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 1 13 0 0 13 68
A Comparison of the Forecasting Performance of Markov-Switching and Threshold Autoregressive Models of US GNP 0 0 1 26 1 2 7 1,163
A Monte Carlo Study of the Forecasting Performance of Empirical Setar Models 0 0 0 10 2 3 25 274
An Investigation into the Uncertainty Revision Process of Professional Forecasters 0 0 1 1 0 1 11 22
An Overview of Forecasting Facing Breaks 0 0 2 117 1 2 26 223
Anticipating Early Data Revisions to US GDP and the Effects of Releases on Equity Markets 0 0 0 61 5 5 15 82
Are Macro-Forecasters Essentially The Same? An Analysis of Disagreement, Accuracy and Efficiency 0 0 0 75 3 5 18 127
Are Macroeconomic Density Forecasts Informative? 0 0 1 70 1 2 12 90
Assessing Macro Uncertainty In Real-Time When Data Are Subject To Revision 0 0 0 48 0 0 6 106
Assessing Macro-Forecaster Herding: Modelling versus Testing 0 0 0 33 0 0 10 65
Assessing the Evidence of Macro- Forecaster Herding: Forecasts of Inflation and Output Growth 0 0 0 39 0 1 8 69
Business Cycle Asymmetries: Characterisation and Testing based on Markov-Switching Autoregressions 0 0 0 6 0 1 19 52
Business Cycle Asymmetries: Characterisationand Testing Based on Markov-Switching Autoregression 0 0 1 200 1 1 13 784
Data Revisions and Real-time Probabilistic Forecasting of Macroeconomic Variables 0 0 0 100 0 1 18 230
Do Professional Forecasters Pay Attention to Data Releases? 0 0 0 48 0 0 16 138
Do Professional Forecasters Pay Attention to Data Releases? 0 0 0 3 0 1 17 47
Do Professional Forecasters' Phillips Curves Incorporate the Beliefs of Others? 0 0 0 9 0 0 9 19
Do Survey Joiners and Leavers Differ from Regular Participants? The US SPF GDP Growth and Inflation Forecasts 0 0 0 19 0 0 27 61
Do US Macroeconomic Forecasters Exaggerate Their Differences? 0 0 0 37 0 0 10 65
Do forecasters target first or later releases of national accounts data? 0 0 0 25 1 2 18 91
EVALUATING THE FORECAST DENSITIES OF LINEAR AND NON-LINEAR MODELS: APPLICATIONS TO OUTPUT GROWTH AND UNEMPLOYMENT 0 0 0 13 0 0 11 43
Economic Forecasting: Some Lessons from Recent Research 0 1 1 413 0 3 14 998
Economic Forecasting: Some Lessons from Recent Research 0 0 0 493 1 3 31 852
Economic Forecasting: Some Lessons from Recent Research 0 0 0 8 0 1 37 86
Economic forecasting: some lessons from recent research 0 0 0 451 0 1 16 997
Evaluating The Forecast of Densities of Linear and Non-Linear Models: Applications to Output Growth and Unemployment 0 0 1 19 0 1 10 667
Evaluating the Rationality of Fixed-Event Forecasts 0 0 0 7 1 2 19 379
Evaluating the rationality of fixed-event forecasts 0 0 0 8 2 2 10 43
Explanations of the inconsistencies in survey respondents' forecasts 0 0 0 4 0 2 16 137
Explanations of the inconsistencies in survey respondents'forecasts 0 0 1 80 0 1 18 274
FORECASTING SEASONAL UK CONSUMPTION COMPONENTS 0 0 0 1 0 0 5 13
FORECASTING WITH DIFFERENCE-STATIONARY AND TREND-STATIONARY MODELS 0 0 0 3 0 0 50 84
First Announcements and Real Economic Activity 0 0 0 1 0 0 4 67
First Announcements and Real Economic Activity 0 0 0 63 0 2 19 366
Forecast Encompassing Tests and Probability Forecasts 1 1 2 3 2 4 16 45
Forecast Encompassing Tests and Probability Forecasts 0 0 3 314 3 7 26 943
Forecasters' Disagreement about How the Economy Operates, and the Role of Long-run Relationships 0 0 0 0 0 0 3 46
Forecasting Seasonal UK Consumption Components 0 0 0 53 0 0 10 825
Forecasting Seasonal UK Consumption Components 0 0 0 4 0 0 13 104
Forecasting Seasonal UK Consumption Components 0 0 0 2 0 1 8 21
Forecasting by factors, by variables, or both? 0 0 0 147 0 1 9 308
