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

Jul 2025
Journal
Inconsistent survey histograms and point forecasts revisited
in Journal of Economic Behavior & Organization
Michael P. Clements
Feb 2025
Journal
An Investigation into the Uncertainty Revision Process of Professional Forecasters
in Journal of Economic Dynamics and Control
Michael P. Clements ,  Robert W. Rich ,  Joseph Tracy
Jun 2024
Journal
Survey expectations and adjustments for multiple testing
in Journal of Economic Behavior & Organization
Michael P. Clements
Dec 2023
Journal
Do professional forecasters believe in the Phillips curve?
in International Journal of Forecasting
Michael P. Clements
Mar 2023
Journal
Modeling Price and Variance Jump Clustering Using the Marked Hawkes Process
in Journal of Financial Econometrics
Jian Chen ,  Michael P. Clements ,  Andrew Urquhart
Feb 2023
Journal
How local is the local inflation factor? Evidence from emerging European countries
in International Journal of Forecasting
Oguzhan Cepni ,  Michael P. Clements
Nov 2022
Journal
Forecasting GDP growth rates in the United States and Brazil using Google Trends
in International Journal of Forecasting
Evripidis Bantis ,  Michael P. Clements ,  Andrew Urquhart
Nov 2022
Journal
Density forecasting with Bayesian Vector Autoregressive models under macroeconomic data uncertainty
in Journal of Applied Econometrics
Michael P. Clements ,  Ana Beatriz Galvão
Nov 2021
Journal
Sept 2021
Journal
Individual forecaster perceptions of the persistence of shocks to GDP
in Journal of Applied Econometrics
Michael P. Clements
Jan 2021
Journal
Measuring the effects of expectations shocks
in Journal of Economic Dynamics and Control
Michael P. Clements ,  Ana Beatriz Galvão
Jan 2020
Journal
Forecasting and forecast narratives: The Bank of England Inflation Reports
in International Journal of Forecasting
James Reade ,  Michael Clements
Jul 2019
Journal
Do forecasters target first or later releases of national accounts data?
in International Journal of Forecasting
Michael P. Clements
May 2019
Book
Forecasting: An essential introduction
David Hendry ,  Jennifer Castle ,  Michael P Clements
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Research Areas

Programme Teams