Michael Peter Clements : Citation Profile

Are you Michael Peter Clements?

University of Reading

32

H index

66

i10 index

4043

Citations

RESEARCH PRODUCTION:

96

Articles

94

Papers

3

Books

6

Chapters

EDITOR:

1

Books edited

RESEARCH ACTIVITY:

   37 years (1986 - 2023). See details.
   Cites by year: 109
   Journals where Michael Peter Clements has often published
   Relations with other researchers
   Recent citing documents: 199.    Total self citations: 99 (2.39 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pcl24
   Updated: 2023-11-04    RAS profile: 2023-08-05    
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Relations with other researchers

Works with:

Reade, J (3)

Galvão, Ana (3)

Li, Feng (2)

Martinez, Andrew (2)

Fiszeder, Piotr (2)

Rubaszek, Michał (2)

Guidolin, Massimo (2)

Paccagnini, Alessia (2)

Shang, Han Lin (2)

Thomakos, Dimitrios (2)

Grossi, Luigi (2)

Franses, Philip Hans (2)

Hendry, David (2)

Castle, Jennifer (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 (156)

Marcellino, Massimiliano (144)

Castle, Jennifer (69)

Galvão, Ana (59)

Pesaran, Mohammad (59)

Mitchell, James (57)

Ericsson, Neil (55)

Swanson, Norman (51)

GUPTA, RANGAN (48)

Ferrara, Laurent (46)

muellbauer, john (45)

Cites to:

Hendry, David (144)

Croushore, Dean (116)

Diebold, Francis (85)

Timmermann, Allan (69)

Watson, Mark (50)

Galvão, Ana (49)

West, Kenneth (46)

McCracken, Michael (41)

Mankiw, N. Gregory (38)

Elliott, Graham (37)

Castle, Jennifer (35)

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
Journal of Business & Economic Statistics4
Econometrics Journal4
Journal of Applied Econometrics4
Journal of Money, Credit and Banking4
Economic Journal3
Empirical Economics3
European Economic Review3
Oxford Bulletin of Economics and Statistics3
Journal of Forecasting2
Computational Statistics & Data Analysis2
Scottish Journal of Political Economy2
Journal of Business & Economic Statistics2
Journal of Forecasting2

Working Papers Series with more than one paper published# docs
The Warwick Economics Research Paper Series (TWERPS) / University of Warwick, Department of Economics25
Economic Research Papers / University of Warwick - Department of Economics24
ICMA Centre Discussion Papers in Finance / Henley Business School, 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 (2023 and 2022)

YearTitle of citing document
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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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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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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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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2023Predicting 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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2023Prediction intervals for economic fixed-event forecasts. (2022). Plett, Hendrik ; Kruger, Fabian. In: Papers. RePEc:arx:papers:2210.13562.

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2023Reservoir 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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2023Score-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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2023Testing Quantile Forecast Optimality. (2023). Pohle, Marc-Oliver ; Gutknecht, Daniel ; Fosten, Jack. In: Papers. RePEc:arx:papers:2302.02747.

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2023Constructing High Frequency Economic Indicators by Imputation. (2023). Scanlan, Susannah ; Ng, Serena. In: Papers. RePEc:arx:papers:2303.01863.

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2023Hierarchical forecasting for aggregated curves with an application to day-ahead electricity price auctions. (2023). Ziel, Florian ; Ghelasi, Paul. In: Papers. RePEc:arx:papers:2305.16255.

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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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2023What consistent responses on future inflation by consumers can reveal. (2023). Sabourin, Patrick ; Miller, Sarah. In: Discussion Papers. RePEc:bca:bocadp:23-7.

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2023Central Bank Forecasting: A Survey. (2023). Sekkel, Rodrigo ; Binder, Carola Conces. In: Staff Working Papers. RePEc:bca:bocawp:23-18.

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2022Nowcasting Brazilian GDP with Electronic Payments Data. (2022). Cesar, Raquel Nadal. In: Working Papers Series. RePEc:bcb:wpaper:564.

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2023A supply-side GDP nowcasting model. (2023). Cerezo, Alejandro Fernandez. In: Economic Bulletin. RePEc:bde:journl:y:2023:i:01:n:18.

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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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2022Proyecciones 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.

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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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2022Forecasting Under Structural Breaks Using Improved Weighted Estimation. (2022). Parsaeian, Shahnaz ; Ullah, Aman ; Lee, Taehwy. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:84:y:2022:i:6:p:1485-1501.