Forecasting economic and financial time-series with non-linear models 0 0 0 876 0 1 26 1,688
Forecasting from Mis-specified Models in the Presence of Unanticipated Location Shifts 0 0 0 149 0 1 10 638
Forecasting in Cointegrated Systems 0 0 0 4 0 0 5 231
Forecasting with Difference-Stationary and Trend-Stationary Models 0 0 0 44 0 0 10 200
Forecasting with Difference-Stationary and Trend-Stationary Models 0 0 1 23 0 1 10 1,670
Forecasting: theory and practice 1 2 7 97 3 6 48 164
How Local is the Local Inflation Factor? Evidence from Emerging European Countries 0 0 0 28 1 3 22 80
Improving Real-time Estimates of Output Gaps and Inflation Trends with Multiple-vintage Models 0 0 1 7 0 0 20 98
Individual Forecaster Perceptions of the Persistence of Shocks to GDP 0 0 0 39 0 0 7 83
Internal consistency of survey respondents.forecasts: Evidence based on the Survey of Professional Forecasters 0 0 3 128 1 2 18 652
Internal consistency of survey respondentsíforecasts: Evidence based on the Survey of Professional Forecasters 0 1 1 5 1 5 13 36
Long-Run Restrictions and Survey Forecasts of Output, Consumption and Investment 0 0 0 27 0 1 9 52
MODELLING BUSINESS CYCLE FEATURES USING SWITCHING REGIME MODELS 0 0 0 0 0 1 6 449
MULTI-STEP ESTIMATION FOR FORECASTING 0 0 1 5 0 0 12 71
Macroeconomic Forecasting with Mixed Frequency Data: Forecasting US Output Growth 0 0 5 21 1 1 27 98
Macroeconomic Forecasting with Mixed Frequency Data: Forecasting US output growth and inflation 0 0 7 470 1 2 30 1,183
Macroeconomic Forecasting with Mixed Frequency Data: Forecasting US output growth and inflation 0 0 1 9 1 2 67 174
Measuring Macroeconomic Uncertainty: US Inflation and Output Growth 0 0 0 90 0 0 9 237
Modelling Business Cycle Features Using Switching Regime Models 0 0 0 40 2 2 10 121
Multi-Step Estimation for Forecasting 0 0 0 5 1 1 13 227
NON-LINEARITIES IN EXCHANGE RATES 0 0 0 0 0 0 6 15
Non-Linearities in Exchange Rates 0 0 1 7 2 2 10 621
On SETAR non- linearity and forecasting 0 0 0 54 0 0 20 146
On the Limitations of Comparing Mean Square Forecast Errors 0 0 0 1 0 1 15 776
Performance of Alternative Forecasting Methods for Setar Models 0 0 0 2 0 0 11 201
Pooling of Forecasts 0 0 0 333 0 0 12 828
Probability Distributions or Point Predictions? Survey Forecasts of US Output Growth and Inflation 0 0 0 68 0 1 12 225
Probability Distributions or Point Predictions? Survey Forecasts of US Output Growth and Inflation 0 0 0 2 1 3 16 86
Quantile Forecasts of Daily Exchange Rate Returns from Forecasts of Realized Volatility 0 0 0 2 0 0 8 89
Quantile Forecasts of Daily Exchange Rate Returns from Forecasts of Realized Volatility 0 0 1 293 1 2 18 1,073
Real-Time Factor Model Forecasting and the Effects of Instability 0 0 0 48 1 1 12 73
Real-time Forecasting of Inflation and Output Growth in the Presence of Data Revisions 0 0 1 79 0 0 15 165
Real-time Forecasting of Inflation and Output Growth in the Presence of Data Revisions 0 0 0 3 1 4 23 66
Robust Approaches to Forecasting 1 2 2 243 1 4 18 533
Rounding of probability forecasts: The SPF forecast probabilities of negative output growth 0 0 0 3 0 0 11 24
Rounding of probability forecasts: The SPF forecast probabilities of negative output growth 0 0 1 61 0 1 22 325
SEASONALITY, COINTEGRATION, AND THE FORECASTING OF ENERGY DEMAND 0 0 0 2 0 0 3 17
Seasonality, Cointegration, and the Forecasting of Energy Demand 0 0 0 6 0 0 4 1,162
Sir Clive W.J. Granger's Contributions to Forecasting 0 0 0 7 1 1 10 39
Subjective and Ex Post Forecast Uncertainty: US Inflation and Output Growth 0 0 0 1 0 0 13 32
Subjective and Ex Post Forecast Uncertainty: US Inflation and Output Growth 0 0 0 66 0 1 12 224
