Michael Peter Clements : Citation Profile


Are you Michael Peter Clements?

University of Reading

32

H index

64

i10 index

3864

Citations

RESEARCH PRODUCTION:

95

Articles

93

Papers

3

Books

2

Chapters

EDITOR:

1

Books edited

RESEARCH ACTIVITY:

   36 years (1986 - 2022). See details.
   Cites by year: 107
   Journals where Michael Peter Clements has often published
   Relations with other researchers
   Recent citing documents: 230.    Total self citations: 98 (2.47 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pcl24
   Updated: 2023-01-28    RAS profile: 2023-01-06    
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Relations with other researchers


Works with:

Galvão, Ana (6)

Reade, J (3)

Rubaszek, Michał (2)

Castle, Jennifer (2)

Grossi, Luigi (2)

Shang, Han Lin (2)

Thomakos, Dimitrios (2)

Martinez, Andrew (2)

Fiszeder, Piotr (2)

Guidolin, Massimo (2)

Paccagnini, Alessia (2)

Hendry, David (2)

Franses, Philip Hans (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 (153)

Marcellino, Massimiliano (139)

Castle, Jennifer (68)

Pesaran, M (59)

Galvão, Ana (59)

Ericsson, Neil (55)

Mitchell, James (53)

Swanson, Norman (51)

GUPTA, RANGAN (47)

Ravazzolo, Francesco (45)

Ferrara, Laurent (45)

Cites to:

Hendry, David (143)

Croushore, Dean (110)

Diebold, Francis (83)

Timmermann, Allan (67)

Watson, Mark (49)

Galvão, Ana (44)

West, Kenneth (42)

Mankiw, N. Gregory (37)

McCracken, Michael (36)

Castle, Jennifer (35)

Elliott, Graham (33)

Main data


Where Michael Peter Clements has published?


Journals with more than one article published# docs
International Journal of Forecasting26
Journal of Applied Econometrics7
Oxford Review of Economic Policy6
Econometrics Journal4
Journal of Business & Economic Statistics4
Journal of Money, Credit and Banking4
Empirical Economics3
Journal of Applied Econometrics3
Economic Journal3
Oxford Bulletin of Economics and Statistics3
European Economic Review3
Journal of Business & Economic Statistics2
Journal of Forecasting2
Computational Statistics & Data Analysis2
Journal of Forecasting2
Scottish Journal of Political Economy2

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 (2022 and 2021)


YearTitle of citing document
2021Now- and Backcasting Initial Claims with High-Dimensional Daily Internet Search-Volume Data. (2021). Montes, Erik Christian ; Rapach, David E ; Borup, Daniel. In: CREATES Research Papers. RePEc:aah:create:2021-02.

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2022Improving 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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2022Should we care about ECB inflation expectations?. (2022). Candelon, Bertrand ; Roccazzella, Francesco. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2022004.

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2021Markov Chains, Eigenvalues and the Stabilityof Economic Growth Processes. (2021). Delbianco, Fernando ; Tohme, Fernando ; Fioriti, Andres. In: Working Papers. RePEc:aoz:wpaper:88.

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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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2022“An application of deep learning for exchange rate forecasting”. (2022). Sorić, Petar ; Claveria, Oscar ; Torra, Salvador ; Monte, Enric. In: AQR Working Papers. RePEc:aqr:wpaper:202201.

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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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2022Lasso Inference for High-Dimensional Time Series. (2020). Smeekes, Stephan ; Wilms, Ines ; Adamek, Robert. In: Papers. RePEc:arx:papers:2007.10952.

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2022Are 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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2021Real-time Inflation Forecasting Using Non-linear Dimension Reduction Techniques. (2020). Huber, Florian ; Hauzenberger, Niko ; Klieber, Karin. In: Papers. RePEc:arx:papers:2012.08155.

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2021Long-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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2021Forecasting Commodity Prices Using Long Short-Term Memory Neural Networks. (2021). Dia, Khadim ; Traore, Fousseini ; Ly, Racine. In: Papers. RePEc:arx:papers:2101.03087.

