The Library
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Number of items: 12.
ESRC
Clements, Michael P. and Hendry, David F. (2008) Forecasting annual UK inflation using an econometric model over 1875β1991. 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 GalvΓ£o, 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 ISSN 0169-2070.
Clements, Michael P. and GalvΓ£o, 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 ISSN 0735-0015.
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 ISSN 1932-0213.
Clements, Michael P. and GalvaΜo, 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 ISSN 1365-1005.
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 ISSN 1932-0213.
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 ISSN 0304-4076.
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 ISSN 0304-4076.
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