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 1 3 8 1 2 15 34
A Comparison of the Forecasting Performance of Markov-Switching and Threshold Autoregressive Models of US GNP 1 1 5 16 1 2 10 1,136
A Monte Carlo Study of the Forecasting Performance of Empirical Setar Models 0 0 3 5 1 1 11 240
An Overview of Forecasting Facing Breaks 0 2 6 106 1 6 30 127
Anticipating Early Data Revisions to US GDP and the Effects of Releases on Equity Markets 0 1 3 59 0 1 8 55
Are Macro-Forecasters Essentially The Same? An Analysis of Disagreement, Accuracy and Efficiency 0 1 8 68 1 3 15 85
Are Macroeconomic Density Forecasts Informative? 0 2 8 68 1 3 13 70
Assessing Macro Uncertainty In Real-Time When Data Are Subject To Revision 0 0 2 44 0 0 10 87
Assessing Macro-Forecaster Herding: Modelling versus Testing 0 2 6 27 2 6 16 42
Assessing the Evidence of Macro- Forecaster Herding: Forecasts of Inflation and Output Growth 0 0 2 37 0 0 4 49
Business Cycle Asymmetries: Characterisation and Testing based on Markov-Switching Autoregressions 0 2 3 4 1 5 8 17
Business Cycle Asymmetries: Characterisationand Testing Based on Markov-Switching Autoregression 1 2 4 194 2 5 10 754
Data Revisions and Real-time Probabilistic Forecasting of Macroeconomic Variables 0 1 8 93 1 5 15 127
Density Forecasting with BVAR Models under Macroeconomic Data Uncertainty 2 2 2 2 4 4 4 4
Do Professional Forecasters Pay Attention to Data Releases? 0 0 2 47 0 0 5 114
Do Professional Forecasters Pay Attention to Data Releases? 0 0 1 2 0 0 5 19
Do Survey Joiners and Leavers Differ from Regular Participants? The US SPF GDP Growth and Inflation Forecasts 1 3 16 16 1 5 15 15
Do US Macroeconomic Forecasters Exaggerate Their Differences? 1 1 3 36 2 2 7 51
Do forecasters target first or later releases of national accounts data? 0 1 7 22 1 4 15 62
EVALUATING THE FORECAST DENSITIES OF LINEAR AND NON-LINEAR MODELS: APPLICATIONS TO OUTPUT GROWTH AND UNEMPLOYMENT 0 0 0 0 1 2 6 7
Economic Forecasting: Some Lessons from Recent Research 0 0 2 406 0 1 11 962
Economic Forecasting: Some Lessons from Recent Research 0 0 0 6 0 1 6 38
Economic Forecasting: Some Lessons from Recent Research 0 0 2 489 0 0 10 790
Economic forecasting: some lessons from recent research 0 0 0 443 1 2 8 943
Evaluating The Forecast of Densities of Linear and Non-Linear Models: Applications to Output Growth and Unemployment 0 0 1 16 2 3 9 646
Evaluating the Rationality of Fixed-Event Forecasts 0 0 3 6 1 2 14 344
Evaluating the rationality of fixed-event forecasts 0 0 0 1 2 2 4 10
Explanations of the inconsistencies in survey respondents' forecasts 0 1 1 1 0 1 16 39
Explanations of the inconsistencies in survey respondents'forecasts 0 0 1 79 0 1 5 251
FORECASTING SEASONAL UK CONSUMPTION COMPONENTS 0 0 0 1 0 0 2 6
FORECASTING WITH DIFFERENCE-STATIONARY AND TREND-STATIONARY MODELS 0 0 1 1 0 3 10 18
First Announcements and Real Economic Activity 0 0 1 1 1 3 12 17
First Announcements and Real Economic Activity 0 0 4 61 1 9 25 267
Forecast Encompassing Tests and Probability Forecasts 0 2 5 309 2 11 21 862
Forecast Encompassing Tests and Probability Forecasts 0 0 0 0 0 2 10 16
Forecasters' Disagreement about How the Economy Operates, and the Role of Long-run Relationships 0 0 0 0 0 1 7 31
Forecasting Seasonal UK Consumption Components 0 0 1 4 0 1 3 89
Forecasting Seasonal UK Consumption Components 0 0 2 53 0 0 3 809
Forecasting Seasonal UK Consumption Components 0 0 2 2 1 2 4 7
Forecasting by factors, by variables, or both? 0 0 1 142 1 4 18 232
Forecasting economic and financial time-series with non-linear models 0 0 3 870 0 1 12 1,634
Forecasting from Mis-specified Models in the Presence of Unanticipated Location Shifts 0 0 2 144 2 7 43 584
Forecasting in Cointegrated Systems 0 0 0 4 0 1 11 212
Forecasting with Difference-Stationary and Trend-Stationary Models 0 0 2 31 0 3 12 118
Forecasting with Difference-Stationary and Trend-Stationary Models 0 0 4 18 1 7 21 1,635
