Items where Author is "Clements, Professor Mike"
Group by: Item Type | No Grouping Number of items: 106.
Chen, Jian, Clements, Michael P.
Clements, Michael P.
Cepni, Oguzhan and Clements, Michael P.
Clements, Michael P.
Bantis, Evripidis, Clements, Michael P. Clements, Mike (2022) Individual forecaster perceptions of the persistence of shocks to GDP. Journal of Applied Econometrics, 37 (3). pp. 640-656. ISSN 1099-1255 doi: https://doi.org/10.1002/jae.2884
Clements, Mike
Clements, Michael P. Clements, Michael P. (2021) Do survey joiners and leavers differ from regular participants? International Journal of Forecasting, 37 (2). pp. 634-646. ISSN 0169-2070 doi: https://doi.org/10.1016/j.ijforecast.2020.08.003
Clements, Michael P. Clements, Mike P. and Reade, James J. (2020) Forecasting and forecast narratives: the Bank of England inflation reports. International Journal of Forecasting, 36 (4). pp. 1488-1500. ISSN 0169-2070 doi: https://doi.org/10.1016/j.ijforecast.2019.08.013 Clements, Michael P. (2020) Are some forecasters' probability assessments of macro variables better than those of others? Econometrics, 8 (2). 16. ISSN 2225-1146 doi: https://doi.org/10.3390/econometrics8020016 Clements, Mike (2019) Do forecasters target first or later releases of national accounts data? International Journal of Forecasting, 35 (4). pp. 1240-1249. ISSN 0169-2070 doi: https://doi.org/10.1016/j.ijforecast.2018.11.009 Castle, Jennifer L., Clements, Michael P. and Hendry, David F. (2019) Forecasting: an essential introduction. Yale University Press, Connecticut, USA, pp240. ISBN 9780300244663 Clements, Michael P. (2019) Macroeconomic survey expectations. Palgrave Texts in Econometrics. Palgrave Macmillan, pp214. ISBN 9783319972220 doi: https://doi.org/10.1007/978-3-319-97223-7 Clements, Michael P. and Galvão, Ana Beatriz (2019) Data revisions and real-time forecasting. Oxford Research Encyclopedia of Economics and Finance. doi: https://doi.org/10.1093/acrefore/9780190625979.013.248 Clements, Mike (2018) Are macroeconomic density forecasts informative? International Journal of Forecasting, 34 (2). pp. 181-198. ISSN 0169-2070 doi: https://doi.org/10.1016/j.ijforecast.2017.10.004 Clements, Mike P. (2018) Do macro-forecasters herd? Journal of Money, Credit and Banking, 50 (2-3). pp. 265-292. ISSN 1538-4616 doi: https://doi.org/10.1111/jmcb.12460 Clements, Mike and Galvão, Ana Beatriz (2017) Model and survey estimates of the term structure of US macroeconomic uncertainty. International Journal of Forecasting, 33 (3). pp. 591-604. ISSN 0169-2070 doi: https://doi.org/10.1016/j.ijforecast.2017.01.004 Clements, Mike P. (2017) Assessing macro uncertainty in real-time when data are subject to revision. Journal of Business & Economic Statistics, 35 (3). pp. 420-433. ISSN 0735-0015 doi: https://doi.org/10.1080/07350015.2015.1081596 Clements, Mike P. and Galvão, A. B. (2017) Predicting early data revisions to US GDP and the effects of releases on equity markets. Journal of Business & Economic Statistics, 35 (3). pp. 389-406. ISSN 0735-0015 doi: https://doi.org/10.1080/07350015.2015.1076726 Clements, Mike (2016) Real-time factor model forecasting and the effects of instability. Computational Statistics and Data Analysis, 100. pp. 661-675. ISSN 0167-9473 doi: https://doi.org/10.1016/j.csda.2015.01.011 Clements, Mike P. (2016) Long-run restrictions and survey forecasts of output, consumption and investment. International Journal of Forecasting, 32 (3). pp. 614-628. ISSN 0169-2070 doi: https://doi.org/10.1016/j.ijforecast.2015.10.005 Clements, Mike (2015) Do US macroeconomic forecasters exaggerate their differences? Journal of Forecasting, 34 (8). pp. 649-660. ISSN 1099-131X doi: https://doi.org/10.1002/for.2358 Carriero, A., Clements, Mike P. and Galvao, A. B. (2015) Forecasting with Bayesian multivariate vintage-based VARs. International Journal of Forecasting, 31 (3). pp. 757-768. ISSN 0169-2070 doi: https://doi.org/10.1016/j.ijforecast.2014.05.007 Clements, Mike (2015) Are professional macroeconomic forecasters able to do better than forecasting trends? Journal of Money, Credit and Banking, 472 (2-3). pp. 349-382. ISSN 1538-4616 doi: https://doi.org/10.1111/jmcb.12179 Castle, J. L., Clements, Mike and Hendry, D. (2015) Robust approaches to forecasting. International Journal of Forecasting, 31 (1). pp. 99-112. ISSN 0169-2070 doi: https://doi.org/10.1016/j.ijforecast.2014.11.002 Clements, Mike (2014) Forecast uncertainty—ex Ante and ex Post: U.S. inflation and output growth. Journal of Business & Economic Statistics, 32 (2). pp. 206-216. ISSN 0735-0015 doi: https://doi.org/10.1080/07350015.2013.859618 Clements, Mike (2014) Probability distributions or point predictions? Survey forecasts of US output growth and inflation. International Journal of Forecasting, 30 (1). pp. 99-117. ISSN 0169-2070 doi: https://doi.org/10.1016/j.ijforecast.2013.07.010 Clements, Mike (2014) US inflation expectations and heterogeneous loss functions, 1968-2010. Journal of Forecasting, 33 (1). pp. 1-14. ISSN 1099-131X doi: https://doi.org/10.1002/for.2277 Clements, Mike and Galvao, A.B. (2013) Forecasting with vector autoregressive models of data vintages: US output growth and inflation. International Journal of Forecasting, 29 (4). pp. 698-714. ISSN 0169-2070 doi: https://doi.org/10.1016/j.ijforecast.2011.09.003 Clements, Mike and Galvao, A.B. (2013) Real-time forecasting of inflation and output growth with autoregressive models in the presence of data revisions. Journal of Applied Econometrics, 28 (3). pp. 458-477. ISSN 1099-1255 doi: https://doi.org/10.1002/jae.2274 Castle, Jennifer L., Clements, Michael P. and Hendry, David F. (2013) Forecasting by factors, by variables, by both or neither? Journal of Econometrics, 177 (2). pp. 305-319. ISSN 0304-4076 doi: https://doi.org/10.1016/j.jeconom.2013.04.015 Clements, Michael P. and Galvao, Ana Beatriz (2012) Improving real-time estimates of output and inflation gaps with multiple-vintage models. Journal of Business and Economic Statistics, 30 (4). pp. 554-562. ISSN 0735-0015 doi: https://doi.org/10.1080/07350015.2012.707588 Clements, Mike (2012) Do professional forecasters pay attention to data releases? International Journal of Forecasting, 28 (2). pp. 297-308. ISSN 0169-2070 doi: https://doi.org/10.1016/j.ijforecast.2011.09.001 Clements, Mike (2012) Forecasting US output growth with non-linear models in the presence of data uncertainty. Studies in nonlinear dynamics & econometrics, 16 (1). pp. 1-25. ISSN 1558-3708 doi: https://doi.org/10.1515/1558-3708.1865 Clements, Mike P. and Harvey, D. I. (2011) Combining probability forecasts. International Journal of Forecasting, 27 (2). pp. 208-223. ISSN 0169-2070 doi: https://doi.org/10.1016/j.ijforecast.2009.12.016 Clements, Mike and Hendry, D. (2011) Forecasting from mis-specified models in the presence of unanticipated location shifts. In: Clements, Mike and Hendry, D. (eds.) The Oxford Handbook of Economic Forecasting. OUP USA, p. 271. ISBN 9780195398649 Clements, Mike P and Hendry, D F, eds. (2011) The Oxford handbook of economic forecasting. OUP USA, pp624. ISBN 9780195398649 Clements, Mike P. (2011) An empirical investigation of the effects of rounding on the SPF probabilities of decine and output growth histograms. Journal of Money, Credit and Banking, 43 (1). pp. 207-220. ISSN 1538-4616 doi: https://doi.org/10.1111/j.1538-4616.2010.00371.x Clements, Michael