Number of items: 17.
Clements, M. P.
ORCID: https://orcid.org/0000-0001-6329-1341, Rich, R. and Tracy, J.
(2025)
An investigation into the uncertainty revision process of professional forecasters.
Journal of Economic Dynamics and Control, 173.
105060.
ISSN 1879-1743
doi: https://doi.org/10.1016/j.jedc.2025.105060
Clements, M. P.
ORCID: https://orcid.org/0000-0001-6329-1341
(2024)
Survey expectations and adjustments for multiple testing.
Journal of Economic Behavior and Organization, 224.
pp. 338-354.
ISSN 2328-7616
doi: https://doi.org/10.1016/j.jebo.2024.06.009
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.
ORCID: https://orcid.org/0000-0001-6329-1341
(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.
ORCID: https://orcid.org/0000-0001-6329-1341 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.
ORCID: https://orcid.org/0000-0001-6329-1341 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.
ORCID: https://orcid.org/0000-0001-6329-1341 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.
ORCID: https://orcid.org/0000-0001-6329-1341 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.
ORCID: https://orcid.org/0000-0001-6329-1341
(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. P.
ORCID: https://orcid.org/0000-0001-6329-1341
(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.
ORCID: https://orcid.org/0000-0001-6329-1341 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.
ORCID: https://orcid.org/0000-0001-6329-1341
(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.
ORCID: https://orcid.org/0000-0001-6329-1341 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.
ORCID: https://orcid.org/0000-0001-6329-1341, 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.
ORCID: https://orcid.org/0000-0001-6329-1341 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.
ORCID: https://orcid.org/0000-0001-6329-1341, 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.
ORCID: https://orcid.org/0000-0001-6329-1341
(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
This list was generated on Sun Mar 9 07:56:51 2025 UTC.