Access Statistics for Michael Peter Clements

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Comparison of the Forecasting Performance of Markov-Switching and Threshold Autoregressive Models of US GNP 0 0 0 0 0 5 37 864
A Monte Carlo Study of the Forecasting Performance of Empirical Setar Models 0 0 0 1 6 17 45 139
Business Cycle Asymmetries: Characterisationand Testing Based on Markov-Switching Autoregression 4 13 39 79 6 23 65 493
Economic Forecasting: Some Lessons from Recent Research 2 6 28 412 4 14 69 614
Economic Forecasting: Some Lessons from Recent Research 6 8 31 324 8 23 64 753
Economic Forecasting: Some Lessons from Recent Research 0 1 13 40 1 5 30 123
Economic forecasting: some lessons from recent research 1 3 11 409 1 12 43 799
Evaluating The Forecast of Densities of Linear and Non-Linear Models: Applications to Output Growth and Unemployment 0 0 0 1 6 18 45 440
Evaluating the Rationality of Fixed-Event Forecasts 0 0 0 0 2 4 15 277
Explanations of the inconsistencies in survey respondents'forecasts 1 2 13 25 4 13 40 47
First Announcements and Real Economic Activity 4 4 12 12 8 13 36 36
Forecast Encompassing Tests and Probability Forecasts 3 6 37 166 12 32 138 446
Forecasting Seasonal UK Consumption Components 1 4 13 34 5 11 33 709
Forecasting Seasonal UK Consumption Components 0 0 0 0 4 6 15 38
Forecasting economic and financial time-series with non-linear models 16 29 96 658 23 55 212 1,070
Forecasting in Cointegrated Systems 0 0 0 4 0 4 29 97
Forecasting with Difference-Stationary and Trend-Stationary Models 0 0 0 2 21 37 135 1,073
Forecasting with Difference-Stationary and Trend-Stationary Models 0 0 0 3 61 113 442 1,091
Internal consistency of survey respondents.forecasts: Evidence based on the Survey of Professional Forecasters 0 2 17 62 9 27 92 307
MODELLING BUSINESS CYCLE FEATURES USING SWITCHING REGIME MODELS 0 0 0 0 7 23 67 132
Macroeconomic Forecasting with Mixed Frequency Data: Forecasting US Output Growth 1 8 38 125 7 16 73 184
Macroeconomic Forecasting with Mixed Frequency Data: Forecasting US output growth and inflation 6 20 68 237 20 48 149 513
Modelling Business Cycle Features Using Switching Regime Models 6 15 51 108 9 23 74 166
Multi-Step Estimation for Forecasting 0 0 0 1 2 5 27 101
Non-Linearities in Exchange Rates 0 0 0 0 0 1 11 397
On SETAR non- linearity and forecasting 0 2 2 2 3 6 6 6
On SETAR non-linearity and forecasting 0 5 27 301 0 7 52 784
On the Limitations of Comparing Mean Square Forecast Errors 0 0 0 1 6 14 83 317
Performance of Alternative Forecasting Methods for Setar Models 0 0 0 0 1 9 20 76
Pooling of Forecasts 5 8 23 238 6 11 38 572
Quantile Forecasts of Daily Exchange Rate Returns from Forecasts of Realized Volatility 4 14 55 167 12 38 154 491
Rounding of probability forecasts: The SPF forecast probabilities of negative output growth 0 1 23 34 6 20 98 106
Seasonality, Cointegration, and the Forecasting of Energy Demand 0 0 0 2 1 4 26 1,068
THE ESTIMATION AND TESTING OF COINTEGRATING VECTORS: A SURVEY OF RECENT APPROACHES AND AN APPLICATION TO THE U.K. NON-DURABLE CONSUMPTION FUNCTION 0 0 0 0 1 1 4 19
THE MATHEMATICAL STRUCTURE OF MODELS THAT EXHIBIT COINTEGRATION: A SURVEY OF RECENT APPROACHES 0 0 0 0 1 1 3 28
Testing Structural Hypotheses by Encompassing: Us Wages and Prices is the Mark-Up Pricing Hypothesis Dead? 0 0 0 0 0 1 5 16
Total Working Papers 60 151 597 3,448 263 660 2,475 14,392

