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 2 2 5 5 7 7 16 16
A Comparison of the Forecasting Performance of Markov-Switching and Threshold Autoregressive Models of US GNP 0 0 1 10 0 3 11 1,124
A Monte Carlo Study of the Forecasting Performance of Empirical Setar Models 0 0 0 2 0 1 3 226
An Overview of Forecasting Facing Breaks 0 0 3 99 0 0 13 94
Anticipating Early Data Revisions to US GDP and the Effects of Releases on Equity Markets 0 0 0 56 0 0 4 45
Are Macro-Forecasters Essentially The Same? An Analysis of Disagreement, Accuracy and Efficiency 0 1 5 60 1 2 11 67
Are Macroeconomic Density Forecasts Informative? 0 1 21 60 1 1 11 57
Assessing Macro Uncertainty In Real-Time When Data Are Subject To Revision 0 0 5 42 1 2 14 75
Assessing Macro-Forecaster Herding: Modelling versus Testing 0 2 21 21 0 3 22 23
Assessing the Evidence of Macro- Forecaster Herding: Forecasts of Inflation and Output Growth 0 0 0 35 1 1 2 45
Business Cycle Asymmetries: Characterisation and Testing based on Markov-Switching Autoregressions 0 0 0 0 3 4 7 7
Business Cycle Asymmetries: Characterisationand Testing Based on Markov-Switching Autoregression 0 0 1 188 1 3 7 741
Data Revisions and Real-time Probabilistic Forecasting of Macroeconomic Variables 0 1 10 84 0 1 21 111
Do Professional Forecasters Pay Attention to Data Releases? 0 0 1 1 1 3 10 10
Do Professional Forecasters Pay Attention to Data Releases? 0 0 1 44 1 4 9 108
Do US Macroeconomic Forecasters Exaggerate Their Differences? 0 0 0 33 0 1 5 43
Do forecasters target first or later releases of national accounts data? 0 1 7 14 1 4 16 40
EVALUATING THE FORECAST DENSITIES OF LINEAR AND NON-LINEAR MODELS: APPLICATIONS TO OUTPUT GROWTH AND UNEMPLOYMENT 0 0 0 0 0 0 0 0
Economic Forecasting: Some Lessons from Recent Research 0 0 0 404 2 3 9 947
Economic Forecasting: Some Lessons from Recent Research 0 0 2 487 3 3 10 777
Economic Forecasting: Some Lessons from Recent Research 0 0 0 6 0 1 5 30
Economic forecasting: some lessons from recent research 0 0 1 443 0 0 5 933
Evaluating The Forecast of Densities of Linear and Non-Linear Models: Applications to Output Growth and Unemployment 0 0 1 15 0 0 1 634
Evaluating the Rationality of Fixed-Event Forecasts 0 0 0 2 1 2 3 328
Evaluating the rationality of fixed-event forecasts 0 0 1 1 1 1 5 5
Explanations of the inconsistencies in survey respondents' forecasts 0 0 0 0 2 6 18 18
Explanations of the inconsistencies in survey respondents'forecasts 0 0 0 78 0 1 2 244
FORECASTING SEASONAL UK CONSUMPTION COMPONENTS 0 0 1 1 1 1 2 2
FORECASTING WITH DIFFERENCE-STATIONARY AND TREND-STATIONARY MODELS 0 0 0 0 0 0 7 7
First Announcements and Real Economic Activity 0 1 1 56 4 5 10 236
First Announcements and Real Economic Activity 0 0 0 0 0 1 4 4
Forecast Encompassing Tests and Probability Forecasts 0 0 0 0 0 1 5 5
Forecast Encompassing Tests and Probability Forecasts 0 0 3 304 0 0 9 840
Forecasters' Disagreement about How the Economy Operates, and the Role of Long-run Relationships 0 0 0 0 0 0 3 23
Forecasting Seasonal UK Consumption Components 0 0 0 0 0 0 0 0
Forecasting Seasonal UK Consumption Components 0 0 0 51 0 0 1 802
Forecasting Seasonal UK Consumption Components 0 0 0 3 0 0 2 84
Forecasting by factors, by variables, or both? 0 0 2 141 0 1 7 213
Forecasting economic and financial time-series with non-linear models 0 0 4 866 0 0 17 1,619
Forecasting from Mis-specified Models in the Presence of Unanticipated Location Shifts 0 0 2 142 5 10 25 522
Forecasting in Cointegrated Systems 0 0 0 4 0 0 3 198
Forecasting with Difference-Stationary and Trend-Stationary Models 0 0 3 13 1 3 20 1,610
Forecasting with Difference-Stationary and Trend-Stationary Models 0 0 0 29 0 0 9 104
