32
H index
65
i10 index
3918
Citations
Michael Peter Clements : Citation Profile
University of Reading | RESEARCH PRODUCTION: 95 Articles 93 Papers 3 Books 4 Chapters EDITOR: Books edited RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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36 years (1986 - 2022). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Michael Peter Clements. | Is cited by:
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Main data
Where Michael Peter Clements has published?
Recent works citing Michael Peter Clements (2022 and 2021)
| Year | Title of citing document | |
|---|---|---|
| 2021 | Now- 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. Full description at Econpapers || Download paper | |
| 2022 | Improving ERSs Net Cash Income Forecasts using USDA Baseline Projections. (2021). Bora, Siddhartha. In: Journal of Agricultural and Resource Economics. RePEc:ags:jlaare:310528. Full description at Econpapers || Download paper | |
| 2022 | Should we care about ECB inflation expectations?. (2022). Candelon, Bertrand ; Roccazzella, Francesco. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2022004. Full description at Econpapers || Download paper | |
| 2021 | Markov Chains, Eigenvalues and the Stabilityof Economic Growth Processes. (2021). Delbianco, Fernando ; Tohme, Fernando ; Fioriti, Andres. In: Working Papers. RePEc:aoz:wpaper:88. Full description at Econpapers || Download paper | |
| 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. Full description at Econpapers || Download paper | |
| 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. Full description at Econpapers || Download paper | |
| 2021 | The Macroeconomy as a Random Forest. (2020). Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2006.12724. Full description at Econpapers || Download paper | |
| 2022 | Lasso Inference for High-Dimensional Time Series. (2020). Smeekes, Stephan ; Wilms, Ines ; Adamek, Robert. In: Papers. RePEc:arx:papers:2007.10952. Full description at Econpapers || Download paper | |
| 2022 | Are low frequency macroeconomic variables important for high frequency electricity prices?. (2020). Rossini, Luca ; Ravazzolo, Francesco ; Foroni, Claudia. In: Papers. RePEc:arx:papers:2007.13566. Full description at Econpapers || Download paper | |
| 2021 | To Bag is to Prune. (2020). Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2008.07063. Full description at Econpapers || Download paper | |
| 2021 | Real-time Inflation Forecasting Using Non-linear Dimension Reduction Techniques. (2020). Huber, Florian ; Hauzenberger, Niko ; Klieber, Karin. In: Papers. RePEc:arx:papers:2012.08155. Full description at Econpapers || Download paper | |
| 2021 | Long-term prediction intervals with many covariates. (2020). Chudy, Marek ; Karmakar, Sayar ; Wu, Wei Biao. In: Papers. RePEc:arx:papers:2012.08223. Full description at Econpapers || Download paper | |
| 2021 | Forecasting Commodity Prices Using Long Short-Term Memory Neural Networks. (2021). Dia, Khadim ; Traore, Fousseini ; Ly, Racine. In: Papers. RePEc:arx:papers:2101.03087. Full description at Econpapers || Download paper | |
| 2021 | General 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. Full description at Econpapers || Download paper | |
| 2021 | Big 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. Full description at Econpapers || Download paper | |
| 2021 | Bilinear 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. Full description at Econpapers || Download paper | |
| 2021 | Macroeconomic forecasting with LSTM and mixed frequency time series data. (2021). Kamolthip, Sarun. In: Papers. RePEc:arx:papers:2109.13777. Full description at Econpapers || Download paper | |
| 2022 | GAM(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. Full description at Econpapers || Download paper | |
| 2022 | Learning Probability Distributions in Macroeconomics and Finance. (2022). Hanus, Lubos ; Barunik, Jozef. In: Papers. RePEc:arx:papers:2204.06848. Full description at Econpapers || Download paper | |
| 2022 | Forecasting Electricity Prices. (2022). Weron, Rafał ; Uniejewski, Bartosz ; Maciejowska, Katarzyna. In: Papers. RePEc:arx:papers:2204.11735. Full description at Econpapers || Download paper | |
| 2022 | A Market for Trading Forecasts: A Wagering Mechanism. (2022). Grammatico, Sergio ; Kazempour, Jalal ; Pinson, Pierre ; Raja, Aitazaz Ali. In: Papers. RePEc:arx:papers:2205.02668. Full description at Econpapers || Download paper | |
| 2022 | Distributional neural networks for electricity price forecasting. (2022). Ziel, Florian ; Weron, Rafal ; Narajewski, Michal ; Marcjasz, Grzegorz. In: Papers. RePEc:arx:papers:2207.02832. Full description at Econpapers || Download paper | |
| 2022 | Predicting 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. Full description at Econpapers || Download paper | |
| 2022 | Prediction intervals for economic fixed-event forecasts. (2022). Plett, Hendrik ; Kruger, Fabian. In: Papers. RePEc:arx:papers:2210.13562. Full description at Econpapers || Download paper | |
| 2022 | Reservoir 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. Full description at Econpapers || Download paper | |
| 2022 | Score-based calibration testing for multivariate forecast distributions. (2022). Pohle, Marc-Oliver ; Kruger, Fabian ; Knuppel, Malte. In: Papers. RePEc:arx:papers:2211.16362. Full description at Econpapers || Download paper | |
| 2023 | Testing Quantile Forecast Optimality. (2023). Pohle, Marc-Oliver ; Gutknecht, Daniel ; Fosten, Jack. In: Papers. RePEc:arx:papers:2302.02747. Full description at Econpapers || Download paper | |
| 2022 | Deep 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. Full description at Econpapers || Download paper | |
