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 6 10 64
A Comparison of the Forecasting Performance of Markov-Switching and Threshold Autoregressive Models of US GNP 0 0 0 25 0 2 3 1,158
A Monte Carlo Study of the Forecasting Performance of Empirical Setar Models 0 0 0 10 3 18 22 270
An Investigation into the Uncertainty Revision Process of Professional Forecasters 0 0 1 1 0 3 11 17
An Overview of Forecasting Facing Breaks 0 0 3 116 1 10 18 212
Anticipating Early Data Revisions to US GDP and the Effects of Releases on Equity Markets 0 0 0 61 0 8 11 76
Are Macro-Forecasters Essentially The Same? An Analysis of Disagreement, Accuracy and Efficiency 0 0 0 75 2 5 7 116
Are Macroeconomic Density Forecasts Informative? 0 0 0 69 0 1 2 80
Assessing Macro Uncertainty In Real-Time When Data Are Subject To Revision 0 0 0 48 1 3 5 104
Assessing Macro-Forecaster Herding: Modelling versus Testing 0 0 0 33 1 5 7 62
Assessing the Evidence of Macro- Forecaster Herding: Forecasts of Inflation and Output Growth 0 0 0 39 2 6 8 68
Business Cycle Asymmetries: Characterisation and Testing based on Markov-Switching Autoregressions 0 0 0 6 2 11 18 49
Business Cycle Asymmetries: Characterisationand Testing Based on Markov-Switching Autoregression 0 0 1 200 0 6 8 778
Data Revisions and Real-time Probabilistic Forecasting of Macroeconomic Variables 0 0 0 100 0 7 12 222
Do Professional Forecasters Pay Attention to Data Releases? 0 0 0 48 0 10 15 134
Do Professional Forecasters Pay Attention to Data Releases? 0 0 0 3 1 11 16 43
Do Professional Forecasters' Phillips Curves Incorporate the Beliefs of Others? 0 0 0 9 2 6 6 16
Do Survey Joiners and Leavers Differ from Regular Participants? The US SPF GDP Growth and Inflation Forecasts 0 0 0 19 0 21 24 58
Do US Macroeconomic Forecasters Exaggerate Their Differences? 0 0 0 37 3 5 7 61
Do forecasters target first or later releases of national accounts data? 0 0 0 25 2 11 15 87
EVALUATING THE FORECAST DENSITIES OF LINEAR AND NON-LINEAR MODELS: APPLICATIONS TO OUTPUT GROWTH AND UNEMPLOYMENT 0 0 2 13 2 5 11 39
Economic Forecasting: Some Lessons from Recent Research 0 0 2 412 0 5 8 989
Economic Forecasting: Some Lessons from Recent Research 0 0 0 493 0 18 22 843
Economic Forecasting: Some Lessons from Recent Research 0 0 1 8 2 27 30 78
Economic forecasting: some lessons from recent research 0 0 2 451 0 8 14 993
Evaluating The Forecast of Densities of Linear and Non-Linear Models: Applications to Output Growth and Unemployment 0 0 1 19 0 4 7 664
Evaluating the Rationality of Fixed-Event Forecasts 0 0 0 7 0 7 12 369
Evaluating the rationality of fixed-event forecasts 0 0 1 8 0 2 6 36
Explanations of the inconsistencies in survey respondents' forecasts 0 0 0 4 0 7 12 132
Explanations of the inconsistencies in survey respondents'forecasts 0 0 1 80 2 7 12 268
FORECASTING SEASONAL UK CONSUMPTION COMPONENTS 0 0 0 1 1 2 3 11
FORECASTING WITH DIFFERENCE-STATIONARY AND TREND-STATIONARY MODELS 0 0 0 3 1 44 47 80
First Announcements and Real Economic Activity 0 0 0 1 0 2 5 67
First Announcements and Real Economic Activity 0 0 1 63 2 12 14 359
Forecast Encompassing Tests and Probability Forecasts 1 1 3 314 1 9 17 931
Forecast Encompassing Tests and Probability Forecasts 1 1 1 2 1 5 8 37
Forecasters' Disagreement about How the Economy Operates, and the Role of Long-run Relationships 0 0 0 0 1 2 3 46
Forecasting Seasonal UK Consumption Components 0 0 0 53 0 5 8 822
Forecasting Seasonal UK Consumption Components 0 0 0 2 0 5 6 19
Forecasting Seasonal UK Consumption Components 0 0 0 4 0 8 11 101
Forecasting by factors, by variables, or both? 0 0 0 147 0 5 5 304
