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 FORECAST PERFORMANCE OF MARKOV-SWITCHING AND THRESHOLD AUTOREGRESSIVE MODELS OF US GNP 0 0 0 12 1 2 2 56
A Comparison of the Forecasting Performance of Markov-Switching and Threshold Autoregressive Models of US GNP 0 0 0 25 0 0 1 1,156
A Monte Carlo Study of the Forecasting Performance of Empirical Setar Models 0 0 0 10 0 1 1 249
An Investigation into the Uncertainty Revision Process of Professional Forecasters 1 1 1 1 2 3 11 13
An Overview of Forecasting Facing Breaks 0 1 2 115 2 4 7 199
Anticipating Early Data Revisions to US GDP and the Effects of Releases on Equity Markets 0 0 0 61 1 2 3 68
Are Macro-Forecasters Essentially The Same? An Analysis of Disagreement, Accuracy and Efficiency 0 0 0 75 1 1 4 110
Are Macroeconomic Density Forecasts Informative? 0 0 0 69 0 0 0 78
Assessing Macro Uncertainty In Real-Time When Data Are Subject To Revision 0 0 0 48 0 0 1 100
Assessing Macro-Forecaster Herding: Modelling versus Testing 0 0 0 33 0 0 0 55
Assessing the Evidence of Macro- Forecaster Herding: Forecasts of Inflation and Output Growth 0 0 0 39 1 1 2 62
Business Cycle Asymmetries: Characterisation and Testing based on Markov-Switching Autoregressions 0 0 0 6 1 1 3 34
Business Cycle Asymmetries: Characterisationand Testing Based on Markov-Switching Autoregression 0 0 0 199 0 1 1 771
Data Revisions and Real-time Probabilistic Forecasting of Macroeconomic Variables 0 0 0 100 0 2 3 212
Do Professional Forecasters Pay Attention to Data Releases? 0 0 0 48 1 3 4 123
Do Professional Forecasters Pay Attention to Data Releases? 0 0 0 3 0 0 3 30
Do Professional Forecasters' Phillips Curves Incorporate the Beliefs of Others? 0 0 0 9 0 0 1 10
Do Survey Joiners and Leavers Differ from Regular Participants? The US SPF GDP Growth and Inflation Forecasts 0 0 0 19 0 0 1 34
Do US Macroeconomic Forecasters Exaggerate Their Differences? 0 0 0 37 0 0 1 55
Do forecasters target first or later releases of national accounts data? 0 0 0 25 1 1 2 74
EVALUATING THE FORECAST DENSITIES OF LINEAR AND NON-LINEAR MODELS: APPLICATIONS TO OUTPUT GROWTH AND UNEMPLOYMENT 0 0 3 13 2 2 7 34
Economic Forecasting: Some Lessons from Recent Research 0 0 1 493 3 3 13 824
Economic Forecasting: Some Lessons from Recent Research 0 0 1 8 1 1 2 50
Economic Forecasting: Some Lessons from Recent Research 0 0 2 412 0 0 5 984
Economic forecasting: some lessons from recent research 0 1 2 451 1 2 6 982
Evaluating The Forecast of Densities of Linear and Non-Linear Models: Applications to Output Growth and Unemployment 0 0 0 18 1 1 2 658
Evaluating the Rationality of Fixed-Event Forecasts 0 0 0 7 0 0 3 360
Evaluating the rationality of fixed-event forecasts 0 0 2 8 0 1 4 33
Explanations of the inconsistencies in survey respondents' forecasts 0 0 0 4 1 2 2 122
Explanations of the inconsistencies in survey respondents'forecasts 0 0 0 79 1 1 1 257
FORECASTING SEASONAL UK CONSUMPTION COMPONENTS 0 0 0 1 1 1 2 9
FORECASTING WITH DIFFERENCE-STATIONARY AND TREND-STATIONARY MODELS 0 0 0 3 0 0 1 34
First Announcements and Real Economic Activity 0 0 1 63 0 1 2 347
First Announcements and Real Economic Activity 0 0 0 1 1 1 2 64
Forecast Encompassing Tests and Probability Forecasts 0 0 0 311 1 3 7 918
Forecast Encompassing Tests and Probability Forecasts 0 0 0 1 3 3 3 32
Forecasters' Disagreement about How the Economy Operates, and the Role of Long-run Relationships 0 0 0 0 0 0 0 43
Forecasting Seasonal UK Consumption Components 0 0 0 53 1 1 2 816
Forecasting Seasonal UK Consumption Components 0 0 0 2 0 0 1 13
Forecasting Seasonal UK Consumption Components 0 0 0 4 1 1 3 92