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2021General Bayesian time-varying parameter VARs for predicting government bond yields. (2021). Pfarrhofer, Michael ; Huber, Florian ; Hauzenberger, Niko ; Fischer, Manfred M. In: Papers. RePEc:arx:papers:2102.13393.

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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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2021Bilinear Input Normalization for Neural Networks in Financial Forecasting. (2021). Iosifidis, Alexandros ; Gabbouj, Moncef ; Kanniainen, Juho ; Tran, Dat Thanh. In: Papers. RePEc:arx:papers:2109.00983.

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2021Macroeconomic forecasting with LSTM and mixed frequency time series data. (2021). Kamolthip, Sarun. In: Papers. RePEc:arx:papers:2109.13777.

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2022GAM(L)A: An econometric model for interpretable Machine Learning. (2022). Laurent, S'Ebastien ; Hu, Sullivan ; Hacheme, Gilles ; Flachaire, Emmanuel. In: Papers. RePEc:arx:papers:2203.11691.

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2022Learning Probability Distributions in Macroeconomics and Finance. (2022). Hanus, Lubos ; Barunik, Jozef. In: Papers. RePEc:arx:papers:2204.06848.

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2022Forecasting Electricity Prices. (2022). Weron, Rafał ; Uniejewski, Bartosz ; Maciejowska, Katarzyna. In: Papers. RePEc:arx:papers:2204.11735.

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2022A Market for Trading Forecasts: A Wagering Mechanism. (2022). Grammatico, Sergio ; Kazempour, Jalal ; Pinson, Pierre ; Raja, Aitazaz Ali. In: Papers. RePEc:arx:papers:2205.02668.

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2022Distributional neural networks for electricity price forecasting. (2022). Ziel, Florian ; Weron, Rafal ; Narajewski, Michal ; Marcjasz, Grzegorz. In: Papers. RePEc:arx:papers:2207.02832.

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2022Predicting Performances of Mutual Funds using Deep Learning and Ensemble Techniques. (2022). Tran, Hien ; Nguyen, Huy ; Pham, Nga ; Dao, Binh ; Chu, Nghia. In: Papers. RePEc:arx:papers:2209.09649.

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2022Prediction intervals for economic fixed-event forecasts. (2022). Plett, Hendrik ; Kruger, Fabian. In: Papers. RePEc:arx:papers:2210.13562.

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2022Reservoir Computing for Macroeconomic Forecasting with Mixed Frequency Data. (2022). Ortega, Juan-Pablo ; van Huellen, Sophie ; Hirt, Marcel ; Grigoryeva, Lyudmila ; Dellaportas, Petros ; Ballarin, Giovanni. In: Papers. RePEc:arx:papers:2211.00363.

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2022Score-based calibration testing for multivariate forecast distributions. (2022). Pohle, Marc-Oliver ; Kruger, Fabian ; Knuppel, Malte. In: Papers. RePEc:arx:papers:2211.16362.

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2022Deep Growth-at-Risk Model: Nowcasting the 2020 Pandemic Lockdown Recession in Small Open Economies. (2022). Yanchev, Mihail. In: Economic Studies journal. RePEc:bas:econst:y:2022:i:7:p:20-41.

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2021Do inflation expectations improve model-based inflation Forecasts?. (2021). Menz, Jan-Oliver ; Leiva-Leon, Danilo ; Babura, Marta. In: Working Papers. RePEc:bde:wpaper:2138.

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2021Nowcasting Colombian Economic Activity: DFM and Factor-MIDAS approaches. (2021). Rojas-Martinez, Carlos D ; Martinez-Cortes, Nicolas ; Galeano-Ramirez, Franky Juliano. In: Borradores de Economia. RePEc:bdr:borrec:1168.

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2022Information Frictions Across Various Types of Inflation Expectations. (2022). Paul, Hubert ; Camille, Cornand. In: Working papers. RePEc:bfr:banfra:873.

