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 0 0 1 54
A Comparison of the Forecasting Performance of Markov-Switching and Threshold Autoregressive Models of US GNP 0 0 2 25 0 0 3 1,155
A Monte Carlo Study of the Forecasting Performance of Empirical Setar Models 0 0 0 10 0 0 0 248
An Investigation into the Uncertainty Revision Process of Professional Forecasters 0 0 0 0 1 3 7 7
An Overview of Forecasting Facing Breaks 0 1 3 114 0 2 5 195
Anticipating Early Data Revisions to US GDP and the Effects of Releases on Equity Markets 0 0 0 61 0 0 0 65
Are Macro-Forecasters Essentially The Same? An Analysis of Disagreement, Accuracy and Efficiency 0 0 1 75 0 1 5 109
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 1 48 0 1 2 100
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 0 0 1 60
Business Cycle Asymmetries: Characterisation and Testing based on Markov-Switching Autoregressions 0 0 0 6 0 0 0 31
Business Cycle Asymmetries: Characterisationand Testing Based on Markov-Switching Autoregression 0 0 0 199 0 0 0 770
Data Revisions and Real-time Probabilistic Forecasting of Macroeconomic Variables 0 0 0 100 0 0 2 210
Do Professional Forecasters Pay Attention to Data Releases? 0 0 1 3 0 1 3 28
Do Professional Forecasters Pay Attention to Data Releases? 0 0 0 48 0 0 0 119
Do Professional Forecasters' Phillips Curves Incorporate the Beliefs of Others? 0 0 1 9 0 1 6 10
Do Survey Joiners and Leavers Differ from Regular Participants? The US SPF GDP Growth and Inflation Forecasts 0 0 1 19 0 0 3 34
Do US Macroeconomic Forecasters Exaggerate Their Differences? 0 0 1 37 0 0 1 54
Do forecasters target first or later releases of national accounts data? 0 0 1 25 0 0 2 72
EVALUATING THE FORECAST DENSITIES OF LINEAR AND NON-LINEAR MODELS: APPLICATIONS TO OUTPUT GROWTH AND UNEMPLOYMENT 0 0 3 11 0 0 4 28
Economic Forecasting: Some Lessons from Recent Research 0 0 2 410 0 0 4 981
Economic Forecasting: Some Lessons from Recent Research 0 0 2 493 0 7 13 821
Economic Forecasting: Some Lessons from Recent Research 1 1 1 8 1 1 2 49
Economic forecasting: some lessons from recent research 0 0 2 449 0 2 8 979
Evaluating The Forecast of Densities of Linear and Non-Linear Models: Applications to Output Growth and Unemployment 0 0 0 18 0 1 1 657
Evaluating the Rationality of Fixed-Event Forecasts 0 0 0 7 0 1 1 358
Evaluating the rationality of fixed-event forecasts 0 1 3 8 0 1 4 31
Explanations of the inconsistencies in survey respondents' forecasts 0 0 1 4 0 0 1 120
Explanations of the inconsistencies in survey respondents'forecasts 0 0 0 79 0 0 0 256
FORECASTING SEASONAL UK CONSUMPTION COMPONENTS 0 0 0 1 0 1 1 8
FORECASTING WITH DIFFERENCE-STATIONARY AND TREND-STATIONARY MODELS 0 0 0 3 0 1 1 34
First Announcements and Real Economic Activity 0 0 0 1 0 1 2 63
First Announcements and Real Economic Activity 0 0 0 62 0 0 0 345
Forecast Encompassing Tests and Probability Forecasts 0 0 0 311 0 3 4 914
Forecast Encompassing Tests and Probability Forecasts 0 0 0 1 0 0 0 29
Forecasters' Disagreement about How the Economy Operates, and the Role of Long-run Relationships 0 0 0 0 0 0 1 43
Forecasting Seasonal UK Consumption Components 0 0 0 53 0 0 0 814
Forecasting Seasonal UK Consumption Components 0 0 0 2 0 1 1 13
Forecasting Seasonal UK Consumption Components 0 0 0 4 0 1 2 91
