Michael Peter Clements

Names

Identifer

Contact

Affiliations

• University of Reading / Henley Business School / ICMA Centre for Financial Markets
  • EDIRC entry
  • location:

Research profile

author of:

• Multi-Step Estimation For Forecasting
  Economic Research Papers, University of Warwick - Department of Economics (1996)
  by Clements, Michael P. & Hendry, David F.
  (ReDIF-paper, ags:uwarer:268696)
• Evaluating the rationality of fixed-event forecasts
  Economic Research Papers, University of Warwick - Department of Economics (1996)
  by Clements, Michael P.
  (ReDIF-paper, ags:uwarer:268705)
• The Performance of Alternative Forecasting Methods for SETAR Models
  Economic Research Papers, University of Warwick - Department of Economics (1996)
  by Clements, Michael P. & Smith, Jeremy
  (ReDIF-paper, ags:uwarer:268737)
• Forecasting Seasonal Uk Consumption Components
  Economic Research Papers, University of Warwick - Department of Economics (1997)
  by Clements, Michael & Smith, Jeremy
  (ReDIF-paper, ags:uwarer:268761)
• Seasonality, Cointegration, And The Forecasting Of Energy Demand
  Economic Research Papers, University of Warwick - Department of Economics (1997)
  by Clements, Michael P. & Madlener, Reinhard
  (ReDIF-paper, ags:uwarer:268766)
• Forecasting Seasonal UK Consumption Components
  Economic Research Papers, University of Warwick - Department of Economics (1997)
  by Clements, Michael P. & Smith, Jeremy
  (ReDIF-paper, ags:uwarer:268769)
• A Comparison Of The Forecast Performance Of Markov-Switching And Threshold Autoregressive Models Of Us Gnp
  Economic Research Papers, University of Warwick - Department of Economics (1997)
  by Clements, Michael P. & Krolzig, Hans-Martin
  (ReDIF-paper, ags:uwarer:268771)
• Non-Linearities In Exchange Rates
  Economic Research Papers, University of Warwick - Department of Economics (1998)
  by Clements, Michael P. & Smith, Jeremy
  (ReDIF-paper, ags:uwarer:268786)
• Evaluating The Forecast Densities Of Linear And Non-Linear Models: Applications To Output Growth And Unemployment
  Economic Research Papers, University of Warwick - Department of Economics (1998)
  by Clements, Michael P. & Smith, Jeremy
  (ReDIF-paper, ags:uwarer:268791)
• Forecasting With Difference-Stationary And Trend-Stationary Models
  Economic Research Papers, University of Warwick - Department of Economics (1998)
  by Clements, Michael P. & Hendry, David F.
  (ReDIF-paper, ags:uwarer:268798)
• Business Cycle Asymmetries: Characterisation and Testing based on Markov-Switching Autoregressions
  Economic Research Papers, University of Warwick - Department of Economics (1998)
  by Clements, Michael & Krolzig, Hans-Martin
  (ReDIF-paper, ags:uwarer:269248)
• Internal consistency of survey respondentsíforecasts: Evidence based on the Survey of Professional Forecasters
  Economic Research Papers, University of Warwick - Department of Economics (2006)
  by Clements, Michael P.
  (ReDIF-paper, ags:uwarer:269742)
• Macroeconomic Forecasting with Mixed Frequency Data: Forecasting US output growth and inflation
  Economic Research Papers, University of Warwick - Department of Economics (2006)
  by Clements, Michael P. & Galvao, Ana Beatriz
  (ReDIF-paper, ags:uwarer:269743)
• Forecast Encompassing Tests and Probability Forecasts
  Economic Research Papers, University of Warwick - Department of Economics (2006)
  by Clements, Michael P. & Harvey, David I.
  (ReDIF-paper, ags:uwarer:269744)
• Quantile Forecasts of Daily Exchange Rate Returns from Forecasts of Realized Volatility
  Economic Research Papers, University of Warwick - Department of Economics (2006)
  by Clements, Michael P. & Galvao, Ana Beatriz & Kim, Jae H.
  (ReDIF-paper, ags:uwarer:269747)
• Rounding of probability forecasts: The SPF forecast probabilities of negative output growth
  Economic Research Papers, University of Warwick - Department of Economics (2008)
  by Clements, Michael P.
  (ReDIF-paper, ags:uwarer:269880)
• Explanations of the inconsistencies in survey respondents' forecasts
  Economic Research Papers, University of Warwick - Department of Economics (2008)
  by Clements, Michael P.
  (ReDIF-paper, ags:uwarer:269881)
• Subjective and Ex Post Forecast Uncertainty: US Inflation and Output Growth
  Economic Research Papers, University of Warwick - Department of Economics (2012)
  by Clements, Michael P.
  (ReDIF-paper, ags:uwarer:270629)
• US inflation expectations and heterogeneous loss functions, 1968–2010
  Economic Research Papers, University of Warwick - Department of Economics (2012)
  by Clements, Michael P.
  (ReDIF-paper, ags:uwarer:270653)
• Probability Distributions or Point Predictions? Survey Forecasts of US Output Growth and Inflation
  Economic Research Papers, University of Warwick - Department of Economics (2012)
  by Clements, Michael P.
  (ReDIF-paper, ags:uwarer:270748)
• Do Professional Forecasters Pay Attention to Data Releases?
  Economic Research Papers, University of Warwick - Department of Economics (2011)
  by Clements, Michael P.
  (ReDIF-paper, ags:uwarer:270768)
• Why are survey forecasts superior to model forecasts?
  Economic Research Papers, University of Warwick - Department of Economics (2010)
  by Clements, Michael P.