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2023Peering into a crystal ball: Forecasting behavior and industry foresight. (2023). Wilde, Daniel ; Kapoor, Rahul. In: Strategic Management Journal. RePEc:bla:stratm:v:44:y:2023:i:3:p:704-736.

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2022.

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

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2023Global money supply and energy and non-energy commodity prices: A MS-TV-VAR approach. (2023). Vespignani, Joaquin ; Vocalelli, Giorgio ; Ravazzolo, Francesco ; Grassi, Stefano. In: BEMPS - Bozen Economics & Management Paper Series. RePEc:bzn:wpaper:bemps100.

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2023Testing 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.

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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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2023A comparison of high-frequency realized variance measures: Does anything beat ACD(1,1)?. (2023). Wiedemann, Timo ; Segnon, Mawuli ; Schulte-Tillmann, Bjoern. In: CQE Working Papers. RePEc:cqe:wpaper:10523.

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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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2023Testing for differences in survey-based density expectations: a compositional data approach. (2023). Kenny, Geoff ; Glas, Alexander ; Dovern, Jonas. In: Working Paper Series. RePEc:ecb:ecbwps:20232791.

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2023Nowcasting employment in the euro area. (2023). Toth, Mate Barnabas ; Bodnar, Katalin ; Belousova, Irina ; Babura, Marta. In: Working Paper Series. RePEc:ecb:ecbwps:20232815.

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2022Privacy-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.

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2023Macroeconomic effects of uncertainty shocks: Evidence from Korea. (2023). Cho, Dooyeon ; Kim, Husang. In: Journal of Asian Economics. RePEc:eee:asieco:v:84:y:2023:i:c:s1049007822001270.

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2023Unveiling the sentiment behind central bank narratives: A novel deep learning index. (2023). Radu, Tefan-Constantin ; Pochea, Maria-Miruna ; Nioi, Mihai. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:38:y:2023:i:c:s2214635023000230.

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2023Can we estimate macroforecasters’ mis-behavior?. (2023). Chini, Emilio Zanetti. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:149:y:2023:i:c:s0165188923000386.

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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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2023Assessing the World Bank’s growth forecasts. (2023). Tsuchiya, Yoichi. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:77:y:2023:i:c:p:64-84.

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2022Assessing 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.

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2022Real-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.

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2023How many fundamentals should we include in the behavioral equilibrium exchange rate model?. (2023). Rubaszek, Michał ; Ca, Michele. In: Economic Modelling. RePEc:eee:ecmode:v:118:y:2023:i:c:s026499932200308x.

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2023The 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.

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2023Are low frequency macroeconomic variables important for high frequency electricity prices?. (2023). Rossini, Luca ; Ravazzolo, Francesco ; Foroni, Claudia. In: Economic Modelling. RePEc:eee:ecmode:v:120:y:2023:i:c:s0264999322003972.

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2023Nowcasting Chinese GDP in a data-rich environment: Lessons from machine learning algorithms. (2023). Xu, Hao ; Ni, HE ; Zhang, Qin. In: Economic Modelling. RePEc:eee:ecmode:v:122:y:2023:i:c:s0264999323000160.

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2023Diligent forecasters can make accurate predictions despite disagreeing with the consensus. (2023). Zheng, Xinye ; An, Zidong. In: Economic Modelling. RePEc:eee:ecmode:v:125:y:2023:i:c:s0264999323001840.

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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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2022Geopolitical 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.

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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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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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2023Turkey: From a thriving economic past towards a rugged future? - An empirical analysis on the Turkish financial markets. (2023). Kiohos, Apostolos ; Nikas, Christos ; Stoupos, Nikolaos. In: Emerging Markets Review. RePEc:eee:ememar:v:54:y:2023:i:c:s1566014122001091.

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2023Modeling and forecasting dynamic conditional correlations with opening, high, low, and closing prices. (2023). Fiszeder, Piotr ; Molnar, Peter ; Fadziski, Marcin. In: Journal of Empirical Finance. RePEc:eee:empfin:v:70:y:2023:i:c:p:308-321.

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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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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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2023Digitalization 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.

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2023Differential attention net: Multi-directed differential attention based hybrid deep learning model for solar power forecasting. (2023). Jana, Kartick C ; Shrivastava, Ashish ; Rai, Amit. In: Energy. RePEc:eee:energy:v:263:y:2023:i:pc:s0360544222026329.