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 0 0 1 1,660
Forecasting from Mis-specified Models in the Presence of Unanticipated Location Shifts 0 0 1 149 0 1 2 626
Forecasting in Cointegrated Systems 0 0 0 4 0 1 2 225
Forecasting with Difference-Stationary and Trend-Stationary Models 0 0 0 22 0 0 0 1,660
Forecasting with Difference-Stationary and Trend-Stationary Models 0 1 1 44 0 5 11 187
Forecasting: theory and practice 0 1 9 90 3 7 23 109
How Local is the Local Inflation Factor? Evidence from Emerging European Countries 0 0 0 28 0 1 4 58
Improving Real-time Estimates of Output Gaps and Inflation Trends with Multiple-vintage Models 1 1 1 4 1 1 2 76
Individual Forecaster Perceptions of the Persistence of Shocks to GDP 0 0 1 39 0 0 4 76
Internal consistency of survey respondents.forecasts: Evidence based on the Survey of Professional Forecasters 0 0 0 125 0 1 1 634
Internal consistency of survey respondentsíforecasts: Evidence based on the Survey of Professional Forecasters 0 0 1 3 0 0 3 21
Long-Run Restrictions and Survey Forecasts of Output, Consumption and Investment 0 0 0 27 0 0 1 42
MODELLING BUSINESS CYCLE FEATURES USING SWITCHING REGIME MODELS 0 0 0 0 0 0 0 440
MULTI-STEP ESTIMATION FOR FORECASTING 0 0 1 4 0 0 2 59
Macroeconomic Forecasting with Mixed Frequency Data: Forecasting US Output Growth 1 1 2 15 2 3 8 65
Macroeconomic Forecasting with Mixed Frequency Data: Forecasting US output growth and inflation 0 0 0 463 1 1 3 1,148
Macroeconomic Forecasting with Mixed Frequency Data: Forecasting US output growth and inflation 1 1 1 8 2 2 12 107
Measuring Macroeconomic Uncertainty: US Inflation and Output Growth 0 0 1 90 0 0 2 226
Modelling Business Cycle Features Using Switching Regime Models 0 0 0 40 0 0 2 109
Multi-Step Estimation for Forecasting 0 0 0 5 0 1 1 213
NON-LINEARITIES IN EXCHANGE RATES 0 0 0 0 0 1 3 9
Non-Linearities in Exchange Rates 0 0 0 6 0 1 1 611
On SETAR non- linearity and forecasting 0 0 0 54 0 1 1 126
On the Limitations of Comparing Mean Square Forecast Errors 0 0 0 1 2 3 13 761
Performance of Alternative Forecasting Methods for Setar Models 0 0 1 2 1 1 2 190
Pooling of Forecasts 0 0 5 332 0 2 9 814
Probability Distributions or Point Predictions? Survey Forecasts of US Output Growth and Inflation 0 0 1 2 1 2 3 69
Probability Distributions or Point Predictions? Survey Forecasts of US Output Growth and Inflation 0 0 0 68 0 1 2 211
Quantile Forecasts of Daily Exchange Rate Returns from Forecasts of Realized Volatility 0 0 0 2 0 0 1 81
Quantile Forecasts of Daily Exchange Rate Returns from Forecasts of Realized Volatility 0 1 1 291 0 1 3 1,054
Real-Time Factor Model Forecasting and the Effects of Instability 0 0 0 48 0 0 2 60
Real-time Forecasting of Inflation and Output Growth in the Presence of Data Revisions 0 0 0 78 1 1 2 148
Real-time Forecasting of Inflation and Output Growth in the Presence of Data Revisions 0 0 1 3 0 0 3 41
Robust Approaches to Forecasting 0 0 3 240 0 1 8 513
Rounding of probability forecasts: The SPF forecast probabilities of negative output growth 0 0 0 60 0 0 1 302
Rounding of probability forecasts: The SPF forecast probabilities of negative output growth 0 0 0 3 0 0 0 12
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 0 0 0 1,158