| 2022 | Nowcasting Brazilian GDP with Electronic Payments Data. (2022). Cesar, Raquel Nadal. In: Working Papers Series. RePEc:bcb:wpaper:564. Full description at Econpapers || Download paper | |
| 2021 | Do inflation expectations improve model-based inflation Forecasts?. (2021). Menz, Jan-Oliver ; Leiva-Leon, Danilo ; Babura, Marta. In: Working Papers. RePEc:bde:wpaper:2138. Full description at Econpapers || Download paper | |
| 2021 | Nowcasting 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. Full description at Econpapers || Download paper | |
| 2022 | Information Frictions Across Various Types of Inflation Expectations. (2022). Paul, Hubert ; Camille, Cornand. In: Working papers. RePEc:bfr:banfra:873. Full description at Econpapers || Download paper | |
| 2021 | FORECASTING 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. Full description at Econpapers || Download paper | |
| 2022 | Proyecciones macroeconómicas con datos en frecuencias mixtas. Modelos ADL-MIDAS, U-MIDAS y TF-MIDAS con aplicaciones para Uruguay. (2022). Alvarez, Santiago Etchegaray. In: Documentos de trabajo. RePEc:bku:doctra:2022004. Full description at Econpapers || Download paper | |
| 2021 | Thirty?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. Full description at Econpapers || Download paper | |
| 2022 | Euro 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. Full description at Econpapers || Download paper | |
| 2021 | Nowcasting 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. Full description at Econpapers || Download paper | |
| 2021 | Mixed?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. Full description at Econpapers || Download paper | |
| 2021 | Jointly 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. Full description at Econpapers || Download paper | |
| 2021 | Discovering 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. Full description at Econpapers || Download paper | |
| 2021 | Do 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. Full description at Econpapers || Download paper | |
| 2021 | Nowcasting 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. Full description at Econpapers || Download paper | |
| 2021 | The 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. Full description at Econpapers || Download paper | |
| 2022 | . Full description at Econpapers || Download paper | |
| 2021 | The 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. Full description at Econpapers || Download paper | |
| 2022 | Inflationary household uncertainty shocks. (2022). Ambrocio, Gene. In: Research Discussion Papers. RePEc:bof:bofrdp:2022_005. Full description at Econpapers || Download paper | |
| 2023 | Testing for Differences in Survey-Based Density Expectations: A Compositional Data Approach. (2023). Kenny, Geoff ; Glas, Alexander ; Dovern, Jonas. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10256. Full description at Econpapers || Download paper | |
| 2021 | Effects 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. Full description at Econpapers || Download paper | |
| 2021 | Searching 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. Full description at Econpapers || Download paper | |
| 2022 | Utilización 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. Full description at Econpapers || Download paper | |
| 2022 | Forecasting 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. Full description at Econpapers || Download paper | |
| 2022 | Look 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. Full description at Econpapers || Download paper | |
| 2021 | Do 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. Full description at Econpapers || Download paper | |
| 2022 | Privacy-preserving federated learning for residential short-term load forecasting. (2022). Rieger, Alexander ; Lee, Chul Min ; Menci, Sergio Potenciano ; Fernandez, Joaquin Delgado ; Fridgen, Gilbert. In: Applied Energy. RePEc:eee:appene:v:326:y:2022:i:c:s0306261922011722. Full description at Econpapers || Download paper | |
| 2021 | Are professional forecasters Bayesian?. (2021). Manzan, Sebastiano. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:123:y:2021:i:c:s016518892030213x. Full description at Econpapers || Download paper | |
| 2021 | A 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. Full description at Econpapers || Download paper | |
| 2022 | Evaluating 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. Full description at Econpapers || Download paper | |
| 2021 | Asymmetries 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. Full description at Econpapers || Download paper | |
| 2021 | Do forecasters really care about consensus?. (2021). Zilberfarb, Ben-Zion ; Goldstein, Nathan. In: Economic Modelling. RePEc:eee:ecmode:v:100:y:2021:i:c:s0264999321001127. Full description at Econpapers || Download paper | |
| 2022 | Assessing uncertainty of output gap estimates: Evidence from Visegrad countries. (2022). Nmec, Daniel ; Chalmoviansk, Jakub. In: Economic Modelling. RePEc:eee:ecmode:v:116:y:2022:i:c:s026499932200236x. Full description at Econpapers || Download paper | |
| 2022 | Real-time macroeconomic monitoring using mixed frequency data: Evidence from China. (2022). Xue, Rui ; Ge, Chanyuan ; He, Jie ; Zhang, Wei. In: Economic Modelling. RePEc:eee:ecmode:v:117:y:2022:i:c:s0264999322003054. Full description at Econpapers || Download paper | |
| 2023 | How many fundamentals should we include in the behavioral equilibrium exchange rate model?. (2023). Rubaszek, Micha ; Ca, Michele. In: Economic Modelling. RePEc:eee:ecmode:v:118:y:2023:i:c:s026499932200308x. Full description at Econpapers || Download paper | |
| 2023 | The effectiveness of labor market indicators for conducting monetary policy: Evidence from the Korean economy. (2023). Kim, Tae Bong ; Lee, Hangyu. In: Economic Modelling. RePEc:eee:ecmode:v:118:y:2023:i:c:s0264999322003352. Full description at Econpapers || Download paper | |
