Michael Peter Clements : Citation Profile


Are you Michael Peter Clements?

University of Reading

31

H index

58

i10 index

3196

Citations

RESEARCH PRODUCTION:

90

Articles

91

Papers

3

Books

2

Chapters

EDITOR:

1

Books edited

RESEARCH ACTIVITY:

   35 years (1986 - 2021). See details.
   Cites by year: 91
   Journals where Michael Peter Clements has often published
   Relations with other researchers
   Recent citing documents: 185.    Total self citations: 89 (2.71 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pcl24
   Updated: 2021-09-11    RAS profile: 2021-09-07    
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Relations with other researchers


Works with:

Galvão, Ana (6)

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:

Hendry, David (132)

Marcellino, Massimiliano (129)

Pesaran, M (56)

Ericsson, Neil (53)

Castle, Jennifer (50)

Swanson, Norman (49)

Ravazzolo, Francesco (41)

Timmermann, Allan (40)

GUPTA, RANGAN (40)

Mitchell, James (40)

Galvão, Ana (40)

Cites to:

Hendry, David (123)

Croushore, Dean (109)

Diebold, Francis (75)

Timmermann, Allan (43)

Watson, Mark (38)

West, Kenneth (37)

Mankiw, N. Gregory (35)

Bollerslev, Tim (32)

McCracken, Michael (32)

Castle, Jennifer (30)

Stock, James (29)

Main data


Where Michael Peter Clements has published?


Journals with more than one article published# docs
International Journal of Forecasting24
Journal of Applied Econometrics7
Oxford Review of Economic Policy6
Econometrics Journal4
Journal of Business & Economic Statistics4
Economic Journal3
Oxford Bulletin of Economics and Statistics3
European Economic Review3
Empirical Economics3
Journal of Money, Credit and Banking3
Scottish Journal of Political Economy2
Journal of Business & Economic Statistics2
Journal of Forecasting2
Journal of Forecasting2
Journal of Applied Econometrics2
Computational Statistics & Data Analysis2

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, University of Reading16
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
2021Improving ERSs Net Cash Income Forecasts using USDA Baseline Projections. (2021). Bora, Siddhartha. In: Journal of Agricultural and Resource Economics. RePEc:ags:jlaare:310528.

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

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2021“Employment uncertainty a year after the irruption of the covid-19 pandemic”. (2021). Sorić, Petar ; Claveria, Oscar ; Soric, Petar. In: AQR Working Papers. RePEc:aqr:wpaper:202104.

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

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

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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.

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2021The Macroeconomy as a Random Forest. (2020). Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2006.12724.

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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.

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2021To Bag is to Prune. (2020). Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2008.07063.

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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.

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

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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.

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

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2021Big Data Information and Nowcasting: Consumption and Investment from Bank Transactions in Turkey. (2021). Rodrigo, Tomasa ; Ortiz, Alvaro ; Isa, Berk Orkun ; Mert, Seda Guler ; Barlas, Ali B ; Yazgan, Ege ; Soybilgen, Baris. In: Papers. RePEc:arx:papers:2107.03299.

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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.

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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.

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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.

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2021FORECASTING RUSSIAN CPI WITH DATA VINTAGES AND MACHINE LEARNING TECHNIQUES. (2021). Mamedli, Mariam ; Shibitov, Denis. In: Bank of Russia Working Paper Series. RePEc:bkr:wpaper:wps70.

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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.

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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.

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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.

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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.

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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.

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2020News media vs. FRED-MD for macroeconomic forecasting. (2020). Thorsrud, Leif ; Larsen, Vegard ; Ellingsen, Jon. In: Working Paper. RePEc:bno:worpap:2020_14.

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

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2021The bias and efficiency of the ECB inflation projections: a State dependent analysis. (2021). Paloviita, Maritta ; Jalasjoki, Pirkka ; Granziera, Eleonora. In: Research Discussion Papers. RePEc:bof:bofrdp:2021_007.

