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Chapter 1 Forecasting Annual UK Inflation Using an Econometric Model over 1875–1991
Clements, Michael P.; Hendry, David F. - In: Forecasting in the presence of structural breaks and …, (pp. 3-39). 2008
In recent work, we have developed a theory of economic forecasting for empirical econometric models when there are structural breaks. This research shows that well-specified models may forecast poorly, whereas it is possible to design forecasting devices more immune to the effects of breaks. In...
Persistent link: https://www.econbiz.de/10015383003
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Evaluating the bank of England density forecasts of inflation
Clements, Michael P. - In: The economic journal : the journal of the Royal … 114 (2004) 498, pp. 844-866
Persistent link: https://www.econbiz.de/10002348701
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Probability distributions or point predictions? : survey forecasts of US output growth and inflation
Clements, Michael P. - 2012
Persistent link: https://www.econbiz.de/10009502370
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Probability distributions or point predictions? : survey forecasts of US output growth and inflation
Clements, Michael P. - In: International journal of forecasting 30 (2013) 1, pp. 99-117
Persistent link: https://www.econbiz.de/10010247009
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Subjective and ex post forecast uncertainty : US inflation and output growth
Clements, Michael P. - 2012
Persistent link: https://www.econbiz.de/10009618587
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Forecast uncertainty : ex ante and ex post ; US inflation and output growth
Clements, Michael P. - In: Journal of business & economic statistics : JBES ; a … 32 (2014) 2, pp. 206-216
Persistent link: https://www.econbiz.de/10010488569
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Assessing the evidence of macro-forecaster herding : forecasts of inflation and output growth
Clements, Michael P. - 2014
Persistent link: https://www.econbiz.de/10010440259
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Evaluating the survey of professional forecasters probability distributions of expected inflation based on derived event probability forecasts
Clements, Michael P. - In: Empirical economics : a journal of the Institute for … 31 (2006) 1, pp. 49-64
Persistent link: https://www.econbiz.de/10003307044
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Do survey joiners and leavers differ from regular participants? : the US SPF GDP growth and inflation forecasts
Clements, Michael P. - In: International journal of forecasting 37 (2021) 2, pp. 634-646
Persistent link: https://www.econbiz.de/10012792859
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Do professional forecasters believe in the Phillips curve?
Clements, Michael P. - In: International journal of forecasting 40 (2024) 3, pp. 1238-1254
Persistent link: https://www.econbiz.de/10014547275