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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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2021Thirty?year assessment of Asian Development Banks forecasts. (2021). Tsuchiya, Yoichi. In: Asian-Pacific Economic Literature. RePEc:bla:apacel:v:35:y:2021:i:2:p:18-40.

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2022Euro Area: Towards a European Common Bond? – Empirical Evidence from the Sovereign Debt Markets. (2022). Kiohos, Apostolos ; Stoupos, Nikolaos. In: Journal of Common Market Studies. RePEc:bla:jcmkts:v:60:y:2022:i:4:p:1019-1046.

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2021Nowcasting monthly GDP with big data: A model averaging approach. (2021). Proietti, Tommaso ; Giovannelli, Alessandro. In: Journal of the Royal Statistical Society Series A. RePEc:bla:jorssa:v:184:y:2021:i:2:p:683-706.

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2021Mixed?frequency Bayesian predictive synthesis for economic nowcasting. (2021). McAlinn, Kenichiro. In: Journal of the Royal Statistical Society Series C. RePEc:bla:jorssc:v:70:y:2021:i:5:p:1143-1163.

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2021Jointly determining the state dimension and lag order for Markov?switching vector autoregressive models. (2021). Kwok, Simon Sai Man ; Li, Nan. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:42:y:2021:i:4:p:471-491.

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2021Discovering Specific Common Trends in a Large Set of Disaggregates: Statistical Procedures, their Properties and an Empirical Application. (2021). Carlomagno, Guillermo ; Espasa, Antoni. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:83:y:2021:i:3:p:641-662.

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2021Do Fed Forecast Errors Matter?. (2021). Sinclair, Tara ; Gamber, Edward N ; Tien, Paolin. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:83:y:2021:i:3:p:686-712.

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2021Nowcasting South African gross domestic product using a suite of statistical models. (2021). Steenkamp, Daan ; Botha, Byron ; van Jaarsveld, Rossouw ; Reid, Geordie ; Olds, Tim. In: South African Journal of Economics. RePEc:bla:sajeco:v:89:y:2021:i:4:p:526-554.

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2021The Bias and Efficiency of the ECB Inflation Projections: a State Dependent Analysis. (2021). Jalasjoki, Pirkka ; Granziera, Eleonora ; Paloviita, Maritta. In: Working Paper. RePEc:bno:worpap:2021_1.

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2022.

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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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2022Inflationary household uncertainty shocks. (2022). Ambrocio, Gene. In: Research Discussion Papers. RePEc:bof:bofrdp:2022_005.

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2021Effects of Macro Uncertainty on Mean Expectation and Subjective Uncertainty: Evidence from Households and Professional Forecasters. (2021). Poonpakdee, Poramapa ; Piccillo, Giulia. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9486.

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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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2022Utilización de noticias de prensa como indicador de confianza económica en tiempo real. (2022). Cova, Juan Pablo ; Peralta, Hugo ; del Pilar, Maria. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:938.

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2022Forecasting World Trade Using Big Data and Machine Learning Techniques. (2022). Kattenberg, Mark ; Hendriks, Bram ; Elbourne, Adam ; Dubovik, Andrei. In: CPB Discussion Paper. RePEc:cpb:discus:441.

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2022Look who’s Talking: Individual Committee members’ impact on inflation expectations. (2022). Kwiatkowski, Andrzej ; Menzies, Craig ; Rambaccussing, Dooruj. In: Dundee Discussion Papers in Economics. RePEc:dun:dpaper:305.

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2021Do inflation expectations improve model-based inflation forecasts?. (2021). Menz, Jan-Oliver ; Leiva-Leon, Danilo ; Banbura, Marta ; Babura, Marta. In: Working Paper Series. RePEc:ecb:ecbwps:20212604.

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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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2022Evaluating the European Central Bank’s uncertainty forecasts. (2022). Tsuchiya, Yoichi. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:73:y:2022:i:c:p:321-330.

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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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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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2021The influence and predictive powers of mixed-frequency individual stock sentiment on stock returns. (2021). Li, Jinfang ; Wang, Ruina. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001388.