Forecasting economic and financial time-series with non-linear models 0 0 0 876 6 16 23 1,683
Forecasting from Mis-specified Models in the Presence of Unanticipated Location Shifts 0 0 0 149 1 5 7 633
Forecasting in Cointegrated Systems 0 0 0 4 0 3 5 230
Forecasting with Difference-Stationary and Trend-Stationary Models 0 0 1 44 1 5 10 196
Forecasting with Difference-Stationary and Trend-Stationary Models 0 0 1 23 0 5 8 1,668
Forecasting: theory and practice 0 2 5 94 2 20 49 151
How Local is the Local Inflation Factor? Evidence from Emerging European Countries 0 0 0 28 0 10 14 71
Improving Real-time Estimates of Output Gaps and Inflation Trends with Multiple-vintage Models 0 0 4 7 2 14 20 95
Individual Forecaster Perceptions of the Persistence of Shocks to GDP 0 0 0 39 0 2 4 80
Internal consistency of survey respondents.forecasts: Evidence based on the Survey of Professional Forecasters 0 0 3 128 1 6 11 645
Internal consistency of survey respondentsíforecasts: Evidence based on the Survey of Professional Forecasters 0 0 1 4 1 5 7 28
Long-Run Restrictions and Survey Forecasts of Output, Consumption and Investment 0 0 0 27 1 2 4 46
MODELLING BUSINESS CYCLE FEATURES USING SWITCHING REGIME MODELS 0 0 0 0 1 3 7 447
MULTI-STEP ESTIMATION FOR FORECASTING 0 1 1 5 3 9 10 69
Macroeconomic Forecasting with Mixed Frequency Data: Forecasting US Output Growth 1 2 7 21 4 15 33 96
Macroeconomic Forecasting with Mixed Frequency Data: Forecasting US output growth and inflation 1 1 5 468 4 11 24 1,171
Macroeconomic Forecasting with Mixed Frequency Data: Forecasting US output growth and inflation 0 0 1 8 1 55 59 164
Measuring Macroeconomic Uncertainty: US Inflation and Output Growth 0 0 0 90 1 3 5 231
Modelling Business Cycle Features Using Switching Regime Models 0 0 0 40 1 4 9 118
Multi-Step Estimation for Forecasting 0 0 0 5 2 6 7 220
NON-LINEARITIES IN EXCHANGE RATES 0 0 0 0 0 2 4 13
Non-Linearities in Exchange Rates 0 0 1 7 0 2 5 616
On SETAR non- linearity and forecasting 0 0 0 54 5 12 14 140
On the Limitations of Comparing Mean Square Forecast Errors 0 0 0 1 1 8 14 773
Performance of Alternative Forecasting Methods for Setar Models 0 0 0 2 0 7 9 198
Pooling of Forecasts 0 0 1 333 0 2 4 818
Probability Distributions or Point Predictions? Survey Forecasts of US Output Growth and Inflation 0 0 0 68 0 5 11 221
Probability Distributions or Point Predictions? Survey Forecasts of US Output Growth and Inflation 0 0 0 2 1 4 10 78
Quantile Forecasts of Daily Exchange Rate Returns from Forecasts of Realized Volatility 0 0 0 2 0 3 5 86
Quantile Forecasts of Daily Exchange Rate Returns from Forecasts of Realized Volatility 0 0 2 292 2 6 13 1,066
Real-Time Factor Model Forecasting and the Effects of Instability 0 0 0 48 0 7 10 70
Real-time Forecasting of Inflation and Output Growth in the Presence of Data Revisions 0 0 0 3 3 15 18 59
Real-time Forecasting of Inflation and Output Growth in the Presence of Data Revisions 0 0 1 79 2 10 14 161
Robust Approaches to Forecasting 0 0 1 241 0 6 10 523
Rounding of probability forecasts: The SPF forecast probabilities of negative output growth 0 0 1 61 7 14 17 319
Rounding of probability forecasts: The SPF forecast probabilities of negative output growth 0 0 0 3 0 7 9 21
SEASONALITY, COINTEGRATION, AND THE FORECASTING OF ENERGY DEMAND 0 0 0 2 0 2 2 16
Seasonality, Cointegration, and the Forecasting of Energy Demand 0 0 0 6 0 2 4 1,162
Sir Clive W.J. Granger's Contributions to Forecasting 0 0 0 7 1 4 5 34
Subjective and Ex Post Forecast Uncertainty: US Inflation and Output Growth 0 0 0 1 0 8 10 28