Improving Real-time Estimates of Output Gaps and Inflation Trends with Multiple-vintage Models 0 0 0 67 3 3 7 121
Improving Real-time Estimates of Output Gaps and Inflation Trends with Multiple-vintage Models 0 0 0 0 0 1 6 6
Internal consistency of survey respondents.forecasts: Evidence based on the Survey of Professional Forecasters 0 2 2 119 1 4 11 609
Internal consistency of survey respondentsíforecasts: Evidence based on the Survey of Professional Forecasters 1 1 1 1 1 2 4 4
Long-Run Restrictions and Survey Forecasts of Output, Consumption and Investment 0 0 0 24 0 0 0 28
MODELLING BUSINESS CYCLE FEATURES USING SWITCHING REGIME MODELS 0 0 0 0 2 4 11 410
MULTI-STEP ESTIMATION FOR FORECASTING 0 0 0 0 0 0 3 3
Macroeconomic Forecasting with Mixed Frequency Data: Forecasting US Output Growth 0 3 8 305 2 6 24 576
Macroeconomic Forecasting with Mixed Frequency Data: Forecasting US Output Growth 0 0 0 0 2 2 6 6
Macroeconomic Forecasting with Mixed Frequency Data: Forecasting US output growth and inflation 0 0 1 1 1 1 8 8
Macroeconomic Forecasting with Mixed Frequency Data: Forecasting US output growth and inflation 0 0 2 450 1 3 13 1,049
Measuring Macroeconomic Uncertainty: US Inflation and Output Growth 0 0 5 81 0 0 12 118
Modelling Business Cycle Features Using Switching Regime Models 0 0 1 32 1 2 8 84
Multi-Step Estimation for Forecasting 0 0 1 3 0 0 2 197
NON-LINEARITIES IN EXCHANGE RATES 0 0 0 0 0 0 1 1
Non-Linearities in Exchange Rates 0 0 0 5 0 0 1 592
On SETAR non- linearity and forecasting 0 1 1 52 1 2 3 114
On the Limitations of Comparing Mean Square Forecast Errors 0 0 0 1 4 4 17 717
Performance of Alternative Forecasting Methods for Setar Models 0 0 0 0 0 0 1 173
Pooling of Forecasts 2 2 3 326 3 4 10 772
Probability Distributions or Point Predictions? Survey Forecasts of US Output Growth and Inflation 0 1 1 1 1 4 7 7
Probability Distributions or Point Predictions? Survey Forecasts of US Output Growth and Inflation 0 0 1 63 2 2 9 184
Quantile Forecasts of Daily Exchange Rate Returns from Forecasts of Realized Volatility 0 0 1 287 1 1 7 956
Quantile Forecasts of Daily Exchange Rate Returns from Forecasts of Realized Volatility 0 0 0 0 0 0 9 9
Real-Time Factor Model Forecasting and the Effects of Instability 0 0 1 45 0 1 5 46
Real-time Forecasting of Inflation and Output Growth in the Presence of Data Revisions 0 0 0 75 3 3 5 114
Real-time Forecasting of Inflation and Output Growth in the Presence of Data Revisions 0 0 0 0 0 1 4 4
Robust Approaches to Forecasting 2 4 9 216 3 8 28 397
Rounding of probability forecasts: The SPF forecast probabilities of negative output growth 0 3 5 60 0 5 8 283
Rounding of probability forecasts: The SPF forecast probabilities of negative output growth 0 1 2 2 0 1 4 4
SEASONALITY, COINTEGRATION, AND THE FORECASTING OF ENERGY DEMAND 0 0 0 0 0 0 2 2
Seasonality, Cointegration, and the Forecasting of Energy Demand 0 0 1 4 1 1 4 1,143
Sir Clive W.J. Granger's Contributions to Forecasting 0 0 1 1 1 1 2 15
Subjective and Ex Post Forecast Uncertainty: US Inflation and Output Growth 0 0 0 63 1 1 11 192
Subjective and Ex Post Forecast Uncertainty: US Inflation and Output Growth 0 0 1 1 0 0 6 6
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 1 2 3 45
THE MATHEMATICAL STRUCTURE OF MODELS THAT EXHIBIT COINTEGRATION: A SURVEY OF RECENT APPROACHES 0 0 0 0 0 0 1 62
Testing Structural Hypotheses by Encompassing: Us Wages and Prices is the Mark-Up Pricing Hypothesis Dead? 0 0 0 0 0 0 5 40
The Performance of Alternative Forecasting Methods for SETAR Models 0 0 0 0 1 3 4 4
US inflation expectations and heterogeneous loss functions, 1968–2010 0 0 0 0 0 0 1 1
US inflation expectations and heterogeneous loss functions, 1968–2010 0 0 0 47 0 1 4 89
Why are survey forecasts superior to model forecasts? 0 0 1 1 1 3 5 6
