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 3 4 14 68
A Comparison of the Forecasting Performance of Markov-Switching and Threshold Autoregressive Models of US GNP 0 0 0 25 2 2 5 1,160
A Monte Carlo Study of the Forecasting Performance of Empirical Setar Models 0 0 0 10 0 4 23 271
An Investigation into the Uncertainty Revision Process of Professional Forecasters 0 0 1 1 3 4 14 21
An Overview of Forecasting Facing Breaks 1 1 3 117 4 6 22 217
Anticipating Early Data Revisions to US GDP and the Effects of Releases on Equity Markets 0 0 0 61 0 0 11 76
Are Macro-Forecasters Essentially The Same? An Analysis of Disagreement, Accuracy and Efficiency 0 0 0 75 3 5 10 119
Are Macroeconomic Density Forecasts Informative? 0 0 0 69 2 6 8 86
Assessing Macro Uncertainty In Real-Time When Data Are Subject To Revision 0 0 0 48 1 3 6 106
Assessing Macro-Forecaster Herding: Modelling versus Testing 0 0 0 33 2 4 10 65
Assessing the Evidence of Macro- Forecaster Herding: Forecasts of Inflation and Output Growth 0 0 0 39 0 2 8 68
Business Cycle Asymmetries: Characterisation and Testing based on Markov-Switching Autoregressions 0 0 0 6 1 3 19 50
Business Cycle Asymmetries: Characterisationand Testing Based on Markov-Switching Autoregression 0 0 1 200 2 4 12 782
Data Revisions and Real-time Probabilistic Forecasting of Macroeconomic Variables 0 0 0 100 2 7 19 229
Do Professional Forecasters Pay Attention to Data Releases? 0 0 0 48 1 2 17 136
Do Professional Forecasters Pay Attention to Data Releases? 0 0 0 3 3 4 18 46
Do Professional Forecasters' Phillips Curves Incorporate the Beliefs of Others? 0 0 0 9 2 5 9 19
Do Survey Joiners and Leavers Differ from Regular Participants? The US SPF GDP Growth and Inflation Forecasts 0 0 0 19 3 3 27 61
Do US Macroeconomic Forecasters Exaggerate Their Differences? 0 0 0 37 1 5 9 63
Do forecasters target first or later releases of national accounts data? 0 0 0 25 2 4 17 89
EVALUATING THE FORECAST DENSITIES OF LINEAR AND NON-LINEAR MODELS: APPLICATIONS TO OUTPUT GROWTH AND UNEMPLOYMENT 0 0 2 13 3 6 15 43
Economic Forecasting: Some Lessons from Recent Research 0 0 0 493 2 4 26 847
Economic Forecasting: Some Lessons from Recent Research 0 0 2 412 5 6 14 995
Economic Forecasting: Some Lessons from Recent Research 0 0 0 8 5 7 34 83
Economic forecasting: some lessons from recent research 0 0 2 451 0 1 15 994
Evaluating The Forecast of Densities of Linear and Non-Linear Models: Applications to Output Growth and Unemployment 0 0 1 19 2 2 9 666
Evaluating the Rationality of Fixed-Event Forecasts 0 0 0 7 6 6 17 375
Evaluating the rationality of fixed-event forecasts 0 0 0 8 2 2 7 38
Explanations of the inconsistencies in survey respondents' forecasts 0 0 0 4 1 2 14 134
Explanations of the inconsistencies in survey respondents'forecasts 0 0 1 80 3 6 16 272
FORECASTING SEASONAL UK CONSUMPTION COMPONENTS 0 0 0 1 0 1 3 11
FORECASTING WITH DIFFERENCE-STATIONARY AND TREND-STATIONARY MODELS 0 0 0 3 2 3 48 82
First Announcements and Real Economic Activity 0 0 0 1 0 0 4 67
First Announcements and Real Economic Activity 0 0 1 63 3 6 18 363
Forecast Encompassing Tests and Probability Forecasts 0 1 3 314 4 5 21 935
Forecast Encompassing Tests and Probability Forecasts 0 1 1 2 2 3 10 39
Forecasters' Disagreement about How the Economy Operates, and the Role of Long-run Relationships 0 0 0 0 0 1 3 46
Forecasting Seasonal UK Consumption Components 0 0 0 4 3 3 13 104
Forecasting Seasonal UK Consumption Components 0 0 0 2 1 1 7 20
Forecasting Seasonal UK Consumption Components 0 0 0 53 3 3 11 825
