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Number of items: 58.
2021
Clements, Michael P. and GalvΓ£o, Ana Beatriz (2021) Measuring the effects of expectations shocks. Journal of Economic Dynamics and Control, 124 . 104075. doi:10.1016/j.jedc.2021.104075 ISSN 0165-1889.
2017
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.
2015
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.
2014
Carriero, Andrea, Clements, Michael P. and GalvΓ£o, Ana Beatriz (2014) Forecasting with Bayesian multivariate vintage-based VARs. International Journal of Forecasting, 31 (3). pp. 757-768. doi:10.1016/j.ijforecast.2014.05.007 ISSN 0169-2070.
Clements, Michael P. (2014) US inflation expectations and heterogeneous loss functions, 1968-2010. Journal of Forecasting, Volume 33 (Number 1). pp. 1-14. doi:10.1002/for.2277 ISSN 0277-6693.
2013
Clements, Michael P. and GalvΓ£o, Ana Beatriz (2013) Forecasting with vector autoregressive models of data vintages : US output growth and inflation. International Journal of Forecasting, 29 (4). pp. 698-714. doi:10.1016/j.ijforecast.2011.09.003 ISSN 0169-2070.
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.
2012
Clements, Michael P. and GalvΓ£o, Ana Beatriz (2012) Real-time forecasting of inflation and output growth with autoregressive models in the presence of data revisions. Journal of Applied Econometrics, Volume 28 (Number 3). pp. 458-477. doi:10.1002/jae.2274 ISSN 0883-7252.
Clements, Michael P. (2012) Do professional forecasters pay attention to data releases? International Journal of Forecasting, Vol.28 (No.2). pp. 297-308. doi:10.1016/j.ijforecast.2011.09.001 ISSN 0169-2070.
Castle, Jennifer L., Clements, Michael P. and Hendry, David F. (2012) Forecasting by factors, by variables, or both? Working Paper. Oxford: Department of Economics, University of Oxford. Department of Economics Discussion Paper Series, Vol.2012 (No.600). (Unpublished)
Clements, Michael P. (2012) Probability distributions or point predictions? Survey forecasts of US output growth and inflation. Working Paper. Coventry: Department of Economics, University of Warwick. Warwick economics research paper series (TWERPS) (Number 976). (Unpublished)
Clements, Michael P. (2012) Forecasting U.S. output growth with non-linear models in the presence of data uncertainty. Studies in Nonlinear Dynamics & Econometrics, Vol.16 (No.1). p. 2. doi:10.1515/1558-3708.1865 ISSN 1081-1826.
Clements, Michael P. and GalvΓ£o, Ana Beatriz (2012) Improving real-time estimates of output and inflation gaps with multiple-vintage models. Journal of Business & Economic Statistics , Volume 30 (Number 4). pp. 554-562. doi:10.1080/07350015.2012.707588 ISSN 0735-0015.
Clements, Michael P. (2012) Subjective and ex post forecast uncertainty : US inflation and output growth. Working Paper. Coventry: Economics Department, University of Warwick. Warwick economics research paper series (TWERPS), Volume 2012 (Number 995). (Unpublished)
Clements, Michael P. (2012) US inflation expectations and heterogeneous loss functions, 1968-2010. Working Paper. Coventry: Department of Economics, University of Warwick. Warwick economics research paper series (TWERPS), Volume 2012 (Number 986). (Unpublished)
2011
Clements, Michael P. and Hendry, David F. (2011) Forecasting from mis-specified models in the presence of unanticipated location shifts. In: Clements, Michael P. and Hendry, David F., (eds.) Oxford handbook of economic forecasting. Oxford Handbooks in Economics . New York: Oxford University Press, pp. 271-314. ISBN 9780195398649
Clements, Michael P. and Hendry, David F., eds. (2011) The Oxford handbook of economic forecasting. Oxford Handbooks in Economics . New York: Oxford University Press. ISBN 9780195398649
Clements, Michael P. and GalvΓ£o, Ana Beatriz (2011) Improving real-time estimates of output gaps and inflation trends with multiple-vintage models. Working Paper. London: Queen Mary University. Queen Mary University Working Papers (No.678). (Unpublished)
Clements, Michael P. and Harvey, David I. (2011) Combining probability forecasts. International Journal of Forecasting, Volume 27 (Number 2). pp. 208-223. doi:10.1016/j.ijforecast.2009.12.016 ISSN 0169-2070.
Clements, Michael P. (2011) An empirical investigation of the effects of rounding on the SPF probabilities of decline and output growth histograms. Journal of Money, Credit and Banking, Vol.43 (No.1). pp. 207-220. doi:10.1111/j.1538-4616.2010.00371.x ISSN 0022-2879.
Clements, Michael P. (2011) Do professional forecasters pay attention to data releases? Working Paper. Coventry: University of Warwick. Dept. of Economics. Warwick economics research paper series (TWERPS), Vol.2011 (No.956).
