Michael Peter Clements : Citation Profile


Are you Michael Peter Clements?

University of Reading

30

H index

55

i10 index

3131

Citations

RESEARCH PRODUCTION:

88

Articles

90

Papers

3

Books

1

Chapters

EDITOR:

1

Books edited

RESEARCH ACTIVITY:

   34 years (1986 - 2020). See details.
   Cites by year: 92
   Journals where Michael Peter Clements has often published
   Relations with other researchers
   Recent citing documents: 136.    Total self citations: 87 (2.7 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pcl24
   Updated: 2021-03-07    RAS profile: 2021-02-05    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Galvão, Ana (3)

Castle, Jennifer (2)

Hendry, David (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Michael Peter Clements.

Is cited by:

Marcellino, Massimiliano (129)

Hendry, David (127)

Pesaran, M (58)

Ericsson, Neil (50)

Swanson, Norman (50)

Castle, Jennifer (43)

Timmermann, Allan (41)

Mitchell, James (40)

GUPTA, RANGAN (39)

muellbauer, john (39)

Ravazzolo, Francesco (38)

Cites to:

Hendry, David (122)

Croushore, Dean (110)

Diebold, Francis (73)

Timmermann, Allan (40)

Watson, Mark (39)

Mankiw, N. Gregory (38)

West, Kenneth (37)

Bollerslev, Tim (32)

McCracken, Michael (31)

Castle, Jennifer (30)

Stock, James (30)

Main data


Where Michael Peter Clements has published?


Journals with more than one article published# docs
International Journal of Forecasting23
Journal of Applied Econometrics7
Oxford Review of Economic Policy6
Econometrics Journal4
Journal of Business & Economic Statistics4
Empirical Economics3
Oxford Bulletin of Economics and Statistics3
Economic Journal3
European Economic Review3
Journal of Money, Credit and Banking3
Scottish Journal of Political Economy2
Journal of Business & Economic Statistics2
Journal of Forecasting2
Computational Statistics & Data Analysis2
Journal of Applied Econometrics2
Journal of Forecasting2

Working Papers Series with more than one paper published# docs
The Warwick Economics Research Paper Series (TWERPS) / University of Warwick, Department of Economics25
Economic Research Papers / University of Warwick - Department of Economics24
ICMA Centre Discussion Papers in Finance / Henley Business School, Reading University16
Economics Series Working Papers / University of Oxford, Department of Economics13
EMF Research Papers / Economic Modelling and Forecasting Group2

Recent works citing Michael Peter Clements (2021 and 2020)


YearTitle of citing document
2020“Measuring and assessing economic uncertainty”. (2020). Claveria, Oscar. In: AQR Working Papers. RePEc:aqr:wpaper:202003.

Full description at Econpapers || Download paper

2020Bayesian MIDAS Penalized Regressions: Estimation, Selection, and Prediction. (2019). Mogliani, Matteo. In: Papers. RePEc:arx:papers:1903.08025.

Full description at Econpapers || Download paper

2020Forecast Encompassing Tests for the Expected Shortfall. (2019). Schnaitmann, Julie ; Dimitriadis, Timo. In: Papers. RePEc:arx:papers:1908.04569.

Full description at Econpapers || Download paper

2020The Murphy Decomposition and the Calibration-Resolution Principle: A New Perspective on Forecast Evaluation. (2020). Pohle, Marc-Oliver. In: Papers. RePEc:arx:papers:2005.01835.

Full description at Econpapers || Download paper

2020The Macroeconomy as a Random Forest. (2020). Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2006.12724.

Full description at Econpapers || Download paper

2020Are low frequency macroeconomic variables important for high frequency electricity prices?. (2020). Rossini, Luca ; Ravazzolo, Francesco ; Foroni, Claudia. In: Papers. RePEc:arx:papers:2007.13566.

Full description at Econpapers || Download paper

2020To Bag is to Prune. (2020). Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2008.07063.

Full description at Econpapers || Download paper

2020Encompassing Tests for Value at Risk and Expected Shortfall Multi-Step Forecasts based on Inference on the Boundary. (2020). Schnaitmann, Julie ; Liu, Xiaochun ; Dimitriadis, Timo. In: Papers. RePEc:arx:papers:2009.07341.

Full description at Econpapers || Download paper

2020Forecasting With Factor-Augmented Quantile Autoregressions: A Model Averaging Approach. (2020). Phella, Anthoulla. In: Papers. RePEc:arx:papers:2010.12263.

Full description at Econpapers || Download paper

2020Business and consumer uncertainty in the face of the pandemic: A sector analysis in European countries. (2020). Claveria, Oscar. In: Papers. RePEc:arx:papers:2012.02091.

Full description at Econpapers || Download paper

2020Long-term prediction intervals with many covariates. (2020). Chudy, Marek ; Karmakar, Sayar ; Wu, Wei Biao. In: Papers. RePEc:arx:papers:2012.08223.

Full description at Econpapers || Download paper

2020Commodity Prices and Global Economic Activity: a derived-demand approach. (2020). Gaglianone, Wagner ; Duarte, Angelo Montalverne ; Issler, Joo Victor ; de Carvalho, Osmani Teixeira. In: Working Papers Series. RePEc:bcb:wpaper:539.

Full description at Econpapers || Download paper

2020The non-linear effects of the Feds asset purchases. (2020). Anzuini, Alessio. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1280_20.

Full description at Econpapers || Download paper

2020From Fixed-Event to Fixed-Horizon Density Forecasts: Obtaining Measures of Multi-Horizon Uncertainty from Survey Density Forecasts. (2020). Sekhposyan, Tatevik ; Rossi, Barbara ; Ganics, Gergely. In: Working Papers. RePEc:bge:wpaper:1142.

Full description at Econpapers || Download paper

2020Economic uncertainty, ownership structure and small and medium enterprises performance. (2020). Tran, Quan ; Le, Anhtuan ; Doan, Anhtuan. In: Australian Economic Papers. RePEc:bla:ausecp:v:59:y:2020:i:2:p:102-137.

Full description at Econpapers || Download paper

2020A similarity‐based approach for macroeconomic forecasting. (2020). Marcellino, Massimiliano ; Kapetanios, G ; Dendramis, Y. In: Journal of the Royal Statistical Society Series A. RePEc:bla:jorssa:v:183:y:2020:i:3:p:801-827.

Full description at Econpapers || Download paper

2020Convergence of actual, warranted, and natural growth rates in a Kaleckian–Harrodian‐classical model. (2020). Kempbenedict, Eric. In: Metroeconomica. RePEc:bla:metroe:v:71:y:2020:i:4:p:851-881.