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2023Measuring 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.

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2023Herding in foreign direct investment. (2023). Muradoglu, Yaz ; Vasileva, Kristina ; Muradolu, Yaz Gulnur ; Levis, Mario. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000194.

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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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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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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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2022Fathoming empirical forecasting competitions’ winners. (2022). Nikolopoulos, Konstantinos ; Karamatzanis, Georgios ; Alroomi, Azzam ; Xiao, Shujun ; Tilba, Anna. In: International Journal of Forecasting. RePEc:eee:intfor:v:38:y:2022:i:4:p:1519-1525.

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2023The accuracy of IMF crises nowcasts. (2023). Rollinson, Yuan Gao ; Eicher, Theo S. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:431-449.

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2023Analysing differences between scenarios. (2023). Hendry, David ; Pretis, Felix. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:2:p:754-771.

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2023Differing behaviours of forecasters of UK GDP growth. (2023). Driver, Ciaran ; Meade, Nigel. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:2:p:772-790.

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2023Real-time inflation forecasting using non-linear dimension reduction techniques. (2023). Huber, Florian ; Klieber, Karin ; Hauzenberger, Niko. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:2:p:901-921.

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2022The illusion of oil return predictability: The choice of data matters!. (2022). cotter, john ; Eyiah-Donkor, Emmanuel ; Conlon, Thomas. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:134:y:2022:i:c:s037842662100282x.

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2022A banks optimal capital ratio: A time-varying parameter model to the partial adjustment framework. (2022). Lee, Kang Bok ; Joo, Sunghoon ; Han, Sumin ; Baik, Hyeoncheol. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:142:y:2022:i:c:s037842662200142x.

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2022Agree to disagree? Predictions of U.S. nonfarm payroll changes between 2008 and 2020 and the impact of the COVID19 labor shock. (2022). Klein, Tony. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:194:y:2022:i:c:p:264-286.

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2022Are macroeconomic forecasters optimists or pessimists? A reassessment of survey based forecasts. (2022). Pouliot, William ; Pilbeam, Keith ; Huang, Rong. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:197:y:2022:i:c:p:706-724.

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2022Uncertainty shocks and systemic-risk indicators. (2022). Roth, Markus ; Hristov, Nikolay. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:122:y:2022:i:c:s0261560621002242.

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2022What type of information calls the attention of forecasters? Evidence from survey data in an emerging market. (2022). de Azevedo, Mateus ; Vereda, Luciano ; de Mendona, Helder Ferreira. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:129:y:2022:i:c:s0261560622001255.

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2022Common factors and the dynamics of cereal prices. A forecasting perspective. (2022). Rubaszek, Michał ; Paccagnini, Alessia ; Kwas, Marek. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:28:y:2022:i:c:s2405851321000738.

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2023The scope and methodology of economic and financial asymmetries. (2023). Stengos, Thanasis ; Malliaris, Anastasios ; Alogoskoufis, George. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:27:y:2023:i:c:s1703494923000099.

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2023Optimal competitive capacity strategies: Evidence from the container shipping market. (2023). de Koster, M. B. M, ; Zuidwijk, Rob ; Li, Xishu. In: Omega. RePEc:eee:jomega:v:115:y:2023:i:c:s0305048322001955.

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2022Influence of stock market factors on the natural resources dependence for environmental change: Evidence from China. (2022). Zhang, Yunqian. In: Resources Policy. RePEc:eee:jrpoli:v:77:y:2022:i:c:s0301420722001593.

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2022Trade openness, green finance and natural resources: A literature review. (2022). Wu, Hong. In: Resources Policy. RePEc:eee:jrpoli:v:78:y:2022:i:c:s0301420722002495.

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2022Does gross domestic product, inflation, total investment, and exchanges rate matter in natural resources commodity prices volatility. (2022). Huawei, Tian. In: Resources Policy. RePEc:eee:jrpoli:v:79:y:2022:i:c:s0301420722004561.

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2022Business cycle dynamics when neutral and investment-specific technology shocks are imperfectly observable. (2022). Samaniego, Roberto. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:101:y:2022:i:c:s0304406822000453.