Sir Clive W.J. Granger's Contributions to Forecasting 0 0 0 7 0 1 1 29
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 0 0 0 18
Surveys of Professionals 0 0 0 11 1 1 2 22
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 1 61
THE MATHEMATICAL STRUCTURE OF MODELS THAT EXHIBIT COINTEGRATION: A SURVEY OF RECENT APPROACHES 0 0 0 0 0 0 1 66
Testing Structural Hypotheses by Encompassing: Us Wages and Prices is the Mark-Up Pricing Hypothesis Dead? 0 0 0 0 0 0 0 48
The Performance of Alternative Forecasting Methods for SETAR Models 0 0 0 4 0 0 1 24
US inflation expectations and heterogeneous loss functions, 1968–2010 1 1 1 1 1 2 3 20
US inflation expectations and heterogeneous loss functions, 1968–2010 0 0 0 49 0 0 2 98
Why are survey forecasts superior to model forecasts? 0 0 0 102 0 0 0 135
Why are survey forecasts superior to model forecasts? 0 0 0 2 0 0 0 16
Total Working Papers 5 10 58 6,481 18 73 240 25,051
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 0 0 970
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 0 1 294
A comparison of the forecast performance of Markov-switching and threshold autoregressive models of US GNP 0 0 0 1 0 1 9 967
An Empirical Investigation of the Effects of Rounding on the SPF Probabilities of Decline and Output Growth Histograms 0 0 0 0 0 1 2 44
An Empirical Investigation of the Effects of Rounding on the SPF Probabilities of Decline and Output Growth Histograms 0 0 0 2 0 0 0 5
An Historical Perspective on Forecast Errors 0 0 0 8 0 0 1 31
An Historical Perspective on Forecast Errors 0 0 0 0 0 1 1 3
An Investigation into the Uncertainty Revision Process of Professional Forecasters 1 1 1 1 2 4 4 4
An Overview of Forecasting Facing Breaks 0 1 1 15 1 3 6 91
An empirical study of seasonal unit roots in forecasting 0 0 0 60 0 1 1 185
An evaluation of the forecasts of the federal reserve: a pooled approach 0 0 0 118 1 1 4 336
Are Professional Macroeconomic Forecasters Able To Do Better Than Forecasting Trends? 0 0 0 15 0 0 1 61
Are Some Forecasters’ Probability Assessments of Macro Variables Better Than Those of Others? 0 0 0 3 0 0 1 28
Are macroeconomic density forecasts informative? 0 1 1 37 0 1 1 112
Assessing Macro Uncertainty in Real-Time When Data Are Subject To Revision 0 0 0 7 0 0 1 44
Asymmetric output‐gap effects in Phillips Curve and mark‐up pricing models: Evidence for the US and the UK 1 1 1 99 1 2 3 404
Bootstrap prediction intervals for autoregressive time series 0 0 1 92 0 1 2 209
Bootstrapping prediction intervals for autoregressive models 0 0 2 88 0 1 5 242
Business Cycle Asymmetries: Characterization and Testing Based on Markov-Switching Autoregressions 0 0 0 0 0 0 1 636
Can Econometrics Improve Economic Forecasting? 0 0 1 73 0 0 4 207
Can oil shocks explain asymmetries in the US Business Cycle? 0 0 0 197 0 2 2 616
Can regime-switching models reproduce the business cycle features of US aggregate consumption, investment and output? 0 0 0 193 0 0 4 448
Combining probability forecasts 0 0 1 14 1 1 2 63
Combining probability forecasts 0 0 1 70 0 1 2 269
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 0 0 0 149
Conditional mean functions of non-linear models of US output 0 0 0 40 1 1 1 239
Consensus and uncertainty: Using forecast probabilities of output declines 0 1 1 23 0 2 5 94
