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Forecasting with vector autoregressive models of data vintages : US output growth and inflation
Clements, Michael P.; Galvão, Ana Beatriz C. - In: International journal of forecasting 29 (2013) 4, pp. 698-714
Persistent link: https://www.econbiz.de/10010221301
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Predicting early data revisions to U.S. GDP and the effects of releases on equity markets
Clements, Michael P.; Galvão, Ana Beatriz C. - In: Journal of business & economic statistics : JBES ; a … 35 (2017) 3, pp. 389-406
Persistent link: https://www.econbiz.de/10011705949
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Robust approaches to forecasting
Castle, Jennifer; Clements, Michael P.; Hendry, David F. - In: International journal of forecasting 31 (2015) 1, pp. 99-112
Persistent link: https://www.econbiz.de/10011327440
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Can regime-switching models reproduce the business cycle features of US aggregate consumption, investment and output?
Clements, Michael P.; Krolzig, Hans-Martin - In: International journal of finance & economics : IJFE 9 (2004) 1, pp. 1-14
Persistent link: https://www.econbiz.de/10001904952
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Business cycle asymmetries : characterization and testing based on Markov-Switching autoregressions
Clements, Michael P.; Krolzig, Hans-Martin - In: Journal of business & economic statistics : JBES ; a … 21 (2003) 1, pp. 196-211
Persistent link: https://www.econbiz.de/10001728896
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Conditional mean functions of non-linear models of US output
Clements, Michael P.; Galvão, Ana Beatriz C. - In: Empirical economics : a journal of the Institute for … 27 (2002) 4, pp. 569-586
Persistent link: https://www.econbiz.de/10001717115
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A comparison of the forecast performance of Markov-switching and treshold autoregressive models of US GNP
Clements, Michael P.; Krolzig, Hans-Martin - In: The econometrics journal 1 (1998) 1, pp. 47-75
Persistent link: https://www.econbiz.de/10001443672
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Asymmetric output-gap effects in Phillips curve and mark-up pricing models : evidence for the US and UK
Clements, Michael P.; Sensier, Marianne - In: Scottish journal of political economy : the journal of … 50 (2003) 4, pp. 359-374
Persistent link: https://www.econbiz.de/10001916831
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An historical perspective on forecast errors
Clements, Michael P.; Hendry, David F. - In: National Institute economic review (2001) 3, pp. 100-118
Persistent link: https://www.econbiz.de/10001602439
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Macroeconomic forecasting with mixed-frequency data : forecasting output growth in the United States
Clements, Michael P.; Galvão, Ana Beatriz C. - In: Journal of business & economic statistics : JBES ; a … 26 (2008) 4, pp. 546-554
Persistent link: https://www.econbiz.de/10003772314