Access Statistics for Michael Peter Clements

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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 4 7 1 4 23 32
A Comparison of the Forecasting Performance of Markov-Switching and Threshold Autoregressive Models of US GNP 1 1 5 15 1 1 10 1,134
A Monte Carlo Study of the Forecasting Performance of Empirical Setar Models 0 0 3 5 1 2 13 239
An Overview of Forecasting Facing Breaks 0 2 5 104 3 11 27 121
Anticipating Early Data Revisions to US GDP and the Effects of Releases on Equity Markets 0 1 2 58 0 2 9 54
Are Macro-Forecasters Essentially The Same? An Analysis of Disagreement, Accuracy and Efficiency 1 4 7 67 2 6 16 82
Are Macroeconomic Density Forecasts Informative? 0 2 6 66 0 2 11 67
Assessing Macro Uncertainty In Real-Time When Data Are Subject To Revision 0 2 2 44 1 4 13 87
Assessing Macro-Forecaster Herding: Modelling versus Testing 0 1 4 25 0 2 13 36
Assessing the Evidence of Macro- Forecaster Herding: Forecasts of Inflation and Output Growth 0 1 2 37 0 1 5 49
Business Cycle Asymmetries: Characterisation and Testing based on Markov-Switching Autoregressions 0 1 2 2 0 1 8 12
Business Cycle Asymmetries: Characterisationand Testing Based on Markov-Switching Autoregression 0 0 4 192 0 0 9 749
Data Revisions and Real-time Probabilistic Forecasting of Macroeconomic Variables 0 1 8 92 1 2 11 122
Do Professional Forecasters Pay Attention to Data Releases? 0 1 3 47 0 2 7 114
Do Professional Forecasters Pay Attention to Data Releases? 0 0 1 2 1 1 10 19
Do Survey Joiners and Leavers Differ from Regular Participants? The US SPF GDP Growth and Inflation Forecasts 1 3 13 13 2 5 10 10
Do US Macroeconomic Forecasters Exaggerate Their Differences? 0 1 2 35 0 2 6 49
Do forecasters target first or later releases of national accounts data? 1 3 7 21 3 5 19 58
EVALUATING THE FORECAST DENSITIES OF LINEAR AND NON-LINEAR MODELS: APPLICATIONS TO OUTPUT GROWTH AND UNEMPLOYMENT 0 0 0 0 2 2 5 5
Economic Forecasting: Some Lessons from Recent Research 1 1 2 489 3 4 16 790
Economic Forecasting: Some Lessons from Recent Research 0 0 0 6 0 2 7 37
Economic Forecasting: Some Lessons from Recent Research 0 0 2 406 1 3 16 961
Economic forecasting: some lessons from recent research 0 0 0 443 1 2 8 941
Evaluating The Forecast of Densities of Linear and Non-Linear Models: Applications to Output Growth and Unemployment 0 0 1 16 1 2 9 643
Evaluating the Rationality of Fixed-Event Forecasts 0 0 4 6 1 1 15 342
Evaluating the rationality of fixed-event forecasts 0 0 0 1 0 0 4 8
Explanations of the inconsistencies in survey respondents' forecasts 0 0 0 0 3 8 22 38
Explanations of the inconsistencies in survey respondents'forecasts 0 0 1 79 0 0 6 250
FORECASTING SEASONAL UK CONSUMPTION COMPONENTS 0 0 0 1 1 1 5 6
FORECASTING WITH DIFFERENCE-STATIONARY AND TREND-STATIONARY MODELS 1 1 1 1 1 2 8 15
First Announcements and Real Economic Activity 0 0 1 1 1 3 10 14
First Announcements and Real Economic Activity 0 1 5 61 2 5 26 258
Forecast Encompassing Tests and Probability Forecasts 0 0 0 0 1 2 9 14
Forecast Encompassing Tests and Probability Forecasts 0 1 3 307 0 3 11 851
Forecasters' Disagreement about How the Economy Operates, and the Role of Long-run Relationships 0 0 0 0 0 2 7 30
Forecasting Seasonal UK Consumption Components 0 0 1 4 0 0 4 88
Forecasting Seasonal UK Consumption Components 0 0 2 53 0 0 7 809
Forecasting Seasonal UK Consumption Components 2 2 2 2 2 2 5 5
Forecasting by factors, by variables, or both? 0 1 1 142 2 7 15 228
Forecasting economic and financial time-series with non-linear models 1 1 4 870 2 3 14 1,633
Forecasting from Mis-specified Models in the Presence of Unanticipated Location Shifts 0 1 2 144 0 5 60 577
Forecasting in Cointegrated Systems 0 0 0 4 0 3 13 211
Forecasting with Difference-Stationary and Trend-Stationary Models 0 0 5 18 1 4 19 1,628
Forecasting with Difference-Stationary and Trend-Stationary Models 1 1 2 31 1 2 11 115