Full description at Econpapers || Download paper

2020Real‐Time Fiscal Forecasting Using Mixed‐Frequency Data. (2020). Paredes, Joan ; Asimakopoulos, Stylianos ; Warmedinger, Thomas. In: Scandinavian Journal of Economics. RePEc:bla:scandj:v:122:y:2020:i:1:p:369-390.

Full description at Econpapers || Download paper

2020Maximum likelihood drift estimation for a threshold diffusion. (2020). Pigato, Paolo ; Lejay, Antoine. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:47:y:2020:i:3:p:609-637.

Full description at Econpapers || Download paper

2020News media vs. FRED-MD for macroeconomic forecasting. (2020). Thorsrud, Leif ; Larsen, Vegard ; Ellingsen, Jon. In: Working Papers. RePEc:bny:wpaper:0091.

Full description at Econpapers || Download paper

2020Are monetary surprises effective? The view of professional forecasters in Israel. (2020). Ilek, Alex. In: Bank of Israel Working Papers. RePEc:boi:wpaper:2020.09.

Full description at Econpapers || Download paper

2020News Media vs. FRED-MD for Macroeconomic Forecasting. (2020). Thorsrud, Leif ; Larsen, Vegard ; Ellingsen, Jon. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8639.

Full description at Econpapers || Download paper

2020A Comparison of Monthly Global Indicators for Forecasting Growth. (2020). Guérin, Pierre ; Baumeister, Christiane. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8656.

Full description at Econpapers || Download paper

2020Measuring Uncertainty of a Combined Forecast and Some Tests for Forecaster Heterogeneity. (2020). Sheng, Xuguang ; Peng, Huaming ; Lahiri, Kajal. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8810.

Full description at Econpapers || Download paper

2020Back testing fan charts of activity and inflation: the Chilean case. (2020). Gatty, Andres ; Fornero, Jorge. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:881.

Full description at Econpapers || Download paper

2020From Fixed-event to Fixed-horizon Density Forecasts: Obtaining Measures of Multi-horizon Uncertainty from Survey Density Forecasts. (2020). Sekhposyan, Tatevik ; Rossi, Barbara ; Ganics, Gergely. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14267.

Full description at Econpapers || Download paper

2020A Similarity-based Approach for Macroeconomic Forecasting. (2020). Dendramis, Yiannis ; Kapetanios, George ; Marcellino, Massimiliano. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14469.

Full description at Econpapers || Download paper

2020Forecasting in the Presence of Instabilities: How Do We Know Whether Models Predict Well and How to Improve Them. (2020). Rossi, Barbara. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14472.

Full description at Econpapers || Download paper

2020Macroeconomic Conditions and Health in Britain: Aggregation, Dynamics and Local Area Heterogeneity. (2020). Janke, Katharina ; Lee, Kevin ; Propper, Carol ; Shields, Kalvinder K. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14507.

Full description at Econpapers || Download paper

2021The information content of M3 for future inflation. (2000). Vega, Juan ; Trecroci, Carmine. In: Working Paper Series. RePEc:ecb:ecbwps:20000033.

Full description at Econpapers || Download paper

2020Economic forecasting: some lessons from recent research. (2001). Hendry, David ; Clements, Michael. In: Working Paper Series. RePEc:ecb:ecbwps:20010082.

Full description at Econpapers || Download paper

2020Forecast performance in the ECB SPF: ability or chance?. (2020). Meyler, Aidan. In: Working Paper Series. RePEc:ecb:ecbwps:20202371.

Full description at Econpapers || Download paper

2020Automatic frequency restoration reserve market prediction: Methodology and comparison of various approaches. (2020). Sauer, Dirk Uwe ; Schoeneberger, Ilka ; Rucker, Fabian ; Merten, Michael. In: Applied Energy. RePEc:eee:appene:v:268:y:2020:i:c:s0306261920304906.

Full description at Econpapers || Download paper

2020Machine learning based very short term load forecasting of machine tools. (2020). Abele, Eberhard ; Weigold, Matthias ; Walther, Jessica ; Dietrich, Bastian. In: Applied Energy. RePEc:eee:appene:v:276:y:2020:i:c:s0306261920309521.

Full description at Econpapers || Download paper

2020New continuum of stochastic static forecasting model for mutual funds at investment policy level. (2020). Sheikh, Jibran ; Ahmed, Wajid Shakeel ; Butt, Faisal Shafique ; Shad, Shafqat Ali ; Shafi, Khuram ; Ur-Rehman, Kashif. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:132:y:2020:i:c:s0960077919305193.

Full description at Econpapers || Download paper

2020The contribution of intraday jumps to forecasting the density of returns. (2020). Sevi, Benoit ; Ielpo, Florian ; Chorro, Christophe. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:113:y:2020:i:c:s0165188920300233.

Full description at Econpapers || Download paper

2020Inflation forecasting using the New Keynesian Phillips Curve with a time-varying trend. (2020). Rumler, Fabio ; Mihailov, Alexander ; McKnight, Stephen. In: Economic Modelling. RePEc:eee:ecmode:v:87:y:2020:i:c:p:383-393.

Full description at Econpapers || Download paper

2020Structural analysis with mixed-frequency data: A model of US capital flows. (2020). Rossi, Eduardo ; Missale, Alessandro ; Bastianin, Andrea ; Bacchiocchi, Emanuele. In: Economic Modelling. RePEc:eee:ecmode:v:89:y:2020:i:c:p:427-443.

Full description at Econpapers || Download paper

2021Macroeconomic forecasts and commodity futures volatility. (2021). Liu, Xiaoquan ; Jiang, Ying ; Deschamps, Bruno ; Guo, Ranran ; Ye, Wuyi. In: Economic Modelling. RePEc:eee:ecmode:v:94:y:2021:i:c:p:981-994.

Full description at Econpapers || Download paper

2020Is inflation driven by survey-based, VAR-based or myopic expectations? An empirical assessment from US real-time data. (2020). Bec, Frédérique ; Kanda, Patrick. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818305436.

Full description at Econpapers || Download paper

2020Forecasting risk in the US Dollar exchange rate under volatility shifts. (2020). Malik, Farooq ; Anjum, Hassan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940820301546.

Full description at Econpapers || Download paper

2020The state-dependence of output revisions. (2020). Hubert, Paul ; Ducoudré, Bruno ; Tabarly, Guilhem. In: Economics Letters. RePEc:eee:ecolet:v:192:y:2020:i:c:s0165176520301592.

Full description at Econpapers || Download paper

2020Time-varying cointegration with an application to the UK Great Ratios. (2020). Price, Simon ; Petrova, Katerina ; Millard, Stephen ; Kapetanios, George. In: Economics Letters. RePEc:eee:ecolet:v:193:y:2020:i:c:s0165176520301543.

