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The mathematical structure of models that exhibit cointegration : a survey of recent approaches

Clements, Michael P. - 1990

Persistent link: https://www.econbiz.de/10000804287

Multi-step estimation for forecasting

Clements, Michael P.; Hendry, David F. - 1996

Persistent link: https://www.econbiz.de/10000928387

Multi-step estimation for forecasting

Clements, Michael P. - In: Oxford bulletin of economics and statistics 58 (1996) 4, pp. 657-684

Persistent link: https://www.econbiz.de/10001334930

On the limitations of comparing mean square forecast errors

Clements, Michael P. - In: Journal of forecasting 12 (1993) 8, pp. 617-637

Persistent link: https://www.econbiz.de/10001152510

Forecasting from misspecified Models in the Presence of Unanticipated Location Shifts

Clements, Michael P.; Hendry, David F. - In: The Oxford handbook of economic forecasting. 2012

Persistent link: https://www.econbiz.de/10012882021

Improving real-time estimates of output gaps and inflation trends with multiple-vintage models

Clements, Michael P.; Galvão, Ana Beatriz C. - 2011

Real-time estimates of output gaps and inflation trends differ from the values that are obtained using data available long after the event. Part of the problem is that the data on which the real-time estimates are based is subsequently revised. We show that vector-autoregressive models of data...

Persistent link: https://www.econbiz.de/10009153310

Improving real-time estimates of output and inflation gaps with multiple-vintage models

Clements, Michael P.; Galvão, Ana Beatriz C. - In: Journal of business & economic statistics : JBES ; a … 30 (2012) 4, pp. 554-562

Persistent link: https://www.econbiz.de/10009667039

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