| 2021 | Macroeconomic forecasts and commodity futures volatility. (2021). Liu, Xiaoquan ; Jiang, Ying ; Deschamps, Bruno ; Guo, Ranran ; Ye, Wuyi. In: Economic Modelling. RePEc:eee:ecmode:v:94:y:2021:i:c:p:981-994. Full description at Econpapers || Download paper | |
| 2021 | The 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. Full description at Econpapers || Download paper | |
| 2021 | Measuring 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. Full description at Econpapers || Download paper | |
| 2022 | Forecasting 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. Full description at Econpapers || Download paper | |
| 2022 | Geopolitical risk and stock market volatility in emerging markets: A GARCH – MIDAS approach. (2022). Olaniran, Abeeb ; Lasisi, Lukman ; Ogbonna, Ahamuefula E ; Salisu, Afees A. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:62:y:2022:i:c:s1062940822001024. Full description at Econpapers || Download paper | |
| 2021 | Dynamic 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. Full description at Econpapers || Download paper | |
| 2021 | Bayesian 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. Full description at Econpapers || Download paper | |
| 2021 | Boosting 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. Full description at Econpapers || Download paper | |
| 2022 | How 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. Full description at Econpapers || Download paper | |
| 2022 | On 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. Full description at Econpapers || Download paper | |
| 2022 | Ownership 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. Full description at Econpapers || Download paper | |
| 2021 | Belief elicitation with multiple point predictions. (2021). Schmidt, Patrick ; Eyting, Markus. In: European Economic Review. RePEc:eee:eecrev:v:135:y:2021:i:c:s0014292121000532. Full description at Econpapers || Download paper | |
| 2022 | Information 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. Full description at Econpapers || Download paper | |
| 2021 | Computationally 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. Full description at Econpapers || Download paper | |
| 2021 | Robust 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. Full description at Econpapers || Download paper | |
| 2022 | Oil 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. Full description at Econpapers || Download paper | |
| 2022 | Global 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. Full description at Econpapers || Download paper | |
| 2022 | Dynamic 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. Full description at Econpapers || Download paper | |
| 2021 | On 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. Full description at Econpapers || Download paper | |
| 2021 | Commodity 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. Full description at Econpapers || Download paper | |
| 2021 | Predictability dynamics of multifactor-influenced installed capacity: A perspective of country clustering. (2021). Li, Jianping ; Hao, Jun ; Sun, Xiaolei ; Feng, Qianqian. In: Energy. RePEc:eee:energy:v:214:y:2021:i:c:s0360544220319381. Full description at Econpapers || Download paper | |
| 2022 | Forecasting 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. Full description at Econpapers || Download paper | |
| 2022 | The 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. Full description at Econpapers || Download paper | |
| 2023 | Digitalization in decarbonizing electricity systems – Phenomena, regional aspects, stakeholders, use cases, challenges and policy options. (2023). Verma, Piyush ; Covatariu, Andrei ; Milojevic, Tatjana ; Heymann, Fabian. In: Energy. RePEc:eee:energy:v:262:y:2023:i:pb:s0360544222024033. Full description at Econpapers || Download paper | |
| 2023 | Measuring financial soundness around the world: A machine learning approach. (2023). Mertzanis, Charilaos ; Cerchiello, Paola ; Bitetto, Alessandro. In: International Review of Financial Analysis. RePEc:eee:finana:v:85:y:2023:i:c:s105752192200401x. Full description at Econpapers || Download paper | |
| 2021 | Measurement of common risks in tails: A panel quantile regression model for financial returns. (2021). BarunÃk, Jozef ; Ech, Frantiek ; Barunik, Jozef. In: Journal of Financial Markets. RePEc:eee:finmar:v:52:y:2021:i:c:s1386418120300318. Full description at Econpapers || Download paper | |
| 2022 | Asset 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. Full description at Econpapers || Download paper | |
| 2021 | Climate 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. Full description at Econpapers || Download paper | |
| 2021 | Measuring 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. Full description at Econpapers || Download paper | |
| 2021 | Oil 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. Full description at Econpapers || Download paper | |
| 2022 | Firm 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. Full description at Econpapers || Download paper | |
| 2021 | Nowcasting Russian GDP using forecast combination approach. (2021). Zhemkov, Michael. In: International Economics. RePEc:eee:inteco:v:168:y:2021:i:c:p:10-24. Full description at Econpapers || Download paper | |
| 2021 | The 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. Full description at Econpapers || Download paper | |
| 2021 | Analytic moments for GJR-GARCH (1, 1) processes. (2021). Stanescu, Silvia ; Lazar, Emese ; Alexander, Carol. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:1:p:105-124. Full description at Econpapers || Download paper | |