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2022Out-of-sample forecasting of cryptocurrency returns: A comprehensive comparison of predictors and algorithms. (2022). Tian, George Zhe ; Yae, James. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:598:y:2022:i:c:s0378437122002928.

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2023The artificial intelligence-assisted short-term optimal scheduling of a cascade hydro-photovoltaic complementary system with hybrid time steps. (2023). Kurban, Aynur ; He, YI ; Zheng, Kun ; Guo, SU. In: Renewable Energy. RePEc:eee:renene:v:202:y:2023:i:c:p:1169-1189.

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2022Does national culture matter for environmental innovation? A study of emerging economies. (2022). Ullah, Subhan ; Agyei-Boapeah, Henry ; Kim, Ja Ryong ; Nasim, Asma . In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:181:y:2022:i:c:s0040162522002803.

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2022Econometrics of sentiments- sentometrics and machine learning: The improvement of inflation predictions in Romania using sentiment analysis. (2022). Simionescu, Mihaela. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:182:y:2022:i:c:s0040162522003912.

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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.
[Full Text][Citation analysis]		paper80
1996Multi-step Estimation for Forecasting..(1996) In: Oxford Bulletin of Economics and Statistics.
[Citation analysis]
This paper has another version. Agregated cites: 80		article
1996Multi-Step Estimation for Forecasting.(1996) In: The Warwick Economics Research Paper Series (TWERPS).
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 80		paper
1996Evaluating the rationality of fixed-event forecasts In: Economic Research Papers.
[Full Text][Citation analysis]		paper6
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: 6		paper
1996The Performance of Alternative Forecasting Methods for SETAR Models In: Economic Research Papers.
[Full Text][Citation analysis]		paper72
1997The performance of alternative forecasting methods for SETAR models.(1997) In: International Journal of Forecasting.
[Full Text][Citation analysis]
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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: 72		paper
1997FORECASTING SEASONAL UK CONSUMPTION COMPONENTS In: Economic Research Papers.
[Full Text][Citation analysis]		paper0
1997Forecasting Seasonal UK Consumption Components.(1997) In: Economic Research Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		paper
1997Forecasting Seasonal UK Consumption Components.(1997) In: The Warwick Economics Research Paper Series (TWERPS).
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This paper has another version. Agregated cites: 0		paper
1997Forecasting Seasonal UK Consumption Components.(1997) In: The Warwick Economics Research Paper Series (TWERPS).
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		paper
1997SEASONALITY, COINTEGRATION, AND THE FORECASTING OF ENERGY DEMAND In: Economic Research Papers.
[Full Text][Citation analysis]		paper0
1997Seasonality, Cointegration, and the Forecasting of Energy Demand.(1997) In: The Warwick Economics Research Paper Series (TWERPS).
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		paper
1997A COMPARISON OF THE FORECAST PERFORMANCE OF MARKOV-SWITCHING AND THRESHOLD AUTOREGRESSIVE MODELS OF US GNP In: Economic Research Papers.
[Full Text][Citation analysis]		paper120
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: 120		article
1998NON-LINEARITIES IN EXCHANGE RATES In: Economic Research Papers.
[Full Text][Citation analysis]		paper4
1998Non-Linearities in Exchange Rates.(1998) In: The Warwick Economics Research Paper Series (TWERPS).
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4		paper
1998EVALUATING THE FORECAST DENSITIES OF LINEAR AND NON-LINEAR MODELS: APPLICATIONS TO OUTPUT GROWTH AND UNEMPLOYMENT In: Economic Research Papers.
[Full Text][Citation analysis]		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.
[Full Text][Citation analysis]		paper40
2001Forecasting with difference-stationary and trend-stationary models.(2001) In: Econometrics Journal.
[Citation analysis]
This paper has another version. Agregated cites: 40		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: 40		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: 40		paper
1998Business Cycle Asymmetries: Characterisation and Testing based on Markov-Switching Autoregressions In: Economic Research Papers.
[Full Text][Citation analysis]		paper102
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: 102		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: 102		paper
2006Internal consistency of survey respondentsíforecasts: Evidence based on the Survey of Professional Forecasters In: Economic Research Papers.
[Full Text][Citation analysis]		paper0
2006Internal consistency of survey respondents.forecasts : Evidence based on the Survey of Professional Forecasters.(2006) In: The Warwick Economics Research Paper Series (TWERPS).
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		paper
2006Macroeconomic Forecasting with Mixed Frequency Data: Forecasting US output growth and inflation. In: Economic Research Papers.
[Full Text][Citation analysis]		paper11
2006Macroeconomic Forecasting with Mixed Frequency Data : Forecasting US output growth and inflation..(2006) In: The Warwick Economics Research Paper Series (TWERPS).