Full description at Econpapers || Download paper

2020A time-varying diffusion index forecasting model. (2020). Zhang, Yonghui ; Wei, Jie. In: Economics Letters. RePEc:eee:ecolet:v:193:y:2020:i:c:s0165176520302172.

Full description at Econpapers || Download paper

2020Incorporating overnight and intraday returns into multivariate GARCH volatility models. (2020). Wu, Jianbin ; Dhaene, Geert. In: Journal of Econometrics. RePEc:eee:econom:v:217:y:2020:i:2:p:471-495.

Full description at Econpapers || Download paper

2021Predictability dynamics of multifactor-influenced installed capacity: A perspective of country clustering. (2021). Li, Jianping ; Hao, Jun ; Sun, Xiaolei ; Feng, Qianqian. In: Energy. RePEc:eee:energy:v:214:y:2021:i:c:s0360544220319381.

Full description at Econpapers || Download paper

2020Predicting stock returns in the presence of COVID-19 pandemic: The role of health news. (2020). Vo, Xuan Vinh ; Salisu, Afees. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521920301903.

Full description at Econpapers || Download paper

2020Forecasting inflation with online prices. (2020). Bertolotto, Manuel I ; Aparicio, Diego. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:2:p:232-247.

Full description at Econpapers || Download paper

2020Forecasting bulk prices of Bordeaux wines using leading indicators. (2020). Paroissien, Emmanuel. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:2:p:292-309.

Full description at Econpapers || Download paper

2020Combining survey long-run forecasts and nowcasts with BVAR forecasts using relative entropy. (2020). Zaman, Saeed ; Tallman, Ellis W. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:2:p:373-398.

Full description at Econpapers || Download paper

2020Semi-parametric dynamic asymmetric Laplace models for tail risk forecasting, incorporating realized measures. (2020). Wang, Chao ; Gerlach, Richard. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:2:p:489-506.

Full description at Econpapers || Download paper

2020Five dimensions of the uncertainty–disagreement linkage. (2020). Glas, Alexander. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:2:p:607-627.

Full description at Econpapers || Download paper

2020Forecasting risk measures using intraday data in a generalized autoregressive score framework. (2020). Xue, Xiaohan ; Lazar, Emese. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:3:p:1057-1072.

Full description at Econpapers || Download paper

2020Quantile forecasting with mixed-frequency data. (2020). Lima, Luiz ; Godeiro, Lucas ; Meng, Fanning. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:3:p:1149-1162.

Full description at Econpapers || Download paper

2020An information-theoretic approach for forecasting interval-valued SP500 daily returns. (2020). Golan, Amos ; Ullah, Aman ; Amanullah, ; Tuang, T S. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:3:p:800-813.

Full description at Econpapers || Download paper

2020A three-frequency dynamic factor model for nowcasting Canadian provincial GDP growth. (2020). Cheung, Calista ; Chernis, Tony ; Velasco, Gabriella. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:3:p:851-872.

Full description at Econpapers || Download paper

2020Election forecasting: Too far out?. (2020). Wlezien, Christopher ; Lewis-Beck, Michael ; Jennings, Will. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:3:p:949-962.

Full description at Econpapers || Download paper

2020Are GDP forecasts optimal? Evidence on European countries. (2020). Pericoli, Filippo Maria ; Giovannelli, Alessandro. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:3:p:963-973.

Full description at Econpapers || Download paper

2020Data revisions to German national accounts: Are initial releases good nowcasts?. (2020). Wolf, Elias ; Strohsal, Till. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:4:p:1252-1259.

Full description at Econpapers || Download paper

2020A strategic predictive distribution for tests of probabilistic calibration. (2020). Taylor, James W. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:4:p:1380-1388.

Full description at Econpapers || Download paper

2020A textual analysis of Bank of England growth forecasts. (2020). Sinclair, Tara ; Stekler, Herman O ; Jones, Jacob T. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:4:p:1478-1487.

Full description at Econpapers || Download paper

2020Forecasting with news sentiment: Evidence with UK newspapers. (2020). Rambaccussing, Dooruj ; Kwiatkowski, Andrzej. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:4:p:1501-1516.

Full description at Econpapers || Download paper

2021Analytic moments for GJR-GARCH (1, 1) processes. (2021). Stanescu, Silvia ; Lazar, Emese ; Alexander, Carol. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:1:p:105-124.

Full description at Econpapers || Download paper

2021Boosting nonlinear predictability of macroeconomic time series. (2021). Virtanen, Timo ; Kauppi, Heikki. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:1:p:151-170.

Full description at Econpapers || Download paper

2020GDP announcements and stock prices. (2020). Ohtsuka, Yoshihiro ; Iizuka, Nobuo ; Funashima, Yoshito. In: Journal of Economics and Business. RePEc:eee:jebusi:v:108:y:2020:i:c:s0148619519302772.

Full description at Econpapers || Download paper

2020The third round of euro area enlargement: Are the candidates ready?. (2020). Kunovac, Davor ; Kotarac, Karlo ; Deskar-Krbi, Milan. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:107:y:2020:i:c:s0261560620301613.

Full description at Econpapers || Download paper

2020Economic liberalization in Egypt: A way to reduce the shadow economy?. (2020). Farzanegan, Mohammad Reza ; Hassan, Mai ; Badreldin, Ahmed Mohamed . In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:42:y:2020:i:2:p:307-327.

Full description at Econpapers || Download paper

2020Seasonal patterns of global oil consumption: Implications for long term energy policy. (2020). Inchauspe, Julian ; Park, Jason. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:42:y:2020:i:3:p:536-556.

Full description at Econpapers || Download paper

2020Natural resources and human development: Evidence from mineral-dependent African countries using exploratory graphical analysis. (2020). Claveria, Oscar ; Perez, Claudia . In: Resources Policy. RePEc:eee:jrpoli:v:65:y:2020:i:c:s0301420719305860.

Full description at Econpapers || Download paper

2020Deep belief network for gold price forecasting. (2020). Ci, Bicong ; Zhang, Pinyi. In: Resources Policy. RePEc:eee:jrpoli:v:69:y:2020:i:c:s030142072030307x.

Full description at Econpapers || Download paper

2020Optimising forecasting models for inventory planning. (2020). Barrow, Devon K ; Trapero, Juan R ; Kourentzes, Nikolaos. In: International Journal of Production Economics. RePEc:eee:proeco:v:225:y:2020:i:c:s0925527319304323.

Full description at Econpapers || Download paper

2020Heterogeneous market hypothesis approach for modeling unbiased extreme value volatility estimator in presence of leverage effect: An individual stock level study with economic significance analysis. (2020). Kumar, Dilip ; Zargar, Faisal Nazir. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:77:y:2020:i:c:p:271-285.

