29 results: page 1 of 1
Jan 2020
Forecasting and forecast narratives: The Bank of England Inflation Reports
in International Journal of Forecasting
James Reade , Michael Clements
in International Journal of Forecasting
James Reade , Michael Clements
May 2019
Apr 2018
Mar 2018
Independent directors, information cost and foreign ownership in Chinese companies
Michael P. Clements , Yijun Meng , Carol Padgett
Michael P. Clements , Yijun Meng , Carol Padgett
Aug 2017
Predicting Early Data Revisions to US GDP and the Effects of Releases on Equity Markets
Michael Clements , Ana Galvão
Michael Clements , Ana Galvão
Apr 2017
Data revisions and real-time probabilistic forecasting of macroeconomic variables
Michael Clements , A. B. Galvõa
Michael Clements , A. B. Galvõa
Apr 2017
Are macroeconomic density forecasts informative?
in International Journal of Forecasting
Michael Clements
in International Journal of Forecasting
Michael Clements
Apr 2017
Model and survey estimates of the term structure of US macroeconomic uncertainty
in International Journal of Forecasting
Michael Clements , Ana Galvão
in International Journal of Forecasting
Michael Clements , Ana Galvão
Feb 2017
Sir Clive W.J. Granger's contributions to forecasting
in European Journal of Pure and Applied Mathematics
Michael Clements
in European Journal of Pure and Applied Mathematics
Michael Clements
Aug 2016
An Overview of Forecasting Facing Breaks
in Journal of Business Cycle Research
David Hendry , Jennifer Castle , Michael Clements
in Journal of Business Cycle Research
David Hendry , Jennifer Castle , Michael Clements
Aug 2016
Long-run restrictions and survey forecasts of output, consumption and investment
in International Journal of Forecasting
Michael Clements
in International Journal of Forecasting
Michael Clements
Apr 2016
Assessing macro uncertainty in real-time when data are subject to revision
in Journal of Business & Economic Statistics
Michael Clements
in Journal of Business & Economic Statistics
Michael Clements
Nov 2015
Aug 2015
Do US macroeconomic forecasters exaggerate their differences?
in Journal of Forecasting
Michael Clements
in Journal of Forecasting
Michael Clements
Jul 2015
Forecasting with Bayesian multivariate vintage-based VARs
in International Journal of Forecasting
Michael P. Clements , Andrea Carriero , Ana B. Galvao
in International Journal of Forecasting
Michael P. Clements , Andrea Carriero , Ana B. Galvao
Jun 2015
Mar 2015
Are professional macroeconomic forecasters able to do better than forecasting trends?
in Journal of Money, Credit and Banking
Michael P. Clements
in Journal of Money, Credit and Banking
Michael P. Clements
Jan 2015
Real-Time factor model forecasting and the effects of instability
in Computational Statistics & Data Analysis
Michael P. Clements
in Computational Statistics & Data Analysis
Michael P. Clements
Oct 2014
Forecasting with Vector Autoregressive Models of Data Vintages: US Output Growth and Inflation
Michael P. Clements , A. B. Galvao
Michael P. Clements , A. B. Galvao
Oct 2014
Aug 2014
Anticipating early data revisions to US GDP and the effects of releases on equity markets
Michael P. Clements , A. B. Galvao
Michael P. Clements , A. B. Galvao
May 2014
Jan 2014
Jan 2014
Apr 2013
Real-time Forecasting of Inflation and Output Growth with Autoregressive Models in the Presence of Data Revisions
Michael P. Clements , A. B. Galvao
Michael P. Clements , A. B. Galvao
Oct 2012
Improving Real-Time Estimates of Output and Inflation Gaps With Multiple-Vintage Models
Michael P. Clements , A. B. Galvao
Michael P. Clements , A. B. Galvao
Apr 2012
Forecasting by factors, by variables, by both or neither?
David Hendry , Jennifer Castle , Michael P. Clements
David Hendry , Jennifer Castle , Michael P. Clements
Jul 2011
Jul 2011
Forecasting from misspecified Models in the Presence of Unanticipated Location Shifts
David Hendry , Michael P. Clements
David Hendry , Michael P. Clements