Forecasting by factors, by variables, or both? 0 0 0 147 1 2 7 306
Forecasting economic and financial time-series with non-linear models 0 0 0 876 0 9 26 1,686
Forecasting from Mis-specified Models in the Presence of Unanticipated Location Shifts 0 0 0 149 3 5 11 637
Forecasting in Cointegrated Systems 0 0 0 4 0 0 5 230
Forecasting with Difference-Stationary and Trend-Stationary Models 0 0 0 44 1 4 12 199
Forecasting with Difference-Stationary and Trend-Stationary Models 0 0 1 23 0 1 9 1,669
Forecasting: theory and practice 1 1 5 95 3 5 45 154
How Local is the Local Inflation Factor? Evidence from Emerging European Countries 0 0 0 28 4 6 19 77
Improving Real-time Estimates of Output Gaps and Inflation Trends with Multiple-vintage Models 0 0 3 7 0 3 20 96
Individual Forecaster Perceptions of the Persistence of Shocks to GDP 0 0 0 39 0 0 4 80
Internal consistency of survey respondents.forecasts: Evidence based on the Survey of Professional Forecasters 0 0 3 128 1 4 14 648
Internal consistency of survey respondentsíforecasts: Evidence based on the Survey of Professional Forecasters 0 0 1 4 2 4 10 31
Long-Run Restrictions and Survey Forecasts of Output, Consumption and Investment 0 0 0 27 3 6 9 51
MODELLING BUSINESS CYCLE FEATURES USING SWITCHING REGIME MODELS 0 0 0 0 0 1 7 447
MULTI-STEP ESTIMATION FOR FORECASTING 0 0 1 5 2 5 12 71
Macroeconomic Forecasting with Mixed Frequency Data: Forecasting US Output Growth 0 1 6 21 0 5 32 97
Macroeconomic Forecasting with Mixed Frequency Data: Forecasting US output growth and inflation 1 2 6 469 7 12 31 1,179
Macroeconomic Forecasting with Mixed Frequency Data: Forecasting US output growth and inflation 1 1 1 9 5 7 63 170
Measuring Macroeconomic Uncertainty: US Inflation and Output Growth 0 0 0 90 3 5 9 235
Modelling Business Cycle Features Using Switching Regime Models 0 0 0 40 0 1 9 118
Multi-Step Estimation for Forecasting 0 0 0 5 5 8 13 226
NON-LINEARITIES IN EXCHANGE RATES 0 0 0 0 1 2 6 15
Non-Linearities in Exchange Rates 0 0 1 7 2 2 7 618
On SETAR non- linearity and forecasting 0 0 0 54 2 9 18 144
On the Limitations of Comparing Mean Square Forecast Errors 0 0 0 1 2 3 14 775
Performance of Alternative Forecasting Methods for Setar Models 0 0 0 2 2 3 11 201
Pooling of Forecasts 0 0 1 333 7 7 11 825
Probability Distributions or Point Predictions? Survey Forecasts of US Output Growth and Inflation 0 0 0 68 0 3 13 224
Probability Distributions or Point Predictions? Survey Forecasts of US Output Growth and Inflation 0 0 0 2 4 6 14 83
Quantile Forecasts of Daily Exchange Rate Returns from Forecasts of Realized Volatility 0 1 2 293 2 6 16 1,070
Quantile Forecasts of Daily Exchange Rate Returns from Forecasts of Realized Volatility 0 0 0 2 2 3 8 89
Real-Time Factor Model Forecasting and the Effects of Instability 0 0 0 48 2 2 12 72
Real-time Forecasting of Inflation and Output Growth in the Presence of Data Revisions 0 0 1 79 3 5 16 164
Real-time Forecasting of Inflation and Output Growth in the Presence of Data Revisions 0 0 0 3 2 6 21 62
Robust Approaches to Forecasting 0 0 1 241 1 1 11 524
Rounding of probability forecasts: The SPF forecast probabilities of negative output growth 0 0 0 3 3 3 12 24
Rounding of probability forecasts: The SPF forecast probabilities of negative output growth 0 0 1 61 1 11 21 323
SEASONALITY, COINTEGRATION, AND THE FORECASTING OF ENERGY DEMAND 0 0 0 2 1 1 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 3 4 8 37
Subjective and Ex Post Forecast Uncertainty: US Inflation and Output Growth 0 0 0 1 3 4 14 32
