2024

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

Clements, M. P. ORCID: https://orcid.org/0000-0001-6329-1341 (2024) Survey respondents’ inflation forecasts and the COVID period. Journal of Forecasting. ISSN 1099-131X doi: https://doi.org/10.1002/for.3169

2023

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, 40 (1). pp. 160-183. ISSN 0169-2070 doi: https://doi.org/10.1016/j.ijforecast.2023.01.008

Clements, M. P. ORCID: https://orcid.org/0000-0001-6329-1341 (2023) Do professional forecasters believe in the Phillips curve? International Journal of Forecasting. ISSN 0169-2070 doi: https://doi.org/10.1016/j.ijforecast.2023.11.004 (In Press)

Li, Y. ORCID: https://orcid.org/0000-0003-2386-3055, Clements, M. ORCID: https://orcid.org/0000-0001-6329-1341, Padgett, C. and Zhang, X.‐Y. ORCID: https://orcid.org/0000-0002-5354-0655 (2023) Does the age of compensation committee members matter for CEO compensation? Corporate Governance: An International Review. ISSN 1467-8683 doi: https://doi.org/10.1111/corg.12560

Bantis, E., Clements, M. P. ORCID: https://orcid.org/0000-0001-6329-1341 and Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243 (2023) Forecasting GDP growth rates in the United States and Brazil using Google Trends. International Journal of Forecasting, 39 (4). pp. 1909-1924. ISSN 0169-2070 doi: https://doi.org/10.1016/j.ijforecast.2022.10.003

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

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

2022

Clements, M. ORCID: https://orcid.org/0000-0001-6329-1341 (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, M. ORCID: https://orcid.org/0000-0001-6329-1341 (2022) Forecaster efficiency, accuracy and disagreement: evidence using individual-level survey data. Journal of Money, Credit and Banking, 54 (2-3). pp. 537-568. ISSN 1538-4616 doi: https://doi.org/10.1111/jmcb.12867

2021

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. ORCID: https://orcid.org/0000-0001-6329-1341 (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

2020

Clements, M. P. ORCID: https://orcid.org/0000-0001-6329-1341 and Reade, J. J. ORCID: https://orcid.org/0000-0002-8610-530X (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. ORCID: https://orcid.org/0000-0001-6329-1341 (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

2019

Clements, M. ORCID: https://orcid.org/0000-0001-6329-1341 (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, J. L., Clements, M. P. ORCID: https://orcid.org/0000-0001-6329-1341 and Hendry, D. F. (2019) Forecasting: an essential introduction. Yale University Press, Connecticut, USA, pp240. ISBN 9780300244663

Clements, M. P. ORCID: https://orcid.org/0000-0001-6329-1341 (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. ORCID: https://orcid.org/0000-0001-6329-1341 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

2018

Clements, M. ORCID: https://orcid.org/0000-0001-6329-1341 (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. ORCID: https://orcid.org/0000-0001-6329-1341 (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

2017

Clements, M. ORCID: https://orcid.org/0000-0001-6329-1341 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. ORCID: https://orcid.org/0000-0001-6329-1341 (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. ORCID: https://orcid.org/0000-0001-6329-1341 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

2016

Clements, M. ORCID: https://orcid.org/0000-0001-6329-1341 (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. ORCID: https://orcid.org/0000-0001-6329-1341 (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

2015

Clements, M. ORCID: https://orcid.org/0000-0001-6329-1341 (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. ORCID: https://orcid.org/0000-0001-6329-1341 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. ORCID: https://orcid.org/0000-0001-6329-1341 (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. ORCID: https://orcid.org/0000-0001-6329-1341 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

2014

Clements, M. ORCID: https://orcid.org/0000-0001-6329-1341 (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. 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 (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

2013

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

2012

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. ORCID: https://orcid.org/0000-0001-6329-1341 (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

2011

Clements, M. P. ORCID: https://orcid.org/0000-0001-6329-1341 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. ORCID: https://orcid.org/0000-0001-6329-1341 and Hendry, D. (2011) Forecasting from mis-specified models in the presence of unanticipated location shifts. In: Clements, M. ORCID: https://orcid.org/0000-0001-6329-1341 and Hendry, D. (eds.) The Oxford Handbook of Economic Forecasting. OUP USA, p. 271. ISBN 9780195398649

Clements, M. P. ORCID: https://orcid.org/0000-0001-6329-1341 and Hendry, D. F., eds. (2011) The Oxford handbook of economic forecasting. OUP USA, pp624. ISBN 9780195398649

Clements, M. P. ORCID: https://orcid.org/0000-0001-6329-1341 (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

2010

Clements, M. P. ORCID: https://orcid.org/0000-0001-6329-1341 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. 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. (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

2009

Clements, M. ORCID: https://orcid.org/0000-0001-6329-1341 (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. ORCID: https://orcid.org/0000-0001-6329-1341 (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. ORCID: https://orcid.org/0000-0001-6329-1341 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. 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, 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

2008

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 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. ORCID: https://orcid.org/0000-0001-6329-1341 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. 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