| 2021 | Boosting nonlinear predictability of macroeconomic time series. (2021). Virtanen, Timo ; Kauppi, Heikki. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:1:p:151-170. Full description at Econpapers || Download paper | |
| 2021 | Treating 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. Full description at Econpapers || Download paper | |
| 2021 | Forecast 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. Full description at Econpapers || Download paper | |
| 2021 | Does 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. Full description at Econpapers || Download paper | |
| More than 100 citations found, this list is not complete... |
Michael Peter Clements has edited the books:
| Year | Title | Type | Cited |
|---|
Works by Michael Peter Clements:
| Year | Title | Type | Cited |
|---|---|---|---|
| 1996 | MULTI-STEP ESTIMATION FOR FORECASTING In: Economic Research Papers. [Full Text][Citation analysis] | paper | 80 |
| 1996 | Multi-step Estimation for Forecasting..(1996) In: Oxford Bulletin of Economics and Statistics. [Citation analysis] This paper has another version. Agregated cites: 80 | article | |
| 1996 | Multi-Step Estimation for Forecasting.(1996) In: The Warwick Economics Research Paper Series (TWERPS). [Full Text][Citation analysis] This paper has another version. Agregated cites: 80 | paper | |
| 1996 | Evaluating the rationality of fixed-event forecasts In: Economic Research Papers. [Full Text][Citation analysis] | paper | 6 |
| 1996 | Evaluating 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: 6 | paper | |
| 1996 | The Performance of Alternative Forecasting Methods for SETAR Models In: Economic Research Papers. [Full Text][Citation analysis] | paper | 70 |
| 1997 | The performance of alternative forecasting methods for SETAR models.(1997) In: International Journal of Forecasting. [Full Text][Citation analysis] This paper has another version. Agregated cites: 70 | article | |
| 1996 | Performance 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 | |
| 1997 | FORECASTING SEASONAL UK CONSUMPTION COMPONENTS In: Economic Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 1997 | Forecasting Seasonal UK Consumption Components.(1997) In: Economic Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 1997 | Forecasting 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 | |
| 1997 | Forecasting 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 | |
| 1997 | SEASONALITY, COINTEGRATION, AND THE FORECASTING OF ENERGY DEMAND In: Economic Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 1997 | Seasonality, Cointegration, and the Forecasting of Energy Demand.(1997) In: The Warwick Economics Research Paper Series (TWERPS). [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 1997 | A COMPARISON OF THE FORECAST PERFORMANCE OF MARKOV-SWITCHING AND THRESHOLD AUTOREGRESSIVE MODELS OF US GNP In: Economic Research Papers. [Full Text][Citation analysis] | paper | 116 |
| 1998 | A 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 | |
| 1998 | NON-LINEARITIES IN EXCHANGE RATES In: Economic Research Papers. [Full Text][Citation analysis] | paper | 4 |
| 1998 | Non-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 | |
| 1998 | EVALUATING THE FORECAST DENSITIES OF LINEAR AND NON-LINEAR MODELS: APPLICATIONS TO OUTPUT GROWTH AND UNEMPLOYMENT In: Economic Research Papers. [Full Text][Citation analysis] | paper | 34 |
| 1998 | Evaluating The Forecast of Densities of Linear and Non-Linear Models: Applications to Output Growth and Unemployment..(1998) In: The Warwick Economics Research Paper Series (TWERPS). [Full Text][Citation analysis] This paper has another version. Agregated cites: 34 | paper | |
| 1998 | FORECASTING WITH DIFFERENCE-STATIONARY AND TREND-STATIONARY MODELS In: Economic Research Papers. [Full Text][Citation analysis] | paper | 39 |
| 2001 | Forecasting with difference-stationary and trend-stationary models.(2001) In: Econometrics Journal. [Citation analysis] This paper has another version. Agregated cites: 39 | article | |
| 2000 | Forecasting 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 | |
| 1998 | Forecasting 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 | |
| 1998 | Business Cycle Asymmetries: Characterisation and Testing based on Markov-Switching Autoregressions In: Economic Research Papers. [Full Text][Citation analysis] | paper | 95 |
| 2003 | Business 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 | |
| 1999 | Business 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 | |
| 2006 | Internal consistency of survey respondentsíforecasts: Evidence based on the Survey of Professional Forecasters In: Economic Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 2006 | Internal 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 | |
| 2006 | Macroeconomic Forecasting with Mixed Frequency Data: Forecasting US output growth and inflation. In: Economic Research Papers. [Full Text][Citation analysis] | paper | 11 |
| 2006 | Macroeconomic 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 | |
| 2006 | Forecast Encompassing Tests and Probability Forecasts In: Economic Research Papers. [Full Text][Citation analysis] | paper | 18 |
| 2010 | Forecast encompassing tests and probability forecasts.(2010) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 18 | article | |
| 2006 | Forecast 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 | |
| 2006 | Quantile Forecasts of Daily Exchange Rate Returns from Forecasts of Realized Volatility In: Economic Research Papers. [Full Text][Citation analysis] | paper | 75 |
| 2008 | Quantile 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 | |
| 2006 | Quantile 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 | |
