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 0 14 68
A Comparison of the Forecasting Performance of Markov-Switching and Threshold Autoregressive Models of US GNP 0 1 1 26 1 2 6 1,162
A Monte Carlo Study of the Forecasting Performance of Empirical Setar Models 0 0 0 10 1 1 24 272
An Investigation into the Uncertainty Revision Process of Professional Forecasters 0 0 1 1 0 0 11 21
An Overview of Forecasting Facing Breaks 0 0 3 117 1 5 27 222
Anticipating Early Data Revisions to US GDP and the Effects of Releases on Equity Markets 0 0 0 61 0 1 11 77
Are Macro-Forecasters Essentially The Same? An Analysis of Disagreement, Accuracy and Efficiency 0 0 0 75 1 4 14 123
Are Macroeconomic Density Forecasts Informative? 0 1 1 70 0 2 10 88
Assessing Macro Uncertainty In Real-Time When Data Are Subject To Revision 0 0 0 48 0 0 6 106
Assessing Macro-Forecaster Herding: Modelling versus Testing 0 0 0 33 0 0 10 65
Assessing the Evidence of Macro- Forecaster Herding: Forecasts of Inflation and Output Growth 0 0 0 39 0 0 7 68
Business Cycle Asymmetries: Characterisation and Testing based on Markov-Switching Autoregressions 0 0 0 6 0 1 18 51
Business Cycle Asymmetries: Characterisationand Testing Based on Markov-Switching Autoregression 0 0 1 200 0 1 13 783
Data Revisions and Real-time Probabilistic Forecasting of Macroeconomic Variables 0 0 0 100 1 1 20 230
Do Professional Forecasters Pay Attention to Data Releases? 0 0 0 3 0 0 16 46
Do Professional Forecasters Pay Attention to Data Releases? 0 0 0 48 0 2 18 138
Do Professional Forecasters' Phillips Curves Incorporate the Beliefs of Others? 0 0 0 9 0 0 9 19
Do Survey Joiners and Leavers Differ from Regular Participants? The US SPF GDP Growth and Inflation Forecasts 0 0 0 19 0 0 27 61
Do US Macroeconomic Forecasters Exaggerate Their Differences? 0 0 0 37 0 2 10 65
Do forecasters target first or later releases of national accounts data? 0 0 0 25 0 0 16 89
EVALUATING THE FORECAST DENSITIES OF LINEAR AND NON-LINEAR MODELS: APPLICATIONS TO OUTPUT GROWTH AND UNEMPLOYMENT 0 0 0 13 0 0 11 43
Economic Forecasting: Some Lessons from Recent Research 0 0 0 8 1 3 37 86
Economic Forecasting: Some Lessons from Recent Research 0 0 0 493 0 2 28 849
Economic Forecasting: Some Lessons from Recent Research 0 0 0 412 0 0 11 995
Economic forecasting: some lessons from recent research 0 0 1 451 0 2 16 996
Evaluating The Forecast of Densities of Linear and Non-Linear Models: Applications to Output Growth and Unemployment 0 0 1 19 0 0 9 666
Evaluating the Rationality of Fixed-Event Forecasts 0 0 0 7 0 2 17 377
Evaluating the rationality of fixed-event forecasts 0 0 0 8 0 3 9 41
Explanations of the inconsistencies in survey respondents' forecasts 0 0 0 4 1 2 16 136
Explanations of the inconsistencies in survey respondents'forecasts 0 0 1 80 0 1 17 273
FORECASTING SEASONAL UK CONSUMPTION COMPONENTS 0 0 0 1 0 2 5 13
FORECASTING WITH DIFFERENCE-STATIONARY AND TREND-STATIONARY MODELS 0 0 0 3 0 2 50 84
First Announcements and Real Economic Activity 0 0 0 1 0 0 4 67
First Announcements and Real Economic Activity 0 0 0 63 0 1 18 364
Forecast Encompassing Tests and Probability Forecasts 0 0 3 314 2 3 23 938
Forecast Encompassing Tests and Probability Forecasts 0 0 1 2 1 3 13 42
Forecasters' Disagreement about How the Economy Operates, and the Role of Long-run Relationships 0 0 0 0 0 0 3 46
Forecasting Seasonal UK Consumption Components 0 0 0 2 0 0 7 20
Forecasting Seasonal UK Consumption Components 0 0 0 53 0 0 10 825
