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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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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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Business cycle asymmetries : characterisation and testing based on Markov-switching autoregressions
Clements, Michael P.; Krolzig, Hans-Martin - 1998
Persistent link: https://www.econbiz.de/10001370037
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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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Can oil shocks explain asymmetries in the US business cycle?
Clements, Michael P.; Krolzig, Hans-Martin - In: Empirical economics : a journal of the Institute for … 27 (2002) 2, pp. 185-204
Persistent link: https://www.econbiz.de/10001655277
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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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Testing the expectations theory of the term structure of interest rates in threshold models
Clements, Michael P.; Galvão, Ana Beatriz C. - In: Macroeconomic dynamics 7 (2003) 4, pp. 567-585
Persistent link: https://www.econbiz.de/10001794330
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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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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