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Monte Carlo Study of the Forecasting Performance of Empirical SETAR Models 2 7 29 282 3 10 49 825
A comparison of tests of nonlinear cointegration with application to the predictability of US interest rates using the term structure 0 0 3 82 0 0 12 163
A comparison of the forecast performance of Markov-switching and threshold autoregressive models of US GNP 0 0 0 1 6 15 58 563
An empirical study of seasonal unit roots in forecasting 1 3 8 48 2 5 16 117
An evaluation of the forecasts of the federal reserve: a pooled approach 3 4 16 53 4 6 31 151
Asymmetric output-gap effects in Phillips Curve and mark-up pricing models: Evidence for the US and the UK 1 5 18 78 3 12 59 309
Bootstrap prediction intervals for autoregressive time series 1 3 8 34 1 4 13 80
Bootstrapping prediction intervals for autoregressive models 1 1 4 45 1 2 7 122
Business Cycle Asymmetries: Characterization and Testing Based on Markov-Switching Autoregressions 0 0 0 0 10 21 66 379
Can Econometrics Improve Economic Forecasting? 1 5 20 21 3 12 37 42
Can oil shocks explain asymmetries in the US Business Cycle? 4 7 20 135 7 12 42 448
Can regime-switching models reproduce the business cycle features of US aggregate consumption, investment and output? 0 2 32 100 2 5 64 243
Comments on 'The state of macroeconomic forecasting' 0 0 2 27 0 0 3 87
Conditional mean functions of non-linear models of US output 0 0 0 33 1 1 7 201
Consensus and uncertainty: Using forecast probabilities of output declines 0 1 8 9 0 1 16 22
Economic Forecasting in a Changing World 1 6 27 27 1 12 39 39
Economic forecasting: some lessons from recent research 1 3 15 140 1 5 40 338
Empirical analysis of macroeconomic time series: VAR and structural models 4 22 51 303 9 35 98 566
Evaluating a Model by Forecast Performance 1 3 10 46 2 7 30 142
Evaluating forecasts from SETAR models of exchange rates 4 8 23 93 5 17 42 203
Evaluating interval forecasts of high-frequency financial data 2 8 32 454 5 17 81 1,179
Evaluating multivariate forecast densities: a comparison of two approaches 1 2 7 56 2 4 12 120
Evaluating the Bank of England Density Forecasts of Inflation 0 2 16 73 0 3 26 211
Evaluating the survey of professional forecasters probability distributions of expected inflation based on derived event probability forecasts 0 2 14 45 1 4 49 188
FORECASTING QUARTERLY AGGREGATE CRIME SERIES 0 1 4 22 0 1 10 80
Forecasting economic and financial time-series with non-linear models 3 4 15 201 4 7 36 506
Forecasting economic processes 0 0 5 39 2 2 15 102
Forecasting in Cointegration Systems 3 8 33 241 4 10 53 494
Forecasting returns and risk in financial markets using linear and nonlinear models 6 24 53 53 11 41 113 113
Forecasting with difference-stationary and trend-stationary models 0 0 0 29 16 30 148 1,477
Guest Editors' Introduction: Information in Economic Forecasting 0 1 6 40 2 3 11 103
Intercept Corrections and Structural Change 3 7 29 186 6 11 53 533
Macro-economic Forecasting and Modelling 0 1 9 109 0 1 18 342
Macroeconomic Forecasting With Mixed-Frequency Data 2 2 7 7 2 4 21 21
Modelling methodology and forecast failure 1 1 10 70 3 7 27 229
Multi-step Estimation for Forecasting 0 0 0 3 0 3 20 255
On SETAR non-linearity and forecasting 4 9 23 150 6 11 46 475
On winning forecasting competitions in economics 0 2 11 180 0 4 22 676
Pooling of forecasts 1 5 14 200 2 11 38 561
Quantile forecasts of daily exchange rate returns from forecasts of realized volatility 2 7 20 25 3 13 52 73
Rationality and the Role of Judgement in Macroeconomic Forecasting 0 0 7 45 0 0 19 110
Robust Evaluation of Fixed-Event Forecast Rationality 0 0 0 0 1 2 12 127
Seasonality, Cointegration, and Forecasting UK Residential Energy Demand 1 4 10 112 1 5 20 265
Some possible directions for future research 0 3 13 30 15 44 113 175
TESTING THE EXPECTATIONS THEORY OF THE TERM STRUCTURE OF INTEREST RATES IN THRESHOLD MODELS 1 2 8 8 1 5 26 26
The UK Economy: Analysis and Prospects 0 0 0 2 8 25 206 498
The UK Economy: Analysis and Prospects 0 0 0 0 4 9 53 244
The UK Economy: Analysis and Prospects 0 0 0 0 3 6 21 142
The UK Economy: Analysis and Prospects 0 0 0 0 2 3 14 110
The World Economy: Analysis and Prospects 0 0 0 0 1 1 26 135
The World and UK Economy: Analysis and Prospects 0 0 0 0 0 0 2 52
The performance of alternative forecasting methods for SETAR models 1 2 12 78 2 5 27 202
Total Journal Articles 56 177 652 4,015 168 474 2,119 14,864

Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Forecasting Non-Stationary Economic Time Series 0 0 0 0 5 13 20 20
Total Books 0 0 0 0 5 13 20 20

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Forecasting with Breaks 4 12 46 79 5 21 93 162
Total Chapters 4 12 46 79 5 21 93 162

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Statistics updated 2009-11-04