Works by Clements, Michael P

Results: 48

Asymmetric output-gap effects in Phillips Curve and mark-up pricing models: Evidence for the US and the UK.

Published in:

Scottish Journal of Political Economy, 2003, v. 50, n. 4, p. 359, doi. 10.1111/1467-9485.5004001

By:

Clements, Michael P.;
Sensier, Marianne

Publication type:

Article

Seasonality, cointegration, and forecasting UK residential energy demand.

Published in:

Scottish Journal of Political Economy, 1999, v. 46, n. 2, p. 185, doi. 10.1111/1467-9485.00128

By:

Clements, Michael P.;
Madlener, Reinhard

Publication type:

Article

Are Some Forecasters' Probability Assessments of Macro Variables Better Than Those of Others?

Published in:

Econometrics (2225-1146), 2020, v. 8, n. 2, p. 16, doi. 10.3390/econometrics8020016

By:

Clements, Michael P.

Publication type:

Article

MULTI-STEP ESTIMATION FOR FORECASTING.

Published in:

Oxford Bulletin of Economics & Statistics, 1996, v. 58, n. 4, p. 657, doi. 10.1111/j.1468-0084.1996.mp58004005.x

By:

Clements, Michael P.;
Hendry, David F.

Publication type:

Article

On SETAR Non-linearity and Forecasting.

Published in:

Journal of Forecasting, 2003, v. 22, n. 5, p. 359, doi. 10.1002/for.863

By:

Clements, Michael P.;
Franses, Philip Hans;
Smith, Jeremy;
Van Dijk, Dick

Publication type:

Article

Robust Evaluation of Fixed-event Forecast Rationality.

Published in:

Journal of Forecasting, 2001, v. 20, n. 4, p. 285, doi. 10.1002/for.806

By:

Clements, Michael P.;
Taylor, Nick

Publication type:

Article

Evaluating the Forecast Densities of Linear and Non-linear Models.

Published in:

Journal of Forecasting, 2000, v. 19, n. 4, p. 255, doi. 10.1002/1099-131X(200007)19:4<255::AID-FOR773>3.0.CO;2-G

By:

Clements, Michael P.;
Smith, Jeremy

Publication type:

Article

Evaluating the Rationality of Fixed-event Forecasts.

Published in:

Journal of Forecasting, 1997, v. 16, n. 4, p. 225, doi. 10.1002/(SICI)1099-131X(199707)16:4<225::AID-FOR656>3.0.CO;2-L

By:

Clements, Michael P.

Publication type:

Article

On the limitations of comparing mean square forecast errors: A reply.

Published in:

Journal of Forecasting, 1993, v. 12, n. 8, p. 669, doi. 10.1002/for.3980120815

By:

Clements, Michael P.;
Hendry, David F.

Publication type:

Article

On the limitations of comparing mean square forecast errors.

Published in:

Journal of Forecasting, 1993, v. 12, n. 8, p. 617, doi. 10.1002/for.3980120802

By:

Clements, Michael P.;
Hendry, David F.

Publication type:

Article

Evaluating the Bank of England Density Forecasts of Inflation.

Published in:

Economic Journal, 2004, v. 114, n. 498, p. 844, doi. 10.1111/j.1468-0297.2004.00246.x

By:

Clements, Michael P.

Publication type:

Article

Macro-economic forecasting and modelling.

Published in:

Economic Journal, 1995, v. 105, n. 431, p. 1001, doi. 10.2307/2235166

By:

Clements, Michael P.;
Hendry, David F.

Publication type:

Article

RATIONALITY AND THE ROLE OF JUDGEMENT IN MACROECONOMIC FORECASTING.

Published in:

Economic Journal, 1995, v. 105, n. 429, p. 410, doi. 10.2307/2235500

By:

Clements, Michael P.

Publication type:

Article

Assessing Macro Uncertainty in Real-Time When Data Are Subject To Revision.

Published in:

Journal of Business & Economic Statistics, 2017, v. 35, n. 3, p. 420, doi. 10.1080/07350015.2015.1081596

By:

Clements, Michael P.

Publication type:

Article

Predicting Early Data Revisions to U.S. GDP and the Effects of Releases on Equity Markets.

Published in:

Journal of Business & Economic Statistics, 2017, v. 35, n. 3, p. 389, doi. 10.1080/07350015.2015.1076726

By:

Clements, Michael P.;
Galvão, Ana Beatriz

Publication type:

Article

Forecast Uncertainty— Ex Ante and Ex Post : U.S. Inflation and Output Growth.

Published in:

Journal of Business & Economic Statistics, 2014, v. 32, n. 2, p. 206, doi. 10.1080/07350015.2013.859618

By:

Clements, Michael P.