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2021Measuring real–financial connectedness in the U.S. economy. (2021). Yilmaz, Kamil ; Uluceviz, Erhan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001637.

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2022Forecasting risk measures using intraday and overnight information. (2022). Candido, Osvaldo ; Tofoli, Paula V ; Santos, Douglas G. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:60:y:2022:i:c:s1062940822000250.

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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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2021Boosting high dimensional predictive regressions with time varying parameters. (2021). Ng, Serena ; Yousuf, Kashif. In: Journal of Econometrics. RePEc:eee:econom:v:224:y:2021:i:1:p:60-87.

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2022How should parameter estimation be tailored to the objective?. (2022). Dumitrescu, Elena-Ivona ; Hansen, Peter Reinhard. In: Journal of Econometrics. RePEc:eee:econom:v:230:y:2022:i:2:p:535-558.

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2022On temporal aggregation of some nonlinear time-series models. (2022). Chan, Wai-Sum. In: Econometrics and Statistics. RePEc:eee:ecosta:v:21:y:2022:i:c:p:38-49.

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2022Ownership structure and firm performance in emerging markets: A comparative meta-analysis of East European EU member states, Russia and China. (2022). Mizobata, Satoshi ; Ma, Xinxin ; Iwasaki, Ichiro. In: Economic Systems. RePEc:eee:ecosys:v:46:y:2022:i:2:s0939362522000073.

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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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2022Information frictions across various types of inflation expectations. (2022). Hubert, Paul ; Cornand, Camille. In: European Economic Review. RePEc:eee:eecrev:v:146:y:2022:i:c:s001429212200099x.

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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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2022Oil price volatility predictability: New evidence from a scaled PCA approach. (2022). Ma, Feng ; Liang, Chao ; He, Feng ; Guo, Yangli. In: Energy Economics. RePEc:eee:eneeco:v:105:y:2022:i:c:s0140988321005648.

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2022Global financial cycle and the predictability of oil market volatility: Evidence from a GARCH-MIDAS model. (2022). Salisu, Afees ; GUPTA, RANGAN ; Demirer, Riza. In: Energy Economics. RePEc:eee:eneeco:v:108:y:2022:i:c:s0140988322001128.

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2022Dynamic short-term risk management strategies for the choice of electricity market based on probabilistic forecasts of profit and risk measures. The German and the Polish market case study. (2022). Wojcik, Edyta ; Janczura, Joanna. In: Energy Economics. RePEc:eee:eneeco:v:110:y:2022:i:c:s0140988322001840.

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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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2022Forecasting oil prices: New approaches. (2022). de Albuquerquemello, Vinicius Phillipe ; de Jesus, Diego Pitta ; da Nobrega, Cassio ; de Medeiros, Rennan Kertlly. In: Energy. RePEc:eee:energy:v:238:y:2022:i:pc:s0360544221022167.

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2022The relation between growth, energy imports, militarization and current account balance in China, Israel and South Korea. (2022). Kayiki, Fazil ; Bildirici, Melike. In: Energy. RePEc:eee:energy:v:242:y:2022:i:c:s0360544221027869.

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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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2022Asset pricing with data revisions. (2022). Montes, Erik Christian ; Borup, Daniel. In: Journal of Financial Markets. RePEc:eee:finmar:v:59:y:2022:i:pb:s1386418121000021.

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2021Climate sentiments, transition risk, and financial stability in a stock-flow consistent model. (2021). Naqvi, Syed Ali Asjad ; Monasterolo, Irene ; Dunz, Nepomuk. In: Journal of Financial Stability. RePEc:eee:finsta:v:54:y:2021:i:c:s1572308921000322.

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2021Measuring the systemic importance of banks. (2021). Sakellaris, Plutarchos ; Moratis, Georgios. In: Journal of Financial Stability. RePEc:eee:finsta:v:54:y:2021:i:c:s1572308921000383.