Full description at Econpapers || Download paper

2020Volatility persistence in cryptocurrency markets under structural breaks. (2020). Madigu, Godfrey ; Gil-Alana, Luis ; Romero-Rojo, Fatima ; Aikins, Emmanuel Joel. In: International Review of Economics & Finance. RePEc:eee:reveco:v:69:y:2020:i:c:p:680-691.

Full description at Econpapers || Download paper

2020The role of global economic conditions in forecasting gold market volatility: Evidence from a GARCH-MIDAS approach. (2020). Salisu, Afees ; GUPTA, RANGAN ; Bouri, Elie ; Ji, Qiang. In: Research in International Business and Finance. RePEc:eee:riibaf:v:54:y:2020:i:c:s0275531920307273.

Full description at Econpapers || Download paper

2020Going with your gut: The (In)accuracy of forecast revisions in a football score prediction game. (2020). Singleton, Carl ; Reade, J ; Brown, Alasdair. In: Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics). RePEc:eee:soceco:v:89:y:2020:i:c:s2214804319303015.

Full description at Econpapers || Download paper

2020The state-dependence of output revisions. (2020). Hubert, Paul ; Ducoudré, Bruno ; Tabarly, Guilhem. In: Documents de Travail de l'OFCE. RePEc:fce:doctra:2004.

Full description at Econpapers || Download paper

2020Real-Time Density Nowcasts of US Inflation: A Model-Combination Approach. (2020). Zaman, Saeed ; Knotek, Edward. In: Working Papers. RePEc:fip:fedcwq:88961.

Full description at Econpapers || Download paper

2020Balanced Growth Approach to Tracking Recessions. (2020). Richard, Jean-Francois ; Boczo, Marta. In: Econometrics. RePEc:gam:jecnmx:v:8:y:2020:i:2:p:14-:d:349491.

Full description at Econpapers || Download paper

2020Forecast Accuracy Matters for Hurricane Damage. (2020). Martinez, Andrew. In: Econometrics. RePEc:gam:jecnmx:v:8:y:2020:i:2:p:18-:d:357835.

Full description at Econpapers || Download paper

2020An Interval Forecasting Model Based on Phase Space Reconstruction and Weighted Least Squares Support Vector Machine for Time Series of Dissolved Gas Content in Transformer Oil. (2020). Huang, Sixu ; Zhu, Wenqiang ; Zeng, Bing ; Xiao, Zhihuai ; Guo, Jiang ; Yuan, Fang. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:7:p:1687-:d:340835.

Full description at Econpapers || Download paper

2020.

Full description at Econpapers || Download paper

2020Forecast Accuracy Matters for Hurricane Damages. (2020). Martinez, Andrew. In: Working Papers. RePEc:gwc:wpaper:2020-003.

Full description at Econpapers || Download paper

2020Smooth Robust Multi-Horizon Forecasts. (2020). Hendry, David ; Castle, Jennifer L ; Martinez, Andrew B. In: Working Papers. RePEc:gwc:wpaper:2020-009.

Full description at Econpapers || Download paper

2020Measuring and assessing economic uncertainty. (2020). Claveria, Oscar. In: IREA Working Papers. RePEc:ira:wpaper:202011.

Full description at Econpapers || Download paper

2020Macroeconomic Conditions and Health in Britain: Aggregation, Dynamics and Local Area Heterogeneity. (2020). Shields, Michael ; Lee, Kevin ; Propper, Carol ; Janke, Katharina. In: IZA Discussion Papers. RePEc:iza:izadps:dp13091.

Full description at Econpapers || Download paper

2020Real Time Forecasting of Covid-19 Intensive Care Units demand. (2020). Verzillo, Stefano ; Paruolo, Paolo ; Lovaglio, Pietro Giorgio ; Berta, Paolo. In: Working Papers. RePEc:jrs:wpaper:202008.

Full description at Econpapers || Download paper

2020Realized Volatility Forecasting Based on Dynamic Quantile Model Averaging. (2020). Mi, Xianhua ; Ma, Chaoqun ; Cai, Zongwu. In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS. RePEc:kan:wpaper:202016.

Full description at Econpapers || Download paper

2020Quantifying uncertainty and identifying its impacts on the Turkish economy. (2020). CEVIK, SAYGIN ; Cosar, Evren Erdogan ; Sahinoz, Saygin. In: Empirica. RePEc:kap:empiri:v:47:y:2020:i:2:d:10.1007_s10663-018-9424-8.

Full description at Econpapers || Download paper

2020Using Revisions as a Measure of Price Index Quality in Repeat-Sales Models. (2020). White, Robert ; Geltner, David ; Francke, Marc ; Minne, Alex. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:60:y:2020:i:4:d:10.1007_s11146-018-9692-x.

Full description at Econpapers || Download paper

2020Systemic risk-shifting in U.S. commercial banking. (2020). Zervopoulos, Panagiotis ; Kanas, Angelos. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:54:y:2020:i:2:d:10.1007_s11156-019-00797-5.

Full description at Econpapers || Download paper

2020Differential market valuations of board busyness across alternative banking models. (2020). Elnahass, Marwa ; Trinh, Vu Quang ; Salama, Aly ; Omoteso, Kamil. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:55:y:2020:i:1:d:10.1007_s11156-019-00841-4.

Full description at Econpapers || Download paper

2020Uncertainty measures from partially rounded probabilistic forecast surveys. (2020). Hartmann, Matthias ; Glas, Alexander. In: Working Papers. RePEc:mib:wpaper:427.

Full description at Econpapers || Download paper

2020Optimal probabilistic forecasts: When do they work?. (2020). Maneesoonthorn, Worapree ; Frazier, David T ; Martin, Gael M ; Loaiza-Maya, Ruben ; Hassan, Andres Ramirez. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2020-33.

Full description at Econpapers || Download paper

2020A Comparison of Monthly Global Indicators for Forecasting Growth. (2020). Guérin, Pierre ; Baumeister, Christiane. In: NBER Working Papers. RePEc:nbr:nberwo:28014.

Full description at Econpapers || Download paper

2020Real-time Probabilistic Nowcasts of UK Quarterly GDP Growth using a Mixed-Frequency Bottom-up Approach. (2020). Lopresto, Marta ; Galvao, Ana Beatriz. In: Economic Statistics Centre of Excellence (ESCoE) Discussion Papers. RePEc:nsr:escoed:escoe-dp-2020-06.

Full description at Econpapers || Download paper

2020A Short History of Macro-econometric Modelling. (2020). Hendry, David. In: Economics Papers. RePEc:nuf:econwp:2001.

Full description at Econpapers || Download paper

2020First in, First out: Econometric Modelling of UK Annual CO_2 Emissions, 1860–2017. (2020). Hendry, David. In: Economics Papers. RePEc:nuf:econwp:2002.

