ESRC

Clements, Michael P. and Hendry, David F. (2008) Forecasting annual UK inflation using an econometric model over 1875–1991. In: Rapach, David E. and Wohar, Mark E., (eds.) Frontiers of economics and globalization. Bingley, UK: Emerald Group Publishing Limited, pp. 3-39. ISBN 9780444529428

Economic and Social Research Council (Great Britain) (ESRC)

Clements, Michael P. and Galvão, Ana Beatriz (2017) Model and survey estimates of the term structure of US macroeconomic uncertainty. International Journal of Forecasting, 33 (3). pp. 591-604. doi:10.1016/j.ijforecast.2017.01.004

Clements, Michael P. and Galvão, Ana Beatriz (2015) Predicting early data revisions to US GDP and the effects of releases on equity markets. Journal of Business & Economic Statistics , 35 (3). pp. 389-406. doi:10.1080/07350015.2015.1076726

Clements, Michael P. and Hendry, David F. (2008) Economic forecasting in a changing world. Capitalism and Society, Vol.3 (No.2). Article 1. doi:10.2202/1932-0213.1039

Clements, Michael P. and Galvão, Ana Beatriz C. (Ana Beatriz Camatari) (2003) Testing the expectations theory of the term structure of interest rates in threshold models. Macroeconomic Dynamics, Vol.7 (No.4). pp. 567-585. doi:10.1017/S1365100502020163

Clements, Michael P. and Krolzig, Hans-Martin (1998) Business cycle asymmetries: characterisation and testing based on Markov-switching autoregressions. Working Paper. Coventry: University of Warwick, Department of Economics. Warwick economic research papers (No.522).

Clements, Michael P. and Smith, Jeremy (1997) A Monte Carlo study of the forecasting performance of empirical SETAR models. Working Paper. Coventry: University of Warwick, Department of Economics. Warwick economic research papers (No.464).

Clements, Michael P. and Smith, Jeremy (1997) Forecasting seasonal UK consumption components. Working Paper. Coventry: University of Warwick, Department of Economics. Warwick economic research papers (No.487).

Clements, Michael P. and Smith, Jeremy (1996) The performance of alternative forecasting methods for SETAR models. Working Paper. Coventry: University of Warwick, Department of Economics. Warwick economic research papers (No.467).

Leverhulme Trust (LT)

Clements, Michael P. and Hendry, David F. (2008) Economic forecasting in a changing world. Capitalism and Society, Vol.3 (No.2). Article 1. doi:10.2202/1932-0213.1039

Open Society Foundations

Castle, Jennifer L., Clements, Michael P. and Hendry, David F. (2013) Forecasting by factors, by variables, by both or neither? Journal of Econometrics, Volume 177 (Number 2). pp. 305-319. doi:10.1016/j.jeconom.2013.04.015

Oxford Martin School

Castle, Jennifer L., Clements, Michael P. and Hendry, David F. (2013) Forecasting by factors, by variables, by both or neither? Journal of Econometrics, Volume 177 (Number 2). pp. 305-319. doi:10.1016/j.jeconom.2013.04.015