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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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2022Firm valuations and board compensation: Evidence from alternative banking models. (2022). Trinh, Vu Quang ; Salama, Aly ; Elnahass, Marwa. In: Global Finance Journal. RePEc:eee:glofin:v:51:y:2022:i:c:s1044028319301851.

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2021Nowcasting Russian GDP using forecast combination approach. (2021). Zhemkov, Michael. In: International Economics. RePEc:eee:inteco:v:168:y:2021:i:c:p:10-24.

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2021The value relevance of bank cash Holdings: The moderating effect of board busyness. (2021). Cao, Ngan Duong ; Elnahass, Marwa ; Trinh, Vu Quang. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:73:y:2021:i:c:s1042443121000780.

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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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2021Modelling non-stationary ‘Big Data’. (2021). Hendry, David ; Doornik, Jurgen ; Castle, Jennifer. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:4:p:1556-1575.

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2021A new method to assess the degree of information rigidity using fixed-event forecasts. (2021). da Silva, Tarciso Gouveia ; Savignon, Joo ; Vereda, Luciano. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:4:p:1576-1589.

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2021Minimizing post-shock forecasting error through aggregation of outside information. (2021). Eck, Daniel J ; Lin, Jilei. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:4:p:1710-1727.

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2022Combining forecasts for universally optimal performance. (2022). Yang, Yuhong ; Cheng, Gang ; Rolling, Craig A ; Qian, Wei. In: International Journal of Forecasting. RePEc:eee:intfor:v:38:y:2022:i:1:p:193-208.

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2022Reducing revisions in hedonic house price indices by the use of nowcasts. (2022). Pfeffermann, Danny ; Ben-Hur, Dano ; Sayag, Doron. In: International Journal of Forecasting. RePEc:eee:intfor:v:38:y:2022:i:1:p:253-266.

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2022Optimal probabilistic forecasts: When do they work?. (2022). Ramírez Hassan, Andrés ; Loaiza Maya, Rubén ; Loaiza-Maya, Ruben ; Martin, Gael M ; Ramirez-Hassan, Andres ; Frazier, David T ; Maneesoonthorn, Worapree. In: International Journal of Forecasting. RePEc:eee:intfor:v:38:y:2022:i:1:p:384-406.

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2022Short-term forecasting of the coronavirus pandemic. (2022). Hendry, David ; Doornik, Jurgen ; Castle, Jennifer L. In: International Journal of Forecasting. RePEc:eee:intfor:v:38:y:2022:i:2:p:453-466.

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2022High-frequency monitoring of growth at risk. (2022). Sahuc, Jean-Guillaume ; Mogliani, Matteo ; Ferrara, Laurent. In: International Journal of Forecasting. RePEc:eee:intfor:v:38:y:2022:i:2:p:582-595.

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2022Forecasting the Covid-19 recession and recovery: Lessons from the financial crisis. (2022). Stevanovic, Dalibor ; Marcellino, Massimiliano ; Foroni, Claudia. In: International Journal of Forecasting. RePEc:eee:intfor:v:38:y:2022:i:2:p:596-612.

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2022Nowcasting unemployment insurance claims in the time of COVID-19. (2022). Sinclair, Tara ; Larson, William D. In: International Journal of Forecasting. RePEc:eee:intfor:v:38:y:2022:i:2:p:635-647.