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 11		paper
2006Forecast Encompassing Tests and Probability Forecasts In: Economic Research Papers.
[Full Text][Citation analysis]		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]		paper80
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: 80		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: 80		paper
2008Rounding of probability forecasts: The SPF forecast probabilities of negative output growth In: Economic Research Papers.
[Full Text][Citation analysis]		paper0
2008Rounding of probability forecasts : The SPF forecast probabilities of negative output growth.(2008) In: The Warwick Economics Research Paper Series (TWERPS).
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		paper
2008Explanations of the inconsistencies in survey respondents forecasts In: Economic Research Papers.
[Full Text][Citation analysis]		paper26
2010Explanations of the inconsistencies in survey respondents forecasts.(2010) In: European Economic Review.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 26		article
2008Explanations of the inconsistencies in survey respondentsforecasts.(2008) In: The Warwick Economics Research Paper Series (TWERPS).
[Full Text][Citation analysis]
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2012Subjective and Ex Post Forecast Uncertainty: US Inflation and Output Growth In: Economic Research Papers.
[Full Text][Citation analysis]		paper1
2012Subjective and Ex Post Forecast Uncertainty : US Inflation and Output Growth.(2012) In: The Warwick Economics Research Paper Series (TWERPS).
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1		paper
2012US inflation expectations and heterogeneous loss functions, 1968–2010 In: Economic Research Papers.
[Full Text][Citation analysis]		paper4
2014US Inflation Expectations and Heterogeneous Loss Functions, 1968–2010.(2014) In: Journal of Forecasting.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 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.
[Full Text][Citation analysis]		paper16
2014Probability distributions or point predictions? Survey forecasts of US output growth and inflation.(2014) In: International Journal of Forecasting.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 16		article
2012Probability Distributions or Point Predictions? Survey Forecasts of US Output Growth and Inflation.(2012) In: The Warwick Economics Research Paper Series (TWERPS).
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 16		paper
2011Do Professional Forecasters Pay Attention to Data Releases? In: Economic Research Papers.
[Full Text][Citation analysis]		paper14
2012Do professional forecasters pay attention to data releases?.(2012) In: International Journal of Forecasting.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 14		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: 14		paper
2010Why are survey forecasts superior to model forecasts? In: Economic Research Papers.
[Full Text][Citation analysis]		paper0
2010Why are survey forecasts superior to model forecasts?.(2010) In: The Warwick Economics Research Paper Series (TWERPS).
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		paper
2010Real-time Forecasting of Inflation and Output Growth in the Presence of Data Revisions In: Economic Research Papers.
[Full Text][Citation analysis]		paper9
2010Real-time Forecasting of Inflation and Output Growth in the Presence of Data Revisions.(2010) In: The Warwick Economics Research Paper Series (TWERPS).
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 9		paper
2008First Announcements and Real Economic Activity In: Economic Research Papers.
[Full Text][Citation analysis]		paper15
2010First announcements and real economic activity.(2010) In: European Economic Review.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 15		article
2009First Announcements and Real Economic Activity.(2009) In: The Warwick Economics Research Paper Series (TWERPS).
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 15		paper
2022Forecasting: theory and practice In: Papers.
[Full Text][Citation analysis]		paper30
2022Forecasting: theory and practice.(2022) In: International Journal of Forecasting.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 30		article
2008Macroeconomic Forecasting With Mixed-Frequency Data In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article232
2005FORECASTING QUARTERLY AGGREGATE CRIME SERIES In: Manchester School.
[Full Text][Citation analysis]		article0
2005Guest Editors’ Introduction: Information in Economic Forecasting In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		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.
[Full Text][Citation analysis]		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.
[Full Text][Citation analysis]		article17
2008Economic Forecasting in a Changing World In: Capitalism and Society.
[Full Text][Citation analysis]		article22
2012Forecasting U.S. Output Growth with Non-Linear Models in the Presence of Data Uncertainty In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]		article2
1998Forecasting Economic Time Series In: Cambridge Books.
[Citation analysis]		book546
1998Forecasting Economic Time Series.(1998) In: Cambridge Books.
[Citation analysis]
This paper has another version. Agregated cites: 546		book
2003TESTING THE EXPECTATIONS THEORY OF THE TERM STRUCTURE OF INTEREST RATES IN THRESHOLD MODELS In: Macroeconomic Dynamics.
[Full Text][Citation analysis]		article13