Full description at Econpapers || Download paper

2020Short-term forecasting of the Coronavirus Pandemic - 2020-04-27. (2020). Hendry, David ; Castle, Jennifer ; Doornik, Jurgen A. In: Economics Papers. RePEc:nuf:econwp:2006.

Full description at Econpapers || Download paper

2020Modelling Non-stationary Big Data. (2020). Hendry, David ; Castle, Jennifer ; Doornik, Jurgen . In: Economics Series Working Papers. RePEc:oxf:wpaper:905.

Full description at Econpapers || Download paper

2020Describing Location Shifts with One Class Support Vector Machines. (2020). igescu, iulia. In: MPRA Paper. RePEc:pra:mprapa:100984.

Full description at Econpapers || Download paper

2020Central banks voting contest. (2020). Charemza, Wojciech. In: MPRA Paper. RePEc:pra:mprapa:101205.

Full description at Econpapers || Download paper

More than 100 citations found, this list is not complete...

Michael Peter Clements has edited the books:


YearTitleTypeCited

Works by Michael Peter Clements:


YearTitleTypeCited
1996MULTI-STEP ESTIMATION FOR FORECASTING In: Economic Research Papers.
[Full Text][Citation analysis]
paper78
1996Multi-step Estimation for Forecasting..(1996) In: Oxford Bulletin of Economics and Statistics.
[Citation analysis]
This paper has another version. Agregated cites: 78
article
1996Multi-Step Estimation for Forecasting.(1996) In: The Warwick Economics Research Paper Series (TWERPS).
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 78
paper
1996Evaluating the rationality of fixed-event forecasts In: Economic Research Papers.
[Full Text][Citation analysis]
paper4
1996Evaluating the Rationality of Fixed-Event Forecasts..(1996) In: The Warwick Economics Research Paper Series (TWERPS).
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4
paper
1996The Performance of Alternative Forecasting Methods for SETAR Models In: Economic Research Papers.
[Full Text][Citation analysis]
paper64
1997The performance of alternative forecasting methods for SETAR models.(1997) In: International Journal of Forecasting.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 64
article
1996Performance of Alternative Forecasting Methods for Setar Models.(1996) In: The Warwick Economics Research Paper Series (TWERPS).
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 64
paper
1997FORECASTING SEASONAL UK CONSUMPTION COMPONENTS In: Economic Research Papers.
[Full Text][Citation analysis]
paper0
1997Forecasting Seasonal UK Consumption Components.(1997) In: Economic Research Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
1997Forecasting Seasonal UK Consumption Components.(1997) In: The Warwick Economics Research Paper Series (TWERPS).
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
1997Forecasting Seasonal UK Consumption Components.(1997) In: The Warwick Economics Research Paper Series (TWERPS).
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
1997SEASONALITY, COINTEGRATION, AND THE FORECASTING OF ENERGY DEMAND In: Economic Research Papers.
[Full Text][Citation analysis]
paper0
1997Seasonality, Cointegration, and the Forecasting of Energy Demand.(1997) In: The Warwick Economics Research Paper Series (TWERPS).
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
1997A COMPARISON OF THE FORECAST PERFORMANCE OF MARKOV-SWITCHING AND THRESHOLD AUTOREGRESSIVE MODELS OF US GNP In: Economic Research Papers.
[Full Text][Citation analysis]
paper93
1998A comparison of the forecast performance of Markov-switching and threshold autoregressive models of US GNP.(1998) In: Econometrics Journal.
[Citation analysis]
This paper has another version. Agregated cites: 93
article
1998NON-LINEARITIES IN EXCHANGE RATES In: Economic Research Papers.
[Full Text][Citation analysis]
paper4
1998Non-Linearities in Exchange Rates.(1998) In: The Warwick Economics Research Paper Series (TWERPS).
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4
paper
1998EVALUATING THE FORECAST DENSITIES OF LINEAR AND NON-LINEAR MODELS: APPLICATIONS TO OUTPUT GROWTH AND UNEMPLOYMENT In: Economic Research Papers.
[Full Text][Citation analysis]
paper35
1998Evaluating The Forecast of Densities of Linear and Non-Linear Models: Applications to Output Growth and Unemployment..(1998) In: The Warwick Economics Research Paper Series (TWERPS).
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 35
paper
1998FORECASTING WITH DIFFERENCE-STATIONARY AND TREND-STATIONARY MODELS In: Economic Research Papers.
[Full Text][Citation analysis]
paper39
2001Forecasting with difference-stationary and trend-stationary models.(2001) In: Econometrics Journal.
[Citation analysis]
This paper has another version. Agregated cites: 39
article
2000Forecasting with Difference-Stationary and Trend-Stationary Models.(2000) In: Economics Series Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 39
paper
1998Forecasting with Difference-Stationary and Trend-Stationary Models..(1998) In: The Warwick Economics Research Paper Series (TWERPS).
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 39
paper
1998Business Cycle Asymmetries: Characterisation and Testing based on Markov-Switching Autoregressions In: Economic Research Papers.
[Full Text][Citation analysis]
paper76
2003Business Cycle Asymmetries: Characterization and Testing Based on Markov-Switching Autoregressions..(2003) In: Journal of Business & Economic Statistics.
[Citation analysis]
This paper has another version. Agregated cites: 76
article
1999Business Cycle Asymmetries: Characterisationand Testing Based on Markov-Switching Autoregression..(1999) In: The Warwick Economics Research Paper Series (TWERPS).
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 76
paper
2006Internal consistency of survey respondentsíforecasts: Evidence based on the Survey of Professional Forecasters In: Economic Research Papers.
[Full Text][Citation analysis]
paper0
2006Internal consistency of survey respondents.forecasts : Evidence based on the Survey of Professional Forecasters.(2006) In: The Warwick Economics Research Paper Series (TWERPS).
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2006Macroeconomic Forecasting with Mixed Frequency Data: Forecasting US output growth and inflation. In: Economic Research Papers.
[Full Text][Citation analysis]
paper10
2006Macroeconomic Forecasting with Mixed Frequency Data : Forecasting US output growth and inflation..(2006) In: The Warwick Economics Research Paper Series (TWERPS).
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 10
paper
2006Forecast Encompassing Tests and Probability Forecasts In: Economic Research Papers.
[Full Text][Citation analysis]
paper14
2010Forecast encompassing tests and probability forecasts.(2010) In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 14
article
2006Forecast Encompassing Tests and Probability Forecasts.(2006) In: The Warwick Economics Research Paper Series (TWERPS).
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 14
paper
2006Quantile Forecasts of Daily Exchange Rate Returns from Forecasts of Realized Volatility In: Economic Research Papers.
[Full Text][Citation analysis]
paper71
2008Quantile forecasts of daily exchange rate returns from forecasts of realized volatility.(2008) In: Journal of Empirical Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 71
article
2006Quantile Forecasts of Daily Exchange Rate Returns from Forecasts of Realized Volatility.(2006) In: The Warwick Economics Research Paper Series (TWERPS).