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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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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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paper80
1996Multi-step Estimation for Forecasting..(1996) In: Oxford Bulletin of Economics and Statistics.
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This paper has another version. Agregated cites: 80
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: 80
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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paper70
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: 70
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: 70
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).
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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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paper116
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: 116
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]
paper95
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: 95
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: 95
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).
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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).
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This paper has another version. Agregated cites: 11
paper
2006Forecast Encompassing Tests and Probability Forecasts In: Economic Research Papers.
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paper18
2010Forecast encompassing tests and probability forecasts.(2010) In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 18
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: 18
paper
2006Quantile Forecasts of Daily Exchange Rate Returns from Forecasts of Realized Volatility In: Economic Research Papers.
[Full Text][Citation analysis]
paper75
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: 75
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: 75
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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paper25
2010Explanations of the inconsistencies in survey respondents forecasts.(2010) In: European Economic Review.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 25
article
2008Explanations of the inconsistencies in survey respondentsforecasts.(2008) In: The Warwick Economics Research Paper Series (TWERPS).
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This paper has another version. Agregated cites: 25
paper
2012Subjective and Ex Post Forecast Uncertainty: US Inflation and Output Growth In: Economic Research Papers.
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paper1
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: 1
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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paper14
2014Probability distributions or point predictions? Survey forecasts of US output growth and inflation.(2014) In: International Journal of Forecasting.
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This paper has another version. Agregated cites: 14
article
2012Probability Distributions or Point Predictions? Survey Forecasts of US Output Growth and Inflation.(2012) In: The Warwick Economics Research Paper Series (TWERPS).
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This paper has another version. Agregated cites: 14
paper
2011Do Professional Forecasters Pay Attention to Data Releases? In: Economic Research Papers.
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paper12
2012Do professional forecasters pay attention to data releases?.(2012) In: International Journal of Forecasting.
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This paper has another version. Agregated cites: 12
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: 12
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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paper9
2010Real-time Forecasting of Inflation and Output Growth in the Presence of Data Revisions.(2010) In: The Warwick Economics Research Paper Series (TWERPS).
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This paper has another version. Agregated cites: 9
paper
2008First Announcements and Real Economic Activity In: Economic Research Papers.
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paper13
2010First announcements and real economic activity.(2010) In: European Economic Review.
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This paper has another version. Agregated cites: 13
article
2009First Announcements and Real Economic Activity.(2009) In: The Warwick Economics Research Paper Series (TWERPS).
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This paper has another version. Agregated cites: 13
paper
2022Forecasting: theory and practice In: Papers.
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paper10
2022Forecasting: theory and practice.(2022) In: International Journal of Forecasting.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 10
article
2008Macroeconomic Forecasting With Mixed-Frequency Data In: Journal of Business & Economic Statistics.
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article213
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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article18
2005Evaluating a Model by Forecast Performance* In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]
article7
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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article17
2008Economic Forecasting in a Changing World In: Capitalism and Society.
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article22
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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article2
1998Forecasting Economic Time Series In: Cambridge Books.
[Citation analysis]
book540
1998Forecasting Economic Time Series.(1998) In: Cambridge Books.
[Citation analysis]
This paper has another version. Agregated cites: 540
book
2003TESTING THE EXPECTATIONS THEORY OF THE TERM STRUCTURE OF INTEREST RATES IN THRESHOLD MODELS In: Macroeconomic Dynamics.
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article13
In: .
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article4
2001An Historical Perspective on Forecast Errors.(2001) In: National Institute Economic Review.
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This paper has another version. Agregated cites: 4
article
2001Economic forecasting: some lessons from recent research In: Working Paper Series.
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paper90
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: 90
paper
2003Economic forecasting: some lessons from recent research.(2003) In: Economic Modelling.
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This paper has another version. Agregated cites: 90
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2001Economic Forecasting: Some Lessons from Recent Research.(2001) In: Economics Papers.
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This paper has another version. Agregated cites: 90
paper
2001Economic Forecasting: Some Lessons from Recent Research.(2001) In: Economics Series Working Papers.
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This paper has another version. Agregated cites: 90
paper
1995Rationality and the Role of Judgement in Macroeconomic Forecasting. In: Economic Journal.
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article25
1995Macro-economic Forecasting and Modelling. In: Economic Journal.
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article26
2004Evaluating the Bank of England Density Forecasts of Inflation In: Economic Journal.
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article89
2002Modelling methodology and forecast failure In: Econometrics Journal.
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article33