Why are survey forecasts superior to model forecasts? 0 1 1 96 1 4 5 118
Total Working Papers 7 28 152 6,229 77 159 651 22,332


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 5 6 919
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 0 1 240
A comparison of the forecast performance of Markov-switching and threshold autoregressive models of US GNP 0 0 0 1 2 2 17 934
An Empirical Investigation of the Effects of Rounding on the SPF Probabilities of Decline and Output Growth Histograms 0 0 0 0 1 2 3 36
An Historical Perspective on Forecast Errors 0 0 1 8 0 0 6 24
An Overview of Forecasting Facing Breaks 0 0 1 6 3 5 9 24
An empirical study of seasonal unit roots in forecasting 0 0 0 58 0 0 2 175
An evaluation of the forecasts of the federal reserve: a pooled approach 0 0 2 114 0 0 4 311
Are Professional Macroeconomic Forecasters Able To Do Better Than Forecasting Trends? 0 1 2 11 1 2 9 44
Are macroeconomic density forecasts informative? 0 3 7 14 2 8 27 45
Assessing Macro Uncertainty in Real-Time When Data Are Subject To Revision 0 0 3 4 0 2 12 22
Asymmetric output-gap effects in Phillips Curve and mark-up pricing models: Evidence for the US and the UK 0 0 0 96 1 1 2 386
Bootstrap prediction intervals for autoregressive time series 0 0 2 89 1 1 4 198
Bootstrapping prediction intervals for autoregressive models 0 0 3 79 0 0 6 208
Business Cycle Asymmetries: Characterization and Testing Based on Markov-Switching Autoregressions 0 0 0 0 1 5 16 589
Can Econometrics Improve Economic Forecasting? 0 0 2 70 0 1 6 181
Can oil shocks explain asymmetries in the US Business Cycle? 0 0 1 190 0 1 6 592
Can regime-switching models reproduce the business cycle features of US aggregate consumption, investment and output? 0 1 1 191 0 1 4 432
Combining probability forecasts 0 0 3 65 1 1 8 238
Combining probability forecasts 0 0 0 11 0 0 4 46
Comments on "Forecasting economic and financial variables with global VARs" 0 0 0 6 0 0 1 18
Comments on 'The state of macroeconomic forecasting' 0 0 0 32 1 1 2 145
Conditional mean functions of non-linear models of US output 0 0 0 40 1 1 2 230
Consensus and uncertainty: Using forecast probabilities of output declines 0 0 1 18 1 1 4 72
Do Macroforecasters Herd? 0 2 2 2 0 3 13 17
Do US Macroeconomic Forecasters Exaggerate their Differences? 0 0 0 3 0 1 5 22
Do professional forecasters pay attention to data releases? 1 1 1 13 2 3 6 63
Economic Forecasting in a Changing World 0 0 1 88 0 0 4 176
Economic forecasting: some lessons from recent research 0 0 2 207 1 1 8 495
Empirical analysis of macroeconomic time series: VAR and structural models 0 1 7 496 0 5 16 962
Evaluating a Model by Forecast Performance* 0 0 1 87 1 1 6 272
Evaluating forecasts from SETAR models of exchange rates 0 0 0 147 0 0 0 315
Evaluating interval forecasts of high-frequency financial data 0 0 0 521 1 2 2 1,384
Evaluating multivariate forecast densities: a comparison of two approaches 0 0 0 71 0 1 4 179
Evaluating the Bank of England Density Forecasts of Inflation 0 0 2 97 0 1 8 292
Evaluating the survey of professional forecasters probability distributions of expected inflation based on derived event probability forecasts 0 0 0 71 0 1 3 253
Explanations of the inconsistencies in survey respondents' forecasts 1 2 4 43 1 3 11 177
FORECASTING QUARTERLY AGGREGATE CRIME SERIES* 0 0 0 28 1 1 3 113
First announcements and real economic activity 0 0 1 16 0 0 5 71
Forecast Uncertainty- Ex Ante and Ex Post: U.S. Inflation and Output Growth 0 0 6 48 0 0 9 103
Forecast encompassing tests and probability forecasts 0 0 1 66 1 1 5 285
Forecasting U.S. Output Growth with Non-Linear Models in the Presence of Data Uncertainty 0 0 0 48 0 0 1 110