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 71
paper
2008Rounding of probability forecasts: The SPF forecast probabilities of negative output growth In: Economic Research Papers.
[Full Text][Citation analysis]
paper0
2008Rounding of probability forecasts : The SPF forecast probabilities of negative output growth.(2008) In: The Warwick Economics Research Paper Series (TWERPS).
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2008Explanations of the inconsistencies in survey respondents forecasts In: Economic Research Papers.
[Full Text][Citation analysis]
paper16
2010Explanations of the inconsistencies in survey respondents forecasts.(2010) In: European Economic Review.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 16
article
2008Explanations of the inconsistencies in survey respondentsforecasts.(2008) In: The Warwick Economics Research Paper Series (TWERPS).
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 16
paper
2012Subjective and Ex Post Forecast Uncertainty: US Inflation and Output Growth In: Economic Research Papers.
[Full Text][Citation analysis]
paper0
2012Subjective and Ex Post Forecast Uncertainty : US Inflation and Output Growth.(2012) In: The Warwick Economics Research Paper Series (TWERPS).
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2012US inflation expectations and heterogeneous loss functions, 1968–2010 In: Economic Research Papers.
[Full Text][Citation analysis]
paper3
2014US Inflation Expectations and Heterogeneous Loss Functions, 1968–2010.(2014) In: Journal of Forecasting.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
article
2012US inflation expectations and heterogeneous loss functions, 1968–2010.(2012) In: The Warwick Economics Research Paper Series (TWERPS).
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
paper
2012Probability Distributions or Point Predictions? Survey Forecasts of US Output Growth and Inflation In: Economic Research Papers.
[Full Text][Citation analysis]
paper12
2014Probability distributions or point predictions? Survey forecasts of US output growth and inflation.(2014) In: International Journal of Forecasting.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 12
article
2012Probability Distributions or Point Predictions? Survey Forecasts of US Output Growth and Inflation.(2012) In: The Warwick Economics Research Paper Series (TWERPS).
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 12
paper
2011Do Professional Forecasters Pay Attention to Data Releases? In: Economic Research Papers.
[Full Text][Citation analysis]
paper8
2012Do professional forecasters pay attention to data releases?.(2012) In: International Journal of Forecasting.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 8
article
2011Do Professional Forecasters Pay Attention to Data Releases?.(2011) In: The Warwick Economics Research Paper Series (TWERPS).
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 8
paper
2010Why are survey forecasts superior to model forecasts? In: Economic Research Papers.
[Full Text][Citation analysis]
paper0
2010Why are survey forecasts superior to model forecasts?.(2010) In: The Warwick Economics Research Paper Series (TWERPS).
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2010Real-time Forecasting of Inflation and Output Growth in the Presence of Data Revisions In: Economic Research Papers.
[Full Text][Citation analysis]
paper7
2010Real-time Forecasting of Inflation and Output Growth in the Presence of Data Revisions.(2010) In: The Warwick Economics Research Paper Series (TWERPS).
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7
paper
2008First Announcements and Real Economic Activity In: Economic Research Papers.
[Full Text][Citation analysis]
paper11
2010First announcements and real economic activity.(2010) In: European Economic Review.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 11
article
2009First Announcements and Real Economic Activity.(2009) In: The Warwick Economics Research Paper Series (TWERPS).
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 11
paper
2008Macroeconomic Forecasting With Mixed-Frequency Data In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]
article101
2005FORECASTING QUARTERLY AGGREGATE CRIME SERIES In: Manchester School.
[Full Text][Citation analysis]
article0
2005Guest Editors’ Introduction: Information in Economic Forecasting In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]
article17
2005Evaluating a Model by Forecast Performance* In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]
article5
1999Seasonality, Cointegration, and Forecasting UK Residential Energy Demand In: Scottish Journal of Political Economy.
[Full Text][Citation analysis]
article17
2003Asymmetric output‐gap effects in Phillips Curve and mark‐up pricing models: Evidence for the US and the UK In: Scottish Journal of Political Economy.
[Full Text][Citation analysis]
article16
2008Economic Forecasting in a Changing World In: Capitalism and Society.
[Full Text][Citation analysis]
article17
2012Forecasting U.S. Output Growth with Non-Linear Models in the Presence of Data Uncertainty In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]
article0
1998Forecasting Economic Time Series In: Cambridge Books.
[Citation analysis]
book507
1998Forecasting Economic Time Series.(1998) In: Cambridge Books.
[Citation analysis]
This paper has another version. Agregated cites: 507
book
2003TESTING THE EXPECTATIONS THEORY OF THE TERM STRUCTURE OF INTEREST RATES IN THRESHOLD MODELS In: Macroeconomic Dynamics.
[Full Text][Citation analysis]
article12
2001Economic forecasting: some lessons from recent research In: Working Paper Series.
[Full Text][Citation analysis]
paper73
2002Economic Forecasting: Some Lessons from Recent Research.(2002) In: Royal Economic Society Annual Conference 2002.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 73
paper
2003Economic forecasting: some lessons from recent research.(2003) In: Economic Modelling.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 73
article
2001Economic Forecasting: Some Lessons from Recent Research.(2001) In: Economics Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 73
paper
2001Economic Forecasting: Some Lessons from Recent Research.(2001) In: Economics Series Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 73
paper
1995Rationality and the Role of Judgement in Macroeconomic Forecasting. In: Economic Journal.
[Full Text][Citation analysis]
article21
1995Macro-economic Forecasting and Modelling. In: Economic Journal.
[Full Text][Citation analysis]
article18
2004Evaluating the Bank of England Density Forecasts of Inflation In: Economic Journal.
[Full Text][Citation analysis]
article82
2002Modelling methodology and forecast failure In: Econometrics Journal.
[Full Text][Citation analysis]
article30
2004Pooling of forecasts In: Econometrics Journal.
[Full Text][Citation analysis]
article182
2001Pooling of Forecasts.(2001) In: Economics Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 182
paper
2016Real-time factor model forecasting and the effects of instability In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]
article6
2014Real-Time Factor Model Forecasting and the Effects of Instability.(2014) In: ICMA Centre Discussion Papers in Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6
paper
2007Bootstrap prediction intervals for autoregressive time series In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]
article17