| 2008 | Rounding of probability forecasts: The SPF forecast probabilities of negative output growth In: Economic Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 2008 | Rounding of probability forecasts : The SPF forecast probabilities of negative output growth.(2008) In: The Warwick Economics Research Paper Series (TWERPS). [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2008 | Explanations of the inconsistencies in survey respondents forecasts In: Economic Research Papers. [Full Text][Citation analysis] | paper | 25 |
| 2010 | Explanations 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 | |
| 2008 | Explanations 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: 25 | paper | |
| 2012 | Subjective and Ex Post Forecast Uncertainty: US Inflation and Output Growth In: Economic Research Papers. [Full Text][Citation analysis] | paper | 1 |
| 2012 | Subjective and Ex Post Forecast Uncertainty : US Inflation and Output Growth.(2012) In: The Warwick Economics Research Paper Series (TWERPS). [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2012 | US inflation expectations and heterogeneous loss functions, 1968–2010 In: Economic Research Papers. [Full Text][Citation analysis] | paper | 4 |
| 2014 | US Inflation Expectations and Heterogeneous Loss Functions, 1968–2010.(2014) In: Journal of Forecasting. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | article | |
| 2012 | US inflation expectations and heterogeneous loss functions, 1968–2010.(2012) In: The Warwick Economics Research Paper Series (TWERPS). [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
| 2012 | Probability Distributions or Point Predictions? Survey Forecasts of US Output Growth and Inflation In: Economic Research Papers. [Full Text][Citation analysis] | paper | 14 |
| 2014 | Probability 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: 14 | article | |
| 2012 | Probability 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: 14 | paper | |
| 2011 | Do Professional Forecasters Pay Attention to Data Releases? In: Economic Research Papers. [Full Text][Citation analysis] | paper | 13 |
| 2012 | Do professional forecasters pay attention to data releases?.(2012) In: International Journal of Forecasting. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | article | |
| 2011 | Do 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: 13 | paper | |
| 2010 | Why are survey forecasts superior to model forecasts? In: Economic Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 2010 | Why are survey forecasts superior to model forecasts?.(2010) In: The Warwick Economics Research Paper Series (TWERPS). [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2010 | Real-time Forecasting of Inflation and Output Growth in the Presence of Data Revisions In: Economic Research Papers. [Full Text][Citation analysis] | paper | 9 |
| 2010 | Real-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: 9 | paper | |
| 2008 | First Announcements and Real Economic Activity In: Economic Research Papers. [Full Text][Citation analysis] | paper | 15 |
| 2010 | First announcements and real economic activity.(2010) In: European Economic Review. [Full Text][Citation analysis] This paper has another version. Agregated cites: 15 | article | |
| 2009 | First 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: 15 | paper | |
| 2022 | Forecasting: theory and practice In: Papers. [Full Text][Citation analysis] | paper | 20 |
| 2022 | Forecasting: theory and practice.(2022) In: International Journal of Forecasting. [Full Text][Citation analysis] This paper has another version. Agregated cites: 20 | article | |
| 2008 | Macroeconomic Forecasting With Mixed-Frequency Data In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 220 |
| 2005 | FORECASTING QUARTERLY AGGREGATE CRIME SERIES In: Manchester School. [Full Text][Citation analysis] | article | 0 |
| 2005 | Guest Editors’ Introduction: Information in Economic Forecasting In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 18 |
| 2005 | Evaluating a Model by Forecast Performance* In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 7 |
| 1999 | Seasonality, Cointegration, and Forecasting UK Residential Energy Demand In: Scottish Journal of Political Economy. [Full Text][Citation analysis] | article | 18 |
| 2003 | Asymmetric output?gap effects in Phillips Curve and mark?up pricing models: Evidence for the US and the UK In: Scottish Journal of Political Economy. [Full Text][Citation analysis] | article | 17 |
| 2008 | Economic Forecasting in a Changing World In: Capitalism and Society. [Full Text][Citation analysis] | article | 22 |
| 2012 | Forecasting U.S. Output Growth with Non-Linear Models in the Presence of Data Uncertainty In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 2 |
| 1998 | Forecasting Economic Time Series In: Cambridge Books. [Citation analysis] | book | 542 |
| 1998 | Forecasting Economic Time Series.(1998) In: Cambridge Books. [Citation analysis] This paper has another version. Agregated cites: 542 | book | |
| 2003 | TESTING THE EXPECTATIONS THEORY OF THE TERM STRUCTURE OF INTEREST RATES IN THRESHOLD MODELS In: Macroeconomic Dynamics. [Full Text][Citation analysis] | article | 13 |
| In: . [Full Text][Citation analysis] | article | 4 | |
| 2001 | An Historical Perspective on Forecast Errors.(2001) In: National Institute Economic Review. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | article | |
| 2001 | Economic forecasting: some lessons from recent research In: Working Paper Series. [Full Text][Citation analysis] | paper | 91 |
| 2002 | Economic Forecasting: Some Lessons from Recent Research.(2002) In: Royal Economic Society Annual Conference 2002. [Full Text][Citation analysis] This paper has another version. Agregated cites: 91 | paper | |
| 2003 | Economic forecasting: some lessons from recent research.(2003) In: Economic Modelling. [Full Text][Citation analysis] This paper has another version. Agregated cites: 91 | article | |