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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.

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

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

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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.

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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.

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2021Searching for the Best Inflation Forecasters within a Consumer Perceptions Survey: Microdata Evidence from Chile. (2021). Medel, Carlos A.. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:899.

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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.

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

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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.

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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.

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

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

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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.

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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.

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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.

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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.

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2021Are professional forecasters Bayesian?. (2021). Manzan, Sebastiano. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:123:y:2021:i:c:s016518892030213x.

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2021A dynamic econometric analysis of the dollar-pound exchange rate in an era of structural breaks and policy regime shifts. (2021). Kurita, Takamitsu ; Castle, Jennifer L. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:128:y:2021:i:c:s0165188921000749.

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2021Asymmetries in the effects of unemployment expectation shocks as monetary policy shifts with economic conditions. (2021). Cassou, Steven ; Ahmed, Iqbal M. In: Economic Modelling. RePEc:eee:ecmode:v:100:y:2021:i:c:s0264999321000912.

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2021Do forecasters really care about consensus?. (2021). Zilberfarb, Ben-Zion ; Goldstein, Nathan. In: Economic Modelling. RePEc:eee:ecmode:v:100:y:2021:i:c:s0264999321001127.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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2021Dynamic panels with MIDAS covariates: Nonlinearity, estimation and fit. (2021). Voia, Marcel ; Saunders, Charles J ; Kichian, Maral ; Khalaf, Lynda. In: Journal of Econometrics. RePEc:eee:econom:v:220:y:2021:i:2:p:589-605.

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2021Bayesian MIDAS penalized regressions: Estimation, selection, and prediction. (2021). Mogliani, Matteo ; Simoni, Anna. In: Journal of Econometrics. RePEc:eee:econom:v:222:y:2021:i:1:p:833-860.

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2021Belief elicitation with multiple point predictions. (2021). Schmidt, Patrick ; Eyting, Markus. In: European Economic Review. RePEc:eee:eecrev:v:135:y:2021:i:c:s0014292121000532.

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2021Computationally efficient forecasting procedures for Kuhn-Tucker consumer demand model systems: Application to residential energy consumption analysis. (2021). Bhat, Chandra ; Pinjari, Abdul Rawoof. In: Journal of choice modelling. RePEc:eee:eejocm:v:39:y:2021:i:c:s1755534521000166.

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2021Robust low-rank multiple kernel learning with compound regularization. (2021). Xiong, Ren ; Dong, Yao ; Tao, Changqi ; Jiang, HE. In: European Journal of Operational Research. RePEc:eee:ejores:v:295:y:2021:i:2:p:634-647.

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2021On the China factor in the world oil market: A regime switching approach11We thank Hilde Bjørnland, Tatsuyoshi Okimoto, Ippei Fujiwara, Knut Aastveit, Leif Anders Thorsrud, Francesco Ravazzolo, Renee . (2021). Nguyen, Bao H ; Hou, Chenghan ; Cross, Jamie L. In: Energy Economics. RePEc:eee:eneeco:v:95:y:2021:i:c:s0140988321000244.

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2021Commodity prices and global economic activity: A derived-demand approach. (2021). Gaglianone, Wagner ; Issler, Joo Victor ; de Carvalho, Osmani Teixeira ; Duarte, Angelo Mont'Alverne ; Angelo Mont'alverne Duarte, . In: Energy Economics. RePEc:eee:eneeco:v:96:y:2021:i:c:s0140988321000256.

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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.

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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.

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2021Measurement of common risks in tails: A panel quantile regression model for financial returns. (2021). Baruník, Jozef ; Ech, Frantiek ; Barunik, Jozef. In: Journal of Financial Markets. RePEc:eee:finmar:v:52:y:2021:i:c:s1386418120300318.

