2010 (RePEc:wly:jforec:v:33:y:2014:i:1:p:1-14)
by Michael P. Clements - Do US Macroeconomic Forecasters Exaggerate their Differences? (RePEc:wly:jforec:v:34:y:2015:i:8:p:649-660)
by Michael P. Clements - An Empirical Investigation of the Effects of Rounding on the SPF Probabilities of Decline and Output Growth Histograms (RePEc:wly:jmoncb:v:43:y:2011:i:1:p:207-220)
by Michael P. Clements - Are Professional Macroeconomic Forecasters Able To Do Better Than Forecasting Trends? (RePEc:wly:jmoncb:v:47:y:2015:i:2-3:p:349-382)
by Michael P. Clements - Do Macroforecasters Herd? (RePEc:wly:jmoncb:v:50:y:2018:i:2-3:p:265-292)
by Michael P. Clements - Forecaster Efficiency, Accuracy, and Disagreement: Evidence Using Individual‐Level Survey Data (RePEc:wly:jmoncb:v:54:y:2022:i:2-3:p:537-568)
by Michael P. Clements - Multi-Step Estimation for Forecasting (RePEc:wrk:warwec:447)
by Clements, Michael P. & Hendry, David F. - Evaluating the Rationality of Fixed-Event Forecasts (RePEc:wrk:warwec:457)
by Clements, M.C. - A Monte Carlo Study of the Forecasting Performance of Empirical Setar Models (RePEc:wrk:warwec:464)
by Clements, Michael P & Smith, Jeremy - Performance of Alternative Forecasting Methods for Setar Models (RePEc:wrk:warwec:467)
by Clements, Michael P & Smith, Jeremy - Forecasting Seasonal UK Consumption Components (RePEc:wrk:warwec:479)
by Clements, Michael & Smith, Jeremy - Seasonality, Cointegration, and the Forecasting of Energy Demand (RePEc:wrk:warwec:484)
by Clements, M.P. & Madlener, R. - Forecasting Seasonal UK Consumption Components (RePEc:wrk:warwec:487)
by Clements, M.P. & Smith, J. - A Comparison of the Forecasting Performance of Markov-Switching and Threshold Autoregressive Models of US GNP (RePEc:wrk:warwec:489)
by Clements, M.P. & Krolzig, H.-M. - Non-Linearities in Exchange Rates (RePEc:wrk:warwec:504)
by Clements, M.P. & Smith, J. - Evaluating The Forecast of Densities of Linear and Non-Linear Models: Applications to Output Growth and Unemployment (RePEc:wrk:warwec:509)
by Clements, M.P. & Smith J. - Forecasting with Difference-Stationary and Trend-Stationary Models (RePEc:wrk:warwec:516)
by Clements, M.P. & Hendry, D.P. - Business Cycle Asymmetries: Characterisationand Testing Based on Markov-Switching Autoregression (RePEc:wrk:warwec:522)
by Clements, M.P. & Krolzig, H-M. - Internal consistency of survey respondents.forecasts : Evidence based on the Survey of Professional Forecasters (RePEc:wrk:warwec:772)
by Clements, Michael P - Macroeconomic Forecasting with Mixed Frequency Data : Forecasting US output growth and inflation (RePEc:wrk:warwec:773)
by Clements, Michael P & Galvão, Ana Beatriz - Forecast Encompassing Tests and Probability Forecasts (RePEc:wrk:warwec:774)
by Clements, Michael P & Harvey, David I - Quantile Forecasts of Daily Exchange Rate Returns from Forecasts of Realized Volatility (RePEc:wrk:warwec:777)
by Clements, Michael P. & Galvão, Ana Beatriz & Kim, Jae H. - Rounding of probability forecasts : The SPF forecast probabilities of negative output growth (RePEc:wrk:warwec:869)
by Clements, Michael P. - Explanations of the inconsistencies in survey respondents'forecasts (RePEc:wrk:warwec:870)
by Clements, Michael P. - First Announcements and Real Economic Activity (RePEc:wrk:warwec:885)
by Clements, Michael P. & Galvão, Ana Beatriz - Real-time Forecasting of Inflation and Output Growth in the Presence of Data Revisions (RePEc:wrk:warwec:953)
by Clements, Michael P. & Galvão, Ana Beatriz - Why are survey forecasts superior to model forecasts? (RePEc:wrk:warwec:954)
by Clements, Michael P. - Do Professional Forecasters Pay Attention to Data Releases? (RePEc:wrk:warwec:956)
by Clements, Michael P - Probability Distributions or Point Predictions? Survey Forecasts of US Output Growth and Inflation (RePEc:wrk:warwec:976)
by Clements, Michael P - US inflation expectations and heterogeneous loss functions, 1968–2010 (RePEc:wrk:warwec:986)
by Clements, Michael P. - Subjective and Ex Post Forecast Uncertainty : US Inflation and Output Growth (RePEc:wrk:warwec:995)
by Clements, Michael P - Unknown item RePEc:wrk:wrkemf:31 (paper)
- Unknown item RePEc:wrk:wrkemf:36 (paper)