| 2001 | Economic Forecasting: Some Lessons from Recent Research.(2001) In: Economics Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 91 | paper | |
| 2001 | Economic Forecasting: Some Lessons from Recent Research.(2001) In: Economics Series Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 91 | paper | |
| 1995 | Rationality and the Role of Judgement in Macroeconomic Forecasting. In: Economic Journal. [Full Text][Citation analysis] | article | 25 |
| 1995 | Macro-economic Forecasting and Modelling. In: Economic Journal. [Full Text][Citation analysis] | article | 26 |
| 2004 | Evaluating the Bank of England Density Forecasts of Inflation In: Economic Journal. [Full Text][Citation analysis] | article | 89 |
| 2002 | Modelling methodology and forecast failure In: Econometrics Journal. [Full Text][Citation analysis] | article | 33 |
| 2004 | Pooling of forecasts In: Econometrics Journal. [Full Text][Citation analysis] | article | 218 |
| 2001 | Pooling of Forecasts.(2001) In: Economics Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 218 | paper | |
| 2016 | Real-time factor model forecasting and the effects of instability In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 6 |
| 2014 | Real-Time Factor Model Forecasting and the Effects of Instability.(2014) In: ICMA Centre Discussion Papers in Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
| 2007 | Bootstrap prediction intervals for autoregressive time series In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 20 |
| 2021 | Measuring the effects of expectations shocks In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 7 |
| 2019 | Measuring the Effects of Expectations Shocks.(2019) In: EMF Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
| 2006 | Forecasting with Breaks In: Handbook of Economic Forecasting. [Full Text][Citation analysis] | chapter | 83 |
| 2013 | Forecasting by factors, by variables, by both or neither? In: Journal of Econometrics. [Full Text][Citation analysis] | article | 30 |
| 1991 | Empirical analysis of macroeconomic time series : VAR and structural models In: European Economic Review. [Full Text][Citation analysis] | article | 63 |
| 2018 | Independent directors, information costs and foreign ownership in Chinese companies In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 9 |
| 1997 | An empirical study of seasonal unit roots in forecasting In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 44 |
| 1998 | Forecasting economic processes In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 53 |
| 2001 | Bootstrapping prediction intervals for autoregressive models In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 44 |
| 2002 | Evaluating multivariate forecast densities: a comparison of two approaches In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 39 |
| 2003 | Some possible directions for future research In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 6 |
| 2004 | Forecasting economic and financial time-series with non-linear models In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 63 |
| 2003 | Forecasting economic and financial time-series with non-linear models.(2003) In: Departmental Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 63 | paper | |
| 2004 | A comparison of tests of nonlinear cointegration with application to the predictability of US interest rates using the term structure In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 21 |
| 2008 | Consensus and uncertainty: Using forecast probabilities of output declines In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 19 |
| 2009 | Forecasting returns and risk in financial markets using linear and nonlinear models In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 0 |
| 2009 | Comments on Forecasting economic and financial variables with global VARs In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 1 |
| 2011 | Combining probability forecasts In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 28 |
| 2011 | Combining probability forecasts.(2011) In: International Journal of Forecasting. [Full Text][Citation analysis] This paper has another version. Agregated cites: 28 | article | |
| 2013 | Forecasting with vector autoregressive models of data vintages: US output growth and inflation In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 13 |
| 2015 | Robust approaches to forecasting In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 28 |
| 2014 | Robust Approaches to Forecasting.(2014) In: Economics Series Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 28 | paper | |
| 2015 | Forecasting with Bayesian multivariate vintage-based VARs In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 9 |
| 2016 | Long-run restrictions and survey forecasts of output, consumption and investment In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 4 |
| 2014 | Long-Run Restrictions and Survey Forecasts of Output, Consumption and Investment.(2014) In: ICMA Centre Discussion Papers in Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
| 2017 | Model and survey estimates of the term structure of US macroeconomic uncertainty In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 17 |
| 2018 | Are macroeconomic density forecasts informative? In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 27 |
| 2016 | Are 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 | |
| 2019 | Do forecasters target first or later releases of national accounts data? In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 6 |
| 2017 | Do 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: 6 | paper | |
| 2020 | Forecasting and forecast narratives: The Bank of England Inflation Reports In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 10 |