Surveys of Professionals 0 0 0 12 0 0 9 34
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 15 76
THE MATHEMATICAL STRUCTURE OF MODELS THAT EXHIBIT COINTEGRATION: A SURVEY OF RECENT APPROACHES 0 0 0 0 0 2 4 72
Testing Structural Hypotheses by Encompassing: Us Wages and Prices is the Mark-Up Pricing Hypothesis Dead? 0 0 0 0 0 1 4 53
The Performance of Alternative Forecasting Methods for SETAR Models 0 0 0 4 0 0 12 36
US inflation expectations and heterogeneous loss functions, 1968–2010 0 0 0 49 0 1 17 115
US inflation expectations and heterogeneous loss functions, 1968–2010 0 0 0 1 0 0 10 30
Why are survey forecasts superior to model forecasts? 0 0 0 2 0 1 14 30
Why are survey forecasts superior to model forecasts? 0 0 1 103 0 0 9 146
Total Working Papers 3 7 49 6,546 44 113 1,380 26,538
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 0 1 8 978
A comparison of tests of nonlinear cointegration with application to the predictability of US interest rates using the term structure 0 0 0 115 1 1 14 309
A comparison of the forecast performance of Markov-switching and threshold autoregressive models of US GNP 0 0 0 1 0 1 12 981
An Empirical Investigation of the Effects of Rounding on the SPF Probabilities of Decline and Output Growth Histograms 0 0 0 2 0 1 28 33
An Empirical Investigation of the Effects of Rounding on the SPF Probabilities of Decline and Output Growth Histograms 0 0 0 0 0 0 9 54
An Historical Perspective on Forecast Errors 0 0 0 0 1 2 10 13
An Historical Perspective on Forecast Errors 0 0 0 8 1 1 9 41
An Investigation into the Uncertainty Revision Process of Professional Forecasters 0 0 1 2 0 1 13 22
An Overview of Forecasting Facing Breaks 0 0 0 17 1 1 17 112
An empirical study of seasonal unit roots in forecasting 0 0 0 60 0 0 9 195
An evaluation of the forecasts of the federal reserve: a pooled approach 0 0 0 119 0 3 15 355
Are Professional Macroeconomic Forecasters Able To Do Better Than Forecasting Trends? 1 1 3 19 1 1 20 82
Are Some Forecasters’ Probability Assessments of Macro Variables Better Than Those of Others? 0 0 0 3 0 0 9 38
Are macroeconomic density forecasts informative? 0 0 0 38 0 0 10 123
Assessing Macro Uncertainty in Real-Time When Data Are Subject To Revision 0 0 1 8 1 1 10 56
Asymmetric output‐gap effects in Phillips Curve and mark‐up pricing models: Evidence for the US and the UK 0 0 0 99 2 2 10 414
Bootstrap prediction intervals for autoregressive time series 0 0 0 92 0 1 12 222
Bootstrapping prediction intervals for autoregressive models 0 0 0 88 0 0 12 255
Business Cycle Asymmetries: Characterization and Testing Based on Markov-Switching Autoregressions 0 0 0 0 0 0 17 655
Can Econometrics Improve Economic Forecasting? 0 0 0 73 0 0 14 221
Can oil shocks explain asymmetries in the US Business Cycle? 0 0 1 198 1 2 12 628
Can regime-switching models reproduce the business cycle features of US aggregate consumption, investment and output? 0 0 0 195 0 1 8 459
Combining probability forecasts 0 0 0 14 0 0 5 70
Combining probability forecasts 0 0 0 70 0 2 20 290
Comments on "Forecasting economic and financial variables with global VARs" 0 0 0 6 0 1 4 29
Comments on 'The state of macroeconomic forecasting' 0 0 0 32 0 1 5 155
Conditional mean functions of non-linear models of US output 0 0 0 40 0 0 10 252
Consensus and uncertainty: Using forecast probabilities of output declines 0 0 0 24 0 0 4 100
Density forecasting with Bayesian Vector Autoregressive models under macroeconomic data uncertainty 0 0 0 3 0 1 11 28
Do Macroforecasters Herd? 0 0 0 9 0 1 15 59