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2021Oil shocks and stock market volatility of the BRICS: A GARCH-MIDAS approach. (2021). Salisu, Afees ; GUPTA, RANGAN. In: Global Finance Journal. RePEc:eee:glofin:v:48:y:2021:i:c:s1044028319303503.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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2021Treating and Pruning: New approaches to forecasting model selection and combination using prediction intervals. (2021). Jeon, Jooyoung ; Cyrino, Fernando Luiz ; Meira, Erick. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:2:p:547-568.

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2021Forecast encompassing tests for the expected shortfall. (2021). Schnaitmann, Julie ; Dimitriadis, Timo. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:2:p:604-621.

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2021Does judgment improve macroeconomic density forecasts?. (2021). Mitchell, James ; Garratt, Anthony ; Galvo, Ana Beatriz. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:3:p:1247-1260.

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2021A comparison of monthly global indicators for forecasting growth. (2021). Guérin, Pierre ; Guerin, Pierre ; Baumeister, Christiane. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:3:p:1276-1295.

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2021Mixed-frequency approaches to nowcasting GDP: An application to Japan. (2021). Kido, Yosuke ; Hirakata, Naohisa ; Otaka, Kazuki ; Chikamatsu, Kyosuke. In: Japan and the World Economy. RePEc:eee:japwor:v:57:y:2021:i:c:s0922142521000049.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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2021Too little but not too late: nowcasting poverty and cash transfers’ incidence during COVID-19’s crisis. (2021). Brum, Matias ; de Rosa, Mauricio. In: World Development. RePEc:eee:wdevel:v:140:y:2021:i:c:s0305750x20303545.