Improving Real-time Estimates of Output Gaps and Inflation Trends with Multiple-vintage Models 0 0 1 1 1 1 7 14
Improving Real-time Estimates of Output Gaps and Inflation Trends with Multiple-vintage Models 0 0 1 68 1 2 10 135
Individual Forecaster Perceptions of the Persistence of Shocks to GDP 0 3 18 18 2 10 24 24
Internal consistency of survey respondents.forecasts: Evidence based on the Survey of Professional Forecasters 0 0 2 122 0 2 7 623
Internal consistency of survey respondentsíforecasts: Evidence based on the Survey of Professional Forecasters 0 0 1 2 0 0 3 9
Long-Run Restrictions and Survey Forecasts of Output, Consumption and Investment 0 0 3 27 0 1 5 34
MODELLING BUSINESS CYCLE FEATURES USING SWITCHING REGIME MODELS 0 0 0 0 3 6 12 427
MULTI-STEP ESTIMATION FOR FORECASTING 0 0 1 1 1 1 44 48
Macroeconomic Forecasting with Mixed Frequency Data: Forecasting US Output Growth 1 2 8 8 2 5 16 23
Macroeconomic Forecasting with Mixed Frequency Data: Forecasting US Output Growth 0 1 6 312 4 7 27 606
Macroeconomic Forecasting with Mixed Frequency Data: Forecasting US output growth and inflation 0 0 2 453 2 5 19 1,072
Macroeconomic Forecasting with Mixed Frequency Data: Forecasting US output growth and inflation 0 0 1 3 2 6 22 34
Measuring Macroeconomic Uncertainty: US Inflation and Output Growth 0 0 4 86 2 3 15 135
Measuring the Effects of Expectations Shocks 1 2 8 8 3 4 7 7
Modelling Business Cycle Features Using Switching Regime Models 2 2 3 37 2 2 7 94
Multi-Step Estimation for Forecasting 0 0 2 5 1 3 7 205
NON-LINEARITIES IN EXCHANGE RATES 0 0 0 0 1 1 4 6
Non-Linearities in Exchange Rates 0 0 1 6 0 0 5 599
On SETAR non- linearity and forecasting 0 0 0 52 0 0 3 117
On the Limitations of Comparing Mean Square Forecast Errors 0 0 0 1 0 1 8 726
Performance of Alternative Forecasting Methods for Setar Models 0 0 1 1 0 1 6 183
Pooling of Forecasts 0 0 1 327 3 8 13 787
Probability Distributions or Point Predictions? Survey Forecasts of US Output Growth and Inflation 0 0 0 1 1 4 17 29
Probability Distributions or Point Predictions? Survey Forecasts of US Output Growth and Inflation 0 1 4 67 0 3 6 191
Quantile Forecasts of Daily Exchange Rate Returns from Forecasts of Realized Volatility 0 0 1 288 1 4 11 968
Quantile Forecasts of Daily Exchange Rate Returns from Forecasts of Realized Volatility 0 0 1 1 0 3 8 18
Real-Time Factor Model Forecasting and the Effects of Instability 0 0 2 47 0 0 4 51
Real-time Forecasting of Inflation and Output Growth in the Presence of Data Revisions 0 0 2 77 1 4 12 127
Real-time Forecasting of Inflation and Output Growth in the Presence of Data Revisions 0 0 2 2 0 1 8 12
Robust Approaches to Forecasting 0 1 9 225 4 8 32 429
Rounding of probability forecasts: The SPF forecast probabilities of negative output growth 0 0 1 3 0 0 3 8
Rounding of probability forecasts: The SPF forecast probabilities of negative output growth 0 0 0 60 0 0 5 294
SEASONALITY, COINTEGRATION, AND THE FORECASTING OF ENERGY DEMAND 0 0 2 2 0 2 6 10
Seasonality, Cointegration, and the Forecasting of Energy Demand 0 0 2 6 0 1 12 1,157
Sir Clive W.J. Granger's Contributions to Forecasting 0 0 3 4 0 0 6 22
Subjective and Ex Post Forecast Uncertainty: US Inflation and Output Growth 0 0 0 1 0 1 2 11
Subjective and Ex Post Forecast Uncertainty: US Inflation and Output Growth 0 0 3 66 0 2 10 205
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 2 7 56
THE MATHEMATICAL STRUCTURE OF MODELS THAT EXHIBIT COINTEGRATION: A SURVEY OF RECENT APPROACHES 0 0 0 0 0 1 1 64
Testing Structural Hypotheses by Encompassing: Us Wages and Prices is the Mark-Up Pricing Hypothesis Dead? 0 0 0 0 0 1 4 46
The Performance of Alternative Forecasting Methods for SETAR Models 0 0 1 1 2 2 6 12
US inflation expectations and heterogeneous loss functions, 1968–2010 0 0 0 0 0 0 5 11
US inflation expectations and heterogeneous loss functions, 1968–2010 0 0 2 49 0 0 4 93
Why are survey forecasts superior to model forecasts? 0 0 1 2 0 0 2 10