Subjective and Ex Post Forecast Uncertainty: US Inflation and Output Growth 0 0 0 66 1 7 7 219
Surveys of Professionals 0 0 1 12 0 5 10 31
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 11 13 74
THE MATHEMATICAL STRUCTURE OF MODELS THAT EXHIBIT COINTEGRATION: A SURVEY OF RECENT APPROACHES 0 0 0 0 0 2 4 70
Testing Structural Hypotheses by Encompassing: Us Wages and Prices is the Mark-Up Pricing Hypothesis Dead? 0 0 0 0 0 0 2 50
The Performance of Alternative Forecasting Methods for SETAR Models 0 0 0 4 1 6 6 30
US inflation expectations and heterogeneous loss functions, 1968–2010 0 0 0 49 4 12 12 110
US inflation expectations and heterogeneous loss functions, 1968–2010 0 0 1 1 0 5 9 28
Why are survey forecasts superior to model forecasts? 0 0 0 2 3 7 8 24
Why are survey forecasts superior to model forecasts? 0 0 1 103 1 3 7 142
Total Working Papers 4 8 60 6,531 97 727 1,068 26,085
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 3 6 976
A comparison of tests of nonlinear cointegration with application to the predictability of US interest rates using the term structure 0 0 0 115 2 6 8 302
A comparison of the forecast performance of Markov-switching and threshold autoregressive models of US GNP 0 0 0 1 1 6 9 976
An Empirical Investigation of the Effects of Rounding on the SPF Probabilities of Decline and Output Growth Histograms 0 0 0 2 0 10 23 28
An Empirical Investigation of the Effects of Rounding on the SPF Probabilities of Decline and Output Growth Histograms 0 0 0 0 0 5 8 52
An Historical Perspective on Forecast Errors 0 0 0 8 0 3 5 36
An Historical Perspective on Forecast Errors 0 0 0 0 0 3 6 9
An Investigation into the Uncertainty Revision Process of Professional Forecasters 0 0 2 2 3 7 19 19
An Overview of Forecasting Facing Breaks 0 0 2 17 0 5 16 106
An empirical study of seasonal unit roots in forecasting 0 0 0 60 0 4 9 193
An evaluation of the forecasts of the federal reserve: a pooled approach 0 0 1 119 0 5 10 345
Are Professional Macroeconomic Forecasters Able To Do Better Than Forecasting Trends? 0 1 2 17 2 9 12 73
Are Some Forecasters’ Probability Assessments of Macro Variables Better Than Those of Others? 0 0 0 3 0 7 10 38
Are macroeconomic density forecasts informative? 0 0 1 38 0 6 9 121
Assessing Macro Uncertainty in Real-Time When Data Are Subject To Revision 1 1 1 8 1 6 10 54
Asymmetric output‐gap effects in Phillips Curve and mark‐up pricing models: Evidence for the US and the UK 0 0 1 99 0 4 6 408
Bootstrap prediction intervals for autoregressive time series 0 0 0 92 1 4 7 216
Bootstrapping prediction intervals for autoregressive models 0 0 0 88 2 6 10 252
Business Cycle Asymmetries: Characterization and Testing Based on Markov-Switching Autoregressions 0 0 0 0 0 8 13 649
Can Econometrics Improve Economic Forecasting? 0 0 0 73 0 9 11 218
Can oil shocks explain asymmetries in the US Business Cycle? 0 1 1 198 0 3 7 621
Can regime-switching models reproduce the business cycle features of US aggregate consumption, investment and output? 0 0 2 195 1 4 9 457
Combining probability forecasts 0 0 0 70 1 12 13 282
Combining probability forecasts 0 0 0 14 0 0 6 68
Comments on "Forecasting economic and financial variables with global VARs" 0 0 0 6 0 1 1 26
Comments on 'The state of macroeconomic forecasting' 0 0 0 32 0 2 5 154
Conditional mean functions of non-linear models of US output 0 0 0 40 2 4 9 247
Consensus and uncertainty: Using forecast probabilities of output declines 0 0 1 24 0 1 5 98
Density forecasting with Bayesian Vector Autoregressive models under macroeconomic data uncertainty 0 0 0 3 1 6 8 24