Forecasting Seasonal UK Consumption Components 0 0 0 4 0 0 13 104
Forecasting by factors, by variables, or both? 0 0 0 147 0 1 8 307
Forecasting economic and financial time-series with non-linear models 0 0 0 876 1 2 27 1,688
Forecasting from Mis-specified Models in the Presence of Unanticipated Location Shifts 0 0 0 149 1 1 10 638
Forecasting in Cointegrated Systems 0 0 0 4 0 1 6 231
Forecasting with Difference-Stationary and Trend-Stationary Models 0 0 1 23 1 1 10 1,670
Forecasting with Difference-Stationary and Trend-Stationary Models 0 0 0 44 0 1 11 200
Forecasting: theory and practice 1 1 6 96 1 5 46 159
How Local is the Local Inflation Factor? Evidence from Emerging European Countries 0 0 0 28 0 0 19 77
Improving Real-time Estimates of Output Gaps and Inflation Trends with Multiple-vintage Models 0 0 2 7 0 2 21 98
Individual Forecaster Perceptions of the Persistence of Shocks to GDP 0 0 0 39 0 3 7 83
Internal consistency of survey respondents.forecasts: Evidence based on the Survey of Professional Forecasters 0 0 3 128 0 2 16 650
Internal consistency of survey respondentsíforecasts: Evidence based on the Survey of Professional Forecasters 0 0 1 4 1 1 10 32
Long-Run Restrictions and Survey Forecasts of Output, Consumption and Investment 0 0 0 27 0 0 8 51
MODELLING BUSINESS CYCLE FEATURES USING SWITCHING REGIME MODELS 0 0 0 0 0 1 5 448
MULTI-STEP ESTIMATION FOR FORECASTING 0 0 1 5 0 0 12 71
Macroeconomic Forecasting with Mixed Frequency Data: Forecasting US Output Growth 0 0 6 21 0 0 30 97
Macroeconomic Forecasting with Mixed Frequency Data: Forecasting US output growth and inflation 0 0 1 9 1 3 66 173
Macroeconomic Forecasting with Mixed Frequency Data: Forecasting US output growth and inflation 0 1 7 470 0 2 31 1,181
Measuring Macroeconomic Uncertainty: US Inflation and Output Growth 0 0 0 90 0 2 9 237
Modelling Business Cycle Features Using Switching Regime Models 0 0 0 40 0 1 10 119
Multi-Step Estimation for Forecasting 0 0 0 5 0 0 13 226
NON-LINEARITIES IN EXCHANGE RATES 0 0 0 0 0 0 6 15
Non-Linearities in Exchange Rates 0 0 1 7 0 1 8 619
On SETAR non- linearity and forecasting 0 0 0 54 0 2 20 146
On the Limitations of Comparing Mean Square Forecast Errors 0 0 0 1 0 0 14 775
Performance of Alternative Forecasting Methods for Setar Models 0 0 0 2 0 0 11 201
Pooling of Forecasts 0 0 1 333 0 3 13 828
Probability Distributions or Point Predictions? Survey Forecasts of US Output Growth and Inflation 0 0 0 68 0 0 12 224
Probability Distributions or Point Predictions? Survey Forecasts of US Output Growth and Inflation 0 0 0 2 0 0 14 83
Quantile Forecasts of Daily Exchange Rate Returns from Forecasts of Realized Volatility 0 0 0 2 0 0 8 89
Quantile Forecasts of Daily Exchange Rate Returns from Forecasts of Realized Volatility 0 0 1 293 1 2 17 1,072
Real-Time Factor Model Forecasting and the Effects of Instability 0 0 0 48 0 0 12 72
Real-time Forecasting of Inflation and Output Growth in the Presence of Data Revisions 0 0 0 3 1 1 21 63
Real-time Forecasting of Inflation and Output Growth in the Presence of Data Revisions 0 0 1 79 0 1 16 165
Robust Approaches to Forecasting 0 0 0 241 1 6 16 530
Rounding of probability forecasts: The SPF forecast probabilities of negative output growth 0 0 0 3 0 0 12 24
Rounding of probability forecasts: The SPF forecast probabilities of negative output growth 0 0 1 61 0 1 21 324
SEASONALITY, COINTEGRATION, AND THE FORECASTING OF ENERGY DEMAND 0 0 0 2 0 0 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 0 1 9 38