In: .
[Full Text][Citation analysis]		article4
2001An Historical Perspective on Forecast Errors.(2001) In: National Institute Economic Review.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4		article
2001Economic forecasting: some lessons from recent research In: Working Paper Series.
[Full Text][Citation analysis]		paper93
2002Economic Forecasting: Some Lessons from Recent Research.(2002) In: Royal Economic Society Annual Conference 2002.
[Full Text][Citation analysis]
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2003Economic forecasting: some lessons from recent research.(2003) In: Economic Modelling.
[Full Text][Citation analysis]
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2001Economic Forecasting: Some Lessons from Recent Research.(2001) In: Economics Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 93		paper
2001Economic Forecasting: Some Lessons from Recent Research.(2001) In: Economics Series Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 93		paper
1995Rationality and the Role of Judgement in Macroeconomic Forecasting. In: Economic Journal.
[Full Text][Citation analysis]		article25
1995Macro-economic Forecasting and Modelling. In: Economic Journal.
[Full Text][Citation analysis]		article26
2004Evaluating the Bank of England Density Forecasts of Inflation In: Economic Journal.
[Full Text][Citation analysis]		article91
2002Modelling methodology and forecast failure In: Econometrics Journal.
[Full Text][Citation analysis]		article34
2004Pooling of forecasts In: Econometrics Journal.
[Full Text][Citation analysis]		article220
2001Pooling of Forecasts.(2001) In: Economics Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 220		paper
2016Real-time factor model forecasting and the effects of instability In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]		article6
2014Real-Time Factor Model Forecasting and the Effects of Instability.(2014) In: ICMA Centre Discussion Papers in Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6		paper
2007Bootstrap prediction intervals for autoregressive time series In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]		article20
2021Measuring the effects of expectations shocks In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article8
2019Measuring the Effects of Expectations Shocks.(2019) In: EMF Research Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 8		paper
2006Forecasting with Breaks In: Handbook of Economic Forecasting.
[Full Text][Citation analysis]		chapter84
2013Forecasting by factors, by variables, by both or neither? In: Journal of Econometrics.
[Full Text][Citation analysis]		article30
1991Empirical analysis of macroeconomic time series : VAR and structural models In: European Economic Review.
[Full Text][Citation analysis]		article63
2018Independent directors, information costs and foreign ownership in Chinese companies In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article9
1997An empirical study of seasonal unit roots in forecasting In: International Journal of Forecasting.
[Full Text][Citation analysis]		article44
1998Forecasting economic processes In: International Journal of Forecasting.
[Full Text][Citation analysis]		article54
2001Bootstrapping prediction intervals for autoregressive models In: International Journal of Forecasting.
[Full Text][Citation analysis]		article44
2002Evaluating multivariate forecast densities: a comparison of two approaches In: International Journal of Forecasting.
[Full Text][Citation analysis]		article39
2003Some possible directions for future research In: International Journal of Forecasting.
[Full Text][Citation analysis]		article6
2004Forecasting economic and financial time-series with non-linear models In: International Journal of Forecasting.
[Full Text][Citation analysis]		article65
2003Forecasting economic and financial time-series with non-linear models.(2003) In: Departmental Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 65		paper
2004A comparison of tests of nonlinear cointegration with application to the predictability of US interest rates using the term structure In: International Journal of Forecasting.
[Full Text][Citation analysis]		article21
2008Consensus and uncertainty: Using forecast probabilities of output declines In: International Journal of Forecasting.
[Full Text][Citation analysis]		article20
2009Forecasting returns and risk in financial markets using linear and nonlinear models In: International Journal of Forecasting.
[Full Text][Citation analysis]		article0
2009Comments on Forecasting economic and financial variables with global VARs In: International Journal of Forecasting.
[Full Text][Citation analysis]		article1
2011Combining probability forecasts In: International Journal of Forecasting.
[Full Text][Citation analysis]		article29
2011Combining probability forecasts.(2011) In: International Journal of Forecasting.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 29		article
2013Forecasting with vector autoregressive models of data vintages: US output growth and inflation In: International Journal of Forecasting.
[Full Text][Citation analysis]		article13
2015Robust approaches to forecasting In: International Journal of Forecasting.
[Full Text][Citation analysis]		article29
2014Robust Approaches to Forecasting.(2014) In: Economics Series Working Papers.
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This paper has another version. Agregated cites: 29		paper