Subjective and Ex Post Forecast Uncertainty: US Inflation and Output Growth 0 0 0 66 2 5 11 223
Surveys of Professionals 0 0 1 12 1 1 10 32
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 1 14 75
THE MATHEMATICAL STRUCTURE OF MODELS THAT EXHIBIT COINTEGRATION: A SURVEY OF RECENT APPROACHES 0 0 0 0 0 0 4 70
Testing Structural Hypotheses by Encompassing: Us Wages and Prices is the Mark-Up Pricing Hypothesis Dead? 0 0 0 0 2 2 4 52
The Performance of Alternative Forecasting Methods for SETAR Models 0 0 0 4 3 6 11 35
US inflation expectations and heterogeneous loss functions, 1968–2010 0 0 0 49 2 7 15 113
US inflation expectations and heterogeneous loss functions, 1968–2010 0 0 0 1 1 1 9 29
Why are survey forecasts superior to model forecasts? 0 0 0 2 3 8 13 29
Why are survey forecasts superior to model forecasts? 0 0 1 103 4 5 11 146
Total Working Papers 4 9 55 6,536 186 355 1,292 26,343
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 7 977
A comparison of tests of nonlinear cointegration with application to the predictability of US interest rates using the term structure 0 0 0 115 5 8 14 308
A comparison of the forecast performance of Markov-switching and threshold autoregressive models of US GNP 0 0 0 1 2 5 13 980
An Empirical Investigation of the Effects of Rounding on the SPF Probabilities of Decline and Output Growth Histograms 0 0 0 2 3 3 26 31
An Empirical Investigation of the Effects of Rounding on the SPF Probabilities of Decline and Output Growth Histograms 0 0 0 0 2 2 10 54
An Historical Perspective on Forecast Errors 0 0 0 0 2 2 8 11
An Historical Perspective on Forecast Errors 0 0 0 8 4 4 9 40
An Investigation into the Uncertainty Revision Process of Professional Forecasters 0 0 1 2 2 5 17 21
An Overview of Forecasting Facing Breaks 0 0 2 17 4 4 19 110
An empirical study of seasonal unit roots in forecasting 0 0 0 60 0 1 9 194
An evaluation of the forecasts of the federal reserve: a pooled approach 0 0 1 119 4 5 14 350
Are Professional Macroeconomic Forecasters Able To Do Better Than Forecasting Trends? 0 0 2 17 4 9 19 80
Are Some Forecasters’ Probability Assessments of Macro Variables Better Than Those of Others? 0 0 0 3 0 0 10 38
Are macroeconomic density forecasts informative? 0 0 1 38 2 2 11 123
Assessing Macro Uncertainty in Real-Time When Data Are Subject To Revision 0 1 1 8 1 2 11 55
Asymmetric output‐gap effects in Phillips Curve and mark‐up pricing models: Evidence for the US and the UK 0 0 0 99 3 3 7 411
Bootstrap prediction intervals for autoregressive time series 0 0 0 92 4 6 12 221
Bootstrapping prediction intervals for autoregressive models 0 0 0 88 1 4 12 254
Business Cycle Asymmetries: Characterization and Testing Based on Markov-Switching Autoregressions 0 0 0 0 3 4 17 653
Can Econometrics Improve Economic Forecasting? 0 0 0 73 2 2 13 220
Can oil shocks explain asymmetries in the US Business Cycle? 0 0 1 198 3 4 9 625
Can regime-switching models reproduce the business cycle features of US aggregate consumption, investment and output? 0 0 2 195 0 1 9 457
Combining probability forecasts 0 0 0 70 5 7 19 288
Combining probability forecasts 0 0 0 14 1 1 6 69
Comments on "Forecasting economic and financial variables with global VARs" 0 0 0 6 1 1 2 27
Comments on 'The state of macroeconomic forecasting' 0 0 0 32 0 0 5 154
Conditional mean functions of non-linear models of US output 0 0 0 40 3 5 11 250
Consensus and uncertainty: Using forecast probabilities of output declines 0 0 1 24 1 1 5 99