Subjective and Ex Post Forecast Uncertainty: US Inflation and Output Growth 0 0 0 66 0 0 11 223
Subjective and Ex Post Forecast Uncertainty: US Inflation and Output Growth 0 0 0 1 0 0 13 32
Surveys of Professionals 0 0 1 12 0 2 12 34
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 1 15 76
THE MATHEMATICAL STRUCTURE OF MODELS THAT EXHIBIT COINTEGRATION: A SURVEY OF RECENT APPROACHES 0 0 0 0 0 0 2 70
Testing Structural Hypotheses by Encompassing: Us Wages and Prices is the Mark-Up Pricing Hypothesis Dead? 0 0 0 0 0 0 4 52
The Performance of Alternative Forecasting Methods for SETAR Models 0 0 0 4 0 1 12 36
US inflation expectations and heterogeneous loss functions, 1968–2010 0 0 0 1 0 1 10 30
US inflation expectations and heterogeneous loss functions, 1968–2010 0 0 0 49 1 2 17 115
Why are survey forecasts superior to model forecasts? 0 0 0 2 0 0 13 29
Why are survey forecasts superior to model forecasts? 0 0 1 103 0 0 9 146
Total Working Papers 1 4 50 6,540 20 102 1,334 26,445
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 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 0 0 14 308
A comparison of the forecast performance of Markov-switching and threshold autoregressive models of US GNP 0 0 0 1 0 0 12 980
An Empirical Investigation of the Effects of Rounding on the SPF Probabilities of Decline and Output Growth Histograms 0 0 0 0 0 0 9 54
An Empirical Investigation of the Effects of Rounding on the SPF Probabilities of Decline and Output Growth Histograms 0 0 0 2 1 2 28 33
An Historical Perspective on Forecast Errors 0 0 0 8 0 0 8 40
An Historical Perspective on Forecast Errors 0 0 0 0 1 1 9 12
An Investigation into the Uncertainty Revision Process of Professional Forecasters 0 0 1 2 1 1 15 22
An Overview of Forecasting Facing Breaks 0 0 2 17 0 1 18 111
An empirical study of seasonal unit roots in forecasting 0 0 0 60 0 1 10 195
An evaluation of the forecasts of the federal reserve: a pooled approach 0 0 0 119 2 4 14 354
Are Professional Macroeconomic Forecasters Able To Do Better Than Forecasting Trends? 0 1 2 18 0 1 19 81
Are Some Forecasters’ Probability Assessments of Macro Variables Better Than Those of Others? 0 0 0 3 0 0 9 38
Are macroeconomic density forecasts informative? 0 0 0 38 0 0 10 123
Assessing Macro Uncertainty in Real-Time When Data Are Subject To Revision 0 0 1 8 0 0 10 55
Asymmetric output‐gap effects in Phillips Curve and mark‐up pricing models: Evidence for the US and the UK 0 0 0 99 0 1 8 412
Bootstrap prediction intervals for autoregressive time series 0 0 0 92 1 1 13 222
Bootstrapping prediction intervals for autoregressive models 0 0 0 88 0 1 13 255
Business Cycle Asymmetries: Characterization and Testing Based on Markov-Switching Autoregressions 0 0 0 0 0 2 18 655
Can Econometrics Improve Economic Forecasting? 0 0 0 73 0 1 14 221
Can oil shocks explain asymmetries in the US Business Cycle? 0 0 1 198 1 2 11 627
Can regime-switching models reproduce the business cycle features of US aggregate consumption, investment and output? 0 0 2 195 1 2 11 459
Combining probability forecasts 0 0 0 14 0 1 7 70
Combining probability forecasts 0 0 0 70 2 2 21 290
Comments on "Forecasting economic and financial variables with global VARs" 0 0 0 6 1 2 4 29
Comments on 'The state of macroeconomic forecasting' 0 0 0 32 1 1 5 155
Conditional mean functions of non-linear models of US output 0 0 0 40 0 2 11 252
Consensus and uncertainty: Using forecast probabilities of output declines 0 0 1 24 0 1 6 100