Density forecasting with Bayesian Vector Autoregressive models under macroeconomic data uncertainty 0 0 0 3 0 1 2 16
Do Macroforecasters Herd? 0 0 0 9 0 0 1 43
Do US Macroeconomic Forecasters Exaggerate their Differences? 0 0 0 4 0 0 1 35
Do forecasters target first or later releases of national accounts data? 0 0 0 2 0 0 2 28
Do professional forecasters believe in the Phillips curve? 0 0 1 1 0 0 7 7
Do professional forecasters pay attention to data releases? 0 0 0 19 0 0 0 83
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 1 90 0 0 1 199
Economic forecasting: some lessons from recent research 0 0 2 223 0 4 9 557
Empirical analysis of macroeconomic time series: VAR and structural models 0 0 0 520 0 1 2 1,014
Evaluating a Model by Forecast Performance* 0 0 0 88 0 0 1 284
Evaluating forecasts from SETAR models of exchange rates 0 0 1 153 0 1 3 344
Evaluating interval forecasts of high-frequency financial data 0 0 0 525 0 0 0 1,400
Evaluating multivariate forecast densities: a comparison of two approaches 0 0 1 76 0 0 2 197
Evaluating the Bank of England Density Forecasts of Inflation 0 0 0 106 0 0 2 326
Evaluating the survey of professional forecasters probability distributions of expected inflation based on derived event probability forecasts 0 0 1 76 0 0 4 270
Explanations of the inconsistencies in survey respondents' forecasts 0 1 2 59 0 1 3 223
FORECASTING QUARTERLY AGGREGATE CRIME SERIES 0 0 0 29 0 0 0 120
First announcements and real economic activity 0 0 2 18 0 1 5 142
Forecast Uncertainty- Ex Ante and Ex Post: U.S. Inflation and Output Growth 0 1 3 64 0 2 5 162
Forecast encompassing tests and probability forecasts 0 0 2 71 0 1 3 323
Forecaster Efficiency, Accuracy, and Disagreement: Evidence Using Individual‐Level Survey Data 0 0 0 7 0 1 2 26
Forecasting GDP growth rates in the United States and Brazil using Google Trends 0 0 1 2 0 2 13 25
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 0 0 4 318 1 1 13 733
Forecasting US output growth using leading indicators: an appraisal using MIDAS models 0 1 6 27 0 2 15 106
Forecasting and forecast narratives: The Bank of England Inflation Reports 0 0 1 12 0 0 4 45
Forecasting by factors, by variables, by both or neither? 0 0 1 68 0 3 7 267
Forecasting economic and financial time-series with non-linear models 0 0 1 288 0 1 6 760
Forecasting economic processes 1 1 1 92 2 4 4 247
Forecasting in Cointegration Systems 0 0 0 379 0 0 2 749
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 0 0 1 87
Forecasting with difference-stationary and trend-stationary models 0 0 0 29 1 1 4 1,740
Forecasting with vector autoregressive models of data vintages: US output growth and inflation 1 1 4 23 1 1 7 154
Forecasting: theory and practice 1 2 17 50 9 23 133 309
Guest Editors’ Introduction: Information in Economic Forecasting 0 0 1 61 0 1 2 180
How local is the local inflation factor? Evidence from emerging European countries 0 1 3 4 0 2 9 12
Improving Real-Time Estimates of Output and Inflation Gaps With Multiple-Vintage Models 0 0 0 8 0 0 1 56
Independent directors, information costs and foreign ownership in Chinese companies 0 0 0 8 0 0 2 138
Individual forecaster perceptions of the persistence of shocks to GDP 0 0 0 4 0 0 1 13