Forecasting by factors, by variables, or both? 0 0 0 147 0 0 0 299
Forecasting economic and financial time-series with non-linear models 0 0 0 876 2 3 4 1,664
Forecasting from Mis-specified Models in the Presence of Unanticipated Location Shifts 0 0 0 149 0 0 3 628
Forecasting in Cointegrated Systems 0 0 0 4 0 1 3 226
Forecasting with Difference-Stationary and Trend-Stationary Models 0 0 1 44 0 1 10 190
Forecasting with Difference-Stationary and Trend-Stationary Models 0 0 0 22 1 1 1 1,661
Forecasting: theory and practice 1 1 6 91 8 11 28 124
How Local is the Local Inflation Factor? Evidence from Emerging European Countries 0 0 0 28 1 1 2 59
Improving Real-time Estimates of Output Gaps and Inflation Trends with Multiple-vintage Models 0 1 3 6 1 2 5 79
Individual Forecaster Perceptions of the Persistence of Shocks to GDP 0 0 0 39 0 0 2 76
Internal consistency of survey respondents.forecasts: Evidence based on the Survey of Professional Forecasters 1 1 1 126 1 1 2 635
Internal consistency of survey respondentsíforecasts: Evidence based on the Survey of Professional Forecasters 0 1 1 4 0 1 3 23
Long-Run Restrictions and Survey Forecasts of Output, Consumption and Investment 0 0 0 27 0 0 1 43
MODELLING BUSINESS CYCLE FEATURES USING SWITCHING REGIME MODELS 0 0 0 0 1 1 4 444
MULTI-STEP ESTIMATION FOR FORECASTING 0 0 0 4 0 0 0 59
Macroeconomic Forecasting with Mixed Frequency Data: Forecasting US Output Growth 1 2 3 17 4 8 13 75
Macroeconomic Forecasting with Mixed Frequency Data: Forecasting US output growth and inflation 0 0 1 8 2 2 7 109
Macroeconomic Forecasting with Mixed Frequency Data: Forecasting US output growth and inflation 1 1 1 464 1 4 8 1,154
Measuring Macroeconomic Uncertainty: US Inflation and Output Growth 0 0 0 90 0 0 3 228
Modelling Business Cycle Features Using Switching Regime Models 0 0 0 40 2 4 4 113
Multi-Step Estimation for Forecasting 0 0 0 5 0 1 2 214
NON-LINEARITIES IN EXCHANGE RATES 0 0 0 0 1 1 4 10
Non-Linearities in Exchange Rates 0 0 0 6 0 0 1 611
On SETAR non- linearity and forecasting 0 0 0 54 0 0 1 126
On the Limitations of Comparing Mean Square Forecast Errors 0 0 0 1 0 0 5 761
Performance of Alternative Forecasting Methods for Setar Models 0 0 1 2 0 0 2 190
Pooling of Forecasts 0 1 2 333 0 1 5 816
Probability Distributions or Point Predictions? Survey Forecasts of US Output Growth and Inflation 0 0 0 68 0 1 3 213
Probability Distributions or Point Predictions? Survey Forecasts of US Output Growth and Inflation 0 0 0 2 1 2 4 71
Quantile Forecasts of Daily Exchange Rate Returns from Forecasts of Realized Volatility 0 0 0 2 1 1 2 82
Quantile Forecasts of Daily Exchange Rate Returns from Forecasts of Realized Volatility 0 0 2 292 1 1 4 1,056
Real-Time Factor Model Forecasting and the Effects of Instability 0 0 0 48 0 1 2 61
Real-time Forecasting of Inflation and Output Growth in the Presence of Data Revisions 0 0 0 78 0 1 4 150
Real-time Forecasting of Inflation and Output Growth in the Presence of Data Revisions 0 0 0 3 1 2 3 44
Robust Approaches to Forecasting 0 0 1 241 2 3 8 517
Rounding of probability forecasts: The SPF forecast probabilities of negative output growth 0 0 0 3 0 1 1 13
Rounding of probability forecasts: The SPF forecast probabilities of negative output growth 0 0 0 60 0 0 2 303
SEASONALITY, COINTEGRATION, AND THE FORECASTING OF ENERGY DEMAND 0 0 0 2 0 0 0 14
Seasonality, Cointegration, and the Forecasting of Energy Demand 0 0 0 6 1 1 1 1,159
Sir Clive W.J. Granger's Contributions to Forecasting 0 0 0 7 1 1 2 30
Subjective and Ex Post Forecast Uncertainty: US Inflation and Output Growth 0 0 0 66 0 0 0 212