2004Pooling of forecasts In: Econometrics Journal.
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article216
2001Pooling of Forecasts.(2001) In: Economics Papers.
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This paper has another version. Agregated cites: 216
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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article20
2021Measuring the effects of expectations shocks In: Journal of Economic Dynamics and Control.
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article7
2019Measuring the Effects of Expectations Shocks.(2019) In: EMF Research Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7
paper
2006Forecasting with Breaks In: Handbook of Economic Forecasting.
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chapter83
2013Forecasting by factors, by variables, by both or neither? In: Journal of Econometrics.
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article30
1991Empirical analysis of macroeconomic time series : VAR and structural models In: European Economic Review.
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article63
2018Independent directors, information costs and foreign ownership in Chinese companies In: Journal of International Financial Markets, Institutions and Money.
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article9
1997An empirical study of seasonal unit roots in forecasting In: International Journal of Forecasting.
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article44
1998Forecasting economic processes In: International Journal of Forecasting.
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article53
2001Bootstrapping prediction intervals for autoregressive models In: International Journal of Forecasting.
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article44
2002Evaluating multivariate forecast densities: a comparison of two approaches In: International Journal of Forecasting.
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article38
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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article63
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: 63
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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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article21
2008Consensus and uncertainty: Using forecast probabilities of output declines In: International Journal of Forecasting.
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article19
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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article28
2011Combining probability forecasts.(2011) In: International Journal of Forecasting.
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This paper has another version. Agregated cites: 28
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2013Forecasting with vector autoregressive models of data vintages: US output growth and inflation In: International Journal of Forecasting.
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2015Robust approaches to forecasting In: International Journal of Forecasting.
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article28
2014Robust Approaches to Forecasting.(2014) In: Economics Series Working Papers.
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2015Forecasting with Bayesian multivariate vintage-based VARs In: International Journal of Forecasting.
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article8
2016Long-run restrictions and survey forecasts of output, consumption and investment In: International Journal of Forecasting.
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article4
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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article16
2018Are macroeconomic density forecasts informative? In: International Journal of Forecasting.
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article27
2016Are Macroeconomic Density Forecasts Informative?.(2016) In: ICMA Centre Discussion Papers in Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 27
paper
2019Do forecasters target first or later releases of national accounts data? In: International Journal of Forecasting.
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article6
2017Do forecasters target first or later releases of national accounts data?.(2017) In: ICMA Centre Discussion Papers in Finance.
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This paper has another version. Agregated cites: 6
paper
2020Forecasting and forecast narratives: The Bank of England Inflation Reports In: International Journal of Forecasting.
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article10
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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article1
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: 1
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2021Rounding behaviour of professional macro-forecasters In: International Journal of Forecasting.
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article6
2001Evaluating forecasts from SETAR models of exchange rates In: Journal of International Money and Finance.
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2002Comments on The state of macroeconomic forecasting In: Journal of Macroeconomics.
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1999On SETAR non- linearity and forecasting In: Econometric Institute Research Papers.
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2003On SETAR non-linearity and forecasting.(2003) In: Journal of Forecasting.
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2022Surveys of Professionals In: Working Papers.
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2020Are Some Forecasters’ Probability Assessments of Macro Variables Better Than Those of Others? In: Econometrics.
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2021How Local is the Local Inflation Factor? Evidence from Emerging European Countries In: Working Papers.
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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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article9
1995Forecasting in Cointegration Systems. In: Journal of Applied Econometrics.
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article59
1996Intercept Corrections and Structural Change. In: Journal of Applied Econometrics.
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article99
1999A Monte Carlo Study of the Forecasting Performance of Empirical SETAR Models. In: Journal of Applied Econometrics.
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article83
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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paper
2003Evaluating interval forecasts of high-frequency financial data In: Journal of Applied Econometrics.
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article31
2007An evaluation of the forecasts of the federal reserve: a pooled approach In: Journal of Applied Econometrics.
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2009Forecasting US output growth using leading indicators: an appraisal using MIDAS models In: Journal of Applied Econometrics.
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2009Forecasting US output growth using leading indicators: an appraisal using MIDAS models.(2009) In: Journal of Applied Econometrics.
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2001Robust Evaluation of Fixed-Event Forecast Rationality. In: Journal of Forecasting.
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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.
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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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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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