Publication type:

Article

Macroeconomic Forecasting With Mixed-Frequency Data: Forecasting Output Growth in the United States.

Published in:

Journal of Business & Economic Statistics, 2008, v. 26, n. 4, p. 546, doi. 10.1198/073500108000000015

By:

CLEMENTS, Michael P.;
GALVÃO, Ana Beatriz

Publication type:

Article

Business Cycle Asymmetries: Characterization and Testing Based on Markov-Switching Autoregressions.

Published in:

Journal of Business & Economic Statistics, 2003, v. 21, n. 1, p. 196, doi. 10.1198/073500102288618892

By:

Clements, Michael P.;
Krolzig, Hans-Martin

Publication type:

Article

Valid Bayesian Estimation of the Cointegrating Error Correction Model.

Published in:

Journal of Business & Economic Statistics, 2003, v. 21, n. 1, p. 185, doi. 10.1198/073500102288618892

By:

Clements, Michael P.;
Krolzig, Hans-Martin

Publication type:

Article

FORECASTING QUARTERLY AGGREGATE CRIME SERIES.

Published in:

Manchester School (1463-6786), 2005, v. 73, n. 6, p. 709, doi. 10.1111/j.1467-9957.2005.00473.x

By:

Clements, Michael P.;
Witt, Robert

Publication type:

Article

TESTING THE EXPECTATIONS THEORY OF THE TERM STRUCTURE OF INTEREST RATES IN THRESHOLD MODELS.

Published in:

Macroeconomic Dynamics, 2003, v. 7, n. 4, p. 567, doi. 10.1017/S1365100502020163

By:

MICHAEL P. CLEMENTS;
ANA BEATRIZ C. GALVÃO

Publication type:

Article

Survey respondents' inflation forecasts and the COVID period.

Published in:

Journal of Forecasting, 2024, v. 43, n. 8, p. 3035, doi. 10.1002/for.3169

By:

Clements, Michael P.

Publication type:

Article

Do US Macroeconomic Forecasters Exaggerate their Differences?

Published in:

Journal of Forecasting, 2015, v. 34, n. 8, p. 649, doi. 10.1002/for.2358

By:

Clements, Michael P.

Publication type:

Article

US Inflation Expectations and Heterogeneous Loss Functions, 1968-2010.

Published in:

Journal of Forecasting, 2014, v. 33, n. 1, p. 1, doi. 10.1002/for.2277

By:

Clements, Michael P.

Publication type:

Article

Conditional mean functions of non-linear models of US output.

Published in:

Empirical Economics, 2002, v. 27, n. 4, p. 569, doi. 10.1007/s001810100103

By:

Clements, Michael P.;
Galvão, Ana B. C.

Publication type:

Article

Can oil shocks explain asymmetries in the US Business Cycle?

Published in:

Empirical Economics, 2002, v. 27, n. 2, p. 185, doi. 10.1007/s001810100114

By:

Clements, Michael P.;
Krolzig, Hans-Martin

Publication type:

Article

Forecasting U.S. Output Growth with Non-Linear Models in the Presence of Data Uncertainty.

Published in:

Studies in Nonlinear Dynamics & Econometrics, 2012, v. 16, n. 1, p. -1, doi. 10.1515/1558-3708.1865

By:

Clements, Michael P.

Publication type:

Article

AN HISTORICAL PERSPECTIVE ON FORECAST ERRORS.

Published in:

National Institute Economic Review, 2001, v. 177, p. 100, doi. 10.1177/002795010117700109

By:

Clements, Michael P.;
Hendry, David F.

Publication type:

Article

The choice of performance measures, target setting and vesting levels in UK firms' Chief Executive Officer equity‐based compensation.

Published in:

International Journal of Finance & Economics, 2023, v. 28, n. 4, p. 4246, doi. 10.1002/ijfe.2649

By:

Hameed, Affan;
Padgett, Carol;
Clements, Michael P.;
Ullah, Subhan

Publication type:

Article

Can regime-switching models reproduce the business cycle features of US aggregate consumption, investment and output?

Published in:

International Journal of Finance & Economics, 2004, v. 9, n. 1, p. 1, doi. 10.1002/ijfe.231

By:

Clements, Michael P.;
Krolzig, Hans-Martin

Publication type:

Article

Density forecasting with Bayesian Vector Autoregressive models under macroeconomic data uncertainty.

Published in:

Journal of Applied Econometrics, 2023, v. 38, n. 2, p. 164, doi. 10.1002/jae.2944

By:

Clements, Michael P.;
Galvão, Ana Beatriz

Publication type:

Article

Modeling Price and Variance Jump Clustering Using the Marked Hawkes Process*.

Published in:

Journal of Financial Econometrics, 2024, v. 22, n. 3, p. 743, doi. 10.1093/jjfinec/nbad007

By:

Chen, Jian;
Clements, Michael P;
Urquhart, Andrew

Publication type:

Article

Pooling of forecasts.

