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Forecasting economic and financial time-series with non-linear models

Clements, Michael P.; Franses, Philip Hans; Swanson, … - In: International Journal of Forecasting 20 (2004) 2, pp. 169-183

Persistent link: https://www.econbiz.de/10005428677

Evaluating multivariate forecast densities: a comparison of two approaches

Clements, Michael P.; Smith, Jeremy - In: International Journal of Forecasting 18 (2002) 3, pp. 397-407

Persistent link: https://www.econbiz.de/10005429396

Bootstrapping prediction intervals for autoregressive models

Clements, Michael P.; Taylor, Nick - In: International Journal of Forecasting 17 (2001) 2, pp. 247-267

Persistent link: https://www.econbiz.de/10005429526

Some possible directions for future research

Clements, Michael P. - In: International Journal of Forecasting 19 (2003) 1, pp. 1-3

Persistent link: https://www.econbiz.de/10005429574

Forecasting economic processes

Clements, Michael P.; Hendry, David F. - In: International Journal of Forecasting 14 (1998) 1, pp. 111-131

Persistent link: https://www.econbiz.de/10005418064

A comparison of tests of nonlinear cointegration with application to the predictability of US interest rates using the term structure

Clements, Michael P.; Galvao, Ana Beatriz - In: International Journal of Forecasting 20 (2004) 2, pp. 219-236

Persistent link: https://www.econbiz.de/10005418127

An empirical study of seasonal unit roots in forecasting

Clements, Michael P.; Hendry, David F. - In: International Journal of Forecasting 13 (1997) 3, pp. 341-355

Persistent link: https://www.econbiz.de/10005418187

Forecasting returns and risk in financial markets using linear and nonlinear models

Clements, Michael P.; Milas, Costas; van Dijk, Dick - In: International Journal of Forecasting 25 (2009) 2, pp. 215-217

Persistent link: https://www.econbiz.de/10005418218

The performance of alternative forecasting methods for SETAR models

Clements, Michael P.; Smith, Jeremy - In: International Journal of Forecasting 13 (1997) 4, pp. 463-475

Persistent link: https://www.econbiz.de/10005418327

Consensus and uncertainty: Using forecast probabilities of output declines

Clements, Michael P. - In: International Journal of Forecasting 24 (2008) 1, pp. 76-86

A number of studies have addressed the relationship between intra-personal uncertainty and inter-personal disagreement about the future values of economic variables such as output growth and inflation using the SPF. By making use of the SPF respondents' probability forecasts of declines in...

Persistent link: https://www.econbiz.de/10005418434