Do US Macroeconomic Forecasters Exaggerate their Differences? 0 0 0 5 0 1 6 42
Do forecasters target first or later releases of national accounts data? 0 0 0 2 0 0 6 34
Do professional forecasters believe in the Phillips curve? 0 0 0 1 0 1 16 27
Do professional forecasters pay attention to data releases? 0 0 0 19 0 0 11 94
Do professionals’ inflation forecasts incorporate the beliefs of others? A functional data approach 0 0 0 0 0 0 0 0
Do survey joiners and leavers differ from regular participants? The US SPF GDP growth and inflation forecasts 0 0 0 10 1 1 10 30
Economic Forecasting in a Changing World 0 0 1 91 0 0 17 218
Economic forecasting: some lessons from recent research 0 0 0 223 1 2 25 583
Empirical analysis of macroeconomic time series: VAR and structural models 0 0 0 520 0 0 5 1,020
Evaluating a Model by Forecast Performance* 0 0 1 89 0 0 8 292
Evaluating forecasts from SETAR models of exchange rates 0 0 0 153 1 1 10 354
Evaluating interval forecasts of high-frequency financial data 0 0 1 527 0 1 17 1,418
Evaluating multivariate forecast densities: a comparison of two approaches 0 0 0 76 1 2 6 203
Evaluating the Bank of England Density Forecasts of Inflation 0 0 0 106 0 8 19 345
Evaluating the survey of professional forecasters probability distributions of expected inflation based on derived event probability forecasts 0 0 0 78 0 0 7 279
Explanations of the inconsistencies in survey respondents' forecasts 1 2 2 61 2 3 12 238
FORECASTING QUARTERLY AGGREGATE CRIME SERIES 0 0 0 29 0 1 9 129
First announcements and real economic activity 1 1 2 20 1 1 11 156
Forecast Uncertainty- Ex Ante and Ex Post: U.S. Inflation and Output Growth 0 0 1 69 0 1 19 188
Forecast encompassing tests and probability forecasts 0 0 0 71 0 1 19 344
Forecaster Efficiency, Accuracy, and Disagreement: Evidence Using Individual‐Level Survey Data 0 0 0 8 1 1 9 36
Forecasting GDP growth rates in the United States and Brazil using Google Trends 0 0 3 5 0 19 35 66
Forecasting U.S. Output Growth with Non-Linear Models in the Presence of Data Uncertainty 0 0 0 50 0 1 11 131
Forecasting US output growth using leading indicators: an appraisal using MIDAS models 0 0 5 34 0 3 28 140
Forecasting US output growth using leading indicators: an appraisal using MIDAS models 0 0 0 318 1 5 19 753
Forecasting and forecast narratives: The Bank of England Inflation Reports 1 2 2 14 1 2 28 74
Forecasting by factors, by variables, by both or neither? 0 0 0 68 1 1 16 286
Forecasting economic and financial time-series with non-linear models 0 0 0 288 0 1 27 788
Forecasting economic processes 0 0 0 92 0 0 5 254
Forecasting in Cointegration Systems 0 0 0 380 0 4 15 766
Forecasting returns and risk in financial markets using linear and nonlinear models 0 0 0 95 0 1 10 226
Forecasting with Bayesian multivariate vintage-based VARs 0 0 2 7 0 1 10 98
Forecasting with difference-stationary and trend-stationary models 0 0 0 29 0 0 7 1,749
Forecasting with vector autoregressive models of data vintages: US output growth and inflation 0 0 0 25 0 0 10 169
Forecasting: theory and practice 2 4 13 67 10 22 187 535
Guest Editors’ Introduction: Information in Economic Forecasting 0 0 0 61 0 2 10 190
How local is the local inflation factor? Evidence from emerging European countries 1 1 1 5 2 2 16 30
Improving Real-Time Estimates of Output and Inflation Gaps With Multiple-Vintage Models 0 0 0 8 0 0 6 65
Inconsistent survey histograms and point forecasts revisited 0 0 0 0 0 2 15 16
Independent directors, information costs and foreign ownership in Chinese companies 0 0 3 11 0 0 14 152
Individual forecaster perceptions of the persistence of shocks to GDP 0 0 0 4 0 2 9 22