P. and Harvey, David I. (2010) Forecast encompassing tests and probability forecasts. Journal of Applied Econometrics, 25 (6). pp. 1028-1062. ISSN 1099-1255 doi: https://doi.org/10.1002/jae.1097 Clements, Mike P. (2010) Explanations of the inconsistencies in survey respondents' forecasts. European Economic Review, 54 (4). pp. 536-549. ISSN 0014-2921 doi: https://doi.org/10.1016/j.euroecorev.2009.10.003 Clements, Mike P. and Galvao, A. B. (2010) First announcements and real economic activity. European Economic Review, 54 (6). pp. 803-817. ISSN 0014-2921 doi: https://doi.org/10.1016/j.euroecorev.2009.12.010 Clements, Mike (2009) Internal consistency of survey respondents' forecasts: Evidence based on the Survey of Professional Forecasters. In: Castle, J. L. and Shephard, N. (eds.) The Methodology and Practice of Econometrics. A Festschrift in Honour of David F. Hendry. Oxford University Press, pp. 206-226. ISBN 9780199237197 Clements, Mike P. (2009) Comments on “Forecasting economic and financial variables with global VARs”. International Journal of Forecasting, 25 (4). pp. 680-683. ISSN 0169-2070 doi: https://doi.org/10.1016/j.ijforecast.2009.05.007 Clements, Mike P and Harvey, D. I (2009) Forecast combination and encompassing. In: Mills, T.C. and Patterson, K. (eds.) Palgrave Handbook of Econometrics: Volume 2: Applied Econometrics. Palgrave Macmillan, London, pp. 169-198. ISBN 9781403917997 Clements, Mike P. and Galvao, A. B. (2009) Forecasting US output growth using leading indicators: an appraisal using MIDAS models. Journal of Applied Econometrics, 24 (7). pp. 1187-1206. ISSN 1099-1255 doi: https://doi.org/10.1002/jae.1075 Clements, Mike P., Milas, C. and van Dijk, D. (2009) Forecasting returns and risk in financial markets using linear and nonlinear models. International Journal of Forecasting, 25 (2). pp. 215-217. ISSN 0169-2070 doi: https://doi.org/10.1016/j.ijforecast.2009.01.003 Clements, Mike P. (2008) Consensus and uncertainty: using forecast probabilities of output declines. International Journal of Forecasting, 24 (1). pp. 76-86. ISSN 0169-2070 doi: https://doi.org/10.1016/j.ijforecast.2007.06.003 Clements, Mike P. and Hendry, John F. (2008) Economic forecasting in a changing world. Capitalism and Society, 3 (2). ISSN 1932-0213 doi: https://doi.org/10.2202/1932-0213.1039 Clements, Mike P and Hendry, D. F. (2008) Forecasting annual UK inflation using an econometric model over 1875-1991. In: Rapach, D.E. and Wohar, M.E. (eds.) Forecasting in the Presence of Structural Breaks and Model Uncertainty. Frontiers of Economics and Globalization. Emerald Publishing, pp. 3-39. ISBN 9780444529428 doi: https://doi.org/10.1016/S1574-8715(07)00201-1 Clements, Michael P. and Galvão, Ana Beatriz (2008) Macroeconomic forecasting with mixed-frequency data: forecasting output growth in the United States. Journal of Business and Economic Statistics, 26 (4). pp. 546-554. ISSN 0735-0015 doi: https://doi.org/10.1198/073500108000000015 Clements, Mike P., Galvao, A. B. and Kim, J. H. (2008) Quantile forecasts of daily exchange rate returns from forecasts of realized volatility. Journal of Empirical Finance, 15 (4). pp. 729-750. ISSN 0927-5398 doi: https://doi.org/10.1016/j.jempfin.2007.12.001 Clements, Mike P and Kim, J.H. (2007) Bootstrap prediction intervals for autoregressive time series. Computational Statistics and Data Analysis, 51 (7). pp. 3580-3594. ISSN 0167-9473 doi: https://doi.org/10.1016/j.csda.2006.09.012 Clements, Mike, Joutz, F. and Stekler, H. O (2007) An evaluation of the forecasts of the Federal Reserve: A pooled approach. Journal of Applied Econometrics, 22 (1). pp. 121-136. ISSN 1099-1255 doi: https://doi.org/10.1002/jae.954 Clements, Mike P and