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 1 1 2 55
A Comparison of the Forecasting Performance of Markov-Switching and Threshold Autoregressive Models of US GNP 0 0 0 25 0 1 2 1,156
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 0 0 10 10
An Overview of Forecasting Facing Breaks 1 1 3 115 2 2 6 197
Anticipating Early Data Revisions to US GDP and the Effects of Releases on Equity Markets 0 0 0 61 1 2 2 67
Are Macro-Forecasters Essentially The Same? An Analysis of Disagreement, Accuracy and Efficiency 0 0 0 75 0 0 4 109
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 0 48 0 0 1 100
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 61
Business Cycle Asymmetries: Characterisation and Testing based on Markov-Switching Autoregressions 0 0 0 6 0 2 2 33
Business Cycle Asymmetries: Characterisationand Testing Based on Markov-Switching Autoregression 0 0 0 199 1 1 1 771
Data Revisions and Real-time Probabilistic Forecasting of Macroeconomic Variables 0 0 0 100 1 1 2 211
Do Professional Forecasters Pay Attention to Data Releases? 0 0 0 3 0 2 3 30
Do Professional Forecasters Pay Attention to Data Releases? 0 0 0 48 0 0 1 120
Do Professional Forecasters' Phillips Curves Incorporate the Beliefs of Others? 0 0 0 9 0 0 2 10
Do Survey Joiners and Leavers Differ from Regular Participants? The US SPF GDP Growth and Inflation Forecasts 0 0 0 19 0 0 1 34
Do US Macroeconomic Forecasters Exaggerate Their Differences? 0 0 0 37 0 1 1 55
Do forecasters target first or later releases of national accounts data? 0 0 0 25 0 1 1 73
EVALUATING THE FORECAST DENSITIES OF LINEAR AND NON-LINEAR MODELS: APPLICATIONS TO OUTPUT GROWTH AND UNEMPLOYMENT 0 2 4 13 0 4 6 32
Economic Forecasting: Some Lessons from Recent Research 0 2 4 412 0 3 7 984
Economic Forecasting: Some Lessons from Recent Research 0 0 1 493 0 0 11 821
Economic Forecasting: Some Lessons from Recent Research 0 0 1 8 0 0 1 49
Economic forecasting: some lessons from recent research 0 1 1 450 0 1 5 980
Evaluating The Forecast of Densities of Linear and Non-Linear Models: Applications to Output Growth and Unemployment 0 0 0 18 0 0 1 657
Evaluating the Rationality of Fixed-Event Forecasts 0 0 0 7 0 0 3 360
Evaluating the rationality of fixed-event forecasts 0 0 2 8 0 0 3 32
Explanations of the inconsistencies in survey respondents' forecasts 0 0 0 4 1 1 1 121
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 0 1 8
FORECASTING WITH DIFFERENCE-STATIONARY AND TREND-STATIONARY MODELS 0 0 0 3 0 0 1 34
First Announcements and Real Economic Activity 0 0 0 1 0 0 1 63
First Announcements and Real Economic Activity 0 1 1 63 1 2 2 347
Forecast Encompassing Tests and Probability Forecasts 0 0 0 1 0 0 0 29
Forecast Encompassing Tests and Probability Forecasts 0 0 0 311 0 0 4 915
Forecasters' Disagreement about How the Economy Operates, and the Role of Long-run Relationships 0 0 0 0 0 0 0 43
Forecasting Seasonal UK Consumption Components 0 0 0 4 0 0 2 91
Forecasting Seasonal UK Consumption Components 0 0 0 53 0 1 1 815
Forecasting Seasonal UK Consumption Components 0 0 0 2 0 0 1 13
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 1 1 1,661
Forecasting from Mis-specified Models in the Presence of Unanticipated Location Shifts 0 0 1 149 0 1 4 628
Forecasting in Cointegrated Systems 0 0 0 4 1 1 3 226
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 0 1 44 1 2 11 190
Forecasting: theory and practice 0 0 6 90 0 3 20 113
How Local is the Local Inflation Factor? Evidence from Emerging European Countries 0 0 0 28 0 0 1 58
Improving Real-time Estimates of Output Gaps and Inflation Trends with Multiple-vintage Models 1 2 3 6 1 2 4 78
Individual Forecaster Perceptions of the Persistence of Shocks to GDP 0 0 0 39 0 0 2 76