Density forecasting with Bayesian Vector Autoregressive models under macroeconomic data uncertainty 0 0 0 3 0 2 9 25
Do Macroforecasters Herd? 0 0 0 9 1 2 12 55
Do US Macroeconomic Forecasters Exaggerate their Differences? 0 0 1 5 1 1 5 40
Do forecasters target first or later releases of national accounts data? 0 0 0 2 1 2 6 34
Do professional forecasters believe in the Phillips curve? 0 0 0 1 3 5 19 26
Do professional forecasters pay attention to data releases? 0 0 0 19 1 1 10 93
Do survey joiners and leavers differ from regular participants? The US SPF GDP growth and inflation forecasts 0 0 0 10 3 3 8 28
Economic Forecasting in a Changing World 0 0 0 90 3 4 17 216
Economic forecasting: some lessons from recent research 0 0 0 223 3 10 24 581
Empirical analysis of macroeconomic time series: VAR and structural models 0 0 0 520 0 0 6 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 2 2 9 353
Evaluating interval forecasts of high-frequency financial data 0 1 2 527 8 10 17 1,417
Evaluating multivariate forecast densities: a comparison of two approaches 0 0 0 76 0 0 4 201
Evaluating the Bank of England Density Forecasts of Inflation 0 0 0 106 0 0 5 331
Evaluating the survey of professional forecasters probability distributions of expected inflation based on derived event probability forecasts 0 0 2 78 1 3 9 279
Explanations of the inconsistencies in survey respondents' forecasts 0 0 0 59 1 2 12 235
FORECASTING QUARTERLY AGGREGATE CRIME SERIES 0 0 0 29 2 2 7 127
First announcements and real economic activity 0 1 1 19 4 5 12 154
Forecast Uncertainty- Ex Ante and Ex Post: U.S. Inflation and Output Growth 0 1 5 69 5 8 23 185
Forecast encompassing tests and probability forecasts 0 0 0 71 5 7 19 342
Forecaster Efficiency, Accuracy, and Disagreement: Evidence Using Individual‐Level Survey Data 0 0 1 8 5 6 9 35
Forecasting GDP growth rates in the United States and Brazil using Google Trends 0 1 3 5 4 6 22 47
Forecasting U.S. Output Growth with Non-Linear Models in the Presence of Data Uncertainty 0 0 0 50 5 5 9 129
Forecasting US output growth using leading indicators: an appraisal using MIDAS models 1 2 7 34 9 13 30 136
Forecasting US output growth using leading indicators: an appraisal using MIDAS models 0 0 0 318 3 7 15 748
Forecasting and forecast narratives: The Bank of England Inflation Reports 0 0 0 12 4 9 24 69
Forecasting by factors, by variables, by both or neither? 0 0 0 68 2 4 18 285
Forecasting economic and financial time-series with non-linear models 0 0 0 288 5 9 25 785
Forecasting economic processes 0 0 0 92 1 1 6 253
Forecasting in Cointegration Systems 0 0 1 380 2 4 13 762
Forecasting returns and risk in financial markets using linear and nonlinear models 0 0 0 95 5 6 8 224
Forecasting with Bayesian multivariate vintage-based VARs 0 2 2 7 1 4 10 97
Forecasting with difference-stationary and trend-stationary models 0 0 0 29 0 2 7 1,747
Forecasting with vector autoregressive models of data vintages: US output growth and inflation 0 0 2 25 0 2 15 169
Forecasting: theory and practice 0 3 11 61 31 83 189 498
Guest Editors’ Introduction: Information in Economic Forecasting 0 0 0 61 0 0 8 188
How local is the local inflation factor? Evidence from emerging European countries 0 0 0 4 1 2 15 27
Improving Real-Time Estimates of Output and Inflation Gaps With Multiple-Vintage Models 0 0 0 8 1 1 8 64
Inconsistent survey histograms and point forecasts revisited 0 0 0 0 2 4 14 14
Independent directors, information costs and foreign ownership in Chinese companies 0 1 3 11 2 3 13 151