2007

Clements, M. P. ORCID: https://orcid.org/0000-0001-6329-1341 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. ORCID: https://orcid.org/0000-0001-6329-1341, 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

2006

Clements, M. P. ORCID: https://orcid.org/0000-0001-6329-1341 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. P. ORCID: https://orcid.org/0000-0001-6329-1341 (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. ORCID: https://orcid.org/0000-0001-6329-1341 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

2005

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 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. ORCID: https://orcid.org/0000-0001-6329-1341 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. P. ORCID: https://orcid.org/0000-0001-6329-1341 (2005) Evaluating econometric forecasts of economic and financial variables. Palgrave Texts in Econometrics. Palgrave Macmillan, Basingstoke, pp186. ISBN 9781403941572

2004

Clements, M. ORCID: https://orcid.org/0000-0001-6329-1341 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. ORCID: https://orcid.org/0000-0001-6329-1341 (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. 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 (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. ORCID: https://orcid.org/0000-0001-6329-1341 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

2003

Clements, M. P. ORCID: https://orcid.org/0000-0001-6329-1341 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. ORCID: https://orcid.org/0000-0001-6329-1341 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. 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

Clements, M. P. ORCID: https://orcid.org/0000-0001-6329-1341 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. ORCID: https://orcid.org/0000-0001-6329-1341, 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. ORCID: https://orcid.org/0000-0001-6329-1341 (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. ORCID: https://orcid.org/0000-0001-6329-1341 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

2002

Clements, M. P. ORCID: https://orcid.org/0000-0001-6329-1341 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. ORCID: https://orcid.org/0000-0001-6329-1341 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. ORCID: https://orcid.org/0000-0001-6329-1341 and Hendry, D. (2002) Explaining forecast failure in macroeconomics. In: Clements, M. P. ORCID: https://orcid.org/0000-0001-6329-1341 and Hendry, D. (eds.) A Companion to Economic Forecasting. Blackwells, pp. 539-571. ISBN 9780631215691

Clements, M. P. ORCID: https://orcid.org/0000-0001-6329-1341 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. ORCID: https://orcid.org/0000-0001-6329-1341 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. P. ORCID: https://orcid.org/0000-0001-6329-1341 and Hendry, D. (2002) An overview of economic forecasting. In: Clements, M. P. ORCID: https://orcid.org/0000-0001-6329-1341 and Hendry, D. (eds.) A Companion to Economic Forecasting. Blackwells, pp. 1-18. ISBN 9781405126236

2001

Clements, M. ORCID: https://orcid.org/0000-0001-6329-1341 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. ORCID: https://orcid.org/0000-0001-6329-1341 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. ORCID: https://orcid.org/0000-0001-6329-1341 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. ORCID: https://orcid.org/0000-0001-6329-1341 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. ORCID: https://orcid.org/0000-0001-6329-1341 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. ORCID: https://orcid.org/0000-0001-6329-1341 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

2000

Hendry, D. and Clements, M. ORCID: https://orcid.org/0000-0001-6329-1341 (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, M. ORCID: https://orcid.org/0000-0001-6329-1341 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

1999

Clements, M. P. ORCID: https://orcid.org/0000-0001-6329-1341 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. ORCID: https://orcid.org/0000-0001-6329-1341 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. ORCID: https://orcid.org/0000-0001-6329-1341 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. ORCID: https://orcid.org/0000-0001-6329-1341 and Hendry, D. (1999) Forecasting non-stationary economic time series. MIT, pp392. ISBN 9780262531894

1998

Clements, M. P. ORCID: https://orcid.org/0000-0001-6329-1341 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. ORCID: https://orcid.org/0000-0001-6329-1341 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. ORCID: https://orcid.org/0000-0001-6329-1341 and Hendry, D. (1998) Forecasting Economic Time Series. Cambridge University Press. ISBN 978-0521634809

1997

Clements, M. P. ORCID: https://orcid.org/0000-0001-6329-1341 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. ORCID: https://orcid.org/0000-0001-6329-1341 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. ORCID: https://orcid.org/0000-0001-6329-1341 (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

1996

Clements, M. P. ORCID: https://orcid.org/0000-0001-6329-1341 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. ORCID: https://orcid.org/0000-0001-6329-1341 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

1995

Clements, M. P. ORCID: https://orcid.org/0000-0001-6329-1341 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. ORCID: https://orcid.org/0000-0001-6329-1341 and Hendry, D. F. (1995) Macro-economic forecasting and modelling. The Economic Journal, 105. pp. 1001-1013. ISSN 1468-0297

Clements, M. P. ORCID: https://orcid.org/0000-0001-6329-1341 (1995) Rationality and the role of judgement in macroeconomic forecasting. The Economic Journal, 105. pp. 410-420. ISSN 1468-0297

1994

Hendry, D. F. and Clements, M. P. ORCID: https://orcid.org/0000-0001-6329-1341 (1994) Can econometrics improve economic forecasting? Swiss Journal of Economics and Statistics, 130. pp. 267-298.

1993

Clements, M. P. ORCID: https://orcid.org/0000-0001-6329-1341 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

1991

Clements, M. ORCID: https://orcid.org/0000-0001-6329-1341 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