Subjective and Ex Post Forecast Uncertainty: US Inflation and Output Growth 0 0 0 1 1 1 2 20
Surveys of Professionals 0 1 1 12 0 3 4 25
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 2 2 2 63
THE MATHEMATICAL STRUCTURE OF MODELS THAT EXHIBIT COINTEGRATION: A SURVEY OF RECENT APPROACHES 0 0 0 0 0 0 3 68
Testing Structural Hypotheses by Encompassing: Us Wages and Prices is the Mark-Up Pricing Hypothesis Dead? 0 0 0 0 0 1 1 49
The Performance of Alternative Forecasting Methods for SETAR Models 0 0 0 4 0 0 0 24
US inflation expectations and heterogeneous loss functions, 1968–2010 0 0 1 1 2 2 4 22
US inflation expectations and heterogeneous loss functions, 1968–2010 0 0 0 49 0 0 0 98
Why are survey forecasts superior to model forecasts? 0 0 0 102 1 1 3 138
Why are survey forecasts superior to model forecasts? 0 0 0 2 1 1 1 17
Total Working Papers 5 12 40 6,502 69 116 298 25,227
4 registered items for which data could not be found

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 0 0 0 324 2 2 2 972
A comparison of tests of nonlinear cointegration with application to the predictability of US interest rates using the term structure 0 0 0 115 0 1 1 295
A comparison of the forecast performance of Markov-switching and threshold autoregressive models of US GNP 0 0 0 1 0 1 5 969
An Empirical Investigation of the Effects of Rounding on the SPF Probabilities of Decline and Output Growth Histograms 0 0 0 2 1 1 1 6
An Empirical Investigation of the Effects of Rounding on the SPF Probabilities of Decline and Output Growth Histograms 0 0 0 0 0 0 2 45
An Historical Perspective on Forecast Errors 0 0 0 0 0 0 1 3
An Historical Perspective on Forecast Errors 0 0 0 8 1 1 2 33
An Investigation into the Uncertainty Revision Process of Professional Forecasters 1 1 2 2 3 5 12 12
An Overview of Forecasting Facing Breaks 0 2 3 17 5 7 13 100
An empirical study of seasonal unit roots in forecasting 0 0 0 60 1 2 3 187
An evaluation of the forecasts of the federal reserve: a pooled approach 0 0 1 119 0 0 6 340
Are Professional Macroeconomic Forecasters Able To Do Better Than Forecasting Trends? 0 0 1 16 0 0 1 62
Are Some Forecasters’ Probability Assessments of Macro Variables Better Than Those of Others? 0 0 0 3 1 1 2 30
Are macroeconomic density forecasts informative? 0 0 2 38 1 1 3 114
Assessing Macro Uncertainty in Real-Time When Data Are Subject To Revision 0 0 0 7 1 2 3 47
Asymmetric output‐gap effects in Phillips Curve and mark‐up pricing models: Evidence for the US and the UK 0 0 1 99 0 0 2 404
Bootstrap prediction intervals for autoregressive time series 0 0 0 92 1 2 3 211
Bootstrapping prediction intervals for autoregressive models 0 0 0 88 2 3 4 245
Business Cycle Asymmetries: Characterization and Testing Based on Markov-Switching Autoregressions 0 0 0 0 1 2 4 639
Can Econometrics Improve Economic Forecasting? 0 0 0 73 1 1 2 208
Can oil shocks explain asymmetries in the US Business Cycle? 0 0 0 197 1 1 3 617
Can regime-switching models reproduce the business cycle features of US aggregate consumption, investment and output? 0 2 2 195 1 4 7 452
Combining probability forecasts 0 0 0 70 0 1 2 270
Combining probability forecasts 0 0 1 14 2 4 6 67
Comments on "Forecasting economic and financial variables with global VARs" 0 0 0 6 0 0 0 25
Comments on 'The state of macroeconomic forecasting' 0 0 0 32 1 1 2 151
Conditional mean functions of non-linear models of US output 0 0 0 40 1 2 5 243
Consensus and uncertainty: Using forecast probabilities of output declines 0 1 2 24 0 2 4 96
Density forecasting with Bayesian Vector Autoregressive models under macroeconomic data uncertainty 0 0 0 3 1 2 3 18
Do Macroforecasters Herd? 0 0 0 9 1 2 2 45