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

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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.
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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).
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This paper has another version. Agregated cites: 78
paper
1996Evaluating the rationality of fixed-event forecasts In: Economic Research Papers.
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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.
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paper65
1997The performance of alternative forecasting methods for SETAR models.(1997) In: International Journal of Forecasting.
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This paper has another version. Agregated cites: 65
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: 65
paper
1997FORECASTING SEASONAL UK CONSUMPTION COMPONENTS In: Economic Research Papers.
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paper0
1997Forecasting Seasonal UK Consumption Components.(1997) In: Economic Research Papers.
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This paper has another version. Agregated cites: 0
paper
1997Forecasting Seasonal UK Consumption Components.(1997) In: The Warwick Economics Research Paper Series (TWERPS).
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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.
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paper0
1997Seasonality, Cointegration, and the Forecasting of Energy Demand.(1997) In: The Warwick Economics Research Paper Series (TWERPS).
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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.
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paper94
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: 94
article
1998NON-LINEARITIES IN EXCHANGE RATES In: Economic Research Papers.
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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]
paper34
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).
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This paper has another version. Agregated cites: 34
paper
1998FORECASTING WITH DIFFERENCE-STATIONARY AND TREND-STATIONARY MODELS In: Economic Research Papers.
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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]
paper77
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: 77
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: 77
paper
2006Internal consistency of survey respondentsíforecasts: Evidence based on the Survey of Professional Forecasters In: Economic Research Papers.
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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.
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paper11
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: 11
paper
2006Forecast Encompassing Tests and Probability Forecasts In: Economic Research Papers.
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paper15
2010Forecast encompassing tests and probability forecasts.(2010) In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 15
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: 15
paper
2006Quantile Forecasts of Daily Exchange Rate Returns from Forecasts of Realized Volatility In: Economic Research Papers.
[Full Text][Citation analysis]
paper72
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: 72
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: 72
paper
2008Rounding of probability forecasts: The SPF forecast probabilities of negative output growth In: Economic Research Papers.
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paper0
2008Rounding of probability forecasts : The SPF forecast probabilities of negative output growth.(2008) In: The Warwick Economics Research Paper Series (TWERPS).
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This paper has another version. Agregated cites: 0
paper
2008Explanations of the inconsistencies in survey respondents forecasts In: Economic Research Papers.
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paper17
2010Explanations of the inconsistencies in survey respondents forecasts.(2010) In: European Economic Review.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 17
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: 17
paper
2012Subjective and Ex Post Forecast Uncertainty: US Inflation and Output Growth In: Economic Research Papers.
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paper0
2012Subjective and Ex Post Forecast Uncertainty : US Inflation and Output Growth.(2012) In: The Warwick Economics Research Paper Series (TWERPS).
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This paper has another version. Agregated cites: 0
paper
2012US inflation expectations and heterogeneous loss functions, 1968–2010 In: Economic Research Papers.
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paper4
2014US Inflation Expectations and Heterogeneous Loss Functions, 1968–2010.(2014) In: Journal of Forecasting.
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This paper has another version. Agregated cites: 4
article
2012US inflation expectations and heterogeneous loss functions, 1968–2010.(2012) In: The Warwick Economics Research Paper Series (TWERPS).
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This paper has another version. Agregated cites: 4
paper
2012Probability Distributions or Point Predictions? Survey Forecasts of US Output Growth and Inflation In: Economic Research Papers.
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paper13
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: 13
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: 13
paper
2011Do Professional Forecasters Pay Attention to Data Releases? In: Economic Research Papers.
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paper9
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: 9
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: 9
paper
2010Why are survey forecasts superior to model forecasts? In: Economic Research Papers.
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paper0
2010Why are survey forecasts superior to model forecasts?.(2010) In: The Warwick Economics Research Paper Series (TWERPS).
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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.
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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.
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paper11
2010First announcements and real economic activity.(2010) In: European Economic Review.
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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.
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article105
2005FORECASTING QUARTERLY AGGREGATE CRIME SERIES In: Manchester School.
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article0
2005Guest Editors’ Introduction: Information in Economic Forecasting In: Oxford Bulletin of Economics and Statistics.
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article17
2005Evaluating a Model by Forecast Performance* In: Oxford Bulletin of Economics and Statistics.
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article5