Forecasting US output growth using leading indicators: an appraisal using MIDAS models 0 0 0 0 1 1 1 1
Forecasting US output growth using leading indicators: an appraisal using MIDAS models 0 1 10 273 1 4 27 561
Forecasting by factors, by variables, by both or neither? 0 0 1 61 1 1 4 162
Forecasting economic and financial time-series with non-linear models 0 0 2 269 2 3 13 683
Forecasting economic processes 0 0 2 80 1 1 9 208
Forecasting in Cointegration Systems 0 1 3 374 0 1 4 730
Forecasting returns and risk in financial markets using linear and nonlinear models 0 0 0 94 0 0 2 209
Forecasting with Bayesian multivariate vintage-based VARs 0 0 0 5 2 3 4 26
Forecasting with difference-stationary and trend-stationary models 0 0 0 29 0 0 8 1,701
Forecasting with vector autoregressive models of data vintages: US output growth and inflation 0 0 0 8 0 0 3 56
Guest Editors’ Introduction: Information in Economic Forecasting 0 0 0 58 0 1 4 170
Improving Real-Time Estimates of Output and Inflation Gaps With Multiple-Vintage Models 0 0 0 8 1 1 3 36
Independent directors, information costs and foreign ownership in Chinese companies 1 1 4 4 7 13 34 46
Intercept Corrections and Structural Change 0 0 0 257 2 3 5 796
Long-run restrictions and survey forecasts of output, consumption and investment 0 0 0 1 1 1 6 21
Macro-economic Forecasting and Modelling 0 0 0 138 0 0 3 422
Macroeconomic Forecasting With Mixed-Frequency Data 3 8 18 181 5 14 48 364
Model and survey estimates of the term structure of US macroeconomic uncertainty 0 0 1 2 0 0 9 21
Modelling methodology and forecast failure 0 1 2 105 1 2 4 359
Multi-step Estimation for Forecasting 0 0 0 3 0 0 2 343
On SETAR non-linearity and forecasting 0 0 1 201 1 3 6 635
On winning forecasting competitions in economics 0 0 1 197 1 1 4 743
Pooling of forecasts 2 3 4 302 10 13 19 816
Predicting Early Data Revisions to U.S. GDP and the Effects of Releases on Equity Markets 0 0 0 0 1 1 4 10
Probability distributions or point predictions? Survey forecasts of US output growth and inflation 0 0 0 14 0 1 5 64
Quantile forecasts of daily exchange rate returns from forecasts of realized volatility 0 1 1 70 1 3 6 225
REAL‐TIME FORECASTING OF INFLATION AND OUTPUT GROWTH WITH AUTOREGRESSIVE MODELS IN THE PRESENCE OF DATA REVISIONS 0 0 0 0 3 3 5 62
Rationality and the Role of Judgement in Macroeconomic Forecasting 0 1 3 64 0 1 4 197
Real-time factor model forecasting and the effects of instability 0 0 0 5 0 0 3 24
Robust Evaluation of Fixed-Event Forecast Rationality 0 0 0 0 0 0 2 183
Robust approaches to forecasting 0 1 5 52 2 5 13 108
Seasonality, Cointegration, and Forecasting UK Residential Energy Demand 0 0 1 160 0 0 1 357
Some possible directions for future research 0 0 0 52 0 0 1 354
TESTING THE EXPECTATIONS THEORY OF THE TERM STRUCTURE OF INTEREST RATES IN THRESHOLD MODELS 0 0 0 10 0 0 1 64
The UK Economy: Analysis and Prospects 0 0 0 0 1 1 2 165
The UK Economy: Analysis and Prospects 0 0 0 2 1 1 6 625
The UK Economy: Analysis and Prospects 0 0 0 0 2 2 3 273
The UK Economy: Analysis and Prospects 0 0 0 0 1 1 8 133
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 1 2 4 67
The performance of alternative forecasting methods for SETAR models 0 0 0 107 1 1 1 300
US Inflation Expectations and Heterogeneous Loss Functions, 1968–2010 0 0 0 11 0 1 2 33
Total Journal Articles 8 29 117 6,788 79 153 563 23,908


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 22 196
Forecasting Economic Time Series 0 0 0 0 1 17 57 294
Forecasting Non-Stationary Economic Time Series 0 0 0 0 6 15 37 330
Total Books 0 0 0 0 7 36 116 820


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Forecasting with Breaks 0 2 5 268 1 4 15 628
Total Chapters 0 2 5 268 1 4 15 628


Statistics updated 2019-09-09