Do US Macroeconomic Forecasters Exaggerate their Differences? 0 0 1 5 0 0 1 36
Do forecasters target first or later releases of national accounts data? 0 0 0 2 0 0 1 28
Do professional forecasters believe in the Phillips curve? 0 0 0 1 2 3 7 13
Do professional forecasters pay attention to data releases? 0 0 0 19 1 1 1 84
Do survey joiners and leavers differ from regular participants? The US SPF GDP growth and inflation forecasts 0 0 0 10 0 0 2 20
Economic Forecasting in a Changing World 0 0 0 90 1 1 3 202
Economic forecasting: some lessons from recent research 0 0 0 223 0 0 5 558
Empirical analysis of macroeconomic time series: VAR and structural models 0 0 0 520 0 1 3 1,015
Evaluating a Model by Forecast Performance* 0 0 0 88 0 0 0 284
Evaluating forecasts from SETAR models of exchange rates 0 0 0 153 1 1 2 345
Evaluating interval forecasts of high-frequency financial data 0 0 1 526 2 2 3 1,403
Evaluating multivariate forecast densities: a comparison of two approaches 0 0 0 76 0 0 1 197
Evaluating the Bank of England Density Forecasts of Inflation 0 0 0 106 0 0 1 326
Evaluating the survey of professional forecasters probability distributions of expected inflation based on derived event probability forecasts 0 1 2 78 0 1 2 272
Explanations of the inconsistencies in survey respondents' forecasts 0 0 1 59 0 1 5 226
FORECASTING QUARTERLY AGGREGATE CRIME SERIES 0 0 0 29 0 0 0 120
First announcements and real economic activity 0 0 0 18 0 1 6 145
Forecast Uncertainty- Ex Ante and Ex Post: U.S. Inflation and Output Growth 0 1 6 68 0 1 10 169
Forecast encompassing tests and probability forecasts 0 0 0 71 3 4 6 328
Forecaster Efficiency, Accuracy, and Disagreement: Evidence Using Individual‐Level Survey Data 0 0 1 8 0 0 2 27
Forecasting GDP growth rates in the United States and Brazil using Google Trends 0 0 0 2 3 4 15 34
Forecasting U.S. Output Growth with Non-Linear Models in the Presence of Data Uncertainty 0 0 1 50 0 0 2 120
Forecasting US output growth using leading indicators: an appraisal using MIDAS models 1 2 6 30 2 5 15 114
Forecasting US output growth using leading indicators: an appraisal using MIDAS models 0 0 0 318 1 1 6 735
Forecasting and forecast narratives: The Bank of England Inflation Reports 0 0 0 12 1 2 2 47
Forecasting by factors, by variables, by both or neither? 0 0 0 68 2 3 10 272
Forecasting economic and financial time-series with non-linear models 0 0 0 288 1 2 6 762
Forecasting economic processes 0 0 1 92 0 1 6 249
Forecasting in Cointegration Systems 0 0 1 380 1 2 4 752
Forecasting returns and risk in financial markets using linear and nonlinear models 0 0 0 95 0 0 0 216
Forecasting with Bayesian multivariate vintage-based VARs 0 0 0 5 2 3 4 90
Forecasting with difference-stationary and trend-stationary models 0 0 0 29 0 0 5 1,742
Forecasting with vector autoregressive models of data vintages: US output growth and inflation 0 0 3 25 2 3 9 161
Forecasting: theory and practice 0 2 11 54 6 20 100 354
Guest Editors’ Introduction: Information in Economic Forecasting 0 0 1 61 0 0 2 180
How local is the local inflation factor? Evidence from emerging European countries 0 0 2 4 1 2 7 15
Improving Real-Time Estimates of Output and Inflation Gaps With Multiple-Vintage Models 0 0 0 8 1 2 4 60
Inconsistent survey histograms and point forecasts revisited 0 0 0 0 2 3 3 3
Independent directors, information costs and foreign ownership in Chinese companies 0 0 0 8 2 2 3 140
Individual forecaster perceptions of the persistence of shocks to GDP 0 0 0 4 0 0 0 13
Intercept Corrections and Structural Change 0 0 1 263 1 1 7 859