1999Seasonality, Cointegration, and Forecasting UK Residential Energy Demand In: Scottish Journal of Political Economy.
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article18
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.
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article16
2008Economic Forecasting in a Changing World In: Capitalism and Society.
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article17
2012Forecasting U.S. Output Growth with Non-Linear Models in the Presence of Data Uncertainty In: Studies in Nonlinear Dynamics & Econometrics.
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article0
1998Forecasting Economic Time Series In: Cambridge Books.
[Citation analysis]
book512
1998Forecasting Economic Time Series.(1998) In: Cambridge Books.
[Citation analysis]
This paper has another version. Agregated cites: 512
book
2003TESTING THE EXPECTATIONS THEORY OF THE TERM STRUCTURE OF INTEREST RATES IN THRESHOLD MODELS In: Macroeconomic Dynamics.
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article12
2001Economic forecasting: some lessons from recent research In: Working Paper Series.
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paper73
2002Economic Forecasting: Some Lessons from Recent Research.(2002) In: Royal Economic Society Annual Conference 2002.
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This paper has another version. Agregated cites: 73
paper
2003Economic forecasting: some lessons from recent research.(2003) In: Economic Modelling.
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This paper has another version. Agregated cites: 73
article
2001Economic Forecasting: Some Lessons from Recent Research.(2001) In: Economics Papers.
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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.
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article23
1995Macro-economic Forecasting and Modelling. In: Economic Journal.
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article18
2004Evaluating the Bank of England Density Forecasts of Inflation In: Economic Journal.
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article83
2002Modelling methodology and forecast failure In: Econometrics Journal.
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article30
2004Pooling of forecasts In: Econometrics Journal.
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article187
2001Pooling of Forecasts.(2001) In: Economics Papers.
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This paper has another version. Agregated cites: 187
paper
2016Real-time factor model forecasting and the effects of instability In: Computational Statistics & Data Analysis.
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article6
2014Real-Time Factor Model Forecasting and the Effects of Instability.(2014) In: ICMA Centre Discussion Papers in Finance.
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This paper has another version. Agregated cites: 6
paper
2007Bootstrap prediction intervals for autoregressive time series In: Computational Statistics & Data Analysis.
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article18
2021Measuring the effects of expectations shocks In: Journal of Economic Dynamics and Control.
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article1
2019Measuring the Effects of Expectations Shocks.(2019) In: EMF Research Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper
2006Forecasting with Breaks In: Handbook of Economic Forecasting.
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chapter45
2013Forecasting by factors, by variables, by both or neither? In: Journal of Econometrics.
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article25
1991Empirical analysis of macroeconomic time series : VAR and structural models In: European Economic Review.
[Full Text][Citation analysis]
article55
2018Independent directors, information costs and foreign ownership in Chinese companies In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]
article4
1997An empirical study of seasonal unit roots in forecasting In: International Journal of Forecasting.
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article43
1998Forecasting economic processes In: International Journal of Forecasting.
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article49
2001Bootstrapping prediction intervals for autoregressive models In: International Journal of Forecasting.
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article43
2002Evaluating multivariate forecast densities: a comparison of two approaches In: International Journal of Forecasting.
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article37
2003Some possible directions for future research In: International Journal of Forecasting.
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article6
2004Forecasting economic and financial time-series with non-linear models In: International Journal of Forecasting.
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article58
2003Forecasting economic and financial time-series with non-linear models.(2003) In: Departmental Working Papers.
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This paper has another version. Agregated cites: 58
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.
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article19
2008Consensus and uncertainty: Using forecast probabilities of output declines In: International Journal of Forecasting.
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article18
2009Forecasting returns and risk in financial markets using linear and nonlinear models In: International Journal of Forecasting.
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article0
2009Comments on Forecasting economic and financial variables with global VARs In: International Journal of Forecasting.
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article1
2011Combining probability forecasts In: International Journal of Forecasting.
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article23
2011Combining probability forecasts.(2011) In: International Journal of Forecasting.
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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.
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article11
2015Robust approaches to forecasting In: International Journal of Forecasting.
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article24
2014Robust Approaches to Forecasting.(2014) In: Economics Series Working Papers.
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This paper has another version. Agregated cites: 24
paper
2015Forecasting with Bayesian multivariate vintage-based VARs In: International Journal of Forecasting.
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article4
2016Long-run restrictions and survey forecasts of output, consumption and investment In: International Journal of Forecasting.
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article3
2014Long-Run Restrictions and Survey Forecasts of Output, Consumption and Investment.(2014) In: ICMA Centre Discussion Papers in Finance.
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2017Model and survey estimates of the term structure of US macroeconomic uncertainty In: International Journal of Forecasting.