2006Forecasting with Breaks In: Handbook of Economic Forecasting.
[Full Text][Citation analysis]
chapter45
2013Forecasting by factors, by variables, by both or neither? In: Journal of Econometrics.
[Full Text][Citation analysis]
article22
1991Empirical analysis of macroeconomic time series : VAR and structural models In: European Economic Review.
[Full Text][Citation analysis]
article56
2018Independent directors, information costs and foreign ownership in Chinese companies In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]
article3
1997An empirical study of seasonal unit roots in forecasting In: International Journal of Forecasting.
[Full Text][Citation analysis]
article43
1998Forecasting economic processes In: International Journal of Forecasting.
[Full Text][Citation analysis]
article50
2001Bootstrapping prediction intervals for autoregressive models In: International Journal of Forecasting.
[Full Text][Citation analysis]
article43
2002Evaluating multivariate forecast densities: a comparison of two approaches In: International Journal of Forecasting.
[Full Text][Citation analysis]
article37
2003Some possible directions for future research In: International Journal of Forecasting.
[Full Text][Citation analysis]
article6
2004Forecasting economic and financial time-series with non-linear models In: International Journal of Forecasting.
[Full Text][Citation analysis]
article57
2003Forecasting economic and financial time-series with non-linear models.(2003) In: Departmental Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 57
paper
2004A comparison of tests of nonlinear cointegration with application to the predictability of US interest rates using the term structure In: International Journal of Forecasting.
[Full Text][Citation analysis]
article18
2008Consensus and uncertainty: Using forecast probabilities of output declines In: International Journal of Forecasting.
[Full Text][Citation analysis]
article18
2009Forecasting returns and risk in financial markets using linear and nonlinear models In: International Journal of Forecasting.
[Full Text][Citation analysis]
article0
2009Comments on Forecasting economic and financial variables with global VARs In: International Journal of Forecasting.
[Full Text][Citation analysis]
article1
2011Combining probability forecasts In: International Journal of Forecasting.
[Full Text][Citation analysis]
article23
2011Combining probability forecasts.(2011) In: International Journal of Forecasting.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 23
article
2013Forecasting with vector autoregressive models of data vintages: US output growth and inflation In: International Journal of Forecasting.
[Full Text][Citation analysis]
article9
2015Robust approaches to forecasting In: International Journal of Forecasting.
[Full Text][Citation analysis]
article19
2014Robust Approaches to Forecasting.(2014) In: Economics Series Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 19
paper
2015Forecasting with Bayesian multivariate vintage-based VARs In: International Journal of Forecasting.
[Full Text][Citation analysis]
article4
2016Long-run restrictions and survey forecasts of output, consumption and investment In: International Journal of Forecasting.
[Full Text][Citation analysis]
article3
2014Long-Run Restrictions and Survey Forecasts of Output, Consumption and Investment.(2014) In: ICMA Centre Discussion Papers in Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
paper
2017Model and survey estimates of the term structure of US macroeconomic uncertainty In: International Journal of Forecasting.
[Full Text][Citation analysis]
article8
2018Are macroeconomic density forecasts informative? In: International Journal of Forecasting.
[Full Text][Citation analysis]
article14
2016Are Macroeconomic Density Forecasts Informative?.(2016) In: ICMA Centre Discussion Papers in Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 14
paper
2019Do forecasters target first or later releases of national accounts data? In: International Journal of Forecasting.
[Full Text][Citation analysis]
article3
2017Do forecasters target first or later releases of national accounts data?.(2017) In: ICMA Centre Discussion Papers in Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
paper
2020Forecasting and forecast narratives: The Bank of England Inflation Reports In: International Journal of Forecasting.
[Full Text][Citation analysis]
article7
2001Evaluating forecasts from SETAR models of exchange rates In: Journal of International Money and Finance.
[Full Text][Citation analysis]
article38
2002Comments on The state of macroeconomic forecasting In: Journal of Macroeconomics.
[Full Text][Citation analysis]
article2
1999On SETAR non- linearity and forecasting In: Econometric Institute Research Papers.
[Full Text][Citation analysis]
paper34
2003On SETAR non-linearity and forecasting.(2003) In: Journal of Forecasting.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 34
article
2020Are Some Forecasters’ Probability Assessments of Macro Variables Better Than Those of Others? In: Econometrics.
[Full Text][Citation analysis]
article0
2004Can regime-switching models reproduce the business cycle features of US aggregate consumption, investment and output? In: International Journal of Finance & Economics.
[Full Text][Citation analysis]
article8
1995Forecasting in Cointegration Systems. In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
article56
1996Intercept Corrections and Structural Change. In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
article89
1999A Monte Carlo Study of the Forecasting Performance of Empirical SETAR Models. In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
article81
1996A Monte Carlo Study of the Forecasting Performance of Empirical Setar Models.(1996) In: The Warwick Economics Research Paper Series (TWERPS).
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 81
paper
2003Evaluating interval forecasts of high-frequency financial data In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
article29
2007An evaluation of the forecasts of the federal reserve: a pooled approach In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
article55
2009Forecasting US output growth using leading indicators: an appraisal using MIDAS models In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
article111
2009Forecasting US output growth using leading indicators: an appraisal using MIDAS models.(2009) In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 111
article
2001Robust Evaluation of Fixed-Event Forecast Rationality. In: Journal of Forecasting.
[Citation analysis]
article7
2011An Empirical Investigation of the Effects of Rounding on the SPF Probabilities of Decline and Output Growth Histograms In: Journal of Money, Credit and Banking.
[Citation analysis]
article5
2011An Empirical Investigation of the Effects of Rounding on the SPF Probabilities of Decline and Output Growth Histograms.(2011) In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5
article
2001Forecasting Non-Stationary Economic Time Series In: MIT Press Books.
[Citation analysis]
book149
1986The World Economy: Analysis and Prospects. In: Oxford Review of Economic Policy.
[Citation analysis]
article0
1986The UK Economy: Analysis and Prospects. In: Oxford Review of Economic Policy.
[Citation analysis]
article0
1986The UK Economy: Analysis and Prospects..(1986) In: Oxford Review of Economic Policy.
[Citation analysis]