Gãlvao, A.B. (2006) Combining predictors & combining information in modelling: forecasting US recession probabilities and output growth. In: Milas, C., Rothman, P. A, van Dijk, D. and Wildasin, D. E. (eds.) Non-linear Time Series Analysis of Business Cycles. Contributions to Economic Analysis, 276. Elsevier Science, pp. 57-73. ISBN 978444518385 Clements, Mike P (2006) Evaluating the Survey of Professional Forecasters probability distributions of expected inflation based on derived event probability forecasts. Empirical Economics, 31 (1). pp. 49-64. ISSN 0377-7332 doi: https://doi.org/10.1007/s00181-005-0014-9 Clements, Mike and Hendry, D. (2006) Forecasting with breaks. In: Elliot, G., Granger, C.W.J and Timmermann, A. (eds.) Handbook of Economic Forecasting, Volume 1. North Holland, pp. 605-651. ISBN 9780444513953 Clements, Michael P. and Hendry, David F. (2005) Evaluating a model by forecast performance. Oxford Bulletin of Economics and Statistics, 67 (Suppl.S1). pp. 931-956. ISSN 1468-0084 doi: https://doi.org/10.1111/j.1468-0084.2005.00146.x Clements, Michael P. and Hendry, David F. (2005) Guest editors' introduction: information in economic forecasting. Oxford Bulletin of Economics and Statistics, 67 (Suppl. S1). pp. 713-753. ISSN 1468-0084 doi: https://doi.org/10.1111/j.1468-0084.2005.00139.x Clements, Michael P. and Witt, Robert (2005) Forecasting aggregate quarterly crime series. The Manchester School, 73 (6). pp. 709-727. ISSN 1467-9957 doi: https://doi.org/10.1111/j.1467-9957.2005.00473.x Clements, Michael P. (2005) Evaluating econometric forecasts of economic and financial variables. Palgrave Texts in Econometrics. Palgrave Macmillan, Basingstoke, pp186. ISBN 9781403941572 Clements, Mike and Krolzig, H-M (2004) Can regime switching models reproduce the business cycle features of US aggregate consumption, investment and output? International Journal of Finance & Economics, 9 (1). pp. 1-14. ISSN 1099-1158 doi: https://doi.org/10.1002/ijfe.231 Clements, Mike P. (2004) Evaluating the Bank of England density forecasts of inflation. The Economic Journal, 114 (498). pp. 844-866. ISSN 1468-0297 doi: https://doi.org/10.1111/j.1468-0297.2004.00246.x Clements, Mike P., Franses, P. H. and Swanson, N. R. (2004) Forecasting economic and financial time series with non-linear models. International Journal of Forecasting, 20 (2). pp. 169-183. ISSN 0169-2070 doi: https://doi.org/10.1016/j.ijforecast.2003.10.004 Hendry, D. F. and Clements, Mike P. (2004) Pooling of forecasts. Econometrics Journal, 7 (1). pp. 1-31. ISSN 1368-423X doi: https://doi.org/10.1111/j.1368-423X.2004.00119.x Clements, Mike P. and Galvao, A. B. (2004) A comparison of tests of non-linear cointegration with an application to the predictability of US interest rates using the term structure. International Journal of Forecasting, 20 (2). pp. 219-236. ISSN 0169-2070 doi: https://doi.org/10.1016/j.ijforecast.2003.09.001 Clements, Mike P. and Sensier, M. (2003) Asymmetric output gap effects in Phillips Curve and mark-up pricing models: evidence for the US and the UK. Scottish Journal of Political Economy, 50 (4). pp. 359-374. ISSN 1467-9485 doi: https://doi.org/10.1111/1467-9485.5004001 Clements, Mike P. and Krolzig, H-M (2003) Business cycle asymmetries: characterisation and testing based on Markov-switching autoregressions. Journal of Business and Economic Statistics, 21 (1). pp. 196-211. ISSN 0735-0015 doi: https://doi.org/10.1198/073500102288618892 Hendry, D. F. and Clements, Mike P. (2003) Economic forecasting: some lessons from recent research. Economic Modelling, 20 (2). pp. 301-329. ISSN 0264-9993 doi: https://doi.org/10.1016/S0264-9993(02)00055-X Clements, Mike P. and Taylor, N. (2003) Evaluating