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

Forecaster Efficiency, Accuracy, and Disagreement: Evidence Using Individual-Level Survey Data
in Journal of Money, Credit and Banking
Michael P. Clements

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

Sept 2020
Journal

Do survey joiners and leavers differ from regular participants? The US SPF GDP growth and inflation forecasts. International Journal of Forecasting
in International Journal of Forecasting
Michael P. Clements

May 2020
Journal

Are Some Forecasters’ Probability Assessments of Macro Variables Better Than Those of Others?
in Econometrics
Michael P. 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

Apr 2019
Article

Data Revisions and Real-Time Forecasting
Michael P. Clements , Ana Beatriz Galvão

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
Paper

Forecasting with Vector Autoregressive Models of Data Vintages: US Output Growth and Inflation
Michael P. Clements , A. B. Galvao

Oct 2014
Working Paper

Assessing the Evidence of Macro-Forecaster Herding: Forecasts of Inflation and Output Growth
Michael P. Clements

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

Jul 2011
Book

Forecasting from misspecified Models in the Presence of Unanticipated Location Shifts
David Hendry , Michael P. Clements

Publications