Intercept Corrections and Structural Change 0 1 2 263 0 5 10 858
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 0 0 0 439
Macroeconomic Forecasting With Mixed-Frequency Data 0 0 7 237 1 3 14 496
Measuring the effects of expectations shocks 0 0 2 16 0 0 6 45
Model and survey estimates of the term structure of US macroeconomic uncertainty 0 0 0 4 0 0 3 76
Modeling Price and Variance Jump Clustering Using the Marked Hawkes Process* 0 0 0 0 0 1 3 3
Modelling methodology and forecast failure 0 0 0 105 0 1 1 379
Multi-step Estimation for Forecasting 0 0 0 3 0 1 1 358
On SETAR non-linearity and forecasting 0 0 0 206 0 0 2 660
On winning forecasting competitions in economics 0 0 0 201 0 0 0 770
Pooling of forecasts 0 0 0 304 0 1 17 864
Predicting Early Data Revisions to U.S. GDP and the Effects of Releases on Equity Markets 0 0 0 4 0 0 0 38
Probability distributions or point predictions? Survey forecasts of US output growth and inflation 0 0 1 20 0 2 3 83
Quantile forecasts of daily exchange rate returns from forecasts of realized volatility 0 0 1 78 0 0 4 343
REAL‐TIME FORECASTING OF INFLATION AND OUTPUT GROWTH WITH AUTOREGRESSIVE MODELS IN THE PRESENCE OF DATA REVISIONS 0 0 0 0 0 0 2 91
Rationality and the Role of Judgement in Macroeconomic Forecasting 0 1 2 69 0 1 4 214
Real-time factor model forecasting and the effects of instability 0 0 0 8 0 1 1 49
Robust Evaluation of Fixed-Event Forecast Rationality 0 0 0 0 0 2 4 203
Robust approaches to forecasting 0 1 3 60 0 3 6 145
Rounding behaviour of professional macro-forecasters 0 1 1 2 0 1 2 9
Seasonality, Cointegration, and Forecasting UK Residential Energy Demand 0 0 0 162 0 0 1 364
Some possible directions for future research 0 0 0 53 0 0 0 362
Survey expectations and adjustments for multiple testing 0 0 0 0 0 2 8 8
TESTING THE EXPECTATIONS THEORY OF THE TERM STRUCTURE OF INTEREST RATES IN THRESHOLD MODELS 0 0 0 14 0 2 3 82
The UK Economy: Analysis and Prospects 0 0 0 0 0 1 1 140
The UK Economy: Analysis and Prospects 0 0 0 0 0 1 1 169
The UK Economy: Analysis and Prospects 0 0 0 0 0 1 2 279
The UK Economy: Analysis and Prospects 0 0 0 2 0 0 1 629
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 0 1 1 77
The choice of performance measures, target setting and vesting levels in UK firms' Chief Executive Officer equity‐based compensation 0 0 0 2 1 1 2 4
The performance of alternative forecasting methods for SETAR models 0 1 1 114 0 1 2 328
US Inflation Expectations and Heterogeneous Loss Functions, 1968–2010 0 0 0 15 0 2 2 49
Total Journal Articles 5 18 88 7,391 23 112 454 27,363

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 9 15 59 654
Forecasting Economic Time Series 0 0 0 0 2 4 10 275
Forecasting Non-Stationary Economic Time Series 0 0 0 0 0 3 16 488
Total Books 0 0 0 0 11 22 85 1,417

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 1 2 0 0 2 3
Forecast Combination and Encompassing 0 0 0 0 0 0 3 16
Forecasting with Breaks 0 0 3 308 0 1 11 726
Introduction to the Handbook of Research Methods and Applications in Macroeconomic Forecasting 1 3 9 9 1 5 17 17
Real-time data and forecasting 1 2 2 2 2 6 10 10
Total Chapters 2 5 15 321 3 12 43 772
2 registered items for which data could not be found
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Statistics updated 2025-05-12