This paper has another version. Agregated cites: 0
article
1986The UK Economy: Analysis and Prospects..(1986) In: Oxford Review of Economic Policy.
[Citation analysis]
This paper has another version. Agregated cites: 0
article
1987The UK Economy: Analysis and Prospects..(1987) In: Oxford Review of Economic Policy.
[Citation analysis]
This paper has another version. Agregated cites: 0
article
1987The World and UK Economy: Analysis and Prospects. In: Oxford Review of Economic Policy.
[Citation analysis]
article0
2010Forecasting from Mis-specified Models in the Presence of Unanticipated Location Shifts In: Economics Series Working Papers.
[Full Text][Citation analysis]
paper1
2001Modelling Business Cycle Features Using Switching Regime Models In: Economics Series Working Papers.
[Full Text][Citation analysis]
paper3
2001MODELLING BUSINESS CYCLE FEATURES USING SWITCHING REGIME MODELS..(2001) In: Economics Series Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 3
paper
2012Forecasting by factors, by variables, or both? In: Economics Series Working Papers.
[Full Text][Citation analysis]
paper2
2016An Overview of Forecasting Facing Breaks In: Economics Series Working Papers.
[Full Text][Citation analysis]
paper8
2016An Overview of Forecasting Facing Breaks.(2016) In: Journal of Business Cycle Research.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 8
article
1991Testing Structural Hypotheses by Encompassing : Us Wages and Prices is the Mark-Up Pricing Hypothesis Dead? In: Economics Series Working Papers.
[Citation analysis]
paper0
1992On the Limitations of Comparing Mean Square Forecast Errors. In: Economics Series Working Papers.
[Citation analysis]
paper48
1992Forecasting in Cointegrated Systems. In: Economics Series Working Papers.
[Citation analysis]
paper27
1989THE ESTIMATION AND TESTING OF COINTEGRATING VECTORS: A SURVEY OF RECENT APPROACHES AND AN APPLICATION TO THE U.K. NON-DURABLE CONSUMPTION FUNCTION. In: Economics Series Working Papers.
[Citation analysis]
paper4
1990THE MATHEMATICAL STRUCTURE OF MODELS THAT EXHIBIT COINTEGRATION: A SURVEY OF RECENT APPROACHES. In: Economics Series Working Papers.
[Citation analysis]
paper0
2007Macroeconomic Forecasting with Mixed Frequency Data: Forecasting US Output Growth In: Working Papers.
[Full Text][Citation analysis]
paper5
2007Macroeconomic Forecasting with Mixed Frequency Data: Forecasting US Output Growth.(2007) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5
paper
2011Improving Real-time Estimates of Output Gaps and Inflation Trends with Multiple-vintage Models In: Working Papers.
[Full Text][Citation analysis]
paper1
2011Improving Real-time Estimates of Output Gaps and Inflation Trends with Multiple-vintage Models.(2011) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper
2018Assessing Macro-Forecaster Herding: Modelling versus Testing In: ICMA Centre Discussion Papers in Finance.
[Full Text][Citation analysis]
paper0
2014Measuring Macroeconomic Uncertainty: US Inflation and Output Growth In: ICMA Centre Discussion Papers in Finance.
[Full Text][Citation analysis]
paper4
2014Anticipating Early Data Revisions to US GDP and the Effects of Releases on Equity Markets In: ICMA Centre Discussion Papers in Finance.
[Full Text][Citation analysis]
paper0
2014Do US Macroeconomic Forecasters Exaggerate Their Differences? In: ICMA Centre Discussion Papers in Finance.
[Full Text][Citation analysis]
paper2
2015Do US Macroeconomic Forecasters Exaggerate their Differences?.(2015) In: Journal of Forecasting.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
article
2014Assessing the Evidence of Macro- Forecaster Herding: Forecasts of Inflation and Output Growth In: ICMA Centre Discussion Papers in Finance.
[Full Text][Citation analysis]
paper0
2015Assessing Macro Uncertainty In Real-Time When Data Are Subject To Revision In: ICMA Centre Discussion Papers in Finance.
[Full Text][Citation analysis]
paper5
2017Assessing Macro Uncertainty in Real-Time When Data Are Subject To Revision.(2017) In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5
article
2015Forecasters Disagreement about How the Economy Operates, and the Role of Long-run Relationships In: ICMA Centre Discussion Papers in Finance.
[Citation analysis]
paper0
2016Are Macro-Forecasters Essentially The Same? An Analysis of Disagreement, Accuracy and Efficiency In: ICMA Centre Discussion Papers in Finance.
[Full Text][Citation analysis]
paper0
2016Sir Clive W.J. Grangers Contributions to Forecasting In: ICMA Centre Discussion Papers in Finance.
[Full Text][Citation analysis]
paper0
2017Data Revisions and Real-time Probabilistic Forecasting of Macroeconomic Variables In: ICMA Centre Discussion Papers in Finance.
[Full Text][Citation analysis]
paper0
2020Do Survey Joiners and Leavers Differ from Regular Participants? The US SPF GDP Growth and Inflation Forecasts In: ICMA Centre Discussion Papers in Finance.
[Full Text][Citation analysis]
paper0
2020Individual Forecaster Perceptions of the Persistence of Shocks to GDP In: ICMA Centre Discussion Papers in Finance.
[Full Text][Citation analysis]
paper0
2001An Historical Perspective on Forecast Errors In: National Institute Economic Review.
[Full Text][Citation analysis]
article1
1994Can Econometrics Improve Economic Forecasting? In: Swiss Journal of Economics and Statistics (SJES).
[Full Text][Citation analysis]
article9
2002Can oil shocks explain asymmetries in the US Business Cycle? In: Empirical Economics.
[Full Text][Citation analysis]
article31
2002Conditional mean functions of non-linear models of US output In: Empirical Economics.
[Full Text][Citation analysis]
article1
2006Evaluating the survey of professional forecasters probability distributions of expected inflation based on derived event probability forecasts In: Empirical Economics.
[Full Text][Citation analysis]
article16
1999On winning forecasting competitions in economics In: Spanish Economic Review.
[Full Text][Citation analysis]
article25
2012Improving Real-Time Estimates of Output and Inflation Gaps With Multiple-Vintage Models In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]
article4
2014Forecast Uncertainty- Ex Ante and Ex Post : U.S. Inflation and Output Growth In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]
article41
2017Predicting Early Data Revisions to U.S. GDP and the Effects of Releases on Equity Markets In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]
article6
2013REAL‐TIME FORECASTING OF INFLATION AND OUTPUT GROWTH WITH AUTOREGRESSIVE MODELS IN THE PRESENCE OF DATA REVISIONS In: Journal of Applied Econometrics.
[Citation analysis]
article28
2015Are Professional Macroeconomic Forecasters Able To Do Better Than Forecasting Trends? In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]
article3
2018Do Macroforecasters Herd? In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]
article1
1997A Comparison of the Forecasting Performance of Markov-Switching and Threshold Autoregressive Models of US GNP In: The Warwick Economics Research Paper Series (TWERPS).
[Full Text][Citation analysis]
paper4
2019Measuring the Effects of Expectations Shocks In: EMF Research Papers.
[Full Text][Citation analysis]
paper0
2020Density Forecasting with BVAR Models under Macroeconomic Data Uncertainty In: EMF Research Papers.
[Full Text][Citation analysis]
paper0

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated November, 2 2021. Contact: CitEc Team