  (ReDIF-paper, ags:uwarer:270770)
• Real-time Forecasting of Inflation and Output Growth in the Presence of Data Revisions
  Economic Research Papers, University of Warwick - Department of Economics (2010)
  by Clements, Michael P. & Beatriz Galvao, Ana
  (ReDIF-paper, ags:uwarer:270771)
• First Announcements and Real Economic Activity
  Economic Research Papers, University of Warwick - Department of Economics (2008)
  by Clements, Michael P. & Beatriz Galvao, Ana
  (ReDIF-paper, ags:uwarer:271314)
• Forecasting: theory and practice
  Papers, arXiv.org (2020)
  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
  (ReDIF-paper, arx:papers:2012.03854)
• Business Cycle Asymmetries: Characterization and Testing Based on Markov-Switching Autoregressions
  Journal of Business & Economic Statistics, American Statistical Association (2003)
  by Clements, Michael P & Krolzig, Hans-Martin
  (ReDIF-article, bes:jnlbes:v:21:y:2003:i:1:p:196-211)
• Macroeconomic Forecasting With Mixed-Frequency Data
  Journal of Business & Economic Statistics, American Statistical Association (2008)
  by Clements, Michael P & Galvão, Ana Beatriz
  (ReDIF-article, bes:jnlbes:v:26:y:2008:p:546-554)
• Forecasting Quarterly Aggregate Crime Series
  Manchester School, University of Manchester (2005)
  by Michael P. Clements & Robert Witt
  (ReDIF-article, bla:manchs:v:73:y:2005:i:6:p:709-727)
• Multi-step Estimation for Forecasting
  Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford (1996)
  by Clements, Michael P & Hendry, David F
  (ReDIF-article, bla:obuest:v:58:y:1996:i:4:p:657-84)
• Guest Editors’ Introduction: Information in Economic Forecasting
  Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford (2005)
  by Michael P. Clements & David F. Hendry
  (ReDIF-article, bla:obuest:v:67:y:2005:i:s1:p:713-753)
• Evaluating a Model by Forecast Performance
  Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford (2005)
  by Michael P. Clements & David F. Hendry
  (ReDIF-article, bla:obuest:v:67:y:2005:i:s1:p:931-956)
• Seasonality, Cointegration, and Forecasting UK Residential Energy Demand
  Scottish Journal of Political Economy, Scottish Economic Society (1999)
  by Michael P. Clements & Reinhard Madlener
  (ReDIF-article, bla:scotjp:v:46:y:1999:i:2:p:185-206)
• Asymmetric output‐gap effects in Phillips Curve and mark‐up pricing models: Evidence for the US and the UK
  Scottish Journal of Political Economy, Scottish Economic Society (2003)
  by Michael P. Clements & Marianne Sensier
  (ReDIF-article, bla:scotjp:v:50:y:2003:i:4:p:359-374)
• Economic Forecasting in a Changing World
  Capitalism and Society, De Gruyter (2008)
  by Clements Michael P. & Hendry David F.
  (ReDIF-article, bpj:capsoc:v:3:y:2008:i:2:n:1)
• Forecasting U.S. Output Growth with Non-Linear Models in the Presence of Data Uncertainty
  Studies in Nonlinear Dynamics & Econometrics, De Gruyter (2012)
  by Clements Michael P.
  (ReDIF-article, bpj:sndecm:v:16:y:2012:i:1:n:2)
• Unknown item RePEc:cup:cbooks:9780521632423 (book)
• Unknown item RePEc:cup:cbooks:9780521634809 (book)
• Testing The Expectations Theory Of The Term Structure Of Interest Rates In Threshold Models
  Macroeconomic Dynamics, Cambridge University Press (2003)
  by Clements, Michael P. & Galvão, Ana Beatriz C.
  (ReDIF-article, cup:macdyn:v:7:y:2003:i:04:p:567-585_02)
• Unknown item RePEc:cup:nierev:v:177:y:2001:i::p:100-112_9 (article)
• Economic forecasting: some lessons from recent research
  Working Paper Series, European Central Bank (2001)
  by Clements, Michael P. & Hendry, David F.
  (ReDIF-paper, ecb:ecbwps:200182)
• Economic Forecasting: Some Lessons from Recent Research
  Royal Economic Society Annual Conference 2002, Royal Economic Society (2002)
  by Hendry, David F & Michael P. Clements
  (ReDIF-paper, ecj:ac2002:99)
• Rationality and the Role of Judgement in Macroeconomic Forecasting
  Economic Journal, Royal Economic Society (1995)
  by Clements, Michael P
  (ReDIF-article, ecj:econjl:v:105:y:1995:i:429:p:410-20)
• Macro-economic Forecasting and Modelling
  Economic Journal, Royal Economic Society (1995)
  by Clements, Michael P & Hendry, David F
  (ReDIF-article, ecj:econjl:v:105:y:1995:i:431:p:1001-13)
• Evaluating the Bank of England Density Forecasts of Inflation
  Economic Journal, Royal Economic Society (2004)
  by Michael P. Clements
  (ReDIF-article, ecj:econjl:v:114:y:2004:i:498:p:844-866)
• A comparison of the forecast performance of Markov-switching and threshold autoregressive models of US GNP
  Econometrics Journal, Royal Economic Society (1998)
  by Michael P. Clements & Hans-Martin Krolzig
  (ReDIF-article, ect:emjrnl:v:1:y:1998:i:conferenceissue:p:c47-c75)
• Forecasting with difference-stationary and trend-stationary models
  Econometrics Journal, Royal Economic Society (2001)
  by Michael P. Clements & David F.Hendry
  (ReDIF-article, ect:emjrnl:v:4:y:2001:i:1:p:s1-s19)
• Modelling methodology and forecast failure
  Econometrics Journal, Royal Economic Society (2002)
  by Michael P. Clements & David F. Hendry
  (ReDIF-article, ect:emjrnl:v:5:y:2002:i:2:p:319-344)
• Pooling of forecasts
  Econometrics Journal, Royal Economic Society (2004)
  by David F. Hendry & Michael P. Clements
  (ReDIF-article, ect:emjrnl:v:7:y:2004:i:1:p:1-31)
• Real-time factor model forecasting and the effects of instability
  Computational Statistics & Data Analysis, Elsevier (2016)
  by Clements, Michael P.
  (ReDIF-article, eee:csdana:v:100:y:2016:i:c:p:661-675)
• Bootstrap prediction intervals for autoregressive time series
  Computational Statistics & Data Analysis, Elsevier (2007)
  by Clements, Michael P. & Kim, Jae H.
  (ReDIF-article, eee:csdana:v:51:y:2007:i:7:p:3580-3594)
• Measuring the effects of expectations shocks
  Journal of Economic Dynamics and Control, Elsevier (2021)
  by Clements, Michael P. & Galvão, Ana Beatriz
  (ReDIF-article, eee:dyncon:v:124:y:2021:i:c:s0165188921000105)
• Economic forecasting: some lessons from recent research
  Economic Modelling, Elsevier (2003)
  by Hendry, David F. & Clements, Michael P.
