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 0 1 6 1,162
A Monte Carlo Study of the Forecasting Performance of Empirical Setar Models 0 0 0 10 0 1 24 272
An Investigation into the Uncertainty Revision Process of Professional Forecasters 0 0 1 1 1 1 12 22
An Overview of Forecasting Facing Breaks 0 0 2 117 0 3 25 222
Anticipating Early Data Revisions to US GDP and the Effects of Releases on Equity Markets 0 0 0 61 0 1 10 77
Are Macro-Forecasters Essentially The Same? An Analysis of Disagreement, Accuracy and Efficiency 0 0 0 75 1 2 15 124
Are Macroeconomic Density Forecasts Informative? 0 1 1 70 1 2 11 89
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 1 1 8 69
Business Cycle Asymmetries: Characterisation and Testing based on Markov-Switching Autoregressions 0 0 0 6 1 2 19 52
Business Cycle Asymmetries: Characterisationand Testing Based on Markov-Switching Autoregression 0 0 1 200 0 0 12 783
Data Revisions and Real-time Probabilistic Forecasting of Macroeconomic Variables 0 0 0 100 0 1 19 230
Do Professional Forecasters Pay Attention to Data Releases? 0 0 0 48 0 0 18 138
Do Professional Forecasters Pay Attention to Data Releases? 0 0 0 3 1 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 1 17 90
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 0 0 8 0 1 37 86
Economic Forecasting: Some Lessons from Recent Research 0 0 0 493 2 2 30 851
Economic Forecasting: Some Lessons from Recent Research 1 1 1 413 3 3 14 998
Economic forecasting: some lessons from recent research 0 0 1 451 1 1 17 997
Evaluating The Forecast of Densities of Linear and Non-Linear Models: Applications to Output Growth and Unemployment 0 0 1 19 1 1 10 667
Evaluating the Rationality of Fixed-Event Forecasts 0 0 0 7 1 1 18 378
Evaluating the rationality of fixed-event forecasts 0 0 0 8 0 0 9 41
Explanations of the inconsistencies in survey respondents' forecasts 0 0 0 4 1 2 16 137
Explanations of the inconsistencies in survey respondents'forecasts 0 0 1 80 1 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 2 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 2 2 19 366
Forecast Encompassing Tests and Probability Forecasts 0 0 1 2 1 3 14 43
Forecast Encompassing Tests and Probability Forecasts 0 0 3 314 2 5 25 940
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 2 1 1 8 21
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 by factors, by variables, or both? 0 0 0 147 1 1 9 308
Forecasting economic and financial time-series with non-linear models 0 0 0 876 0 1 27 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 1 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 0 1 6 96 2 4 48 161
How Local is the Local Inflation Factor? Evidence from Emerging European Countries 0 0 0 28 2 2 21 79
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 1 7 83
Internal consistency of survey respondents.forecasts: Evidence based on the Survey of Professional Forecasters 0 0 3 128 1 1 17 651
Internal consistency of survey respondentsíforecasts: Evidence based on the Survey of Professional Forecasters 1 1 1 5 3 4 12 35
Long-Run Restrictions and Survey Forecasts of Output, Consumption and Investment 0 0 0 27 1 1 9 52
MODELLING BUSINESS CYCLE FEATURES USING SWITCHING REGIME MODELS 0 0 0 0 1 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 0 0 29 97
Macroeconomic Forecasting with Mixed Frequency Data: Forecasting US output growth and inflation 0 1 7 470 1 3 32 1,182
Macroeconomic Forecasting with Mixed Frequency Data: Forecasting US output growth and inflation 0 0 1 9 0 1 66 173
Measuring Macroeconomic Uncertainty: US Inflation and Output Growth 0 0 0 90 0 1 9 237
Modelling Business Cycle Features Using Switching Regime Models 0 0 0 40 0 1 9 119
Multi-Step Estimation for Forecasting 0 0 0 5 0 0 12 226
NON-LINEARITIES IN EXCHANGE RATES 0 0 0 0 0 0 6 15
Non-Linearities in Exchange Rates 0 0 1 7 0 0 8 619
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 1 1 15 776
Performance of Alternative Forecasting Methods for Setar Models 0 0 0 2 0 0 11 201
Pooling of Forecasts 0 0 1 333 0 1 13 828