Published in:

Econometrics Journal, 2004, v. 7, n. 1, p. 1, doi. 10.1111/j.1368-423X.2004.00119.x

By:

Hendry, David F.;
Clements, Michael P.

Publication type:

Article

Forecasting with difference-stationary and trend-stationary models.

Published in:

Econometrics Journal, 2001, v. 4, n. 1, p. 1

By:

Clements, Michael P.;
Hendry, David. F.

Publication type:

Article

A Comparison of the Forecast Performance of Markov-switching and Threshold Autoregressive Models of US GNP.

Published in:

Econometrics Journal, 1998, v. 1, n. 1, p. 47, doi. 10.1111/1368-423X.11004

By:

Clements, Michael P.;
Krolzig, Hans-Martin

Publication type:

Article

On winning forecasting competitions in economics.

Published in:

Spanish Economic Review, 1999, v. 1, n. 2, p. 123, doi. 10.1007/s101080050006

By:

Clements, Michael P.;
Hendry, David F.

Publication type:

Article

Sir Clive W.J. Granger's Contributions to Forecasting.

Published in:

European Journal of Pure & Applied Mathematics, 2017, v. 10, n. 1, p. 30

By:

Clements, Michael P.

Publication type:

Article

REAL-TIME FORECASTING OF INFLATION AND OUTPUT GROWTH WITH AUTOREGRESSIVE MODELS IN THE PRESENCE OF DATA REVISIONS.

Published in:

Journal of Applied Econometrics, 2013, v. 28, n. 3, p. 458, doi. 10.1002/jae.2274

By:

Clements, Michael P.;
Galvão, Ana Beatriz

Publication type:

Article

Forecast encompassing tests and probability forecasts.

Published in:

Journal of Applied Econometrics, 2010, v. 25, n. 6, p. 1028, doi. 10.1002/jae.1097

By:

Clements, Michael P.;
Harvey, David I.

Publication type:

Article

Forecasting US output growth using leading indicators: an appraisal using MIDAS models.

Published in:

Journal of Applied Econometrics, 2009, v. 24, n. 7, p. 1187, doi. 10.1002/jae.1075

By:

Clements, Michael P.;
Galvão, Ana Beatriz

Publication type:

Article

An evaluation of the forecasts of the federal reserve: a pooled approach.

Published in:

Journal of Applied Econometrics, 2007, v. 22, n. 1, p. 121, doi. 10.1002/jae.954

By:

Clements, Michael P.;
Joutz, Fred;
Stekler, Herman O.

Publication type:

Article

EVALUATING INTERVAL FORECASTS OF HIGH-FREQUENCY FINANCIAL DATA.

Published in:

Journal of Applied Econometrics, 2003, v. 18, n. 4, p. 445, doi. 10.1002/jae.703

By:

Clements, Michael P.;
Taylor, Nick

Publication type:

Article

A MONTE CARLO STUDY OF THE FORECASTING PERFORMANCE OF EMPIRICAL SETAR MODELS.

Published in:

Journal of Applied Econometrics, 1999, v. 14, n. 2, p. 123, doi. 10.1002/(SICI)1099-1255(199903/04)14:2<123::AID-JAE493>3.0.CO;2-K

By:

Clements, Michael P.;
Smith, Jeremy

Publication type:

Article

INTERCEPT CORRECTIONS AND STRUCTURAL CHANGE.

Published in:

Journal of Applied Econometrics, 1996, v. 11, n. 5, p. 475, doi. 10.1002/(SICI)1099-1255(199609)11:5<475::AID-JAE409>3.0.CO;2-9

By:

Clements, Michael P.;
Hendry, David F.

Publication type:

Article

FORECASTING IN COINTEGRATED SYSTEMS.

Published in:

Journal of Applied Econometrics, 1995, v. 10, n. 2, p. 127, doi. 10.1002/jae.3950100204

By:

Clements, Michael P.;
Hendry, David F.

Publication type:

Article

BOOK REVIEWS.

Published in:

1994

By:

Clements, Michael P.;
Browning, Martin

Publication type:

Book Review

Guest Editors’ Introduction: Information in Economic Forecasting.

Published in:

Oxford Bulletin of Economics & Statistics, 2005, v. 67, p. 713, doi. 10.1111/j.1468-0084.2005.00139.x

By:

Clements, Michael P.;
Hendry, David F.

Publication type:

Article

Evaluating a Model by Forecast Performance.

Published in:

Oxford Bulletin of Economics & Statistics, 2005, v. 67, p. 931, doi. 10.1111/j.1468-0084.2005.00146.x

By:

Clements, Michael P.;
Hendry, David F.

Publication type:

Article