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 2 5 5 2 10 17 19
A Comparison of the Forecasting Performance of Markov-Switching and Threshold Autoregressive Models of US GNP 0 1 2 11 0 2 11 1,126
A Monte Carlo Study of the Forecasting Performance of Empirical Setar Models 0 0 0 2 2 3 4 229
An Overview of Forecasting Facing Breaks 1 1 3 100 1 3 13 97
Anticipating Early Data Revisions to US GDP and the Effects of Releases on Equity Markets 0 0 0 56 1 2 5 47
Are Macro-Forecasters Essentially The Same? An Analysis of Disagreement, Accuracy and Efficiency 0 0 5 60 0 4 14 70
Are Macroeconomic Density Forecasts Informative? 0 0 10 60 0 1 9 57
Assessing Macro Uncertainty In Real-Time When Data Are Subject To Revision 0 0 4 42 2 3 14 77
Assessing Macro-Forecaster Herding: Modelling versus Testing 0 0 21 21 1 3 23 26
Assessing the Evidence of Macro- Forecaster Herding: Forecasts of Inflation and Output Growth 0 0 0 35 0 1 2 45
Business Cycle Asymmetries: Characterisation and Testing based on Markov-Switching Autoregressions 1 1 1 1 1 5 8 9
Business Cycle Asymmetries: Characterisationand Testing Based on Markov-Switching Autoregression 1 2 2 190 1 4 8 744
Data Revisions and Real-time Probabilistic Forecasting of Macroeconomic Variables 0 1 9 85 0 1 19 112
Do Professional Forecasters Pay Attention to Data Releases? 0 0 1 1 2 5 13 14
Do Professional Forecasters Pay Attention to Data Releases? 1 1 2 45 1 2 10 109
Do US Macroeconomic Forecasters Exaggerate Their Differences? 0 0 0 33 1 1 5 44
Do forecasters target first or later releases of national accounts data? 0 1 3 15 3 8 18 47
EVALUATING THE FORECAST DENSITIES OF LINEAR AND NON-LINEAR MODELS: APPLICATIONS TO OUTPUT GROWTH AND UNEMPLOYMENT 0 0 0 0 1 1 1 1
Economic Forecasting: Some Lessons from Recent Research 0 0 0 6 0 2 6 32
Economic Forecasting: Some Lessons from Recent Research 0 0 0 404 2 6 13 951
Economic Forecasting: Some Lessons from Recent Research 0 0 2 487 0 6 12 780
Economic forecasting: some lessons from recent research 0 0 1 443 1 2 7 935
Evaluating The Forecast of Densities of Linear and Non-Linear Models: Applications to Output Growth and Unemployment 0 0 1 15 1 3 4 637
Evaluating the Rationality of Fixed-Event Forecasts 1 1 1 3 2 3 5 330
Evaluating the rationality of fixed-event forecasts 0 0 1 1 0 2 6 6
Explanations of the inconsistencies in survey respondents' forecasts 0 0 0 0 1 7 22 23
Explanations of the inconsistencies in survey respondents'forecasts 0 0 0 78 2 2 4 246
FORECASTING SEASONAL UK CONSUMPTION COMPONENTS 0 0 1 1 2 3 4 4
FORECASTING WITH DIFFERENCE-STATIONARY AND TREND-STATIONARY MODELS 0 0 0 0 0 1 6 8
First Announcements and Real Economic Activity 0 0 0 0 0 1 4 5
First Announcements and Real Economic Activity 0 1 2 57 3 10 15 242
Forecast Encompassing Tests and Probability Forecasts 0 0 0 0 1 1 5 6
Forecast Encompassing Tests and Probability Forecasts 0 0 3 304 1 1 9 841
Forecasters' Disagreement about How the Economy Operates, and the Role of Long-run Relationships 0 0 0 0 0 1 4 24
Forecasting Seasonal UK Consumption Components 0 0 0 3 2 2 4 86
Forecasting Seasonal UK Consumption Components 0 0 0 0 2 3 3 3
Forecasting Seasonal UK Consumption Components 0 0 0 51 2 4 5 806
Forecasting by factors, by variables, or both? 0 0 2 141 0 1 8 214
Forecasting economic and financial time-series with non-linear models 1 1 3 867 2 3 15 1,622
Forecasting from Mis-specified Models in the Presence of Unanticipated Location Shifts 0 0 0 142 14 24 39 541
Forecasting in Cointegrated Systems 0 0 0 4 1 3 5 201
Forecasting with Difference-Stationary and Trend-Stationary Models 0 0 0 29 1 2 10 106
Forecasting with Difference-Stationary and Trend-Stationary Models 0 1 4 14 2 5 23 1,614
Improving Real-time Estimates of Output Gaps and Inflation Trends with Multiple-vintage Models 0 0 0 0 0 1 7 7