  (ReDIF-article, eee:ecmode:v:20:y:2003:i:2:p:301-329)
• Forecasting with Breaks
  Handbook of Economic Forecasting, Elsevier (2006)
  by Clements, Michael P. & Hendry, David F.
  (ReDIF-chapter, eee:ecofch:1-12)
• Forecasting by factors, by variables, by both or neither?
  Journal of Econometrics, Elsevier (2013)
  by Castle, Jennifer L. & Clements, Michael P. & Hendry, David F.
  (ReDIF-article, eee:econom:v:177:y:2013:i:2:p:305-319)
• Empirical analysis of macroeconomic time series : VAR and structural models
  European Economic Review, Elsevier (1991)
  by Clements, Michael P. & Mizon, Grayham E.
  (ReDIF-article, eee:eecrev:v:35:y:1991:i:4:p:887-917)
• Explanations of the inconsistencies in survey respondents' forecasts
  European Economic Review, Elsevier (2010)
  by Clements, Michael P.
  (ReDIF-article, eee:eecrev:v:54:y:2010:i:4:p:536-549)
• First announcements and real economic activity
  European Economic Review, Elsevier (2010)
  by Clements, Michael P. & Beatriz Galvão, Ana
  (ReDIF-article, eee:eecrev:v:54:y:2010:i:6:p:803-817)
• Quantile forecasts of daily exchange rate returns from forecasts of realized volatility
  Journal of Empirical Finance, Elsevier (2008)
  by Clements, Michael P. & Galvão, Ana Beatriz & Kim, Jae H.
  (ReDIF-article, eee:empfin:v:15:y:2008:i:4:p:729-750)
• Independent directors, information costs and foreign ownership in Chinese companies
  Journal of International Financial Markets, Institutions and Money, Elsevier (2018)
  by Meng, Yijun & Clements, Michael P. & Padgett, Carol
  (ReDIF-article, eee:intfin:v:53:y:2018:i:c:p:139-157)
• An empirical study of seasonal unit roots in forecasting
  International Journal of Forecasting, Elsevier (1997)
  by Clements, Michael P. & Hendry, David F.
  (ReDIF-article, eee:intfor:v:13:y:1997:i:3:p:341-355)
• The performance of alternative forecasting methods for SETAR models
  International Journal of Forecasting, Elsevier (1997)
  by Clements, Michael P. & Smith, Jeremy
  (ReDIF-article, eee:intfor:v:13:y:1997:i:4:p:463-475)
• Forecasting economic processes
  International Journal of Forecasting, Elsevier (1998)
  by Clements, Michael P. & Hendry, David F.
  (ReDIF-article, eee:intfor:v:14:y:1998:i:1:p:111-131)
• Bootstrapping prediction intervals for autoregressive models
  International Journal of Forecasting, Elsevier (2001)
  by Clements, Michael P. & Taylor, Nick
  (ReDIF-article, eee:intfor:v:17:y:2001:i:2:p:247-267)
• Evaluating multivariate forecast densities: a comparison of two approaches
  International Journal of Forecasting, Elsevier (2002)
  by Clements, Michael P. & Smith, Jeremy
  (ReDIF-article, eee:intfor:v:18:y:2002:i:3:p:397-407)
• Some possible directions for future research
  International Journal of Forecasting, Elsevier (2003)
  by Clements, Michael P.
  (ReDIF-article, eee:intfor:v:19:y:2003:i:1:p:1-3)
• Forecasting economic and financial time-series with non-linear models
  International Journal of Forecasting, Elsevier (2004)
  by Clements, Michael P. & Franses, Philip Hans & Swanson, Norman R.
  (ReDIF-article, eee:intfor:v:20:y:2004:i:2:p:169-183)
• A comparison of tests of nonlinear cointegration with application to the predictability of US interest rates using the term structure
  International Journal of Forecasting, Elsevier (2004)
  by Clements, Michael P. & Galvao, Ana Beatriz
  (ReDIF-article, eee:intfor:v:20:y:2004:i:2:p:219-236)
• Consensus and uncertainty: Using forecast probabilities of output declines
  International Journal of Forecasting, Elsevier (2008)
  by Clements, Michael P.
  (ReDIF-article, eee:intfor:v:24:y:2008:i:1:p:76-86)
• Forecasting returns and risk in financial markets using linear and nonlinear models
  International Journal of Forecasting, Elsevier (2009)
  by Clements, Michael P. & Milas, Costas & van Dijk, Dick
  (ReDIF-article, eee:intfor:v:25:y:2009:i:2:p:215-217)
• Comments on "Forecasting economic and financial variables with global VARs"
  International Journal of Forecasting, Elsevier (2009)
  by Clements, Michael P.
  (ReDIF-article, eee:intfor:v:25:y:2009:i:4:p:680-683)
• Combining probability forecasts
  International Journal of Forecasting, Elsevier (2011)
  by Clements, Michael P. & Harvey, David I.
  (ReDIF-article, eee:intfor:v:27:y::i:2:p:208-223)
• Combining probability forecasts
  International Journal of Forecasting, Elsevier (2011)
  by Clements, Michael P. & Harvey, David I.
  (ReDIF-article, eee:intfor:v:27:y:2011:i:2:p:208-223)
• Do professional forecasters pay attention to data releases?
  International Journal of Forecasting, Elsevier (2012)
  by Clements, Michael P.
  (ReDIF-article, eee:intfor:v:28:y:2012:i:2:p:297-308)
• Forecasting with vector autoregressive models of data vintages: US output growth and inflation
  International Journal of Forecasting, Elsevier (2013)
  by Clements, Michael P. & Galvão, Ana Beatriz
  (ReDIF-article, eee:intfor:v:29:y:2013:i:4:p:698-714)
• Probability distributions or point predictions? Survey forecasts of US output growth and inflation
  International Journal of Forecasting, Elsevier (2014)
  by Clements, Michael P.
  (ReDIF-article, eee:intfor:v:30:y:2014:i:1:p:99-117)
• Robust approaches to forecasting
  International Journal of Forecasting, Elsevier (2015)
  by Castle, Jennifer L. & Clements, Michael P. & Hendry, David F.