Why are survey forecasts superior to model forecasts? 0 0 4 101 0 0 8 130
Total Working Papers 10 37 234 6,483 75 232 969 23,517


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 1 324 1 1 10 934
A comparison of tests of nonlinear cointegration with application to the predictability of US interest rates using the term structure 0 1 1 114 2 3 6 247
A comparison of the forecast performance of Markov-switching and threshold autoregressive models of US GNP 0 0 0 1 1 1 5 943
An Empirical Investigation of the Effects of Rounding on the SPF Probabilities of Decline and Output Growth Histograms 0 0 0 0 0 0 0 0
An Empirical Investigation of the Effects of Rounding on the SPF Probabilities of Decline and Output Growth Histograms 0 0 0 0 0 0 1 38
An Historical Perspective on Forecast Errors 0 0 0 8 0 0 3 29
An Overview of Forecasting Facing Breaks 1 1 3 11 1 3 16 44
An empirical study of seasonal unit roots in forecasting 0 0 0 58 0 0 1 178
An evaluation of the forecasts of the federal reserve: a pooled approach 1 1 1 116 2 2 7 320
Are Professional Macroeconomic Forecasters Able To Do Better Than Forecasting Trends? 0 0 0 11 0 0 5 50
Are Some Forecasters’ Probability Assessments of Macro Variables Better Than Those of Others? 0 0 1 1 1 3 10 10
Are macroeconomic density forecasts informative? 1 2 11 27 2 5 29 79
Assessing Macro Uncertainty in Real-Time When Data Are Subject To Revision 0 0 1 5 0 3 10 34
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 5 391
Bootstrap prediction intervals for autoregressive time series 0 0 0 90 0 0 0 200
Bootstrapping prediction intervals for autoregressive models 0 0 1 82 1 4 8 222
Business Cycle Asymmetries: Characterization and Testing Based on Markov-Switching Autoregressions 0 0 0 0 1 2 7 601
Can Econometrics Improve Economic Forecasting? 0 0 0 70 1 2 9 191
Can oil shocks explain asymmetries in the US Business Cycle? 0 0 0 191 0 0 7 601
Can regime-switching models reproduce the business cycle features of US aggregate consumption, investment and output? 0 0 1 192 0 0 3 436
Combining probability forecasts 0 1 1 66 1 4 8 248
Combining probability forecasts 0 0 1 12 0 0 8 55
Comments on "Forecasting economic and financial variables with global VARs" 0 0 0 6 0 0 4 24
Comments on 'The state of macroeconomic forecasting' 0 0 0 32 0 0 2 147
Conditional mean functions of non-linear models of US output 0 0 0 40 0 0 6 236
Consensus and uncertainty: Using forecast probabilities of output declines 0 0 1 19 0 0 4 78
Do Macroforecasters Herd? 0 1 3 5 0 1 8 25
Do US Macroeconomic Forecasters Exaggerate their Differences? 0 0 1 4 0 0 6 29
Do forecasters target first or later releases of national accounts data? 0 0 1 1 2 3 13 13
Do professional forecasters pay attention to data releases? 0 0 1 14 0 0 8 72
Economic Forecasting in a Changing World 0 0 0 88 0 1 6 182
Economic forecasting: some lessons from recent research 0 0 4 211 0 1 16 515
Empirical analysis of macroeconomic time series: VAR and structural models 1 1 10 509 1 1 16 985
Evaluating a Model by Forecast Performance* 0 0 0 87 0 0 4 278
Evaluating forecasts from SETAR models of exchange rates 1 1 3 151 1 1 13 330
Evaluating interval forecasts of high-frequency financial data 0 0 1 522 0 0 2 1,386
Evaluating multivariate forecast densities: a comparison of two approaches 0 0 0 71 1 1 1 185
Evaluating the Bank of England Density Forecasts of Inflation 0 2 6 103 0 2 10 302
Evaluating the survey of professional forecasters probability distributions of expected inflation based on derived event probability forecasts 0 0 3 74 0 0 6 264
Explanations of the inconsistencies in survey respondents' forecasts 0 0 3 47 0 1 7 188
FORECASTING QUARTERLY AGGREGATE CRIME SERIES 0 1 1 29 0 1 4 119
First announcements and real economic activity 0 0 0 16 0 6 22 95
Forecast Uncertainty- Ex Ante and Ex Post: U.S. Inflation and Output Growth 1 1 6 54 3 5 15 119
Forecast encompassing tests and probability forecasts 0 0 2 68 2 3 10 297