Individual forecaster perceptions of the persistence of shocks to GDP 0 0 0 4 0 2 7 20
Intercept Corrections and Structural Change 0 0 1 264 1 3 15 873
Long-run restrictions and survey forecasts of output, consumption and investment 0 0 0 2 2 5 11 47
Macro-economic Forecasting and Modelling 0 0 0 138 0 1 6 445
Macroeconomic Forecasting With Mixed-Frequency Data 0 0 4 241 7 13 27 523
Measuring the effects of expectations shocks 1 2 3 19 8 10 16 61
Model and survey estimates of the term structure of US macroeconomic uncertainty 0 0 0 4 2 10 30 106
Modeling Price and Variance Jump Clustering Using the Marked Hawkes Process* 0 1 3 3 8 15 29 32
Modelling methodology and forecast failure 0 0 0 105 1 2 9 388
Multi-step Estimation for Forecasting 0 0 0 3 1 2 16 374
On SETAR non-linearity and forecasting 0 0 0 206 6 9 17 677
On winning forecasting competitions in economics 0 0 0 201 1 2 9 779
Pooling of forecasts 0 0 0 304 8 12 27 891
Predicting Early Data Revisions to U.S. GDP and the Effects of Releases on Equity Markets 0 1 2 6 3 5 19 57
Probability distributions or point predictions? Survey forecasts of US output growth and inflation 0 0 0 20 0 1 4 87
Quantile forecasts of daily exchange rate returns from forecasts of realized volatility 0 0 0 78 2 8 20 363
REAL‐TIME FORECASTING OF INFLATION AND OUTPUT GROWTH WITH AUTOREGRESSIVE MODELS IN THE PRESENCE OF DATA REVISIONS 0 0 0 0 1 6 11 102
Rationality and the Role of Judgement in Macroeconomic Forecasting 0 0 0 69 0 2 7 221
Real-time factor model forecasting and the effects of instability 0 0 0 8 3 5 17 66
Robust Evaluation of Fixed-Event Forecast Rationality 0 0 0 0 1 2 8 211
Robust approaches to forecasting 0 0 1 61 2 3 12 157
Rounding behaviour of professional macro-forecasters 0 0 0 2 0 1 4 13
Seasonality, Cointegration, and Forecasting UK Residential Energy Demand 0 0 0 162 0 2 14 378
Some possible directions for future research 0 0 0 53 1 5 51 413
Survey expectations and adjustments for multiple testing 0 0 2 2 1 3 12 20
TESTING THE EXPECTATIONS THEORY OF THE TERM STRUCTURE OF INTEREST RATES IN THRESHOLD MODELS 0 0 0 14 0 2 9 91
The UK Economy: Analysis and Prospects 0 0 0 2 0 0 1 630
The UK Economy: Analysis and Prospects 0 0 0 0 0 2 4 173
The UK Economy: Analysis and Prospects 0 0 0 0 1 2 5 284
The UK Economy: Analysis and Prospects 0 0 0 0 0 0 3 143
The World Economy: Analysis and Prospects 0 0 0 0 0 0 2 163
The World and UK Economy: Analysis and Prospects 0 0 0 0 1 1 3 80
The choice of performance measures, target setting and vesting levels in UK firms' Chief Executive Officer equity‐based compensation 0 0 2 4 4 7 22 26
The performance of alternative forecasting methods for SETAR models 0 0 0 114 4 4 12 340
US Inflation Expectations and Heterogeneous Loss Functions, 1968–2010 0 0 1 16 0 1 6 55
Total Journal Articles 2 17 73 7,464 259 480 1,488 28,851

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 2 6 22 297
Forecasting Economic Time Series 0 0 0 0 5 15 77 731
Forecasting Non-Stationary Economic Time Series 0 0 0 0 2 4 18 506
Total Books 0 0 0 0 9 25 117 1,534

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 1 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 2 4 15 31
Forecasting with Breaks 1 3 5 313 3 10 44 770
Introduction to the Handbook of Research Methods and Applications in Macroeconomic Forecasting 0 1 11 20 0 1 28 45
Real-time data and forecasting 0 0 7 9 1 1 18 28
Total Chapters 1 4 23 344 6 17 117 889
2 registered items for which data could not be found
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Statistics updated 2026-05-06