Number of items: 106.
Article
Chen, J., Clements, M. P.
ORCID: https://orcid.org/0000-0001-6329-1341 and Urquhart, A.
ORCID: https://orcid.org/0000-0001-8834-4243
(2023)
Modelling price and variance jump clustering using
the marked Hawkes process.
Journal of Financial Econometrics.
ISSN 1479-8417
doi: https://doi.org/10.1093/jjfinec/nbad007
Clements, M. P.
ORCID: https://orcid.org/0000-0001-6329-1341 and Galvão, A. B.
(2023)
Density forecasting with Bayesian Vector Autoregressive models under macroeconomic data uncertainty.
Journal of Applied Econometrics, 38 (2).
pp. 164-185.
ISSN 1099-1255
doi: https://doi.org/10.1002/jae.2944
Cepni, O. and Clements, M. P.
ORCID: https://orcid.org/0000-0001-6329-1341
(2023)
How local is the local inflation factor? Evidence from emerging European countries.
International Journal of Forecasting.
ISSN 0169-2070
doi: https://doi.org/10.1016/j.ijforecast.2023.01.008
Bantis, E., Clements, M. P.
ORCID: https://orcid.org/0000-0001-6329-1341 and Urquhart, A.
ORCID: https://orcid.org/0000-0001-8834-4243
(2022)
Forecasting GDP growth rates in the
United States and Brazil using Google Trends.
International Journal of Forecasting.
ISSN 0169-2070
doi: https://doi.org/10.1016/j.ijforecast.2022.10.003
Clements, M.
ORCID: https://orcid.org/0000-0001-6329-1341
(2021)
Forecaster efficiency, accuracy and disagreement: evidence using individual-level survey data.
Journal of Money, Credit and Banking.
ISSN 1538-4616
doi: https://doi.org/10.1111/jmcb.12867
Clements, M.
(2021)
Individual forecaster perceptions of the persistence of shocks to GDP.
Journal of Applied Econometrics.
ISSN 1099-1255
doi: https://doi.org/10.1002/jae.2884
Clements, M. P.
ORCID: https://orcid.org/0000-0001-6329-1341
(2021)
Rounding behaviour of professional macro-forecasters.
International Journal of Forecasting, 37 (4).
pp. 1614-1631.
ISSN 0169-2070
doi: https://doi.org/10.1016/j.ijforecast.2021.03.003
Clements, M. 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, M. P.
ORCID: https://orcid.org/0000-0001-6329-1341 and Galvao, A. B.
(2021)
Measuring the effects of expectations shocks.
Journal of Economic Dynamics and Control, 124.
104075.
ISSN 0165-1889
doi: https://doi.org/10.1016/j.jedc.2021.104075
Clements, M. P. and Reade, J. 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, M. 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, M.
(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
Clements, M. P. and Galvão, A. B.
(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, M.
(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, M. 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, M. and Galvão, A. B.
(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, M. 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, M. 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, M.
(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, M. 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, M.
(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, M. 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, M.
(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, M. 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, M.
(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, M.
(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, M.
(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, M. 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, M. 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, J. L., Clements, M. P. and Hendry, D. 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, M. P. and Galvao, A. B.
(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, M.
(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, M.
(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, M. 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, M. 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, M. P. and Harvey, D. 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, M. 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, M. 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, M. 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, M. 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, M. 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, M. 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, M. P. and Hendry, J. 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, M. P. and Galvão, A. B.
(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, M. 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, M. 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, M., 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, M. 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, M. P. and Hendry, D. 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, M. P. and Hendry, D. 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, M. P. and Witt, R.
(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, M. 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, M. 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, M. 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, M. 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, M. 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, M. 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, M. 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, M. 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, M. 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, M. 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, M. 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, M. 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, M. 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, M. 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, M. 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, M. 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, M. 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, M. 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, M. 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, M. and Hendry, J.
(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, M. 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
Clements, M. 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, M. P. and Madlener, R.
(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, M. P. and Smith, J.
(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, M. P. and Hendry, D. 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, M. P. and Krolzig, H.-M.
(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, M. P. and Hendry, D. 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, M. P. and Smith, J.
(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, M. P. and Hendry, D. 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, M. 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, M. P. and Hendry, D. 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, M. P. and Hendry, D. 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, M. P. and Hendry, D. 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, M. P. and Hendry, D. F.
(1995)
Macro-economic forecasting and modelling.
The Economic Journal, 105.
pp. 1001-1013.
ISSN 1468-0297
Clements, M. P.
(1995)
Rationality and the role of judgement in macroeconomic
forecasting.
The Economic Journal, 105.
pp. 410-420.
ISSN 1468-0297
Hendry, D. F. and Clements, M. P.
(1994)
Can econometrics improve economic forecasting?
Swiss Journal of Economics and Statistics, 130.
pp. 267-298.
Clements, M. P. and Hendry, D. 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, M. and Mizon, G. 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
Book or Report Section
Clements, M. P.
ORCID: https://orcid.org/0000-0001-6329-1341, Rich, R. W. and Tracy, J. S.
(2023)
Surveys of professionals.
In: Bachmann, R., Topa, G. and van der Klaauw, W. (eds.)
Handbook of Economic Expectations.
Academic Press, pp. 71-106.
ISBN 9780128229279
doi: https://doi.org/10.1016/B978-0-12-822927-9.00009-4
Clements, M. and Hendry, D.
(2011)
Forecasting from mis-specified models in the presence of unanticipated location shifts.
In: Clements, M. and Hendry, D. (eds.)
The Oxford Handbook of Economic Forecasting.
OUP USA, p. 271.
ISBN 9780195398649
Clements, M.
(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, M. 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, M. 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, M. 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, M. 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, M. P. and Hendry, D.
(2002)
Explaining forecast failure in macroeconomics.
In: Clements, M. P. and Hendry, D. (eds.)
A Companion to Economic Forecasting.
Blackwells, pp. 539-571.
ISBN 9780631215691
Clements, M. P. and Hendry, D.
(2002)
An overview of economic forecasting.
In: Clements, M. P. and Hendry, D. (eds.)
A Companion to Economic Forecasting.
Blackwells, pp. 1-18.
ISBN 9781405126236
Hendry, D. and Clements, M.
(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
Book
Castle, J. L., Clements, M. P. and Hendry, D. F.
(2019)
Forecasting: an essential introduction.
Yale University Press, Connecticut, USA, pp240.
ISBN 9780300244663
Clements, M. 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, M. P. and Hendry, D. F., eds.
(2011)
The Oxford handbook of economic forecasting.
OUP USA, pp624.
ISBN 9780195398649
Clements, M. P.
(2005)
Evaluating econometric forecasts of economic and financial variables.
Palgrave Texts in Econometrics.
Palgrave Macmillan, Basingstoke, pp186.
ISBN 9781403941572
Clements, M. and Hendry, J.
(2002)
A companion to economic forecasting.
Blackwell Companions to Contemporary Economics (Book 7).
Wiley-Blackwell, Massachusetts USA, pp616.
ISBN 9780631215691
Clements, M. and Hendry, D.
(1999)
Forecasting non-stationary economic time series.
MIT, pp392.
ISBN 9780262531894
Clements, M. and Hendry, D.
(1998)
Forecasting Economic Time Series.
Cambridge University Press.
ISBN 978-0521634809
This list was generated on Sat Jun 3 18:54:53 2023 UTC.