  (ReDIF-article, eee:intfor:v:31:y:2015:i:1:p:99-112)
• Forecasting with Bayesian multivariate vintage-based VARs
  International Journal of Forecasting, Elsevier (2015)
  by Carriero, Andrea & Clements, Michael P. & Galvão, Ana Beatriz
  (ReDIF-article, eee:intfor:v:31:y:2015:i:3:p:757-768)
• Long-run restrictions and survey forecasts of output, consumption and investment
  International Journal of Forecasting, Elsevier (2016)
  by Clements, Michael P.
  (ReDIF-article, eee:intfor:v:32:y:2016:i:3:p:614-628)
• Model and survey estimates of the term structure of US macroeconomic uncertainty
  International Journal of Forecasting, Elsevier (2017)
  by Clements, Michael P. & Galvão, Ana Beatriz
  (ReDIF-article, eee:intfor:v:33:y:2017:i:3:p:591-604)
• Are macroeconomic density forecasts informative?
  International Journal of Forecasting, Elsevier (2018)
  by Clements, Michael P.
  (ReDIF-article, eee:intfor:v:34:y:2018:i:2:p:181-198)
• Do forecasters target first or later releases of national accounts data?
  International Journal of Forecasting, Elsevier (2019)
  by Clements, Michael P.
  (ReDIF-article, eee:intfor:v:35:y:2019:i:4:p:1240-1249)
• Forecasting and forecast narratives: The Bank of England Inflation Reports
  International Journal of Forecasting, Elsevier (2020)
  by Clements, Michael P. & Reade, J. James
  (ReDIF-article, eee:intfor:v:36:y:2020:i:4:p:1488-1500)
• Do survey joiners and leavers differ from regular participants? The US SPF GDP growth and inflation forecasts
  International Journal of Forecasting, Elsevier (2021)
  by Clements, Michael P.
  (ReDIF-article, eee:intfor:v:37:y:2021:i:2:p:634-646)
• Rounding behaviour of professional macro-forecasters
  International Journal of Forecasting, Elsevier (2021)
  by Clements, Michael P.
  (ReDIF-article, eee:intfor:v:37:y:2021:i:4:p:1614-1631)
• Forecasting: theory and practice
  International Journal of Forecasting, Elsevier (2022)
  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
  (ReDIF-article, eee:intfor:v:38:y:2022:i:3:p:705-871)
• Forecasting GDP growth rates in the United States and Brazil using Google Trends
  International Journal of Forecasting, Elsevier (2023)
  by Bantis, Evripidis & Clements, Michael P. & Urquhart, Andrew
  (ReDIF-article, eee:intfor:v:39:y:2023:i:4:p:1909-1924)
• How local is the local inflation factor? Evidence from emerging European countries
  International Journal of Forecasting, Elsevier (2024)
  by Cepni, Oguzhan & Clements, Michael P.
  (ReDIF-article, eee:intfor:v:40:y:2024:i:1:p:160-183)
• Do professional forecasters believe in the Phillips curve?
  International Journal of Forecasting, Elsevier (2024)
  by Clements, Michael P.
  (ReDIF-article, eee:intfor:v:40:y:2024:i:3:p:1238-1254)
• Survey expectations and adjustments for multiple testing
  Journal of Economic Behavior & Organization, Elsevier (2024)
  by Clements, Michael P.
  (ReDIF-article, eee:jeborg:v:224:y:2024:i:c:p:338-354)
• Evaluating forecasts from SETAR models of exchange rates
  Journal of International Money and Finance, Elsevier (2001)
  by Clements, Michael P. & Smith, Jeremy
  (ReDIF-article, eee:jimfin:v:20:y:2001:i:1:p:133-148)
• Comments on 'The state of macroeconomic forecasting'
  Journal of Macroeconomics, Elsevier (2002)
  by Clements, Michael P.
  (ReDIF-article, eee:jmacro:v:24:y:2002:i:4:p:469-482)
• 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
  Contributions to Economic Analysis, Emerald Group Publishing Limited (2006)
  by Michael P. Clements & Ana Beatriz Galvao
  (ReDIF-chapter, eme:ceazzz:s0573-8555(05)76002-8)
• Unknown item RePEc:eme:feg111:s1574-8715(07)00201-1 (chapter)
• Chapter 1 Forecasting Annual UK Inflation Using an Econometric Model over 1875–1991
  Frontiers of Economics and Globalization, Emerald Group Publishing Limited (2008)
  by Michael P. Clements & David F. Hendry
  (ReDIF-chapter, eme:fegzzz:s1574-8715(07)00201-1)
• On SETAR non- linearity and forecasting
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (1999)
  by Clements, M.P. & Franses, Ph.H.B.F. & Smith, J.
  (ReDIF-paper, ems:eureir:1567)
• Surveys of Professionals
  Working Papers, Federal Reserve Bank of Cleveland (2022)
  by Michael Clements & Robert W. Rich & Joseph Tracy
  (ReDIF-paper, fip:fedcwq:94166)
• An Investigation into the Uncertainty Revision Process of Professional Forecasters
  Working Papers, Federal Reserve Bank of Cleveland (2024)
  by Michael Clements & Robert W. Rich & Joseph Tracy
  (ReDIF-paper, fip:fedcwq:98806)
• Are Some Forecasters’ Probability Assessments of Macro Variables Better Than Those of Others?
  Econometrics, MDPI (2020)
  by Michael P. Clements
  (ReDIF-article, gam:jecnmx:v:8:y:2020:i:2:p:16-:d:354665)
• How Local is the Local Inflation Factor? Evidence from Emerging European Countries
  Working Papers, Copenhagen Business School, Department of Economics (2021)
  by Cepni, Oguzhan & Clements, Michael P.
  (ReDIF-paper, hhs:cbsnow:2021_008)
• Can regime-switching models reproduce the business cycle features of US aggregate consumption, investment and output?
