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
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