Improving Real-time Estimates of Output Gaps and Inflation Trends with Multiple-vintage Models 0 0 0 67 2 7 11 125
Internal consistency of survey respondents.forecasts: Evidence based on the Survey of Professional Forecasters 0 1 3 120 3 8 18 616
Internal consistency of survey respondentsíforecasts: Evidence based on the Survey of Professional Forecasters 0 1 1 1 1 3 5 6
Long-Run Restrictions and Survey Forecasts of Output, Consumption and Investment 0 0 0 24 1 1 1 29
MODELLING BUSINESS CYCLE FEATURES USING SWITCHING REGIME MODELS 0 0 0 0 0 7 13 415
MULTI-STEP ESTIMATION FOR FORECASTING 0 0 0 0 0 1 4 4
Macroeconomic Forecasting with Mixed Frequency Data: Forecasting US Output Growth 0 0 0 0 0 3 6 7
Macroeconomic Forecasting with Mixed Frequency Data: Forecasting US Output Growth 1 1 9 306 3 5 27 579
Macroeconomic Forecasting with Mixed Frequency Data: Forecasting US output growth and inflation 1 1 1 2 2 5 10 12
Macroeconomic Forecasting with Mixed Frequency Data: Forecasting US output growth and inflation 0 1 3 451 1 5 17 1,053
Measuring Macroeconomic Uncertainty: US Inflation and Output Growth 0 1 5 82 0 2 12 120
Modelling Business Cycle Features Using Switching Regime Models 0 2 2 34 0 4 7 87
Multi-Step Estimation for Forecasting 0 0 1 3 0 1 3 198
NON-LINEARITIES IN EXCHANGE RATES 0 0 0 0 1 1 2 2
Non-Linearities in Exchange Rates 0 0 0 5 1 2 3 594
On SETAR non- linearity and forecasting 0 0 1 52 0 1 3 114
On the Limitations of Comparing Mean Square Forecast Errors 0 0 0 1 1 5 14 718
Performance of Alternative Forecasting Methods for Setar Models 0 0 0 0 2 4 4 177
Pooling of Forecasts 0 2 3 326 2 5 12 774
Probability Distributions or Point Predictions? Survey Forecasts of US Output Growth and Inflation 0 0 1 1 3 6 12 12
Probability Distributions or Point Predictions? Survey Forecasts of US Output Growth and Inflation 0 0 1 63 1 3 9 185
Quantile Forecasts of Daily Exchange Rate Returns from Forecasts of Realized Volatility 0 0 1 287 1 2 5 957
Quantile Forecasts of Daily Exchange Rate Returns from Forecasts of Realized Volatility 0 0 0 0 1 1 6 10
Real-Time Factor Model Forecasting and the Effects of Instability 0 0 0 45 1 1 5 47
Real-time Forecasting of Inflation and Output Growth in the Presence of Data Revisions 0 0 0 75 0 4 6 115
Real-time Forecasting of Inflation and Output Growth in the Presence of Data Revisions 0 0 0 0 0 0 3 4
Robust Approaches to Forecasting 0 2 9 216 0 3 27 397
Rounding of probability forecasts: The SPF forecast probabilities of negative output growth 0 0 5 60 2 6 14 289
Rounding of probability forecasts: The SPF forecast probabilities of negative output growth 0 0 2 2 1 1 4 5
SEASONALITY, COINTEGRATION, AND THE FORECASTING OF ENERGY DEMAND 0 0 0 0 1 2 4 4
Seasonality, Cointegration, and the Forecasting of Energy Demand 0 0 1 4 0 3 6 1,145
Sir Clive W.J. Granger's Contributions to Forecasting 0 0 1 1 0 2 3 16
Subjective and Ex Post Forecast Uncertainty: US Inflation and Output Growth 0 0 0 1 2 3 7 9
Subjective and Ex Post Forecast Uncertainty: US Inflation and Output Growth 0 0 0 63 3 4 12 195
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 4 5 7 49
THE MATHEMATICAL STRUCTURE OF MODELS THAT EXHIBIT COINTEGRATION: A SURVEY OF RECENT APPROACHES 0 0 0 0 1 1 2 63
Testing Structural Hypotheses by Encompassing: Us Wages and Prices is the Mark-Up Pricing Hypothesis Dead? 0 0 0 0 2 2 7 42
The Performance of Alternative Forecasting Methods for SETAR Models 0 0 0 0 2 3 5 6
US inflation expectations and heterogeneous loss functions, 1968–2010 0 0 0 47 0 0 4 89
US inflation expectations and heterogeneous loss functions, 1968–2010 0 0 0 0 5 5 6 6
Why are survey forecasts superior to model forecasts? 0 0 1 1 1 3 7 8
Why are survey forecasts superior to model forecasts? 0 1 2 97 0 5 9 122