  International Journal of Finance & Economics, John Wiley & Sons, Ltd. (2004)
  by Michael P. Clements & Hans-Martin Krolzig
  (ReDIF-article, ijf:ijfiec:v:9:y:2004:i:1:p:1-14)
• Forecasting in Cointegration Systems
  Journal of Applied Econometrics, John Wiley & Sons, Ltd. (1995)
  by Clements, Michael P & Hendry, David F
  (ReDIF-article, jae:japmet:v:10:y:1995:i:2:p:127-46)
• Intercept Corrections and Structural Change
  Journal of Applied Econometrics, John Wiley & Sons, Ltd. (1996)
  by Clements, Michael P & Hendry, David F
  (ReDIF-article, jae:japmet:v:11:y:1996:i:5:p:475-94)
• A Monte Carlo Study of the Forecasting Performance of Empirical SETAR Models
  Journal of Applied Econometrics, John Wiley & Sons, Ltd. (1999)
  by Clements, Michael P & Smith, Jeremy
  (ReDIF-article, jae:japmet:v:14:y:1999:i:2:p:123-41)
• Evaluating interval forecasts of high-frequency financial data
  Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2003)
  by Michael P. Clements & Nick Taylor
  (ReDIF-article, jae:japmet:v:18:y:2003:i:4:p:445-456)
• An evaluation of the forecasts of the federal reserve: a pooled approach
  Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2007)
  by Fred Joutz & Michael P. Clements & Herman O. Stekler
  (ReDIF-article, jae:japmet:v:22:y:2007:i:1:p:121-136)
• Forecasting US output growth using leading indicators: an appraisal using MIDAS models
  Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2009)
  by Michael P. Clements & Ana Beatriz Galvao
  (ReDIF-article, jae:japmet:v:24:y:2009:i:7:p:1187-1206)
• Forecast encompassing tests and probability forecasts
  Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2010)
  by Michael P. Clements & David I. Harvey
  (ReDIF-article, jae:japmet:v:25:y:2010:i:6:p:1028-1062)
• Robust Evaluation of Fixed-Event Forecast Rationality
  Journal of Forecasting, John Wiley & Sons, Ltd. (2001)
  by Clements, Michael P & Taylor, Nick
  (ReDIF-article, jof:jforec:v:20:y:2001:i:4:p:285-95)
• On SETAR non-linearity and forecasting
  Journal of Forecasting, John Wiley & Sons, Ltd. (2003)
  by Dick van Dijk & Philip Hans Franses & Michael P. Clements & Jeremy Smith
  (ReDIF-article, jof:jforec:v:22:y:2003:i:5:p:359-375)
• An Empirical Investigation of the Effects of Rounding on the SPF Probabilities of Decline and Output Growth Histograms
  Journal of Money, Credit and Banking, Blackwell Publishing (2011)
  by Michael P. Clements
  (ReDIF-article, mcb:jmoncb:v:43:y:2011:i:1:p:207-220)
• Forecasting Non-Stationary Economic Time Series
  MIT Press Books, The MIT Press (2001)
  by Michael P. Clements & David F. Hendry
  (ReDIF-book, mtp:titles:0262531895)
• Pooling of Forecasts
  Economics Papers, Economics Group, Nuffield College, University of Oxford (2001)
  by David Hendry & Michael P. Clements
  (ReDIF-paper, nuf:econwp:0209)
• Economic Forecasting: Some Lessons from Recent Research
  Economics Papers, Economics Group, Nuffield College, University of Oxford (2001)
  by David Hendry & Michael P. Clements
  (ReDIF-paper, nuf:econwp:0211)
• Modeling Price and Variance Jump Clustering Using the Marked Hawkes Process
  Journal of Financial Econometrics, Oxford University Press (2024)
  by Jian Chen & Michael P Clements & Andrew Urquhart
  (ReDIF-article, oup:jfinec:v:22:y:2024:i:3:p:743-772.)
• The World Economy: Analysis and Prospects
  Oxford Review of Economic Policy, Oxford University Press and Oxford Review of Economic Policy Limited (1986)
  by Rossi, Vanessa & Clements, Michael
  (ReDIF-article, oup:oxford:v:2:y:1986:i:1:p:xxxiv-li)
• The UK Economy: Analysis and Prospects
  Oxford Review of Economic Policy, Oxford University Press and Oxford Review of Economic Policy Limited (1986)
  by Walker, John & Clements, Michael
  (ReDIF-article, oup:oxford:v:2:y:1986:i:2:p:xxv-xliii)
• The UK Economy: Analysis and Prospects
  Oxford Review of Economic Policy, Oxford University Press and Oxford Review of Economic Policy Limited (1986)
  by Walker, John & Clements, Michael
  (ReDIF-article, oup:oxford:v:2:y:1986:i:3:p:xxvii-xxxix)
• The UK Economy: Analysis and Prospects
  Oxford Review of Economic Policy, Oxford University Press and Oxford Review of Economic Policy Limited (1986)
  by Walker, John & Clements, Michael
  (ReDIF-article, oup:oxford:v:2:y:1986:i:4:p:xx-xxxii)
• The World and UK Economy: Analysis and Prospects
  Oxford Review of Economic Policy, Oxford University Press and Oxford Review of Economic Policy Limited (1987)
  by Walker, John & Rossi, Vanessa & Clements, Michael
  (ReDIF-article, oup:oxford:v:3:y:1987:i:1:p:xx-xxxiii)
• The UK Economy: Analysis and Prospects
  Oxford Review of Economic Policy, Oxford University Press and Oxford Review of Economic Policy Limited (1987)
  by Clements, Michael & Walker, John & Rossi, Vanessa
  (ReDIF-article, oup:oxford:v:3:y:1987:i:2:p:xxii-xxxii)
• Forecasting from Mis-specified Models in the Presence of Unanticipated Location Shifts
  Economics Series Working Papers, University of Oxford, Department of Economics (2010)
  by David Hendry & Michael P. Clements
  (ReDIF-paper, oxf:wpaper:484)
• Forecasting with Difference-Stationary and Trend-Stationary Models
  Economics Series Working Papers, University of Oxford, Department of Economics (2000)
  by David Hendry & Michael P. Clements
  (ReDIF-paper, oxf:wpaper:5)
• Modelling Business Cycle Features Using Switching Regime Models
  Economics Series Working Papers, University of Oxford, Department of Economics (2001)
  by Hans-Martin Krolzig & Michael P. Clements & Department of Economics & University of Warwick
  (ReDIF-paper, oxf:wpaper:58)
• Forecasting by factors, by variables, or both?