Improving Real-time Estimates of Output Gaps and Inflation Trends with Multiple-vintage Models 0 0 1 1 3 3 7 13
Improving Real-time Estimates of Output Gaps and Inflation Trends with Multiple-vintage Models 0 1 1 68 3 4 15 133
Individual Forecaster Perceptions of the Persistence of Shocks to GDP 0 3 15 15 1 4 14 14
Internal consistency of survey respondents.forecasts: Evidence based on the Survey of Professional Forecasters 0 0 3 122 0 0 13 621
Internal consistency of survey respondentsíforecasts: Evidence based on the Survey of Professional Forecasters 0 0 2 2 0 0 6 9
Long-Run Restrictions and Survey Forecasts of Output, Consumption and Investment 0 1 3 27 0 1 5 33
MODELLING BUSINESS CYCLE FEATURES USING SWITCHING REGIME MODELS 0 0 0 0 1 1 13 421
MULTI-STEP ESTIMATION FOR FORECASTING 0 1 1 1 0 2 44 47
Macroeconomic Forecasting with Mixed Frequency Data: Forecasting US Output Growth 3 4 6 311 7 12 25 599
Macroeconomic Forecasting with Mixed Frequency Data: Forecasting US Output Growth 3 3 6 6 4 5 14 18
Macroeconomic Forecasting with Mixed Frequency Data: Forecasting US output growth and inflation 0 0 3 453 1 3 19 1,067
Macroeconomic Forecasting with Mixed Frequency Data: Forecasting US output growth and inflation 0 1 2 3 2 8 21 28
Measuring Macroeconomic Uncertainty: US Inflation and Output Growth 0 2 5 86 1 3 14 132
Measuring the Effects of Expectations Shocks 0 6 6 6 1 3 3 3
Modelling Business Cycle Features Using Switching Regime Models 0 0 3 35 0 0 9 92
Multi-Step Estimation for Forecasting 0 0 2 5 0 0 5 202
NON-LINEARITIES IN EXCHANGE RATES 0 0 0 0 1 1 4 5
Non-Linearities in Exchange Rates 0 0 1 6 0 0 7 599
On SETAR non- linearity and forecasting 0 0 0 52 0 0 4 117
On the Limitations of Comparing Mean Square Forecast Errors 0 0 0 1 0 2 12 725
Performance of Alternative Forecasting Methods for Setar Models 0 0 1 1 0 0 9 182
Pooling of Forecasts 0 1 3 327 0 2 10 779
Probability Distributions or Point Predictions? Survey Forecasts of US Output Growth and Inflation 0 0 0 1 2 4 19 25
Probability Distributions or Point Predictions? Survey Forecasts of US Output Growth and Inflation 0 1 3 66 0 1 6 188
Quantile Forecasts of Daily Exchange Rate Returns from Forecasts of Realized Volatility 0 1 1 1 2 5 6 15
Quantile Forecasts of Daily Exchange Rate Returns from Forecasts of Realized Volatility 0 0 1 288 2 3 9 964
Real-Time Factor Model Forecasting and the Effects of Instability 0 1 2 47 0 1 5 51
Real-time Forecasting of Inflation and Output Growth in the Presence of Data Revisions 0 1 2 77 2 4 12 123
Real-time Forecasting of Inflation and Output Growth in the Presence of Data Revisions 0 1 2 2 3 4 7 11
Robust Approaches to Forecasting 1 3 10 224 4 10 27 421
Rounding of probability forecasts: The SPF forecast probabilities of negative output growth 0 0 1 3 0 0 4 8
Rounding of probability forecasts: The SPF forecast probabilities of negative output growth 0 0 0 60 0 1 11 294
SEASONALITY, COINTEGRATION, AND THE FORECASTING OF ENERGY DEMAND 1 1 2 2 1 1 6 8
Seasonality, Cointegration, and the Forecasting of Energy Demand 0 0 2 6 1 3 14 1,156
Sir Clive W.J. Granger's Contributions to Forecasting 0 1 3 4 0 2 8 22
Subjective and Ex Post Forecast Uncertainty: US Inflation and Output Growth 0 2 3 66 0 2 12 203
Subjective and Ex Post Forecast Uncertainty: US Inflation and Output Growth 0 0 0 1 0 0 4 10
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 10 54
THE MATHEMATICAL STRUCTURE OF MODELS THAT EXHIBIT COINTEGRATION: A SURVEY OF RECENT APPROACHES 0 0 0 0 0 0 1 63
Testing Structural Hypotheses by Encompassing: Us Wages and Prices is the Mark-Up Pricing Hypothesis Dead? 0 0 0 0 0 0 5 45
The Performance of Alternative Forecasting Methods for SETAR Models 0 0 1 1 0 1 7 10
US inflation expectations and heterogeneous loss functions, 1968–2010 0 0 0 0 1 1 10 11
US inflation expectations and heterogeneous loss functions, 1968–2010 0 1 2 49 0 1 4 93
Why are survey forecasts superior to model forecasts? 1 3 5 101 1 3 13 130