Density forecasting with Bayesian Vector Autoregressive models under macroeconomic data uncertainty 0 0 0 3 0 2 11 27
Do Macroforecasters Herd? 0 0 0 9 0 3 15 58
Do US Macroeconomic Forecasters Exaggerate their Differences? 0 0 0 5 1 2 6 42
Do forecasters target first or later releases of national accounts data? 0 0 0 2 0 0 6 34
Do professional forecasters believe in the Phillips curve? 0 0 0 1 1 1 17 27
Do professional forecasters pay attention to data releases? 0 0 0 19 0 1 11 94
Do survey joiners and leavers differ from regular participants? The US SPF GDP growth and inflation forecasts 0 0 0 10 0 1 9 29
Economic Forecasting in a Changing World 0 1 1 91 0 2 17 218
Economic forecasting: some lessons from recent research 0 0 0 223 1 1 24 582
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 0 0 9 353
Evaluating interval forecasts of high-frequency financial data 0 0 1 527 0 0 16 1,417
Evaluating multivariate forecast densities: a comparison of two approaches 0 0 0 76 1 1 5 202
Evaluating the Bank of England Density Forecasts of Inflation 0 0 0 106 4 10 15 341
Evaluating the survey of professional forecasters probability distributions of expected inflation based on derived event probability forecasts 0 0 1 78 0 0 8 279
Explanations of the inconsistencies in survey respondents' forecasts 1 1 1 60 1 1 11 236
FORECASTING QUARTERLY AGGREGATE CRIME SERIES 0 0 0 29 1 2 9 129
First announcements and real economic activity 0 0 1 19 0 1 11 155
Forecast Uncertainty- Ex Ante and Ex Post: U.S. Inflation and Output Growth 0 0 2 69 0 2 19 187
Forecast encompassing tests and probability forecasts 0 0 0 71 0 1 19 343
Forecaster Efficiency, Accuracy, and Disagreement: Evidence Using Individual‐Level Survey Data 0 0 0 8 0 0 8 35
Forecasting GDP growth rates in the United States and Brazil using Google Trends 0 0 3 5 1 1 18 48
Forecasting U.S. Output Growth with Non-Linear Models in the Presence of Data Uncertainty 0 0 0 50 0 1 10 130
Forecasting US output growth using leading indicators: an appraisal using MIDAS models 0 0 0 318 2 2 16 750
Forecasting US output growth using leading indicators: an appraisal using MIDAS models 0 0 6 34 1 2 29 138
Forecasting and forecast narratives: The Bank of England Inflation Reports 1 1 1 13 1 4 28 73
Forecasting by factors, by variables, by both or neither? 0 0 0 68 0 0 16 285
Forecasting economic and financial time-series with non-linear models 0 0 0 288 0 2 27 787
Forecasting economic processes 0 0 0 92 0 1 6 254
Forecasting in Cointegration Systems 0 0 0 380 2 2 14 764
Forecasting returns and risk in financial markets using linear and nonlinear models 0 0 0 95 0 1 9 225
Forecasting with Bayesian multivariate vintage-based VARs 0 0 2 7 1 1 11 98
Forecasting with difference-stationary and trend-stationary models 0 0 0 29 0 2 7 1,749
Forecasting with vector autoregressive models of data vintages: US output growth and inflation 0 0 0 25 0 0 11 169
Forecasting: theory and practice 2 4 13 65 8 23 187 521
Guest Editors’ Introduction: Information in Economic Forecasting 0 0 0 61 2 2 10 190
How local is the local inflation factor? Evidence from emerging European countries 0 0 0 4 0 1 15 28
Improving Real-Time Estimates of Output and Inflation Gaps With Multiple-Vintage Models 0 0 0 8 0 1 7 65
Inconsistent survey histograms and point forecasts revisited 0 0 0 0 0 0 14 14
Independent directors, information costs and foreign ownership in Chinese companies 0 0 3 11 0 1 14 152
Individual forecaster perceptions of the persistence of shocks to GDP 0 0 0 4 1 1 8 21