Do Macroforecasters Herd? 0 0 0 9 1 6 11 54
Do US Macroeconomic Forecasters Exaggerate their Differences? 0 0 1 5 0 2 4 39
Do forecasters target first or later releases of national accounts data? 0 0 0 2 1 5 5 33
Do professional forecasters believe in the Phillips curve? 0 0 0 1 1 5 15 22
Do professional forecasters pay attention to data releases? 0 0 0 19 0 7 9 92
Do survey joiners and leavers differ from regular participants? The US SPF GDP growth and inflation forecasts 0 0 0 10 0 5 5 25
Economic Forecasting in a Changing World 0 0 0 90 1 6 14 213
Economic forecasting: some lessons from recent research 0 0 0 223 4 16 21 575
Empirical analysis of macroeconomic time series: VAR and structural models 0 0 0 520 0 4 6 1,020
Evaluating a Model by Forecast Performance* 0 1 1 89 0 6 8 292
Evaluating forecasts from SETAR models of exchange rates 0 0 0 153 0 4 8 351
Evaluating interval forecasts of high-frequency financial data 1 1 2 527 2 5 9 1,409
Evaluating multivariate forecast densities: a comparison of two approaches 0 0 0 76 0 3 4 201
Evaluating the Bank of England Density Forecasts of Inflation 0 0 0 106 0 4 5 331
Evaluating the survey of professional forecasters probability distributions of expected inflation based on derived event probability forecasts 0 0 2 78 1 4 7 277
Explanations of the inconsistencies in survey respondents' forecasts 0 0 0 59 0 6 10 233
FORECASTING QUARTERLY AGGREGATE CRIME SERIES 0 0 0 29 0 5 5 125
First announcements and real economic activity 1 1 1 19 1 5 9 150
Forecast Uncertainty- Ex Ante and Ex Post: U.S. Inflation and Output Growth 0 0 4 68 2 9 17 179
Forecast encompassing tests and probability forecasts 0 0 0 71 2 7 14 337
Forecaster Efficiency, Accuracy, and Disagreement: Evidence Using Individual‐Level Survey Data 0 0 1 8 1 3 5 30
Forecasting GDP growth rates in the United States and Brazil using Google Trends 1 3 3 5 1 6 19 42
Forecasting U.S. Output Growth with Non-Linear Models in the Presence of Data Uncertainty 0 0 0 50 0 4 4 124
Forecasting US output growth using leading indicators: an appraisal using MIDAS models 1 3 6 33 4 10 22 127
Forecasting US output growth using leading indicators: an appraisal using MIDAS models 0 0 0 318 3 8 12 744
Forecasting and forecast narratives: The Bank of England Inflation Reports 0 0 0 12 2 12 17 62
Forecasting by factors, by variables, by both or neither? 0 0 0 68 0 7 15 281
Forecasting economic and financial time-series with non-linear models 0 0 0 288 1 8 17 777
Forecasting economic processes 0 0 1 92 0 3 7 252
Forecasting in Cointegration Systems 0 0 1 380 2 6 11 760
Forecasting returns and risk in financial markets using linear and nonlinear models 0 0 0 95 1 3 3 219
Forecasting with Bayesian multivariate vintage-based VARs 2 2 2 7 3 5 9 96
Forecasting with difference-stationary and trend-stationary models 0 0 0 29 1 4 7 1,746
Forecasting with vector autoregressive models of data vintages: US output growth and inflation 0 0 3 25 1 7 15 168
Forecasting: theory and practice 1 4 10 59 27 76 149 442
Guest Editors’ Introduction: Information in Economic Forecasting 0 0 0 61 0 5 8 188
How local is the local inflation factor? Evidence from emerging European countries 0 0 1 4 0 6 15 25
Improving Real-Time Estimates of Output and Inflation Gaps With Multiple-Vintage Models 0 0 0 8 0 3 7 63
Inconsistent survey histograms and point forecasts revisited 0 0 0 0 0 6 10 10
Independent directors, information costs and foreign ownership in Chinese companies 0 2 2 10 0 6 10 148
Individual forecaster perceptions of the persistence of shocks to GDP 0 0 0 4 0 5 5 18