Why are survey forecasts superior to model forecasts? 1 1 1 2 1 1 5 10
Total Working Papers 20 76 224 6,446 87 223 1,030 23,285


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 1 1 324 1 4 18 933
A comparison of tests of nonlinear cointegration with application to the predictability of US interest rates using the term structure 0 0 0 113 1 1 4 244
A comparison of the forecast performance of Markov-switching and threshold autoregressive models of US GNP 0 0 0 1 1 1 10 942
An Empirical Investigation of the Effects of Rounding on the SPF Probabilities of Decline and Output Growth Histograms 0 0 0 0 0 0 3 38
An Historical Perspective on Forecast Errors 0 0 0 8 0 0 5 29
An Overview of Forecasting Facing Breaks 0 0 4 10 3 5 20 41
An empirical study of seasonal unit roots in forecasting 0 0 0 58 0 0 3 178
An evaluation of the forecasts of the federal reserve: a pooled approach 0 0 1 115 0 2 7 318
Are Professional Macroeconomic Forecasters Able To Do Better Than Forecasting Trends? 0 0 0 11 2 2 7 50
Are Some Forecasters’ Probability Assessments of Macro Variables Better Than Those of Others? 1 1 1 1 2 7 7 7
Are macroeconomic density forecasts informative? 2 5 11 25 3 8 31 74
Assessing Macro Uncertainty in Real-Time When Data Are Subject To Revision 0 0 1 5 1 3 9 31
Asymmetric output-gap effects in Phillips Curve and mark-up pricing models: Evidence for the US and the UK 0 0 1 97 0 0 6 391
Bootstrap prediction intervals for autoregressive time series 0 0 1 90 0 0 3 200
Bootstrapping prediction intervals for autoregressive models 0 0 3 82 0 0 10 218
Business Cycle Asymmetries: Characterization and Testing Based on Markov-Switching Autoregressions 0 0 0 0 2 2 11 599
Can Econometrics Improve Economic Forecasting? 0 0 0 70 0 0 8 189
Can oil shocks explain asymmetries in the US Business Cycle? 0 0 1 191 0 1 9 601
Can regime-switching models reproduce the business cycle features of US aggregate consumption, investment and output? 0 0 1 192 0 1 4 436
Combining probability forecasts 0 0 1 12 1 1 9 55
Combining probability forecasts 0 0 0 65 0 0 7 244
Comments on "Forecasting economic and financial variables with global VARs" 0 0 0 6 1 1 6 24
Comments on 'The state of macroeconomic forecasting' 0 0 0 32 0 1 3 147
Conditional mean functions of non-linear models of US output 0 0 0 40 1 1 7 236
Consensus and uncertainty: Using forecast probabilities of output declines 0 0 1 19 1 2 7 78
Do Macroforecasters Herd? 0 1 2 4 1 2 7 24
Do US Macroeconomic Forecasters Exaggerate their Differences? 0 0 1 4 0 3 7 29
Do forecasters target first or later releases of national accounts data? 0 0 1 1 2 5 10 10
Do professional forecasters pay attention to data releases? 0 0 2 14 0 1 11 72
Economic Forecasting in a Changing World 0 0 0 88 0 0 5 181
Economic forecasting: some lessons from recent research 0 1 4 211 1 4 20 514
Empirical analysis of macroeconomic time series: VAR and structural models 1 5 12 508 1 7 22 984
Evaluating a Model by Forecast Performance* 0 0 0 87 0 1 7 278
Evaluating forecasts from SETAR models of exchange rates 0 0 3 150 0 0 14 329
Evaluating interval forecasts of high-frequency financial data 0 0 1 522 0 0 3 1,386
Evaluating multivariate forecast densities: a comparison of two approaches 0 0 0 71 0 0 5 184
Evaluating the Bank of England Density Forecasts of Inflation 2 3 4 101 2 4 8 300
Evaluating the survey of professional forecasters probability distributions of expected inflation based on derived event probability forecasts 0 0 3 74 1 2 11 264
Explanations of the inconsistencies in survey respondents' forecasts 0 1 5 47 0 3 11 187
FORECASTING QUARTERLY AGGREGATE CRIME SERIES* 0 0 0 28 0 0 6 118
First announcements and real economic activity 0 0 0 16 2 6 18 89
Forecast Uncertainty- Ex Ante and Ex Post: U.S. Inflation and Output Growth 1 2 5 53 2 6 11 114
Forecast encompassing tests and probability forecasts 0 0 2 68 0 0 10 294