Long-run restrictions and survey forecasts of output, consumption and investment 0 0 0 2 0 0 0 36
Macro-economic Forecasting and Modelling 0 0 0 138 1 1 2 441
Macroeconomic Forecasting With Mixed-Frequency Data 0 0 3 238 2 4 11 501
Measuring the effects of expectations shocks 0 0 2 17 1 2 7 49
Model and survey estimates of the term structure of US macroeconomic uncertainty 0 0 0 4 0 0 2 76
Modeling Price and Variance Jump Clustering Using the Marked Hawkes Process* 0 0 2 2 4 5 8 10
Modelling methodology and forecast failure 0 0 0 105 1 1 4 382
Multi-step Estimation for Forecasting 0 0 0 3 2 2 3 360
On SETAR non-linearity and forecasting 0 0 0 206 0 1 1 661
On winning forecasting competitions in economics 0 0 0 201 1 1 1 771
Pooling of forecasts 0 0 0 304 0 0 6 866
Predicting Early Data Revisions to U.S. GDP and the Effects of Releases on Equity Markets 1 1 1 5 1 3 5 43
Probability distributions or point predictions? Survey forecasts of US output growth and inflation 0 0 1 20 1 1 4 84
Quantile forecasts of daily exchange rate returns from forecasts of realized volatility 0 0 0 78 0 1 2 344
REAL‐TIME FORECASTING OF INFLATION AND OUTPUT GROWTH WITH AUTOREGRESSIVE MODELS IN THE PRESENCE OF DATA REVISIONS 0 0 0 0 0 0 0 91
Rationality and the Role of Judgement in Macroeconomic Forecasting 0 0 1 69 0 1 3 216
Real-time factor model forecasting and the effects of instability 0 0 0 8 2 2 4 52
Robust Evaluation of Fixed-Event Forecast Rationality 0 0 0 0 0 0 5 204
Robust approaches to forecasting 1 1 3 61 1 1 7 148
Rounding behaviour of professional macro-forecasters 0 0 1 2 1 1 2 10
Seasonality, Cointegration, and Forecasting UK Residential Energy Demand 0 0 0 162 0 0 0 364
Some possible directions for future research 0 0 0 53 6 17 29 391
Survey expectations and adjustments for multiple testing 1 1 1 1 1 2 5 10
TESTING THE EXPECTATIONS THEORY OF THE TERM STRUCTURE OF INTEREST RATES IN THRESHOLD MODELS 0 0 0 14 2 2 5 84
The UK Economy: Analysis and Prospects 0 0 0 0 1 1 2 170
The UK Economy: Analysis and Prospects 0 0 0 2 0 0 1 629
The UK Economy: Analysis and Prospects 0 0 0 0 0 0 3 280
The UK Economy: Analysis and Prospects 0 0 0 0 0 0 1 140
The World Economy: Analysis and Prospects 0 0 0 0 0 0 0 161
The World and UK Economy: Analysis and Prospects 0 0 0 0 1 1 2 78
The choice of performance measures, target setting and vesting levels in UK firms' Chief Executive Officer equity‐based compensation 0 0 1 3 1 1 4 7
The performance of alternative forecasting methods for SETAR models 0 0 1 114 1 1 3 329
US Inflation Expectations and Heterogeneous Loss Functions, 1968–2010 0 0 1 16 1 1 4 51
Total Journal Articles 5 15 72 7,428 99 177 513 27,661

Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Forecasting Economic Time Series 0 0 0 0 5 12 62 690
Forecasting Economic Time Series 0 0 0 0 3 6 16 284
Forecasting Non-Stationary Economic Time Series 0 0 0 0 2 2 10 491
Total Books 0 0 0 0 10 20 88 1,465

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Chapter 1 Forecasting Annual UK Inflation Using an Econometric Model over 1875–1991 0 0 0 0 0 0 0 0
Combining Predictors and Combining Information in Modelling: Forecasting US Recession Probabilities and Output Growth 0 0 0 2 1 1 2 4
Forecast Combination and Encompassing 0 0 0 0 0 1 1 17
Forecasting with Breaks 0 0 1 309 3 6 11 736
Introduction to the Handbook of Research Methods and Applications in Macroeconomic Forecasting 2 5 18 18 4 11 39 39
Real-time data and forecasting 0 1 6 6 0 1 15 15
Total Chapters 2 6 25 335 8 20 68 811
2 registered items for which data could not be found
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Statistics updated 2025-11-08