Forecasting U.S. Output Growth with Non-Linear Models in the Presence of Data Uncertainty 0 0 1 49 0 0 2 115
Forecasting US output growth using leading indicators: an appraisal using MIDAS models 0 1 1 1 1 2 10 12
Forecasting US output growth using leading indicators: an appraisal using MIDAS models 0 5 15 289 3 12 47 611
Forecasting and forecast narratives: The Bank of England Inflation Reports 1 2 2 2 1 2 2 2
Forecasting by factors, by variables, by both or neither? 0 0 2 63 1 4 20 184
Forecasting economic and financial time-series with non-linear models 0 1 5 274 5 9 26 712
Forecasting economic processes 0 0 2 82 0 1 5 219
Forecasting in Cointegration Systems 0 1 1 375 0 2 9 740
Forecasting returns and risk in financial markets using linear and nonlinear models 0 0 0 94 0 0 2 212
Forecasting with Bayesian multivariate vintage-based VARs 0 0 0 5 0 1 12 38
Forecasting with difference-stationary and trend-stationary models 0 0 0 29 0 2 17 1,721
Forecasting with vector autoregressive models of data vintages: US output growth and inflation 0 1 3 11 1 2 9 67
Guest Editors’ Introduction: Information in Economic Forecasting 0 0 0 58 0 0 2 174
Improving Real-Time Estimates of Output and Inflation Gaps With Multiple-Vintage Models 0 0 0 8 1 2 7 47
Independent directors, information costs and foreign ownership in Chinese companies 0 0 2 6 0 5 24 73
Intercept Corrections and Structural Change 0 0 0 257 1 1 18 816
Long-run restrictions and survey forecasts of output, consumption and investment 0 0 1 2 0 1 6 27
Macro-economic Forecasting and Modelling 0 0 0 138 0 1 5 428
Macroeconomic Forecasting With Mixed-Frequency Data 2 6 20 204 4 9 44 412
Model and survey estimates of the term structure of US macroeconomic uncertainty 0 0 0 2 0 1 3 26
Modelling methodology and forecast failure 0 0 0 105 0 0 4 365
Multi-step Estimation for Forecasting 0 0 0 3 1 1 2 347
On SETAR non-linearity and forecasting 0 2 2 203 1 3 9 645
On winning forecasting competitions in economics 1 1 2 200 1 2 10 759
Pooling of forecasts 0 0 0 303 1 2 9 830
Predicting Early Data Revisions to U.S. GDP and the Effects of Releases on Equity Markets 0 0 0 0 0 3 7 20
Probability distributions or point predictions? Survey forecasts of US output growth and inflation 0 1 1 15 1 2 4 70
Quantile forecasts of daily exchange rate returns from forecasts of realized volatility 0 1 2 72 0 2 11 238
REAL‐TIME FORECASTING OF INFLATION AND OUTPUT GROWTH WITH AUTOREGRESSIVE MODELS IN THE PRESENCE OF DATA REVISIONS 0 0 0 0 1 3 10 75
Rationality and the Role of Judgement in Macroeconomic Forecasting 0 0 0 64 0 0 0 200
Real-time factor model forecasting and the effects of instability 0 0 2 7 1 5 10 37
Robust Evaluation of Fixed-Event Forecast Rationality 0 0 0 0 2 2 7 191
Robust approaches to forecasting 1 1 2 55 2 2 11 124
Seasonality, Cointegration, and Forecasting UK Residential Energy Demand 0 0 1 161 0 0 2 360
Some possible directions for future research 0 0 1 53 0 2 5 361
TESTING THE EXPECTATIONS THEORY OF THE TERM STRUCTURE OF INTEREST RATES IN THRESHOLD MODELS 0 0 0 10 0 1 2 67
The UK Economy: Analysis and Prospects 0 0 0 0 0 1 2 276
The UK Economy: Analysis and Prospects 0 0 0 2 0 0 2 628
The UK Economy: Analysis and Prospects 0 0 0 0 0 0 3 168
The UK Economy: Analysis and Prospects 0 0 0 0 0 0 3 136
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 0 4 73
The performance of alternative forecasting methods for SETAR models 0 0 0 107 2 2 6 309
US Inflation Expectations and Heterogeneous Loss Functions, 1968–2010 1 1 3 14 1 1 7 40
Total Journal Articles 12 37 141 6,950 56 151 744 24,835


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 0 4 21 221
Forecasting Economic Time Series 0 0 0 0 1 8 60 369
Forecasting Non-Stationary Economic Time Series 0 0 0 0 0 13 54 393
Total Books 0 0 0 0 1 25 135 983


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Forecasting with Breaks 0 1 5 273 1 3 18 647
Total Chapters 0 1 5 273 1 3 18 647


Statistics updated 2020-11-03