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article12
2018Are macroeconomic density forecasts informative? In: International Journal of Forecasting.
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article16
2016Are Macroeconomic Density Forecasts Informative?.(2016) In: ICMA Centre Discussion Papers in Finance.
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This paper has another version. Agregated cites: 16
paper
2019Do forecasters target first or later releases of national accounts data? In: International Journal of Forecasting.
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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.
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article6
2021Do survey joiners and leavers differ from regular participants? The US SPF GDP growth and inflation forecasts In: International Journal of Forecasting.
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article0
2020Do Survey Joiners and Leavers Differ from Regular Participants? The US SPF GDP Growth and Inflation Forecasts.(2020) In: ICMA Centre Discussion Papers in Finance.
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This paper has another version. Agregated cites: 0
paper
2001Evaluating forecasts from SETAR models of exchange rates In: Journal of International Money and Finance.
[Full Text][Citation analysis]
article40
2002Comments on The state of macroeconomic forecasting In: Journal of Macroeconomics.
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article2
1999On SETAR non- linearity and forecasting In: Econometric Institute Research Papers.
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paper32
2003On SETAR non-linearity and forecasting.(2003) In: Journal of Forecasting.
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This paper has another version. Agregated cites: 32
article
2020Are Some Forecasters’ Probability Assessments of Macro Variables Better Than Those of Others? In: Econometrics.
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article0
2021How Local is the Local Inflation Factor? Evidence from Emerging European Countries In: Working Papers.
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paper0
2004Can regime-switching models reproduce the business cycle features of US aggregate consumption, investment and output? In: International Journal of Finance & Economics.
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article8
1995Forecasting in Cointegration Systems. In: Journal of Applied Econometrics.
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article57
1996Intercept Corrections and Structural Change. In: Journal of Applied Econometrics.
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article92
1999A Monte Carlo Study of the Forecasting Performance of Empirical SETAR Models. In: Journal of Applied Econometrics.
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article82
1996A Monte Carlo Study of the Forecasting Performance of Empirical Setar Models.(1996) In: The Warwick Economics Research Paper Series (TWERPS).
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This paper has another version. Agregated cites: 82
paper
2003Evaluating interval forecasts of high-frequency financial data In: Journal of Applied Econometrics.
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article29
2007An evaluation of the forecasts of the federal reserve: a pooled approach In: Journal of Applied Econometrics.
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article56
2009Forecasting US output growth using leading indicators: an appraisal using MIDAS models In: Journal of Applied Econometrics.
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article117
2009Forecasting US output growth using leading indicators: an appraisal using MIDAS models.(2009) In: Journal of Applied Econometrics.
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This paper has another version. Agregated cites: 117
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.
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2001Forecasting Non-Stationary Economic Time Series In: MIT Press Books.
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1986The World Economy: Analysis and Prospects. In: Oxford Review of Economic Policy.
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1986The UK Economy: Analysis and Prospects. In: Oxford Review of Economic Policy.
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1986The UK Economy: Analysis and Prospects..(1986) In: Oxford Review of Economic Policy.
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1986The UK Economy: Analysis and Prospects..(1986) In: Oxford Review of Economic Policy.
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1987The UK Economy: Analysis and Prospects..(1987) In: Oxford Review of Economic Policy.
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1987The World and UK Economy: Analysis and Prospects. In: Oxford Review of Economic Policy.
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2010Forecasting from Mis-specified Models in the Presence of Unanticipated Location Shifts In: Economics Series Working Papers.
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2001Modelling Business Cycle Features Using Switching Regime Models In: Economics Series Working Papers.
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paper3
2001MODELLING BUSINESS CYCLE FEATURES USING SWITCHING REGIME MODELS..(2001) In: Economics Series Working Papers.
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2012Forecasting by factors, by variables, or both? In: Economics Series Working Papers.
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2016An Overview of Forecasting Facing Breaks In: Economics Series Working Papers.
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2016An Overview of Forecasting Facing Breaks.(2016) In: Journal of Business Cycle Research.
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1991Testing Structural Hypotheses by Encompassing : Us Wages and Prices is the Mark-Up Pricing Hypothesis Dead? In: Economics Series Working Papers.
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1992On the Limitations of Comparing Mean Square Forecast Errors. In: Economics Series Working Papers.
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1992Forecasting in Cointegrated Systems. In: Economics Series Working Papers.
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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.
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1990THE MATHEMATICAL STRUCTURE OF MODELS THAT EXHIBIT COINTEGRATION: A SURVEY OF RECENT APPROACHES. In: Economics Series Working Papers.
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2009Forecast Combination and Encompassing In: Palgrave Macmillan Books.
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2007Macroeconomic Forecasting with Mixed Frequency Data: Forecasting US Output Growth In: Working Papers.
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paper6
2007Macroeconomic Forecasting with Mixed Frequency Data: Forecasting US Output Growth.(2007) In: Working Papers.
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2011Improving Real-time Estimates of Output Gaps and Inflation Trends with Multiple-vintage Models In: Working Papers.
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