Intercept Corrections and Structural Change 2 3 4 267 6 9 24 882
Long-run restrictions and survey forecasts of output, consumption and investment 0 0 0 2 0 1 12 48
Macro-economic Forecasting and Modelling 0 0 0 138 0 0 5 445
Macroeconomic Forecasting With Mixed-Frequency Data 0 1 4 242 1 3 29 526
Measuring the effects of expectations shocks 0 0 2 19 0 1 15 62
Model and survey estimates of the term structure of US macroeconomic uncertainty 0 0 0 4 0 0 30 106
Modeling Price and Variance Jump Clustering Using the Marked Hawkes Process* 1 1 2 4 3 4 31 36
Modelling methodology and forecast failure 0 0 0 105 1 1 8 389
Multi-step Estimation for Forecasting 0 0 0 3 1 1 17 375
On SETAR non-linearity and forecasting 0 0 0 206 0 1 18 678
On winning forecasting competitions in economics 0 0 0 201 0 0 9 779
Pooling of forecasts 0 0 0 304 0 2 27 893
Predicting Early Data Revisions to U.S. GDP and the Effects of Releases on Equity Markets 0 0 2 6 2 2 19 59
Probability distributions or point predictions? Survey forecasts of US output growth and inflation 0 0 0 20 0 0 4 87
Quantile forecasts of daily exchange rate returns from forecasts of realized volatility 0 0 0 78 1 3 23 366
REAL‐TIME FORECASTING OF INFLATION AND OUTPUT GROWTH WITH AUTOREGRESSIVE MODELS IN THE PRESENCE OF DATA REVISIONS 0 0 0 0 2 2 13 104
Rationality and the Role of Judgement in Macroeconomic Forecasting 0 0 0 69 0 0 6 221
Real-time factor model forecasting and the effects of instability 0 0 0 8 1 2 18 68
Robust Evaluation of Fixed-Event Forecast Rationality 0 0 0 0 1 1 8 212
Robust approaches to forecasting 0 0 1 61 0 3 13 160
Rounding behaviour of professional macro-forecasters 0 1 1 3 1 2 6 15
Seasonality, Cointegration, and Forecasting UK Residential Energy Demand 0 0 0 162 0 0 14 378
Some possible directions for future research 0 0 0 53 0 2 41 415
Survey expectations and adjustments for multiple testing 0 0 2 2 1 1 13 21
TESTING THE EXPECTATIONS THEORY OF THE TERM STRUCTURE OF INTEREST RATES IN THRESHOLD MODELS 0 0 0 14 0 2 11 93
The UK Economy: Analysis and Prospects 0 0 0 2 0 1 2 631
The UK Economy: Analysis and Prospects 0 0 0 0 0 0 4 284
The UK Economy: Analysis and Prospects 0 0 0 0 1 1 5 174
The UK Economy: Analysis and Prospects 0 0 0 0 0 0 3 143
The World Economy: Analysis and Prospects 0 0 0 0 2 3 5 166
The World and UK Economy: Analysis and Prospects 0 0 0 0 1 1 4 81
The choice of performance measures, target setting and vesting levels in UK firms' Chief Executive Officer equity‐based compensation 0 0 1 4 0 2 22 28
The performance of alternative forecasting methods for SETAR models 0 0 0 114 0 1 13 341
US Inflation Expectations and Heterogeneous Loss Functions, 1968–2010 0 0 0 16 1 1 6 56
Total Journal Articles 7 14 65 7,478 67 162 1,529 29,013

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 10 63 741
Forecasting Economic Time Series 0 0 0 0 0 1 20 298
Forecasting Non-Stationary Economic Time Series 0 0 0 0 3 5 22 511
Total Books 0 0 0 0 5 16 105 1,550

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 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 0 0 15 31
Forecasting with Breaks 0 0 4 313 1 6 46 776
Introduction to the Handbook of Research Methods and Applications in Macroeconomic Forecasting 0 1 8 21 0 2 19 47
Real-time data and forecasting 1 2 6 11 3 5 19 33
Total Chapters 1 3 18 347 4 13 111 902
2 registered items for which data could not be found
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Statistics updated 2026-08-07