  Economics Series Working Papers, University of Oxford, Department of Economics (2012)
  by Jennifer Castle & David Hendry
  (ReDIF-paper, oxf:wpaper:600)
• Robust Approaches to Forecasting
  Economics Series Working Papers, University of Oxford, Department of Economics (2014)
  by Jennifer Castle & David Hendry & Michael P. Clements
  (ReDIF-paper, oxf:wpaper:697)
• An Overview of Forecasting Facing Breaks
  Economics Series Working Papers, University of Oxford, Department of Economics (2016)
  by Jennifer Castle & David Hendry & Michael P. Clements
  (ReDIF-paper, oxf:wpaper:779)
• Economic Forecasting: Some Lessons from Recent Research
  Economics Series Working Papers, University of Oxford, Department of Economics (2001)
  by David Hendry & Michael P. Clements & Department of Economics & University of Warwick
  (ReDIF-paper, oxf:wpaper:78)
• Testing Structural Hypotheses by Encompassing : Us Wages and Prices is the Mark-Up Pricing Hypothesis Dead?
  Economics Series Working Papers, University of Oxford, Department of Economics (1991)
  by Clements, M.P.
  (ReDIF-paper, oxf:wpaper:99114)
• On the Limitations of Comparing Mean Square Forecast Errors
  Economics Series Working Papers, University of Oxford, Department of Economics (1992)
  by Clements, M.P. & Hendry, D.
  (ReDIF-paper, oxf:wpaper:99138)
• Forecasting in Cointegrated Systems
  Economics Series Working Papers, University of Oxford, Department of Economics (1992)
  by Clements, M.P. & Hendry, D.F.
  (ReDIF-paper, oxf:wpaper:99139)
• Modelling Business Cycle Features Using Switching Regime Models
  Economics Series Working Papers, University of Oxford, Department of Economics (2001)
  by Clements, M.C. & Krolzig, H.-M.
  (ReDIF-paper, oxf:wpaper:9958)
• The Estimation And Testing Of Cointegrating Vectors: A Survey Of Recent Approaches And An Application To The U.K. Non-Durable Consumption Function
  Economics Series Working Papers, University of Oxford, Department of Economics (1989)
  by Clements, M.P.
  (ReDIF-paper, oxf:wpaper:9979)
• The Mathematical Structure Of Models That Exhibit Cointegration: A Survey Of Recent Approaches
  Economics Series Working Papers, University of Oxford, Department of Economics (1990)
  by Clements, M.P.
  (ReDIF-paper, oxf:wpaper:9985)
• The Oxford Handbook of Economic Forecasting
  OUP Catalogue, Oxford University Press (2011)
  by
  (ReDIF-book, oxp:obooks:9780195398649)
• Forecast Combination and Encompassing
  Palgrave Macmillan Books, Palgrave Macmillan (2009)
  by Michael P. Clements & David I. Harvey
  (ReDIF-chapter, pal:palchp:978-0-230-24440-5_4)
• Macroeconomic Forecasting with Mixed Frequency Data: Forecasting US Output Growth
  Working Papers, Queen Mary University of London, School of Economics and Finance (2007)
  by Michael P. Clements & Ana Beatriz Galvão
  (ReDIF-paper, qmw:qmwecw:616)
• Improving Real-time Estimates of Output Gaps and Inflation Trends with Multiple-vintage Models
  Working Papers, Queen Mary University of London, School of Economics and Finance (2011)
  by Michael P. Clements & Ana Beatriz Galvão
  (ReDIF-paper, qmw:qmwecw:678)
• Unknown item RePEc:qmw:qmwecw:wp616 (paper)
• Unknown item RePEc:qmw:qmwecw:wp678 (paper)
• Do Professional Forecasters' Phillips Curves Incorporate the Beliefs of Others?
  Economics Discussion Papers, Department of Economics, University of Reading (2023)
  by Michael P. Clements & Shixuan Wang
  (ReDIF-paper, rdg:emxxdp:em-dp2023-05)
• Assessing Macro-Forecaster Herding: Modelling versus Testing
  ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading (2018)
  by Michael P. Clements
  (ReDIF-paper, rdg:icmadp:icma-2018-01)
• Long-Run Restrictions and Survey Forecasts of Output, Consumption and Investment
  ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading (2014)
  by Michael P. Clements
  (ReDIF-paper, rdg:icmadp:icma-dp2014-02)
• Measuring Macroeconomic Uncertainty: US Inflation and Output Growth
  ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading (2014)
  by Michael P. Clements & Ana Beatriz Galvão
  (ReDIF-paper, rdg:icmadp:icma-dp2014-04)
• Real-Time Factor Model Forecasting and the Effects of Instability
  ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading (2014)
  by Michael P. Clements
  (ReDIF-paper, rdg:icmadp:icma-dp2014-05)
• Anticipating Early Data Revisions to US GDP and the Effects of Releases on Equity Markets
  ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading (2014)
  by Michael P. Clements
  (ReDIF-paper, rdg:icmadp:icma-dp2014-06)
• Do US Macroeconomic Forecasters Exaggerate Their Differences?
  ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading (2014)
  by Michael P. Clements
  (ReDIF-paper, rdg:icmadp:icma-dp2014-10)
• Assessing the Evidence of Macro- Forecaster Herding: Forecasts of Inflation and Output Growth
  ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading (2014)
  by Michael P Clements
  (ReDIF-paper, rdg:icmadp:icma-dp2014-12)
• Assessing Macro Uncertainty In Real-Time When Data Are Subject To Revision
  ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading (2015)
  by Michael P. Clements
  (ReDIF-paper, rdg:icmadp:icma-dp2015-02)
• Forecasters' Disagreement about How the Economy Operates, and the Role of Long-run Relationships
  ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading (2015)
  by Michael Clements
  (ReDIF-paper, rdg:icmadp:icma-dp2015-09)
• Are Macroeconomic Density Forecasts Informative?
  ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading (2016)
  by Michael Clements
  (ReDIF-paper, rdg:icmadp:icma-dp2016-02)
• Are Macro-Forecasters Essentially The Same? An Analysis of Disagreement, Accuracy and Efficiency
  ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading (2016)
  by Michael Clements
  (ReDIF-paper, rdg:icmadp:icma-dp2016-08)
• Sir Clive W.J. Granger's Contributions to Forecasting
  ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading (2016)
  by Michael Clements
  (ReDIF-paper, rdg:icmadp:icma-dp2016-09)
• Data Revisions and Real-time Probabilistic Forecasting of Macroeconomic Variables
  ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading (2017)
  by Michael P Clements & Ana Beatriz Galvao
  (ReDIF-paper, rdg:icmadp:icma-dp2017-01)
• Do forecasters target first or later releases of national accounts data?
  ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading (2017)
  by Michael Clements
  (ReDIF-paper, rdg:icmadp:icma-dp2017-03)
• Do Survey Joiners and Leavers Differ from Regular Participants? The US SPF GDP Growth and Inflation Forecasts
  ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading (2020)
  by Michael P. Clements
  (ReDIF-paper, rdg:icmadp:icma-dp2020-01)
• Individual Forecaster Perceptions of the Persistence of Shocks to GDP
  ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading (2020)
  by Michael P. Clements
  (ReDIF-paper, rdg:icmadp:icma-dp2020-02)
• Forecasting economic and financial time-series with non-linear models
  Departmental Working Papers, Rutgers University, Department of Economics (2003)
  by Michael P. Clements & Philip Hans Franses & Norman R. Swanson
  (ReDIF-paper, rut:rutres:200309)
• An Historical Perspective on Forecast Errors
  National Institute Economic Review, National Institute of Economic and Social Research (2001)
  by Michael P. Clements & David F. Hendry
  (ReDIF-article, sae:niesru:v:177:y:2001:i:1:p:100-112)
• Can Econometrics Improve Economic Forecasting?
  Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES) (1994)
  by David F. Hendry & Michael P. Clements
  (ReDIF-article, ses:arsjes:1994-iii-2)
• Can oil shocks explain asymmetries in the US Business Cycle?
  Empirical Economics, Springer (2002)
  by Hans-Martin Krolzig & Michael P. Clements
  (ReDIF-article, spr:empeco:v:27:y:2002:i:2:p:185-204)
• Conditional mean functions of non-linear models of US output
  Empirical Economics, Springer (2002)
  by Ana B. C. Galvão & Michael P. Clements
  (ReDIF-article, spr:empeco:v:27:y:2002:i:4:p:569-586)
• Evaluating the survey of professional forecasters probability distributions of expected inflation based on derived event probability forecasts
  Empirical Economics, Springer (2006)
  by Michael Clements
  (ReDIF-article, spr:empeco:v:31:y:2006:i:1:p:49-64)
• An Overview of Forecasting Facing Breaks
  Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET) (2016)
  by Jennifer L. Castle & Michael P. Clements & David F. Hendry
  (ReDIF-article, spr:jbuscr:v:12:y:2016:i:1:d:10.1007_s41549-016-0005-2)
• On winning forecasting competitions in economics
  Spanish Economic Review, Springer;Spanish Economic Association (1999)
  by Michael P. Clements & David F. Hendry
  (ReDIF-article, spr:specre:v:1:y:1999:i:2:p:123-160)
• Improving Real-Time Estimates of Output and Inflation Gaps With Multiple-Vintage Models
  Journal of Business & Economic Statistics, Taylor & Francis Journals (2012)
  by Michael P. Clements & Ana Beatriz Galvão
  (ReDIF-article, taf:jnlbes:v:30:y:2012:i:4:p:554-562)
• Forecast Uncertainty- Ex Ante and Ex Post : U.S. Inflation and Output Growth
  Journal of Business & Economic Statistics, Taylor & Francis Journals (2014)
  by Michael P. Clements
  (ReDIF-article, taf:jnlbes:v:32:y:2014:i:2:p:206-216)
• Predicting Early Data Revisions to U.S. GDP and the Effects of Releases on Equity Markets
  Journal of Business & Economic Statistics, Taylor & Francis Journals (2017)
  by Michael P. Clements & Ana Beatriz Galvão
  (ReDIF-article, taf:jnlbes:v:35:y:2017:i:3:p:389-406)
• Assessing Macro Uncertainty in Real-Time When Data Are Subject To Revision
  Journal of Business & Economic Statistics, Taylor & Francis Journals (2017)
  by Michael P. Clements
  (ReDIF-article, taf:jnlbes:v:35:y:2017:i:3:p:420-433)
• The choice of performance measures, target setting and vesting levels in UK firms' Chief Executive Officer equity‐based compensation
  International Journal of Finance & Economics, John Wiley & Sons, Ltd. (2023)
  by Affan Hameed & Carol Padgett & Michael P. Clements & Subhan Ullah
  (ReDIF-article, wly:ijfiec:v:28:y:2023:i:4:p:4246-4270)
• Forecasting US output growth using leading indicators: an appraisal using MIDAS models
  Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2009)
  by Michael P. Clements & Ana Beatriz Galvão
  (ReDIF-article, wly:japmet:v:24:y:2009:i:7:p:1187-1206)
• Real‐Time Forecasting Of Inflation And Output Growth With Autoregressive Models In The Presence Of Data Revisions
  Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2013)
  by Michael P. Clements & Ana Beatriz Galvão
  (ReDIF-article, wly:japmet:v:28:y:2013:i:3:p:458-477)
• Individual forecaster perceptions of the persistence of shocks to GDP
  Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2022)
  by Michael P. Clements
  (ReDIF-article, wly:japmet:v:37:y:2022:i:3:p:640-656)
• Density forecasting with Bayesian Vector Autoregressive models under macroeconomic data uncertainty
  Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2023)
  by Michael P. Clements & Ana Beatriz Galvão
  (ReDIF-article, wly:japmet:v:38:y:2023:i:2:p:164-185)
• US Inflation Expectations and Heterogeneous Loss Functions, 1968–2010
  Journal of Forecasting, John Wiley & Sons, Ltd. (2014)
  by Michael P. Clements
  (ReDIF-article, wly:jforec:v:33:y:2014:i:1:p:1-14)
• Do US Macroeconomic Forecasters Exaggerate their Differences?
  Journal of Forecasting, John Wiley & Sons, Ltd. (2015)
  by Michael P. Clements
  (ReDIF-article, wly:jforec:v:34:y:2015:i:8:p:649-660)
• An Empirical Investigation of the Effects of Rounding on the SPF Probabilities of Decline and Output Growth Histograms
  Journal of Money, Credit and Banking, Blackwell Publishing (2011)
  by Michael P. Clements
  (ReDIF-article, wly:jmoncb:v:43:y:2011:i:1:p:207-220)
• Are Professional Macroeconomic Forecasters Able To Do Better Than Forecasting Trends?