interval forecasts of high-frequency financial data. Journal of Applied Econometrics, 18 (4). pp. 445-456. ISSN 1099-1255 doi: https://doi.org/10.1002/jae.703 Clements, Mike P., Franses, P. H., Smith, J. and van Dijk, D. (2003) On SETAR non-linearity and forecasting. Journal of Forecasting, 22 (5). pp. 359-375. ISSN 1099-131X doi: https://doi.org/10.1002/for.863 Clements, Mike P. (2003) Some possible directions for future research. International Journal of Forecasting, 19 (1). pp. 1-3. ISSN 0169-2070 doi: https://doi.org/10.1016/S0169-2070(02)00037-7 Clements, Mike P. and Galvao, A. B. C. (2003) Testing the expectations theory of the term structure in threshold models. Macroeconomic Dynamics, 7 (4). pp. 567-585. ISSN 1365-1005 doi: https://doi.org/10.1017/S1365100502020163 Clements, Mike P. and Galvao, A. B. C. (2002) Conditional mean functions of non-linear models of US output. Empirical Economics, 27 (4). pp. 569-586. ISSN 1435-8921 doi: https://doi.org/10.1007/s001810100103 Clements, Mike P. and Smith, J. (2002) Evaluating multivariate forecast densities: a comparison of two approaches. International Journal of Forecasting, 18 (3). pp. 397-407. ISSN 0169-2070 doi: https://doi.org/10.1016/S0169-2070(01)00126-1 Clements, Mike P. and Hendry, D. (2002) Explaining forecast failure in macroeconomics. In: Clements, Mike P. and Hendry, D. (eds.) A Companion to Economic Forecasting. Blackwells, pp. 539-571. ISBN 9780631215691 Clements, Mike P. and Hendry, D. F. (2002) Modelling methodology and forecast failure. Econometrics Journal, 5 (2). pp. 319-344. ISSN 1368-423X doi: https://doi.org/10.1111/1368-423X.00086 Clements, Mike and Hendry, John (2002) A companion to economic forecasting. Blackwell Companions to Contemporary Economics (Book 7). Wiley-Blackwell, Massachusetts USA, pp616. ISBN 9780631215691 Clements, Mike P. and Hendry, D. (2002) An overview of economic forecasting. In: Clements, Mike P. and Hendry, D. (eds.) A Companion to Economic Forecasting. Blackwells, pp. 1-18. ISBN 9781405126236 Clements, Mike and Hendry, D. (2001) An historical perspective on forecast errors. National Institute Economic Review, 177. pp. 70-82. doi: https://doi.org/10.1177/002795010117700109 Clements, Mike and Taylor, N. (2001) Bootstrapping prediction intervals for autoregressive models. International Journal of Forecasting., 17 (2). pp. 247-267. ISSN 0169-2070 doi: https://doi.org/10.1016/S0169-2070(00)00079-0 Clements, Mike and Smith, J. (2001) Evaluating forecasts from SETAR models of exchange rates. Journal of International Money and Finance, 20. pp. 133-148. ISSN 0261-5606 doi: https://doi.org/10.1016/S0261-5606(00)00039-5 Clements, Mike and Hendry, D. (2001) Explaining the results of the M3 forecasting competition (Part of Commentaries on the M3-Competition). International Journal of Forecasting, 17. pp. 550-554. ISSN 0169-2070 Clements, Mike and Hendry, John (2001) Forecasting with difference and trend stationary models. Econometrics Journal, 4. pp. 1-19. ISSN 1368-423X doi: https://doi.org/10.1111/1368-423X.00050 Clements, Mike and Taylor, N. (2001) Robust evaluation of fixed-event forecast rationality. Journal of Forecasting, 20. pp. 285-295. ISSN 1099-131X doi: https://doi.org/10.1002/for.806 Hendry, D. and Clements, Mike (2000) Economic forecasting in the face of structural breaks. In: Holly, S. and Weale, M. (eds.) Econometric Modelling: Techniques and Applications. Cambridge University Press, pp. 3-37. ISBN 9780521650694 Clements, Mike and Smith, J. (2000) Evaluating the forecast densities of linear and non-linear models: applications to output growth and unemployment. Journal of Forecasting, 19 (4). pp. 255-276. ISSN 1099-131X doi: https://doi.org/10.1002/1099-131X(200007)19:4<255::AID-FOR773>3.0.CO;2-G Clements, Mike P. and Madlener, Reinhardt (1999) Seasonality, cointegration and forecasting UK residential energy demand. Scottish Journal of Political Economy, 46 (2). pp. 185-206. ISSN 1467-9485 doi: https://doi.org/10.1111/1467-9485.00128 Clements, Mike P. and Smith, Jeremy (1999) A Monte Carlo study of the forecasting performance of empirical SETAR models. Journal of Applied Econometrics, 14 (2). pp. 123-141. ISSN 1099-1255 doi: https://doi.org/10.1002/(SICI)1099-1255(199903/04)14:2<123::AID-JAE493>3.0.CO;2-K Clements, Mike P. and Hendry, David F. (1999) On winning forecasting competitions in economics. Spanish Economic Review, 1 (2). pp. 123-160. ISSN 1435-5477 doi: https://doi.org/10.1007/s101080050006 Clements, Mike and Hendry, D. (1999) Forecasting non-stationary economic time series. MIT, pp392. ISBN 9780262531894 Clements, Mike P. and Krolzig, Hans-Martin (1998) A comparison of the forecast performance of Markov-switching and threshold autoregressive models of US GNP. Econometrics Journal, 1 (1). pp. 47-75. ISSN 1368-423X doi: https://doi.org/10.1111/1368-423X.11004 Clements, Mike P. and Hendry, David F. (1998) Forecasting economic processes. International Journal of Forecasting, 14 (1). pp. 111-131. ISSN 0169-2070 doi: https://doi.org/10.1016/S0169-2070(97)00057-5 Clements, Mike and Hendry, D. (1998) Forecasting Economic Time Series. Cambridge University Press. ISBN 978-0521634809 Clements, Mike P. and Smith, Jeremy (1997) The performance of alternative forecasting methods for SETAR models. International Journal of Forecasting, 13 (4). pp. 463-475. ISSN 0169-2070 doi: https://doi.org/10.1016/S0169-2070(97)00017-4 Clements, Mike P. and Hendry, David F. (1997) An empirical study of seasonal unit roots in forecasting. International Journal of Forecasting, 13 (3). pp. 341-356. ISSN 0169-2070 doi: https://doi.org/10.1016/S0169-2070(97)00022-8 Clements, Mike P. (1997) Evaluating the rationality of fixed-event forecasts. Journal of Forecasting, 16 (4). pp. 225-239. ISSN 1099-131X doi: https://doi.org/10.1002/(SICI)1099-131X(199707)16:4<225::AID-FOR656>3.0.CO;2-L Clements, Mike P. and Hendry, David F. (1996) Multi-step estimation for forecasting. Oxford Bulletin of Economics and Statistics, 58 (4). pp. 657-684. ISSN 1468-0084 doi: https://doi.org/10.1111/j.1468-0084.1996.mp58004005.x Clements, Mike P. and Hendry, David F. (1996) Intercept corrections and structural change. Journal of Applied Econometrics, 11 (5). pp. 475-494. ISSN 1099-1255 doi: https://doi.org/10.1002/(SICI)1099-1255(199609)11:5<475::AID-JAE409>3.0.CO;2-9 Clements, Mike P. and Hendry, David F. (1995) Forecasting in cointegrated systems. Journal of Applied Econometrics, 10 (2). pp. 127-146. ISSN 1099-1255 doi: https://doi.org/10.1002/jae.3950100204 Clements, Mike P. and Hendry, David F. (1995) Macro-economic forecasting and modelling. The Economic Journal, 105. pp. 1001-1013. ISSN 1468-0297 Clements, Mike P. (1995) Rationality and the role of judgement in macroeconomic forecasting. The Economic Journal, 105. pp. 410-420. ISSN 1468-0297 Hendry, David F. and Clements, Mike P. (1994) Can econometrics improve economic forecasting? Swiss Journal of Economics and Statistics, 130. pp. 267-298. Clements, Mike P. and Hendry, David F. (1993) On the limitations of comparing mean squared forecast errors. Journal of Forecasting, 12 (8). pp. 617-637. ISSN 1099-131X doi: https://doi.org/10.1002/for.3980120802 Clements, Mike and Mizon, Grayham E. (1991) Empirical analysis of macroeconomic time series: VAR and structural models. European Economic Review, 35 (4). pp. 918-922. ISSN 0014-2921 doi: https://doi.org/10.1016/0014-2921(91)90043-I |