Internal consistency of survey respondents.forecasts: Evidence based on the Survey of Professional Forecasters 0 0 0 125 0 0 1 634
Internal consistency of survey respondentsíforecasts: Evidence based on the Survey of Professional Forecasters 1 1 1 4 1 2 3 23
Long-Run Restrictions and Survey Forecasts of Output, Consumption and Investment 0 0 0 27 0 1 1 43
MODELLING BUSINESS CYCLE FEATURES USING SWITCHING REGIME MODELS 0 0 0 0 0 1 3 443
MULTI-STEP ESTIMATION FOR FORECASTING 0 0 0 4 0 0 1 59
Macroeconomic Forecasting with Mixed Frequency Data: Forecasting US Output Growth 1 1 2 16 1 3 6 68
Macroeconomic Forecasting with Mixed Frequency Data: Forecasting US output growth and inflation 0 0 0 463 0 2 4 1,150
Macroeconomic Forecasting with Mixed Frequency Data: Forecasting US output growth and inflation 0 0 1 8 0 0 10 107
Measuring Macroeconomic Uncertainty: US Inflation and Output Growth 0 0 0 90 0 1 3 228
Modelling Business Cycle Features Using Switching Regime Models 0 0 0 40 1 1 2 110
Multi-Step Estimation for Forecasting 0 0 0 5 1 1 2 214
NON-LINEARITIES IN EXCHANGE RATES 0 0 0 0 0 0 3 9
Non-Linearities in Exchange Rates 0 0 0 6 0 0 1 611
On SETAR non- linearity and forecasting 0 0 0 54 0 0 1 126
On the Limitations of Comparing Mean Square Forecast Errors 0 0 0 1 0 0 6 761
Performance of Alternative Forecasting Methods for Setar Models 0 0 1 2 0 0 2 190
Pooling of Forecasts 0 0 1 332 0 0 4 815
Probability Distributions or Point Predictions? Survey Forecasts of US Output Growth and Inflation 0 0 0 2 0 0 2 69
Probability Distributions or Point Predictions? Survey Forecasts of US Output Growth and Inflation 0 0 0 68 1 1 4 213
Quantile Forecasts of Daily Exchange Rate Returns from Forecasts of Realized Volatility 0 1 2 292 0 1 4 1,055
Quantile Forecasts of Daily Exchange Rate Returns from Forecasts of Realized Volatility 0 0 0 2 0 0 1 81
Real-Time Factor Model Forecasting and the Effects of Instability 0 0 0 48 1 1 2 61
Real-time Forecasting of Inflation and Output Growth in the Presence of Data Revisions 0 0 0 78 1 2 4 150
Real-time Forecasting of Inflation and Output Growth in the Presence of Data Revisions 0 0 1 3 0 1 3 42
Robust Approaches to Forecasting 0 1 3 241 1 2 9 515
Rounding of probability forecasts: The SPF forecast probabilities of negative output growth 0 0 0 60 0 1 2 303
Rounding of probability forecasts: The SPF forecast probabilities of negative output growth 0 0 0 3 1 1 1 13
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 0 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 1 1 19
Surveys of Professionals 0 0 0 11 1 1 2 23
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 0 61
THE MATHEMATICAL STRUCTURE OF MODELS THAT EXHIBIT COINTEGRATION: A SURVEY OF RECENT APPROACHES 0 0 0 0 0 2 3 68
Testing Structural Hypotheses by Encompassing: Us Wages and Prices is the Mark-Up Pricing Hypothesis Dead? 0 0 0 0 1 1 1 49
The Performance of Alternative Forecasting Methods for SETAR Models 0 0 0 4 0 0 0 24
US inflation expectations and heterogeneous loss functions, 1968–2010 0 0 1 1 0 0 2 20
US inflation expectations and heterogeneous loss functions, 1968–2010 0 0 0 49 0 0 1 98
Why are survey forecasts superior to model forecasts? 0 0 0 102 0 2 2 137
Why are survey forecasts superior to model forecasts? 0 0 0 2 0 0 0 16
Total Working Papers 4 13 41 6,494 22 65 237 25,133
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 1 1 2 295
A comparison of the forecast performance of Markov-switching and threshold autoregressive models of US GNP 0 0 0 1 1 2 6 969
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 Empirical Investigation of the Effects of Rounding on the SPF Probabilities of Decline and Output Growth Histograms 0 0 0 0 0 1 2 45
An Historical Perspective on Forecast Errors 0 0 0 0 0 0 1 3
An Historical Perspective on Forecast Errors 0 0 0 8 0 0 1 32
