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A comparison of the forecast performance of Markov-switching and threshold autoregressive models of US GNP
Clements, Michael P.; Krolzig, Hans-Martin - 1997
Persistent link: https://www.econbiz.de/10000645924
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Evaluating the forecast of densities of linear and non-linear models : applications to output growth and unemployment
Clements, Michael P.; Smith, Jeremy - 1998
Persistent link: https://www.econbiz.de/10001350975
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Reply to the comments on: "The state of macroeconomic forecasting"
Fildes, Robert; Stekler, Herman - In: Journal of macroeconomics 24 (2002) 4, pp. 503-505
Persistent link: https://www.econbiz.de/10001729027
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Evaluating the forecast densities of linear and non-linear models : applications to output growth and unemployment
Clements, Michael P.; Smith, Jeremy - In: Journal of forecasting 19 (2000) 4, pp. 255-276
Persistent link: https://www.econbiz.de/10001504605
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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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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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Model and survey estimates of the term structure of US macroeconomic uncertainty
Clements, Michael P.; Galvão, Ana Beatriz C. - In: International journal of forecasting 33 (2017) 3, pp. 591-604
Persistent link: https://www.econbiz.de/10011746192
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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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Explanations of the inconsistencies in survey respondents’ forecasts
Clements, Michael P. - In: European economic review : EER 54 (2010) 4, pp. 536-549
Persistent link: https://www.econbiz.de/10008657304
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Combining predictors & combining information in modelling: forecasting US recession probabilities and output growth
Clements, Michael P.; Galvão, Ana Beatriz C. - In: Nonlinear time series analysis of business cycles, (pp. 55-73). 2006
Persistent link: https://www.econbiz.de/10003309158