Michael P. Clements
Michael P. Clements
Professor of Econometrics, Reading University
Verified email at reading.ac.uk - Homepage
Title
Cited by
Cited by
Year
Forecasting economic time series
M Clements, D Hendry
Cambridge University Press, 1998
11801998
Forecasting non-stationary economic time series
MP Clements, DF Hendry
mit Press, 2000
7282000
Pooling of forecasts
DF Hendry, MP Clements
The Econometrics Journal 7 (1), 1-31, 2004
4732004
On the limitations of comparing mean square forecast errors
MP Clements, DF Hendry
Journal of Forecasting 12 (8), 617-637, 1993
4231993
Macroeconomic forecasting with mixed-frequency data: Forecasting output growth in the United States
MP Clements, AB Galv„o
Journal of Business & Economic Statistics 26 (4), 546-554, 2008
3672008
Forecasting in cointegrated systems
MP Clements, DF Hendry
Journal of Applied Econometrics 10 (2), 127-146, 1995
3341995
Forecasting economic and financial time-series with non-linear models
MP Clements, PH Franses, NR Swanson
International Journal of Forecasting 20 (2), 169-183, 2004
2802004
A comparison of the forecast performance of Markov‐switching and threshold autoregressive models of US GNP
MP Clements, HM Krolzig
The Econometrics Journal 1 (1), 47-75, 1998
2681998
Intercept corrections and structural change
MP Clements, DF Hendry
Journal of Applied Econometrics 11 (5), 475-494, 1996
2341996
A companion to economic forecasting
MP Clements, DF Hendry
Blackwell, 2002
2172002
Economic forecasting: Some lessons from recent research
DF Hendry, MP Clements
Economic Modelling 20 (2), 301-329, 2003
2102003
Forecasting US output growth using leading indicators: An appraisal using MIDAS models
MP Clements, AB Galv„o
Journal of Applied Econometrics 24 (7), 1187-1206, 2009
2062009
Evaluating the forecast densities of linear and non‐linear models: applications to output growth and unemployment
MP Clements, J Smith
Journal of Forecasting 19 (4), 255-276, 2000
2052000
Business cycle asymmetries: Characterization and testing based on Markov-switching autoregressions
MP Clements, HM Krolzig
Journal of Business & Economic Statistics 21 (1), 196-211, 2003
1822003
MRC BHFHeart Protection Study of cholesterol-lowering therapy and of antioxidant vitamin supplementation in a wide range of patients at increased risk of coronary heart disease†…
T Meade, P Sleight, R Collins, J Armitage, S Parish, R Peto, L Youngman, ...
European Heart Journal 20 (10), 1999
1821999
A Monte Carlo study of the forecasting performance of empirical SETAR models
MP Clements, J Smith
Journal of Applied Econometrics 14 (2), 123-141, 1999
1801999
Empirical analysis of macroeconomic time series: VAR and structural models
MP Clements, GE Mizon
European Economic Review 35 (4), 887-917, 1991
1711991
Forecasting with breaks
MP Clements, DF Hendry
Handbook of economic forecasting 1, 605-657, 2006
1642006
Evaluating the Bank of England density forecasts of inflation
MP Clements
The Economic Journal 114 (498), 844-866, 2004
1612004
The performance of alternative forecasting methods for SETAR models
MP Clements, J Smith
International Journal of Forecasting 13 (4), 463-475, 1997
1471997
The system can't perform the operation now. Try again later.
Articles 1–20