Probability Distributions or Point Predictions? Survey Forecasts of US Output Growth and Inflation 0 0 0 2 2 2 16 85
Probability Distributions or Point Predictions? Survey Forecasts of US Output Growth and Inflation 0 0 0 68 1 1 12 225
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 0 2 17 1,072
Real-Time Factor Model Forecasting and the Effects of Instability 0 0 0 48 0 0 11 72
Real-time Forecasting of Inflation and Output Growth in the Presence of Data Revisions 0 0 0 3 2 3 23 65
Real-time Forecasting of Inflation and Output Growth in the Presence of Data Revisions 0 0 1 79 0 0 15 165
Robust Approaches to Forecasting 1 1 1 242 2 4 17 532
Rounding of probability forecasts: The SPF forecast probabilities of negative output growth 0 0 1 61 1 1 22 325
Rounding of probability forecasts: The SPF forecast probabilities of negative output growth 0 0 0 3 0 0 11 24
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 0 1 9 38
Subjective and Ex Post Forecast Uncertainty: US Inflation and Output Growth 0 0 0 66 1 1 12 224
Subjective and Ex Post Forecast Uncertainty: US Inflation and Output Growth 0 0 0 1 0 0 13 32
Surveys of Professionals 0 0 1 12 0 0 11 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 2 2 4 72
Testing Structural Hypotheses by Encompassing: Us Wages and Prices is the Mark-Up Pricing Hypothesis Dead? 0 0 0 0 1 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 2 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 1 1 14 30
Why are survey forecasts superior to model forecasts? 0 0 1 103 0 0 9 146
Total Working Papers 3 6 49 6,543 49 90 1,361 26,494
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 1 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 0 0 13 308
A comparison of the forecast performance of Markov-switching and threshold autoregressive models of US GNP 0 0 0 1 1 1 12 981
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 Empirical Investigation of the Effects of Rounding on the SPF Probabilities of Decline and Output Growth Histograms 0 0 0 2 0 2 28 33
An Historical Perspective on Forecast Errors 0 0 0 0 0 1 9 12
An Historical Perspective on Forecast Errors 0 0 0 8 0 0 8 40
An Investigation into the Uncertainty Revision Process of Professional Forecasters 0 0 1 2 0 1 15 22
An Overview of Forecasting Facing Breaks 0 0 0 17 0 0 16 111
An empirical study of seasonal unit roots in forecasting 0 0 0 60 0 1 9 195
An evaluation of the forecasts of the federal reserve: a pooled approach 0 0 0 119 1 3 15 355
Are Professional Macroeconomic Forecasters Able To Do Better Than Forecasting Trends? 0 1 2 18 0 1 19 81
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 0 0 9 55
Asymmetric output‐gap effects in Phillips Curve and mark‐up pricing models: Evidence for the US and the UK 0 0 0 99 0 1 8 412
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 1 18 655
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 0 1 11 627
Can regime-switching models reproduce the business cycle features of US aggregate consumption, investment and output? 0 0 0 195 0 2 8 459
Combining probability forecasts 0 0 0 70 0 2 21 290
Combining probability forecasts 0 0 0 14 0 0 6 70
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 11 252
Consensus and uncertainty: Using forecast probabilities of output declines 0 0 0 24 0 0 5 100
Density forecasting with Bayesian Vector Autoregressive models under macroeconomic data uncertainty 0 0 0 3 1 2 12 28
Do Macroforecasters Herd? 0 0 0 9 1 1 16 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 survey joiners and leavers differ from regular participants? The US SPF GDP growth and inflation forecasts 0 0 0 10 0 0 9 29
Economic Forecasting in a Changing World 0 1 1 91 0 1 17 218
Economic forecasting: some lessons from recent research 0 0 0 223 0 1 24 582
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 0 0 9 353
Evaluating interval forecasts of high-frequency financial data 0 0 1 527 1 1 17 1,418
Evaluating multivariate forecast densities: a comparison of two approaches 0 0 0 76 0 1 5 202