Intercept Corrections and Structural Change 0 3 5 268 1 9 27 885
Long-run restrictions and survey forecasts of output, consumption and investment 0 0 0 2 0 0 12 48
Macro-economic Forecasting and Modelling 0 0 0 138 1 1 6 446
Macroeconomic Forecasting With Mixed-Frequency Data 2 2 6 244 3 4 30 529
Measuring the effects of expectations shocks 0 0 2 19 0 0 14 62
Model and survey estimates of the term structure of US macroeconomic uncertainty 0 0 0 4 0 0 30 106
Modeling Price and Variance Jump Clustering Using the Marked Hawkes Process* 0 2 3 5 0 7 34 40
Modelling methodology and forecast failure 0 0 0 105 0 1 8 389
Multi-step Estimation for Forecasting 0 0 0 3 0 1 17 375
On SETAR non-linearity and forecasting 0 0 0 206 0 1 18 679
On winning forecasting competitions in economics 0 0 0 201 0 2 11 781
Pooling of forecasts 0 0 0 304 0 2 29 895
Predicting Early Data Revisions to U.S. GDP and the Effects of Releases on Equity Markets 0 0 2 6 0 2 17 59
Probability distributions or point predictions? Survey forecasts of US output growth and inflation 0 0 0 20 0 0 4 87
Quantile forecasts of daily exchange rate returns from forecasts of realized volatility 0 0 0 78 3 5 26 370
REAL‐TIME FORECASTING OF INFLATION AND OUTPUT GROWTH WITH AUTOREGRESSIVE MODELS IN THE PRESENCE OF DATA REVISIONS 0 0 0 0 1 4 15 106
Rationality and the Role of Judgement in Macroeconomic Forecasting 0 0 0 69 0 0 5 221
Real-time factor model forecasting and the effects of instability 0 0 0 8 1 2 19 69
Robust Evaluation of Fixed-Event Forecast Rationality 0 0 0 0 0 1 8 212
Robust approaches to forecasting 0 0 1 61 2 2 15 162
Rounding behaviour of professional macro-forecasters 0 0 1 3 0 1 6 15
Seasonality, Cointegration, and Forecasting UK Residential Energy Demand 0 0 0 162 0 0 14 378
Some possible directions for future research 0 0 0 53 0 0 30 415
Survey expectations and adjustments for multiple testing 0 0 2 2 0 1 12 21
TESTING THE EXPECTATIONS THEORY OF THE TERM STRUCTURE OF INTEREST RATES IN THRESHOLD MODELS 0 0 0 14 0 0 11 93
The UK Economy: Analysis and Prospects 0 0 0 2 0 0 2 631
The UK Economy: Analysis and Prospects 0 0 0 0 1 1 4 144
The UK Economy: Analysis and Prospects 0 0 0 0 0 1 5 285
The UK Economy: Analysis and Prospects 0 0 0 0 1 2 6 175
The World Economy: Analysis and Prospects 0 0 0 0 0 2 5 166
The World and UK Economy: Analysis and Prospects 0 0 0 0 0 1 4 81
The choice of performance measures, target setting and vesting levels in UK firms' Chief Executive Officer equity‐based compensation 0 0 1 4 0 0 22 28
The performance of alternative forecasting methods for SETAR models 0 0 0 114 0 0 13 341
US Inflation Expectations and Heterogeneous Loss Functions, 1968–2010 0 0 0 16 0 1 6 56
Total Journal Articles 9 18 66 7,489 46 173 1,557 29,119

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 1 3 20 301
Forecasting Economic Time Series 0 0 0 0 6 12 66 751
Forecasting Non-Stationary Economic Time Series 0 0 0 0 1 5 24 513
Total Books 0 0 0 0 8 20 110 1,565

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 7 7
Combining Predictors and Combining Information in Modelling: Forecasting US Recession Probabilities and Output Growth 0 0 0 2 0 0 5 8
Forecast Combination and Encompassing 0 0 0 0 1 1 15 32
Forecasting with Breaks 0 0 4 313 0 3 45 778
Introduction to the Handbook of Research Methods and Applications in Macroeconomic Forecasting 0 1 6 22 0 2 14 49
Real-time data and forecasting 2 4 8 14 2 7 22 37
Total Chapters 2 5 18 351 3 13 108 911
2 registered items for which data could not be found
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Statistics updated 2026-10-11