2015Forecasting with Bayesian multivariate vintage-based VARs In: International Journal of Forecasting.
[Full Text][Citation analysis]		article9
2016Long-run restrictions and survey forecasts of output, consumption and investment In: International Journal of Forecasting.
[Full Text][Citation analysis]		article4
2014Long-Run Restrictions and Survey Forecasts of Output, Consumption and Investment.(2014) In: ICMA Centre Discussion Papers in Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4		paper
2017Model and survey estimates of the term structure of US macroeconomic uncertainty In: International Journal of Forecasting.
[Full Text][Citation analysis]		article18
2018Are macroeconomic density forecasts informative? In: International Journal of Forecasting.
[Full Text][Citation analysis]		article29
2016Are Macroeconomic Density Forecasts Informative?.(2016) In: ICMA Centre Discussion Papers in Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 29		paper
2019Do forecasters target first or later releases of national accounts data? In: International Journal of Forecasting.
[Full Text][Citation analysis]		article8
2017Do forecasters target first or later releases of national accounts data?.(2017) In: ICMA Centre Discussion Papers in Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 8		paper
2020Forecasting and forecast narratives: The Bank of England Inflation Reports In: International Journal of Forecasting.
[Full Text][Citation analysis]		article13
2021Do 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]		article4
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.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4		paper
2021Rounding behaviour of professional macro-forecasters In: International Journal of Forecasting.
[Full Text][Citation analysis]		article10
2001Evaluating forecasts from SETAR models of exchange rates In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article45
2002Comments on The state of macroeconomic forecasting In: Journal of Macroeconomics.
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In: .
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In: .
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1999On SETAR non- linearity and forecasting In: Econometric Institute Research Papers.
[Full Text][Citation analysis]		paper34
2003On SETAR non-linearity and forecasting.(2003) In: Journal of Forecasting.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 34		article
2022Surveys of Professionals In: Working Papers.
[Full Text][Citation analysis]		paper1
2020Are Some Forecasters’ Probability Assessments of Macro Variables Better Than Those of Others? In: Econometrics.
[Full Text][Citation analysis]		article4
2021How Local is the Local Inflation Factor? Evidence from Emerging European Countries In: Working Papers.
[Full Text][Citation analysis]		paper0
2004Can regime-switching models reproduce the business cycle features of US aggregate consumption, investment and output? In: International Journal of Finance & Economics.
[Full Text][Citation analysis]		article9
1995Forecasting in Cointegration Systems. In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article60
1996Intercept Corrections and Structural Change. In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article101
1999A Monte Carlo Study of the Forecasting Performance of Empirical SETAR Models. In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article84
1996A Monte Carlo Study of the Forecasting Performance of Empirical Setar Models.(1996) In: The Warwick Economics Research Paper Series (TWERPS).
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 84		paper
2003Evaluating interval forecasts of high-frequency financial data In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article31
2007An evaluation of the forecasts of the federal reserve: a pooled approach In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article63
2009Forecasting US output growth using leading indicators: an appraisal using MIDAS models In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article156
2009Forecasting US output growth using leading indicators: an appraisal using MIDAS models.(2009) In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 156		article
2001Robust Evaluation of Fixed-Event Forecast Rationality. In: Journal of Forecasting.
[Citation analysis]		article7
2011An Empirical Investigation of the Effects of Rounding on the SPF Probabilities of Decline and Output Growth Histograms In: Journal of Money, Credit and Banking.
[Citation analysis]		article6
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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This paper has another version. Agregated cites: 6		article
2001Forecasting Non-Stationary Economic Time Series In: MIT Press Books.
[Citation analysis]		book154
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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This paper has another version. Agregated cites: 0		article
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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This paper has another version. Agregated cites: 20		article
1991Testing Structural Hypotheses by Encompassing : Us Wages and Prices is the Mark-Up Pricing Hypothesis Dead? In: Economics Series Working Papers.
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1992On the Limitations of Comparing Mean Square Forecast Errors. In: Economics Series Working Papers.
[Citation analysis]		paper46
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