An Investigation into the Uncertainty Revision Process of Professional Forecasters 0 0 1 1 0 3 7 7
An Overview of Forecasting Facing Breaks 2 2 3 17 2 3 10 95
An empirical study of seasonal unit roots in forecasting 0 0 0 60 1 1 2 186
An evaluation of the forecasts of the federal reserve: a pooled approach 0 1 1 119 0 3 8 340
Are Professional Macroeconomic Forecasters Able To Do Better Than Forecasting Trends? 0 1 1 16 0 1 1 62
Are Some Forecasters’ Probability Assessments of Macro Variables Better Than Those of Others? 0 0 0 3 0 1 1 29
Are macroeconomic density forecasts informative? 0 0 2 38 0 0 2 113
Assessing Macro Uncertainty in Real-Time When Data Are Subject To Revision 0 0 0 7 1 2 2 46
Asymmetric output‐gap effects in Phillips Curve and mark‐up pricing models: Evidence for the US and the UK 0 0 1 99 0 0 2 404
Bootstrap prediction intervals for autoregressive time series 0 0 0 92 1 1 2 210
Bootstrapping prediction intervals for autoregressive models 0 0 0 88 1 1 2 243
Business Cycle Asymmetries: Characterization and Testing Based on Markov-Switching Autoregressions 0 0 0 0 0 1 2 637
Can Econometrics Improve Economic Forecasting? 0 0 1 73 0 0 3 207
Can oil shocks explain asymmetries in the US Business Cycle? 0 0 0 197 0 0 2 616
Can regime-switching models reproduce the business cycle features of US aggregate consumption, investment and output? 2 2 2 195 3 3 7 451
Combining probability forecasts 0 0 1 14 1 1 3 64
Combining probability forecasts 0 0 0 70 0 0 1 269
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 1 1 150
Conditional mean functions of non-linear models of US output 0 0 0 40 0 2 3 241
Consensus and uncertainty: Using forecast probabilities of output declines 1 1 2 24 1 1 4 95
Density forecasting with Bayesian Vector Autoregressive models under macroeconomic data uncertainty 0 0 0 3 0 0 1 16
Do Macroforecasters Herd? 0 0 0 9 0 0 1 43
Do US Macroeconomic Forecasters Exaggerate their Differences? 0 1 1 5 0 1 2 36
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 0 1 1 4 8 11
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 2 3 201
Economic forecasting: some lessons from recent research 0 0 0 223 0 1 7 558
Empirical analysis of macroeconomic time series: VAR and structural models 0 0 0 520 1 1 3 1,015
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 0 3 344
Evaluating interval forecasts of high-frequency financial data 0 0 1 526 0 0 1 1,401
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 1 2 2 78 1 2 3 272
Explanations of the inconsistencies in survey respondents' forecasts 0 0 2 59 1 3 6 226
FORECASTING QUARTERLY AGGREGATE CRIME SERIES 0 0 0 29 0 0 0 120
First announcements and real economic activity 0 0 0 18 0 2 5 144
Forecast Uncertainty- Ex Ante and Ex Post: U.S. Inflation and Output Growth 0 1 5 67 0 3 10 168
Forecast encompassing tests and probability forecasts 0 0 1 71 1 2 4 325
Forecaster Efficiency, Accuracy, and Disagreement: Evidence Using Individual‐Level Survey Data 0 1 1 8 0 1 2 27
Forecasting GDP growth rates in the United States and Brazil using Google Trends 0 0 0 2 0 4 13 30
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 1 6 28 1 4 14 110
Forecasting US output growth using leading indicators: an appraisal using MIDAS models 0 0 1 318 0 1 10 734
Forecasting and forecast narratives: The Bank of England Inflation Reports 0 0 0 12 0 0 2 45
Forecasting by factors, by variables, by both or neither? 0 0 0 68 1 3 9 270
Forecasting economic and financial time-series with non-linear models 0 0 0 288 0 0 5 760
Forecasting economic processes 0 0 1 92 1 2 6 249
Forecasting in Cointegration Systems 0 0 1 380 1 1 4 751
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 1 1 2 88
Forecasting with difference-stationary and trend-stationary models 0 0 0 29 0 2 5 1,742
