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 3 10 40 853
A Monte Carlo Study of the Forecasting Performance of Empirical Setar Models 0 0 0 1 2 9 42 117
Business Cycle Asymmetries: Characterisationand Testing Based on Markov-Switching Autoregression 3 12 28 63 4 18 48 464
Economic Forecasting: Some Lessons from Recent Research 3 9 31 404 5 14 74 595
Economic Forecasting: Some Lessons from Recent Research 3 7 29 312 7 13 65 725
Economic Forecasting: Some Lessons from Recent Research 2 6 14 38 5 12 34 117
Economic forecasting: some lessons from recent research 3 3 14 404 8 12 48 783
Evaluating The Forecast of Densities of Linear and Non-Linear Models: Applications to Output Growth and Unemployment 0 0 0 1 4 8 30 416
Evaluating the Rationality of Fixed-Event Forecasts 0 0 0 0 3 5 18 271
Explanations of the inconsistencies in survey respondents'forecasts 2 3 23 23 3 6 33 33
First Announcements and Real Economic Activity 1 3 8 8 7 16 23 23
Forecast Encompassing Tests and Probability Forecasts 3 11 42 154 18 45 141 403
Forecasting Seasonal UK Consumption Components 0 1 8 29 2 4 24 695
Forecasting Seasonal UK Consumption Components 0 0 0 0 1 4 9 31
Forecasting economic and financial time-series with non-linear models 5 19 93 617 15 55 190 989
Forecasting in Cointegrated Systems 0 0 0 4 6 17 31 93
Forecasting with Difference-Stationary and Trend-Stationary Models 0 0 0 2 13 53 115 1,029
Forecasting with Difference-Stationary and Trend-Stationary Models 0 0 0 3 36 131 390 954
Internal consistency of survey respondents.forecasts: Evidence based on the Survey of Professional Forecasters 2 4 20 58 6 19 84 271
MODELLING BUSINESS CYCLE FEATURES USING SWITCHING REGIME MODELS 0 0 0 0 6 16 46 100
Macroeconomic Forecasting with Mixed Frequency Data: Forecasting US Output Growth 0 8 41 114 4 17 76 161
Macroeconomic Forecasting with Mixed Frequency Data: Forecasting US output growth and inflation 12 19 56 210 17 38 133 452
Modelling Business Cycle Features Using Switching Regime Models 5 17 41 89 7 24 59 138
Multi-Step Estimation for Forecasting 0 0 0 1 5 11 28 95
Non-Linearities in Exchange Rates 0 0 0 0 1 5 12 395
On SETAR non-linearity and forecasting 4 9 22 292 6 16 51 770
On the Limitations of Comparing Mean Square Forecast Errors 0 0 0 1 10 24 97 297
Performance of Alternative Forecasting Methods for Setar Models 0 0 0 0 1 7 20 66
Pooling of Forecasts 1 5 23 229 4 11 37 559
Quantile Forecasts of Daily Exchange Rate Returns from Forecasts of Realized Volatility 5 16 58 149 20 40 178 441
Rounding of probability forecasts: The SPF forecast probabilities of negative output growth 3 8 32 32 12 28 80 80
Seasonality, Cointegration, and the Forecasting of Energy Demand 0 0 0 2 1 6 33 1,064
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 0 0 4 18
THE MATHEMATICAL STRUCTURE OF MODELS THAT EXHIBIT COINTEGRATION: A SURVEY OF RECENT APPROACHES 0 0 0 0 0 0 4 27
Testing Structural Hypotheses by Encompassing: Us Wages and Prices is the Mark-Up Pricing Hypothesis Dead? 0 0 0 0 0 1 5 15
Total Working Papers 57 160 583 3,240 242 695 2,302 13,540