Total Working Papers 8 27 142 6,249 112 293 781 22,548


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 1 323 4 9 11 924
A comparison of tests of nonlinear cointegration with application to the predictability of US interest rates using the term structure 0 0 0 113 0 1 2 241
A comparison of the forecast performance of Markov-switching and threshold autoregressive models of US GNP 0 0 0 1 1 6 16 938
An Empirical Investigation of the Effects of Rounding on the SPF Probabilities of Decline and Output Growth Histograms 0 0 0 0 0 2 4 37
An Historical Perspective on Forecast Errors 0 0 1 8 0 2 6 26
An Overview of Forecasting Facing Breaks 1 2 3 8 1 7 12 28
An empirical study of seasonal unit roots in forecasting 0 0 0 58 1 2 3 177
An evaluation of the forecasts of the federal reserve: a pooled approach 1 1 2 115 2 2 4 313
Are Professional Macroeconomic Forecasters Able To Do Better Than Forecasting Trends? 0 0 2 11 0 2 9 45
Are macroeconomic density forecasts informative? 1 2 7 16 1 7 26 50
Assessing Macro Uncertainty in Real-Time When Data Are Subject To Revision 0 0 2 4 2 2 13 24
Asymmetric output-gap effects in Phillips Curve and mark-up pricing models: Evidence for the US and the UK 0 0 0 96 0 1 2 386
Bootstrap prediction intervals for autoregressive time series 0 1 3 90 0 3 6 200
Bootstrapping prediction intervals for autoregressive models 1 2 5 81 4 6 11 214
Business Cycle Asymmetries: Characterization and Testing Based on Markov-Switching Autoregressions 0 0 0 0 1 6 15 594
Can Econometrics Improve Economic Forecasting? 0 0 2 70 1 1 7 182
Can oil shocks explain asymmetries in the US Business Cycle? 1 1 2 191 2 2 6 594
Can regime-switching models reproduce the business cycle features of US aggregate consumption, investment and output? 0 0 1 191 0 1 4 433
Combining probability forecasts 0 0 0 11 0 1 4 47
Combining probability forecasts 0 0 3 65 1 3 8 240
Comments on "Forecasting economic and financial variables with global VARs" 0 0 0 6 0 2 3 20
Comments on 'The state of macroeconomic forecasting' 0 0 0 32 0 1 1 145
Conditional mean functions of non-linear models of US output 0 0 0 40 0 1 2 230
Consensus and uncertainty: Using forecast probabilities of output declines 0 0 0 18 1 3 5 74
Do Macroforecasters Herd? 0 0 2 2 0 0 13 17
Do US Macroeconomic Forecasters Exaggerate their Differences? 0 0 0 3 1 1 4 23
Do professional forecasters pay attention to data releases? 0 1 1 13 1 3 6 64
Economic Forecasting in a Changing World 0 0 1 88 0 0 3 176
Economic forecasting: some lessons from recent research 0 0 1 207 2 5 11 499
Empirical analysis of macroeconomic time series: VAR and structural models 0 3 9 499 1 7 21 969
Evaluating a Model by Forecast Performance* 0 0 0 87 2 3 6 274
Evaluating forecasts from SETAR models of exchange rates 1 1 1 148 2 2 2 317
Evaluating interval forecasts of high-frequency financial data 0 0 0 521 0 1 2 1,384
Evaluating multivariate forecast densities: a comparison of two approaches 0 0 0 71 4 5 8 184
Evaluating the Bank of England Density Forecasts of Inflation 0 0 2 97 0 0 7 292
Evaluating the survey of professional forecasters probability distributions of expected inflation based on derived event probability forecasts 0 0 0 71 3 5 8 258
Explanations of the inconsistencies in survey respondents' forecasts 1 2 5 44 1 5 14 181
FORECASTING QUARTERLY AGGREGATE CRIME SERIES* 0 0 0 28 2 3 5 115
First announcements and real economic activity 0 0 1 16 1 2 6 73
Forecast Uncertainty- Ex Ante and Ex Post: U.S. Inflation and Output Growth 0 0 4 48 1 1 8 104
Forecast encompassing tests and probability forecasts 0 0 0 66 1 3 6 287
Forecasting U.S. Output Growth with Non-Linear Models in the Presence of Data Uncertainty 0 0 0 48 1 3 4 113