Forecasting with vector autoregressive models of data vintages: US output growth and inflation 0 0 5 25 1 2 11 159
Forecasting: theory and practice 2 3 15 54 9 20 124 343
Guest Editors’ Introduction: Information in Economic Forecasting 0 0 1 61 0 0 2 180
How local is the local inflation factor? Evidence from emerging European countries 0 0 2 4 0 1 6 13
Improving Real-Time Estimates of Output and Inflation Gaps With Multiple-Vintage Models 0 0 0 8 0 2 3 58
Inconsistent survey histograms and point forecasts revisited 0 0 0 0 1 1 1 1
Independent directors, information costs and foreign ownership in Chinese companies 0 0 0 8 0 0 1 138
Individual forecaster perceptions of the persistence of shocks to GDP 0 0 0 4 0 0 1 13
Intercept Corrections and Structural Change 0 0 1 263 0 0 6 858
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 1 1 440
Macroeconomic Forecasting With Mixed-Frequency Data 0 1 4 238 1 2 10 498
Measuring the effects of expectations shocks 0 1 2 17 0 2 7 47
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 1 2 2 1 2 6 6
Modelling methodology and forecast failure 0 0 0 105 0 2 3 381
Multi-step Estimation for Forecasting 0 0 0 3 0 0 1 358
On SETAR non-linearity and forecasting 0 0 0 206 1 1 2 661
On winning forecasting competitions in economics 0 0 0 201 0 0 0 770
Pooling of forecasts 0 0 0 304 0 1 8 866
Predicting Early Data Revisions to U.S. GDP and the Effects of Releases on Equity Markets 0 0 0 4 2 4 4 42
Probability distributions or point predictions? Survey forecasts of US output growth and inflation 0 0 1 20 0 0 3 83
Quantile forecasts of daily exchange rate returns from forecasts of realized volatility 0 0 0 78 1 1 3 344
REAL‐TIME FORECASTING OF INFLATION AND OUTPUT GROWTH WITH AUTOREGRESSIVE MODELS IN THE PRESENCE OF DATA REVISIONS 0 0 0 0 0 0 1 91
Rationality and the Role of Judgement in Macroeconomic Forecasting 0 0 2 69 1 2 6 216
Real-time factor model forecasting and the effects of instability 0 0 0 8 0 0 2 50
Robust Evaluation of Fixed-Event Forecast Rationality 0 0 0 0 0 0 5 204
Robust approaches to forecasting 0 0 2 60 0 1 6 147
Rounding behaviour of professional macro-forecasters 0 0 1 2 0 0 2 9
Seasonality, Cointegration, and Forecasting UK Residential Energy Demand 0 0 0 162 0 0 0 364
Some possible directions for future research 0 0 0 53 5 17 17 379
Survey expectations and adjustments for multiple testing 0 0 0 0 0 0 7 8
TESTING THE EXPECTATIONS THEORY OF THE TERM STRUCTURE OF INTEREST RATES IN THRESHOLD MODELS 0 0 0 14 0 0 3 82
The UK Economy: Analysis and Prospects 0 0 0 0 0 0 1 169
The UK Economy: Analysis and Prospects 0 0 0 0 0 1 3 280
The UK Economy: Analysis and Prospects 0 0 0 0 0 0 1 140
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 0 1 77
The choice of performance measures, target setting and vesting levels in UK firms' Chief Executive Officer equity‐based compensation 0 1 1 3 0 2 4 6
The performance of alternative forecasting methods for SETAR models 0 0 1 114 0 0 2 328
US Inflation Expectations and Heterogeneous Loss Functions, 1968–2010 0 0 1 16 0 0 3 50
Total Journal Articles 8 20 82 7,421 46 134 488 27,530

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 1 3 11 279
Forecasting Economic Time Series 0 0 0 0 5 21 67 683
Forecasting Non-Stationary Economic Time Series 0 0 0 0 0 0 12 489
Total Books 0 0 0 0 6 24 90 1,451

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 1 3 309 2 5 10 732
Introduction to the Handbook of Research Methods and Applications in Macroeconomic Forecasting 2 6 15 15 4 15 32 32
Real-time data and forecasting 0 3 5 5 0 4 14 14
Total Chapters 2 10 24 331 6 24 61 797
2 registered items for which data could not be found
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Statistics updated 2025-09-05