  Journal of Money, Credit and Banking, Blackwell Publishing (2015)
  by Michael P. Clements
  (ReDIF-article, wly:jmoncb:v:47:y:2015:i:2-3:p:349-382)
• Do Macroforecasters Herd?
  Journal of Money, Credit and Banking, Blackwell Publishing (2018)
  by Michael P. Clements
  (ReDIF-article, wly:jmoncb:v:50:y:2018:i:2-3:p:265-292)
• Forecaster Efficiency, Accuracy, and Disagreement: Evidence Using Individual‐Level Survey Data
  Journal of Money, Credit and Banking, Blackwell Publishing (2022)
  by Michael P. Clements
  (ReDIF-article, wly:jmoncb:v:54:y:2022:i:2-3:p:537-568)
• Multi-Step Estimation for Forecasting
  The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics (1996)
  by Clements, Michael P. & Hendry, David F.
  (ReDIF-paper, wrk:warwec:447)
• Evaluating the Rationality of Fixed-Event Forecasts
  The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics (1996)
  by Clements, M.C.
  (ReDIF-paper, wrk:warwec:457)
• A Monte Carlo Study of the Forecasting Performance of Empirical Setar Models
  The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics (1996)
  by Clements, Michael P & Smith, Jeremy
  (ReDIF-paper, wrk:warwec:464)
• Performance of Alternative Forecasting Methods for Setar Models
  The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics (1996)
  by Clements, Michael P & Smith, Jeremy
  (ReDIF-paper, wrk:warwec:467)
• Forecasting Seasonal UK Consumption Components
  The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics (1997)
  by Clements, Michael & Smith, Jeremy
  (ReDIF-paper, wrk:warwec:479)
• Seasonality, Cointegration, and the Forecasting of Energy Demand
  The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics (1997)
  by Clements, M.P. & Madlener, R.
  (ReDIF-paper, wrk:warwec:484)
• Forecasting Seasonal UK Consumption Components
  The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics (1997)
  by Clements, M.P. & Smith, J.
  (ReDIF-paper, wrk:warwec:487)
• A Comparison of the Forecasting Performance of Markov-Switching and Threshold Autoregressive Models of US GNP
  The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics (1997)
  by Clements, M.P. & Krolzig, H.-M.
  (ReDIF-paper, wrk:warwec:489)
• Non-Linearities in Exchange Rates
  The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics (1998)
  by Clements, M.P. & Smith, J.
  (ReDIF-paper, wrk:warwec:504)
• Evaluating The Forecast of Densities of Linear and Non-Linear Models: Applications to Output Growth and Unemployment
  The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics (1998)
  by Clements, M.P. & Smith J.
  (ReDIF-paper, wrk:warwec:509)
• Forecasting with Difference-Stationary and Trend-Stationary Models
  The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics (1998)
  by Clements, M.P. & Hendry, D.P.
  (ReDIF-paper, wrk:warwec:516)
• Business Cycle Asymmetries: Characterisationand Testing Based on Markov-Switching Autoregression
  The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics (1999)
  by Clements, M.P. & Krolzig, H-M.
  (ReDIF-paper, wrk:warwec:522)
• Internal consistency of survey respondents.forecasts : Evidence based on the Survey of Professional Forecasters
  The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics (2006)
  by Clements, Michael P
  (ReDIF-paper, wrk:warwec:772)
• Macroeconomic Forecasting with Mixed Frequency Data : Forecasting US output growth and inflation
  The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics (2006)
  by Clements, Michael P & Galvão, Ana Beatriz
  (ReDIF-paper, wrk:warwec:773)
• Forecast Encompassing Tests and Probability Forecasts
  The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics (2006)
  by Clements, Michael P & Harvey, David I
  (ReDIF-paper, wrk:warwec:774)
• Quantile Forecasts of Daily Exchange Rate Returns from Forecasts of Realized Volatility
  The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics (2006)
  by Clements, Michael P. & Galvão, Ana Beatriz & Kim, Jae H.
  (ReDIF-paper, wrk:warwec:777)
• Rounding of probability forecasts : The SPF forecast probabilities of negative output growth
  The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics (2008)
  by Clements, Michael P.
  (ReDIF-paper, wrk:warwec:869)
• Explanations of the inconsistencies in survey respondents'forecasts
  The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics (2008)
  by Clements, Michael P.
  (ReDIF-paper, wrk:warwec:870)
• First Announcements and Real Economic Activity
  The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics (2009)
  by Clements, Michael P. & Galvão, Ana Beatriz
  (ReDIF-paper, wrk:warwec:885)
• Real-time Forecasting of Inflation and Output Growth in the Presence of Data Revisions
  The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics (2010)
  by Clements, Michael P. & Galvão, Ana Beatriz
  (ReDIF-paper, wrk:warwec:953)
• Why are survey forecasts superior to model forecasts?
  The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics (2010)
  by Clements, Michael P.
  (ReDIF-paper, wrk:warwec:954)
• Do Professional Forecasters Pay Attention to Data Releases?
  The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics (2011)
  by Clements, Michael P
  (ReDIF-paper, wrk:warwec:956)
• Probability Distributions or Point Predictions? Survey Forecasts of US Output Growth and Inflation
  The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics (2012)
  by Clements, Michael P
  (ReDIF-paper, wrk:warwec:976)
• US inflation expectations and heterogeneous loss functions, 1968–2010
  The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics (2012)
  by Clements, Michael P.
  (ReDIF-paper, wrk:warwec:986)
• Subjective and Ex Post Forecast Uncertainty : US Inflation and Output Growth
  The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics (2012)
  by Clements, Michael P
  (ReDIF-paper, wrk:warwec:995)
• Measuring the Effects of Expectations Shocks
  EMF Research Papers, Economic Modelling and Forecasting Group (2019)
  by Clements, Michael P. & Galvao, Ana Beatriz
  (ReDIF-paper, wrk:wrkemf:31)
• Density Forecasting with BVAR Models under Macroeconomic Data Uncertainty
  EMF Research Papers, Economic Modelling and Forecasting Group (2020)
  by Clements, Michael P. & Galvao, Ana Beatriz
  (ReDIF-paper, wrk:wrkemf:36)