| 2021 | Do survey joiners and leavers differ from regular participants? The US SPF GDP growth and inflation forecasts In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 1 |
| 2020 | Do Survey Joiners and Leavers Differ from Regular Participants? The US SPF GDP Growth and Inflation Forecasts.(2020) In: ICMA Centre Discussion Papers in Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2021 | Rounding behaviour of professional macro-forecasters In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 8 |
| 2001 | Evaluating forecasts from SETAR models of exchange rates In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 45 |
| 2002 | Comments on The state of macroeconomic forecasting In: Journal of Macroeconomics. [Full Text][Citation analysis] | article | 2 |
| In: . [Full Text][Citation analysis] | chapter | 0 | |
| In: . [Full Text][Citation analysis] | chapter | 0 | |
| 1999 | On SETAR non- linearity and forecasting In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 34 |
| 2003 | On SETAR non-linearity and forecasting.(2003) In: Journal of Forecasting. [Full Text][Citation analysis] This paper has another version. Agregated cites: 34 | article | |
| 2022 | Surveys of Professionals In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2020 | Are Some Forecasters’ Probability Assessments of Macro Variables Better Than Those of Others? In: Econometrics. [Full Text][Citation analysis] | article | 1 |
| 2021 | How Local is the Local Inflation Factor? Evidence from Emerging European Countries In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2004 | Can regime-switching models reproduce the business cycle features of US aggregate consumption, investment and output? In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 9 |
| 1995 | Forecasting in Cointegration Systems. In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 59 |
| 1996 | Intercept Corrections and Structural Change. In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 99 |
| 1999 | A Monte Carlo Study of the Forecasting Performance of Empirical SETAR Models. In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 83 |
| 1996 | A Monte Carlo Study of the Forecasting Performance of Empirical Setar Models.(1996) In: The Warwick Economics Research Paper Series (TWERPS). [Full Text][Citation analysis] This paper has another version. Agregated cites: 83 | paper | |
| 2003 | Evaluating interval forecasts of high-frequency financial data In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 31 |
| 2007 | An evaluation of the forecasts of the federal reserve: a pooled approach In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 60 |
| 2009 | Forecasting US output growth using leading indicators: an appraisal using MIDAS models In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 149 |
| 2009 | Forecasting US output growth using leading indicators: an appraisal using MIDAS models.(2009) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 149 | article | |
| 2001 | Robust Evaluation of Fixed-Event Forecast Rationality. In: Journal of Forecasting. [Citation analysis] | article | 7 |
| 2011 | An 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] | article | 5 |
| 2011 | An Empirical Investigation of the Effects of Rounding on the SPF Probabilities of Decline and Output Growth Histograms.(2011) In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | article | |
| 2001 | Forecasting Non-Stationary Economic Time Series In: MIT Press Books. [Citation analysis] | book | 153 |
| 1986 | The World Economy: Analysis and Prospects. In: Oxford Review of Economic Policy. [Citation analysis] | article | 0 |
| 1986 | The UK Economy: Analysis and Prospects. In: Oxford Review of Economic Policy. [Citation analysis] | article | 0 |
| 1986 | The UK Economy: Analysis and Prospects..(1986) In: Oxford Review of Economic Policy. [Citation analysis] This paper has another version. Agregated cites: 0 | article | |
| 1986 | The UK Economy: Analysis and Prospects..(1986) In: Oxford Review of Economic Policy. [Citation analysis] This paper has another version. Agregated cites: 0 | article | |
| 1987 | The UK Economy: Analysis and Prospects..(1987) In: Oxford Review of Economic Policy. [Citation analysis] This paper has another version. Agregated cites: 0 | article | |
| 1987 | The World and UK Economy: Analysis and Prospects. In: Oxford Review of Economic Policy. [Citation analysis] | article | 0 |
| 2010 | Forecasting from Mis-specified Models in the Presence of Unanticipated Location Shifts In: Economics Series Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2001 | Modelling Business Cycle Features Using Switching Regime Models In: Economics Series Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2001 | MODELLING BUSINESS CYCLE FEATURES USING SWITCHING REGIME MODELS..(2001) In: Economics Series Working Papers. [Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 2012 | Forecasting by factors, by variables, or both? In: Economics Series Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2016 | An Overview of Forecasting Facing Breaks In: Economics Series Working Papers. [Full Text][Citation analysis] | paper | 17 |
| 2016 | An Overview of Forecasting Facing Breaks.(2016) In: Journal of Business Cycle Research. [Full Text][Citation analysis] This paper has another version. Agregated cites: 17 | article | |
| 1991 | Testing Structural Hypotheses by Encompassing : Us Wages and Prices is the Mark-Up Pricing Hypothesis Dead? In: Economics Series Working Papers. [Citation analysis] | paper | 0 |
| 1992 | On the Limitations of Comparing Mean Square Forecast Errors. In: Economics Series Working Papers. [Citation analysis] | paper | 46 |
| 1992 | Forecasting in Cointegrated Systems. In: Economics Series Working Papers. [Citation analysis] | paper | 26 |
