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Clements, Michael P.
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Journal of applied econometrics
International journal of forecasting
59
Economics Series Working Papers / Department of Economics, Oxford University
55
Department of Economics discussion paper series / University of Oxford
50
Oxford bulletin of economics and statistics
33
Warwick economic research papers
25
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
14
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Econometric theory
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Scottish journal of political economy : the journal of the Scottish Economic Society
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Oxford Bulletin of Economics and Statistics
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Discussion paper / ICMA Centre, Henley Business School, University of Reading
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Journal of Applied Econometrics
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1
Forecasting in cointegrated systems
Clements, Michael P.
- In:
Journal of applied econometrics
10
(
1995
)
2
,
pp. 127-146
Persistent link: https://www.econbiz.de/10001179177
Saved in:
2
Individual forecaster perceptions of the persistence of shocks to GDP
Clements, Michael P.
- In:
Journal of applied econometrics
37
(
2022
)
3
,
pp. 640-656
Persistent link: https://www.econbiz.de/10013186706
Saved in:
3
A Monte Carlo study of the forecasting performance of empirical SETAR models
Clements, Michael P.
;
Smith, Jeremy
- In:
Journal of applied econometrics
14
(
1999
)
2
,
pp. 123-141
Persistent link: https://www.econbiz.de/10001387355
Saved in:
4
Evaluating interval forecasts of high-frequency financial data
Clements, Michael P.
;
Taylor, Nicholas
- In:
Journal of applied econometrics
18
(
2003
)
4
,
pp. 445-456
Persistent link: https://www.econbiz.de/10001779859
Saved in:
5
Forecast encompassing tests and probability forecasts
Clements, Michael P.
;
Harvey, David I.
- In:
Journal of applied econometrics
25
(
2010
)
6
,
pp. 1028-1062
Persistent link: https://www.econbiz.de/10008667429
Saved in:
6
Forecasting US output growth using leading indicators : an appraisal using MIDAS models
Clements, Michael P.
;
Galvão, Ana Beatriz C.
- In:
Journal of applied econometrics
24
(
2009
)
7
,
pp. 1187-1206
Persistent link: https://www.econbiz.de/10003931482
Saved in:
7
Real-time forecasting of inflation and output growth with autoregressive models in the presence of data revisions
Clements, Michael P.
;
Galvão, Ana Beatriz C.
- In:
Journal of applied econometrics
28
(
2013
)
3
,
pp. 458-477
Persistent link: https://www.econbiz.de/10009756496
Saved in:
8
An evaluation of the forecasts of the Federal Reserve : a pooled approach
Clements, Michael P.
;
Joutz, Frederick L.
;
Stekler, …
- In:
Journal of applied econometrics
22
(
2007
)
1
,
pp. 121-136
Persistent link: https://www.econbiz.de/10003448514
Saved in:
9
Density forecasting with Bayesian Vector Autoregressive models under macroeconomic data uncertainty
Clements, Michael P.
;
Galvão, Ana Beatriz C.
- In:
Journal of applied econometrics
38
(
2023
)
2
,
pp. 164-185
Persistent link: https://www.econbiz.de/10014287961
Saved in:
10
Modelling UK inflation, 1875 - 1991
Hendry, David F.
- In:
Journal of applied econometrics
16
(
2001
)
3
,
pp. 255-275
Persistent link: https://www.econbiz.de/10001591879
Saved in:
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