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 1 5 32 273 3 14 58 811
A comparison of tests of nonlinear cointegration with application to the predictability of US interest rates using the term structure 1 1 4 82 2 3 14 163
A comparison of the forecast performance of Markov-switching and threshold autoregressive models of US GNP 0 0 0 1 4 8 58 541
An empirical study of seasonal unit roots in forecasting 0 2 7 45 2 5 15 111
An evaluation of the forecasts of the federal reserve: a pooled approach 1 4 18 49 1 6 45 145
Asymmetric output-gap effects in Phillips Curve and mark-up pricing models: Evidence for the US and the UK 1 4 15 72 3 16 55 294
Bootstrap prediction intervals for autoregressive time series 0 3 6 29 0 3 12 74
Bootstrapping prediction intervals for autoregressive models 1 3 4 44 1 3 9 120
Business Cycle Asymmetries: Characterization and Testing Based on Markov-Switching Autoregressions 0 0 0 0 2 12 58 350
Can Econometrics Improve Economic Forecasting? 1 7 13 13 3 9 26 26
Can oil shocks explain asymmetries in the US Business Cycle? 0 1 18 126 0 1 46 431
Can regime-switching models reproduce the business cycle features of US aggregate consumption, investment and output? 3 9 38 93 6 17 72 231
Comments on 'The state of macroeconomic forecasting' 0 0 5 27 0 0 6 87
Conditional mean functions of non-linear models of US output 0 0 1 33 0 1 9 200
Consensus and uncertainty: Using forecast probabilities of output declines 0 1 8 8 0 1 20 20
Economic Forecasting in a Changing World 5 16 18 18 7 18 23 23
Economic forecasting: some lessons from recent research 3 5 11 135 5 9 42 331
Empirical analysis of macroeconomic time series: VAR and structural models 1 11 40 278 7 22 82 521
Evaluating a Model by Forecast Performance 0 3 8 42 4 12 30 133
Evaluating forecasts from SETAR models of exchange rates 2 4 14 83 2 6 28 182
Evaluating interval forecasts of high-frequency financial data 1 4 35 443 5 17 88 1,155
Evaluating multivariate forecast densities: a comparison of two approaches 0 1 8 54 0 1 12 116
Evaluating the Bank of England Density Forecasts of Inflation 1 2 16 70 3 4 36 207
Evaluating the survey of professional forecasters probability distributions of expected inflation based on derived event probability forecasts 2 3 19 43 2 6 66 184
FORECASTING QUARTERLY AGGREGATE CRIME SERIES 0 1 2 20 1 2 13 77
Forecasting economic and financial time-series with non-linear models 1 4 15 196 4 12 43 497
Forecasting economic processes 0 1 5 39 1 6 16 100
Forecasting in Cointegration Systems 3 10 35 233 3 16 63 483
Forecasting returns and risk in financial markets using linear and nonlinear models 5 18 18 18 20 56 56 56
Forecasting with difference-stationary and trend-stationary models 0 0 0 29 7 35 152 1,438
Guest Editors' Introduction: Information in Economic Forecasting 1 2 8 39 3 4 18 100
Intercept Corrections and Structural Change 2 5 27 179 6 11 58 521
Macro-economic Forecasting and Modelling 0 2 11 108 0 5 26 340
Macroeconomic Forecasting With Mixed-Frequency Data 2 3 5 5 4 7 16 16
Modelling methodology and forecast failure 1 4 10 68 2 8 24 217
Multi-step Estimation for Forecasting 0 0 0 3 5 9 26 252
On SETAR non-linearity and forecasting 1 5 19 140 2 15 49 463
On winning forecasting competitions in economics 0 2 10 178 1 4 26 670
Pooling of forecasts 2 4 12 194 4 8 36 545
Quantile forecasts of daily exchange rate returns from forecasts of realized volatility 1 3 17 17 4 13 57 57
Rationality and the Role of Judgement in Macroeconomic Forecasting 1 4 9 45 2 7 23 110
Robust Evaluation of Fixed-Event Forecast Rationality 0 0 0 0 3 4 13 124
Seasonality, Cointegration, and Forecasting UK Residential Energy Demand 0 0 9 108 0 2 26 259
Some possible directions for future research 0 5 8 25 11 39 65 120
TESTING THE EXPECTATIONS THEORY OF THE TERM STRUCTURE OF INTEREST RATES IN THRESHOLD MODELS 1 1 5 5 1 6 16 16
The UK Economy: Analysis and Prospects 0 0 0 2 8 48 209 469
The UK Economy: Analysis and Prospects 0 0 0 0 1 9 55 235
The UK Economy: Analysis and Prospects 0 0 0 0 1 4 18 135
The UK Economy: Analysis and Prospects 0 0 0 0 1 2 19 107
The World Economy: Analysis and Prospects 0 0 0 0 0 1 35 133
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 4 4 13 74 5 7 29 194
Total Journal Articles 49 167 576 3,786 162 534 2,099 14,242

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 2 4 4 4
Total Books 0 0 0 0 2 4 4 4

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Forecasting with Breaks 7 13 39 63 10 25 80 129
Total Chapters 7 13 39 63 10 25 80 129

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Swedish Business School at Örebro University.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2009-07-03