Biography

Michael P Clements is professor of Econometrics at the ICMA Centre, Henley Business School, University of Reading. He is a time-series econometrician. His current interests include the modelling and forecasting of data subject to revision, mixed-frequency models, factor models, and the analysis of survey expectations.

His latest book on survey expectations was published by Palgrave Macmillan early in 2019 - https://link.springer.com/book.... He is a series editor of the Palgrave Texts in Econometrics, and the Palgrave Texts in Advanced Econometrics.

He is a Distinguished Author of the Journal of Applied Econometrics, an Honorary Fellow of the International Institute of Forecasters, and a Fellow of the International Association for Applied Econometrics.

Recent Publications

Jan 2020
Journal
Forecasting and forecast narratives: The Bank of England Inflation Reports
in International Journal of Forecasting
James Reade ,  Michael Clements
May 2019
Book
Forecasting: An essential introduction
David Hendry ,  Jennifer Castle ,  Michael P Clements
Apr 2018
Journal
Do macroforecasters herd?
in Journal of Money, Credit and Banking
Michael Clements
Mar 2018
Paper
Apr 2017
Journal
Are macroeconomic density forecasts informative?
in International Journal of Forecasting
Michael Clements
Apr 2017
Journal
Model and survey estimates of the term structure of US macroeconomic uncertainty
in International Journal of Forecasting
Michael Clements ,  Ana Galvão
Feb 2017
Journal
Sir Clive W.J. Granger's contributions to forecasting
in European Journal of Pure and Applied Mathematics
Michael Clements
Aug 2016
Journal
An Overview of Forecasting Facing Breaks
in Journal of Business Cycle Research
David Hendry ,  Jennifer Castle ,  Michael Clements
Aug 2016
Journal
Long-run restrictions and survey forecasts of output, consumption and investment
in International Journal of Forecasting
Michael Clements
Apr 2016
Journal
Assessing macro uncertainty in real-time when data are subject to revision
in Journal of Business & Economic Statistics
Michael Clements
Aug 2015
Journal
Do US macroeconomic forecasters exaggerate their differences?
in Journal of Forecasting
Michael Clements
Jul 2015
Journal
Forecasting with Bayesian multivariate vintage-based VARs
in International Journal of Forecasting
Michael P. Clements ,  Andrea Carriero ,  Ana B. Galvao
Jun 2015
Robust approaches to forecasting
David Hendry ,  Jennifer Castle ,  Michael P. Clements

Research Areas

Programme Teams