Intercept Corrections and Structural Change 0 1 1 264 0 8 12 870
Long-run restrictions and survey forecasts of output, consumption and investment 0 0 0 2 1 6 7 43
Macro-economic Forecasting and Modelling 0 0 0 138 0 3 5 444
Macroeconomic Forecasting With Mixed-Frequency Data 0 2 4 241 4 9 20 514
Measuring the effects of expectations shocks 1 1 2 18 2 4 8 53
Model and survey estimates of the term structure of US macroeconomic uncertainty 0 0 0 4 3 21 23 99
Modeling Price and Variance Jump Clustering Using the Marked Hawkes Process* 0 0 2 2 1 7 16 18
Modelling methodology and forecast failure 0 0 0 105 1 5 8 387
Multi-step Estimation for Forecasting 0 0 0 3 1 10 15 373
On SETAR non-linearity and forecasting 0 0 0 206 2 5 10 670
On winning forecasting competitions in economics 0 0 0 201 1 5 8 778
Pooling of forecasts 0 0 0 304 2 13 17 881
Predicting Early Data Revisions to U.S. GDP and the Effects of Releases on Equity Markets 1 1 2 6 1 7 15 53
Probability distributions or point predictions? Survey forecasts of US output growth and inflation 0 0 0 20 0 2 3 86
Quantile forecasts of daily exchange rate returns from forecasts of realized volatility 0 0 0 78 4 13 16 359
REAL‐TIME FORECASTING OF INFLATION AND OUTPUT GROWTH WITH AUTOREGRESSIVE MODELS IN THE PRESENCE OF DATA REVISIONS 0 0 0 0 2 7 7 98
Rationality and the Role of Judgement in Macroeconomic Forecasting 0 0 1 69 2 4 8 221
Real-time factor model forecasting and the effects of instability 0 0 0 8 2 9 14 63
Robust Evaluation of Fixed-Event Forecast Rationality 0 0 0 0 1 5 7 210
Robust approaches to forecasting 0 0 1 61 1 6 11 155
Rounding behaviour of professional macro-forecasters 0 0 1 2 0 2 4 12
Seasonality, Cointegration, and Forecasting UK Residential Energy Demand 0 0 0 162 1 9 13 377
Some possible directions for future research 0 0 0 53 3 11 49 411
Survey expectations and adjustments for multiple testing 0 1 2 2 0 6 9 17
TESTING THE EXPECTATIONS THEORY OF THE TERM STRUCTURE OF INTEREST RATES IN THRESHOLD MODELS 0 0 0 14 1 6 9 90
The UK Economy: Analysis and Prospects 0 0 0 0 1 2 4 283
The UK Economy: Analysis and Prospects 0 0 0 2 0 1 1 630
The UK Economy: Analysis and Prospects 0 0 0 0 0 3 3 143
The UK Economy: Analysis and Prospects 0 0 0 0 0 1 2 171
The World Economy: Analysis and Prospects 0 0 0 0 0 1 2 163
The World and UK Economy: Analysis and Prospects 0 0 0 0 0 1 2 79
The choice of performance measures, target setting and vesting levels in UK firms' Chief Executive Officer equity‐based compensation 0 0 2 4 2 13 18 21
The performance of alternative forecasting methods for SETAR models 0 0 1 114 0 5 9 336
US Inflation Expectations and Heterogeneous Loss Functions, 1968–2010 0 0 1 16 1 3 7 55
Total Journal Articles 10 26 75 7,457 120 669 1,185 28,491

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 25 77 719
Forecasting Economic Time Series 0 0 0 0 2 8 21 293
Forecasting Non-Stationary Economic Time Series 0 0 0 0 1 11 16 503
Total Books 0 0 0 0 6 44 114 1,515

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 4 6 6
Combining Predictors and Combining Information in Modelling: Forecasting US Recession Probabilities and Output Growth 0 0 0 2 0 4 5 8
Forecast Combination and Encompassing 0 0 0 0 1 10 12 28
Forecasting with Breaks 1 1 3 311 4 25 38 764
Introduction to the Handbook of Research Methods and Applications in Macroeconomic Forecasting 0 1 12 19 0 5 29 44
Real-time data and forecasting 0 0 9 9 0 5 22 27
Total Chapters 1 2 24 341 5 53 112 877
2 registered items for which data could not be found
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Statistics updated 2026-03-04