Forecasting U.S. Output Growth with Non-Linear Models in the Presence of Data Uncertainty 0 0 1 49 0 0 5 115
Forecasting US output growth using leading indicators: an appraisal using MIDAS models 1 1 11 284 6 15 39 599
Forecasting US output growth using leading indicators: an appraisal using MIDAS models 0 0 0 0 4 7 10 10
Forecasting by factors, by variables, by both or neither? 1 1 2 63 3 6 19 180
Forecasting economic and financial time-series with non-linear models 1 2 4 273 2 4 22 703
Forecasting economic processes 0 0 2 82 1 1 11 218
Forecasting in Cointegration Systems 0 0 0 374 0 1 8 738
Forecasting returns and risk in financial markets using linear and nonlinear models 0 0 0 94 0 0 3 212
Forecasting with Bayesian multivariate vintage-based VARs 0 0 0 5 2 5 13 37
Forecasting with difference-stationary and trend-stationary models 0 0 0 29 2 7 18 1,719
Forecasting with vector autoregressive models of data vintages: US output growth and inflation 0 0 2 10 1 3 9 65
Guest Editors’ Introduction: Information in Economic Forecasting 0 0 0 58 0 1 4 174
Improving Real-Time Estimates of Output and Inflation Gaps With Multiple-Vintage Models 0 0 0 8 1 2 10 45
Independent directors, information costs and foreign ownership in Chinese companies 0 0 3 6 0 6 29 68
Intercept Corrections and Structural Change 0 0 0 257 1 8 21 815
Long-run restrictions and survey forecasts of output, consumption and investment 0 0 1 2 0 0 6 26
Macro-economic Forecasting and Modelling 0 0 0 138 0 0 5 427
Macroeconomic Forecasting With Mixed-Frequency Data 5 8 20 198 9 19 44 403
Model and survey estimates of the term structure of US macroeconomic uncertainty 0 0 0 2 1 1 4 25
Modelling methodology and forecast failure 0 0 0 105 0 0 7 365
Multi-step Estimation for Forecasting 0 0 0 3 0 0 3 346
On SETAR non-linearity and forecasting 0 0 0 201 0 2 8 642
On winning forecasting competitions in economics 0 1 2 199 1 2 15 757
Pooling of forecasts 0 0 3 303 0 2 22 828
Predicting Early Data Revisions to U.S. GDP and the Effects of Releases on Equity Markets 0 0 0 0 1 2 8 17
Probability distributions or point predictions? Survey forecasts of US output growth and inflation 0 0 0 14 1 1 4 68
Quantile forecasts of daily exchange rate returns from forecasts of realized volatility 0 0 1 71 2 4 12 236
REAL‐TIME FORECASTING OF INFLATION AND OUTPUT GROWTH WITH AUTOREGRESSIVE MODELS IN THE PRESENCE OF DATA REVISIONS 0 0 0 0 1 3 13 72
Rationality and the Role of Judgement in Macroeconomic Forecasting 0 0 0 64 0 0 3 200
Real-time factor model forecasting and the effects of instability 0 0 2 7 0 1 8 32
Robust Evaluation of Fixed-Event Forecast Rationality 0 0 0 0 0 1 6 189
Robust approaches to forecasting 0 0 2 54 2 2 16 122
Seasonality, Cointegration, and Forecasting UK Residential Energy Demand 0 0 1 161 0 0 3 360
Some possible directions for future research 0 0 1 53 0 0 5 359
TESTING THE EXPECTATIONS THEORY OF THE TERM STRUCTURE OF INTEREST RATES IN THRESHOLD MODELS 0 0 0 10 0 0 2 66
The UK Economy: Analysis and Prospects 0 0 0 2 0 0 4 628
The UK Economy: Analysis and Prospects 0 0 0 0 0 0 4 136
The UK Economy: Analysis and Prospects 0 0 0 0 0 0 4 275
The UK Economy: Analysis and Prospects 0 0 0 0 1 1 4 168
The World Economy: Analysis and Prospects 0 0 0 0 0 0 3 160
The World and UK Economy: Analysis and Prospects 0 0 0 0 0 1 7 73
The performance of alternative forecasting methods for SETAR models 0 0 0 107 0 1 8 307
US Inflation Expectations and Heterogeneous Loss Functions, 1968–2010 0 0 2 13 1 1 6 39
Total Journal Articles 15 33 133 6,913 75 197 855 24,684


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 3 16 68 361
Forecasting Economic Time Series 0 0 0 0 1 6 21 217
Forecasting Non-Stationary Economic Time Series 0 0 0 0 11 19 56 380
Total Books 0 0 0 0 15 41 145 958


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Forecasting with Breaks 1 3 4 272 3 8 17 644
Total Chapters 1 3 4 272 3 8 17 644


Statistics updated 2020-08-05