| 1989 | THE ESTIMATION AND TESTING OF COINTEGRATING VECTORS: A SURVEY OF RECENT APPROACHES AND AN APPLICATION TO THE U.K. NON-DURABLE CONSUMPTION FUNCTION. In: Economics Series Working Papers. [Citation analysis] | paper | 5 |
| 1990 | THE MATHEMATICAL STRUCTURE OF MODELS THAT EXHIBIT COINTEGRATION: A SURVEY OF RECENT APPROACHES. In: Economics Series Working Papers. [Citation analysis] | paper | 0 |
| 2009 | Forecast Combination and Encompassing In: Palgrave Macmillan Books. [Citation analysis] | chapter | 13 |
| 2007 | Macroeconomic Forecasting with Mixed Frequency Data: Forecasting US Output Growth In: Working Papers. [Full Text][Citation analysis] | paper | 11 |
| 2011 | Improving Real-time Estimates of Output Gaps and Inflation Trends with Multiple-vintage Models In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2007 | Macroeconomic Forecasting with Mixed Frequency Data: Forecasting US Output Growth In: Working Papers. [Full Text][Citation analysis] | paper | 12 |
| 2011 | Improving Real-time Estimates of Output Gaps and Inflation Trends with Multiple-vintage Models In: Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2018 | Assessing Macro-Forecaster Herding: Modelling versus Testing In: ICMA Centre Discussion Papers in Finance. [Full Text][Citation analysis] | paper | 0 |
| 2014 | Measuring Macroeconomic Uncertainty: US Inflation and Output Growth In: ICMA Centre Discussion Papers in Finance. [Full Text][Citation analysis] | paper | 8 |
| 2014 | Anticipating Early Data Revisions to US GDP and the Effects of Releases on Equity Markets In: ICMA Centre Discussion Papers in Finance. [Full Text][Citation analysis] | paper | 0 |
| 2014 | Do US Macroeconomic Forecasters Exaggerate Their Differences? In: ICMA Centre Discussion Papers in Finance. [Full Text][Citation analysis] | paper | 4 |
| 2015 | Do US Macroeconomic Forecasters Exaggerate their Differences?.(2015) In: Journal of Forecasting. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | article | |
| 2014 | Assessing the Evidence of Macro- Forecaster Herding: Forecasts of Inflation and Output Growth In: ICMA Centre Discussion Papers in Finance. [Full Text][Citation analysis] | paper | 0 |
| 2015 | Assessing Macro Uncertainty In Real-Time When Data Are Subject To Revision In: ICMA Centre Discussion Papers in Finance. [Full Text][Citation analysis] | paper | 8 |
| 2017 | Assessing Macro Uncertainty in Real-Time When Data Are Subject To Revision.(2017) In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | article | |
| 2015 | Forecasters Disagreement about How the Economy Operates, and the Role of Long-run Relationships In: ICMA Centre Discussion Papers in Finance. [Citation analysis] | paper | 0 |
| 2016 | Are Macro-Forecasters Essentially The Same? An Analysis of Disagreement, Accuracy and Efficiency In: ICMA Centre Discussion Papers in Finance. [Full Text][Citation analysis] | paper | 0 |
| 2016 | Sir Clive W.J. Grangers Contributions to Forecasting In: ICMA Centre Discussion Papers in Finance. [Full Text][Citation analysis] | paper | 0 |
| 2017 | Data Revisions and Real-time Probabilistic Forecasting of Macroeconomic Variables In: ICMA Centre Discussion Papers in Finance. [Full Text][Citation analysis] | paper | 1 |
| 2020 | Individual Forecaster Perceptions of the Persistence of Shocks to GDP In: ICMA Centre Discussion Papers in Finance. [Full Text][Citation analysis] | paper | 1 |
| 2022 | Individual forecaster perceptions of the persistence of shocks to GDP.(2022) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | article | |
| 1994 | Can Econometrics Improve Economic Forecasting? In: Swiss Journal of Economics and Statistics (SJES). [Full Text][Citation analysis] | article | 9 |
| 2002 | Can oil shocks explain asymmetries in the US Business Cycle? In: Empirical Economics. [Full Text][Citation analysis] | article | 37 |
| 2002 | Conditional mean functions of non-linear models of US output In: Empirical Economics. [Full Text][Citation analysis] | article | 1 |
| 2006 | Evaluating the survey of professional forecasters probability distributions of expected inflation based on derived event probability forecasts In: Empirical Economics. [Full Text][Citation analysis] | article | 18 |
| 1999 | On winning forecasting competitions in economics In: Spanish Economic Review. [Full Text][Citation analysis] | article | 25 |
| 2012 | Improving Real-Time Estimates of Output and Inflation Gaps With Multiple-Vintage Models In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 8 |
| 2014 | Forecast Uncertainty- Ex Ante and Ex Post : U.S. Inflation and Output Growth In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 65 |
| 2017 | Predicting Early Data Revisions to U.S. GDP and the Effects of Releases on Equity Markets In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 12 |
| 2013 | REAL?TIME FORECASTING OF INFLATION AND OUTPUT GROWTH WITH AUTOREGRESSIVE MODELS IN THE PRESENCE OF DATA REVISIONS In: Journal of Applied Econometrics. [Citation analysis] | article | 34 |
| 2015 | Are Professional Macroeconomic Forecasters Able To Do Better Than Forecasting Trends? In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] | article | 5 |
| 2018 | Do Macroforecasters Herd? In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] | article | 4 |
| 2022 | Forecaster Efficiency, Accuracy, and Disagreement: Evidence Using Individual?Level Survey Data In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] | article | 1 |
| 1997 | A Comparison of the Forecasting Performance of Markov-Switching and Threshold Autoregressive Models of US GNP In: The Warwick Economics Research Paper Series (TWERPS). [Full Text][Citation analysis] | paper | 4 |
| 2020 | Density Forecasting with BVAR Models under Macroeconomic Data Uncertainty In: EMF Research Papers. [Full Text][Citation analysis] | paper | 2 |
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