Forecasting US output growth using leading indicators: an appraisal using MIDAS models 0 1 11 274 1 4 29 564
Forecasting US output growth using leading indicators: an appraisal using MIDAS models 0 0 0 0 0 2 2 2
Forecasting by factors, by variables, by both or neither? 0 0 0 61 0 3 4 164
Forecasting economic and financial time-series with non-linear models 0 0 2 269 3 5 15 686
Forecasting economic processes 0 0 2 80 6 7 15 214
Forecasting in Cointegration Systems 0 0 2 374 0 1 3 731
Forecasting returns and risk in financial markets using linear and nonlinear models 0 0 0 94 1 1 2 210
Forecasting with Bayesian multivariate vintage-based VARs 0 0 0 5 0 2 4 26
Forecasting with difference-stationary and trend-stationary models 0 0 0 29 0 3 10 1,704
Forecasting with vector autoregressive models of data vintages: US output growth and inflation 0 0 0 8 2 2 4 58
Guest Editors’ Introduction: Information in Economic Forecasting 0 0 0 58 2 2 6 172
Improving Real-Time Estimates of Output and Inflation Gaps With Multiple-Vintage Models 0 0 0 8 3 5 6 40
Independent directors, information costs and foreign ownership in Chinese companies 0 1 1 4 2 10 29 49
Intercept Corrections and Structural Change 0 0 0 257 1 4 6 798
Long-run restrictions and survey forecasts of output, consumption and investment 0 0 0 1 0 1 5 21
Macro-economic Forecasting and Modelling 0 0 0 138 1 1 4 423
Macroeconomic Forecasting With Mixed-Frequency Data 1 6 17 184 2 9 44 368
Model and survey estimates of the term structure of US macroeconomic uncertainty 0 0 1 2 1 2 9 23
Modelling methodology and forecast failure 0 0 2 105 2 3 6 361
Multi-step Estimation for Forecasting 0 0 0 3 1 2 4 345
On SETAR non-linearity and forecasting 0 0 1 201 1 2 7 636
On winning forecasting competitions in economics 0 1 2 198 3 7 10 749
Pooling of forecasts 0 3 5 303 3 15 24 821
Predicting Early Data Revisions to U.S. GDP and the Effects of Releases on Equity Markets 0 0 0 0 2 4 7 13
Probability distributions or point predictions? Survey forecasts of US output growth and inflation 0 0 0 14 0 2 6 66
Quantile forecasts of daily exchange rate returns from forecasts of realized volatility 0 0 1 70 1 3 7 227
REAL‐TIME FORECASTING OF INFLATION AND OUTPUT GROWTH WITH AUTOREGRESSIVE MODELS IN THE PRESENCE OF DATA REVISIONS 0 0 0 0 1 6 7 65
Rationality and the Role of Judgement in Macroeconomic Forecasting 0 0 3 64 1 3 7 200
Real-time factor model forecasting and the effects of instability 0 0 0 5 0 3 6 27
Robust Evaluation of Fixed-Event Forecast Rationality 0 0 0 0 0 1 3 184
Robust approaches to forecasting 0 1 6 53 1 7 16 113
Seasonality, Cointegration, and Forecasting UK Residential Energy Demand 0 0 1 160 0 1 2 358
Some possible directions for future research 0 0 0 52 1 2 3 356
TESTING THE EXPECTATIONS THEORY OF THE TERM STRUCTURE OF INTEREST RATES IN THRESHOLD MODELS 0 0 0 10 0 1 2 65
The UK Economy: Analysis and Prospects 0 0 0 0 0 1 2 165
The UK Economy: Analysis and Prospects 0 0 0 0 1 3 4 274
The UK Economy: Analysis and Prospects 0 0 0 0 0 1 6 133
The UK Economy: Analysis and Prospects 0 0 0 2 1 2 6 626
The World Economy: Analysis and Prospects 0 0 0 0 0 0 0 157
The World and UK Economy: Analysis and Prospects 0 0 0 0 2 3 6 69
The performance of alternative forecasting methods for SETAR models 0 0 0 107 3 4 4 303
US Inflation Expectations and Heterogeneous Loss Functions, 1968–2010 0 0 0 11 0 0 2 33
Total Journal Articles 8 29 118 6,809 94 262 658 24,091


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 2 4 19 200
Forecasting Economic Time Series 0 0 0 0 9 16 62 309
Forecasting Non-Stationary Economic Time Series 0 0 0 0 4 15 44 339
Total Books 0 0 0 0 15 35 125 848


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Forecasting with Breaks 0 0 2 268 1 2 12 629
Total Chapters 0 0 2 268 1 2 12 629


Statistics updated 2019-11-03