Evaluating the Bank of England Density Forecasts of Inflation 0 0 0 106 4 11 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 0 1 1 60 0 1 10 236
FORECASTING QUARTERLY AGGREGATE CRIME SERIES 0 0 0 29 0 1 9 129
First announcements and real economic activity 0 0 1 19 0 0 11 155
Forecast Uncertainty- Ex Ante and Ex Post: U.S. Inflation and Output Growth 0 0 2 69 1 1 20 188
Forecast encompassing tests and probability forecasts 0 0 0 71 1 1 19 344
Forecaster Efficiency, Accuracy, and Disagreement: Evidence Using Individual‐Level Survey Data 0 0 0 8 0 0 8 35
Forecasting GDP growth rates in the United States and Brazil using Google Trends 0 0 3 5 18 19 36 66
Forecasting U.S. Output Growth with Non-Linear Models in the Presence of Data Uncertainty 0 0 0 50 1 2 11 131
Forecasting US output growth using leading indicators: an appraisal using MIDAS models 0 0 6 34 2 4 30 140
Forecasting US output growth using leading indicators: an appraisal using MIDAS models 0 0 0 318 2 4 18 752
Forecasting and forecast narratives: The Bank of England Inflation Reports 0 1 1 13 0 2 28 73
Forecasting by factors, by variables, by both or neither? 0 0 0 68 0 0 15 285
Forecasting economic and financial time-series with non-linear models 0 0 0 288 1 2 28 788
Forecasting economic processes 0 0 0 92 0 1 5 254
Forecasting in Cointegration Systems 0 0 0 380 2 4 15 766
Forecasting returns and risk in financial markets using linear and nonlinear models 0 0 0 95 1 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 1 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 0 4 11 65 4 22 182 525
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 0 0 0 4 0 0 15 28
Improving Real-Time Estimates of Output and Inflation Gaps With Multiple-Vintage Models 0 0 0 8 0 0 7 65
Inconsistent survey histograms and point forecasts revisited 0 0 0 0 2 2 15 16
Independent directors, information costs and foreign ownership in Chinese companies 0 0 3 11 0 1 14 152
Individual forecaster perceptions of the persistence of shocks to GDP 0 0 0 4 1 2 9 22
Intercept Corrections and Structural Change 1 4 5 268 2 10 26 884
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 0 0 5 445
Macroeconomic Forecasting With Mixed-Frequency Data 0 1 4 242 0 3 28 526
Measuring the effects of expectations shocks 0 0 2 19 0 1 15 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* 1 2 3 5 4 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 1 2 18 679
On winning forecasting competitions in economics 0 0 0 201 2 2 11 781
Pooling of forecasts 0 0 0 304 2 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 1 3 23 367
REAL‐TIME FORECASTING OF INFLATION AND OUTPUT GROWTH WITH AUTOREGRESSIVE MODELS IN THE PRESENCE OF DATA REVISIONS 0 0 0 0 1 3 14 105
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 0 1 18 68
Robust Evaluation of Fixed-Event Forecast Rationality 0 0 0 0 0 1 8 212
Robust approaches to forecasting 0 0 1 61 0 0 13 160
Rounding behaviour of professional macro-forecasters 0 1 1 3 0 2 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 1 36 415
Survey expectations and adjustments for multiple testing 0 0 2 2 0 1 13 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 0 0 1 5 174
The UK Economy: Analysis and Prospects 0 0 0 0 1 1 5 285
The UK Economy: Analysis and Prospects 0 0 0 0 0 0 3 143
The UK Economy: Analysis and Prospects 0 0 0 2 0 0 2 631
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 2 16 59 7,480 60 164 1,543 29,073

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 4 11 62 745
Forecasting Economic Time Series 0 0 0 0 2 2 21 300
Forecasting Non-Stationary Economic Time Series 0 0 0 0 1 5 23 512
Total Books 0 0 0 0 7 18 106 1,557

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 0 0 15 31
Forecasting with Breaks 0 0 4 313 2 6 46 778
Introduction to the Handbook of Research Methods and Applications in Macroeconomic Forecasting 1 1 7 22 2 2 17 49
Real-time data and forecasting 1 3 7 12 2 6 21 35
Total Chapters 2 4 18 349 6 14 111 908
2 registered items for which data could not be found
logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-09-10