Publications

Filtered Results: 17 found

May 2019
Book
Forecasting: An essential introduction
David Hendry, Jennifer Castle, Michael P Clements
Mar 2018
Paper
Independent directors, information cost and foreign ownership in Chinese companies
Michael P. Clements, Yijun Meng, Carol Padgett
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
Mar 2015
Journal
Are professional macroeconomic forecasters able to do better than forecasting trends?
in Journal of Money, Credit and Banking
Michael P. Clements
Jan 2015
Journal
Real-Time factor model forecasting and the effects of instability
in Computational Statistics & Data Analysis
Michael P. Clements
Oct 2014
Working Paper
Assessing the Evidence of Macro-Forecaster Herding: Forecasts of Inflation and Output Growth
Michael P. Clements
Oct 2014
Paper
Forecasting with Vector Autoregressive Models of Data Vintages: US Output Growth and Inflation
Michael P. Clements, A. B. Galvao
Aug 2014
Paper
Anticipating early data revisions to US GDP and the effects of releases on equity markets
Michael P. Clements, A. B. Galvao
May 2014
Paper
Forecast Uncertainty—Ex Ante and Ex Post: U.S. Inflation and Output Growth
Michael P. Clements
Jan 2014
Paper
Probability Distributions or Point Predictions? Survey Forecasts of US Output Growth and Inflation
Michael P. Clements
Jan 2014
Paper
US Inflation Expectations and Heterogeneous Loss Functions, 1968–2010
Michael P. Clements
Apr 2013
Paper
Real-time Forecasting of Inflation and Output Growth with Autoregressive Models in the Presence of Data Revisions
Michael P. Clements, A. B. Galvao
Oct 2012
Paper
Improving Real-Time Estimates of Output and Inflation Gaps With Multiple-Vintage Models
Michael P. Clements, A. B. Galvao
Apr 2012
Paper
Forecasting by factors, by variables, by both or neither?
David Hendry, Jennifer Castle, Michael P. Clements
Jul 2011
Book
Oxford Handbook of Economic Forecasting
David Hendry, Michael P. Clements