2010
Clements, Michael P. and Harvey, David I. (2010) Forecast encompassing tests and probability forecasts. Journal of Applied Econometrics, Vol.25 (No.6). pp. 1028-1062. doi:10.1002/jae.1097 ISSN 0883-7252.
Clements, Michael P. and GalvΓ£o, Ana Beatriz (2010) First announcements and real economic activity. European Economic Review , Vol.54 (No.6). pp. 803-817. doi:10.1016/j.euroecorev.2009.12.010 ISSN 0014-2921.
Clements, Michael P. (2010) Explanations of the inconsistencies in survey respondents' forecasts. European Economic Review , Vol.54 (No.4). pp. 536-549. doi:10.1016/j.euroecorev.2009.10.003 ISSN 0014-2921.
Clements, Michael P. and GalvΓ£o, Ana Beatriz (2010) Real-time forecasting of inflation and output growth in the presence of data revisions. Working Paper. Coventry: University of Warwick. Dept. of Economics. Warwick economics research paper series (TWERPS), Vol.2010 (No.953).
Clements, Michael P. (2010) Why are survey forecasts superior to model forecasts? Working Paper. Coventry: University of Warwick. Dept. of Economics. Warwick economics research paper series (TWERPS), Vol.2010 (No.954).
2009
Clements, Michael P. and GalvaΜo, Ana Beatriz (2009) Forecasting US output growth using leading indicators: an appraisal using midas models. Journal of Applied Econometrics, Vol.24 (No.7). pp. 1187-1206. doi:10.1002/jae.1075 ISSN 0883-7252.
Clements, Michael P. (2009) Comments on "Forecasting economic and financial variables with global VARs". International Journal of Forecasting, Vol.25 (No.4). pp. 680-683. ISSN 0169-2070 doi:10.1016/j.ijforecast.2009.05.007
Clements, Michael P. (2009) Forecast combination and encompassing. In: Mills, Terence C. and Patterson, Kerry, (eds.) Palgrave handbook of econometrics. Vol. 2 : applied econometrics. Basingstoke ; New York: Palgrave Macmillan, pp. 169-198. ISBN 9781403917997
Clements, Michael P. (2009) Internal consistency of survey respondents' forecasts : evidence based on the survey of professional forecasters. In: Castle, Jennifer L. and Shephard, Neil, (eds.) The methodology and practice of econometrics : a festschrift in honour of David F. Hendry. Oxford: Oxford University Press, pp. 206-226. ISBN 9780199237197
Clements, Michael P., Milas, Costas and van Dijk, Dick (2009) Forecasting returns and risk in financial markets using linear and nonlinear models. International Journal of Forecasting, Vol.25 (No.2 Sp. Iss. SI). pp. 215-217. ISSN 0169-2070 doi:10.1016/j.ijforecast.2009.01.003
2008
Clements, Michael P. and GalvaΜo, Ana Beatriz C. (Ana Beatriz Camatari) (2008) First announcements and real economic activity. Working Paper. Coventry: University of Warwick, Department of Economics. Warwick economic research papers (No.885).
Clements, Michael P. and GalvΓ£o, Ana Beatriz (2008) Macroeconomic Forecasting With Mixed-Frequency Data: Forecasting Output Growth in the United States. Journal of Business and Economic Statistics, Vol.26 (No.4). pp. 546-554. doi:10.1198/073500108000000015 ISSN 0735-0015.
Clements, Michael P. (2008) Rounding of probability forecasts: the SPF forecast probabilities of negative output growth. Working Paper. Coventry: University of Warwick, Department of Economics. Warwick economic research papers (No.869).
Clements, Michael P. (2008) Explanations of the inconsistencies in survey respondentsβ forecasts. Working Paper. Coventry: University of Warwick, Department of Economics. Warwick economic research papers (No.870).
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. (2008) Consensus and uncertainty : using forecast probabilities of output declines. International Journal of Forecasting, Vol.24 (No.1). pp. 76-86. doi:10.1016/j.ijforecast.2007.06.003 ISSN 0169-2070.
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
Clements, Michael P., GalvΓ£o, Ana Beatriz and Kim, Jae H. (2008) Quantile forecasts of daily exchange rate returns from forecasts of realized volatility. Journal of Empirical Finance, 15 (4). pp. 729-750. doi:10.1016/j.jempfin.2007.12.001 ISSN 0927-5398.
2007
Clements, Michael P. and Kim, Jae H. (2007) Bootstrap prediction intervals for autoregressive time series. Computational Statistics & Data Analysis, Vol.51 (No.7). pp. 3580-3594. doi:10.1016/j.csda.2006.09.012 ISSN 0167-9473.
Clements, Michael P., Joutz, Fred and Stekler, Herman O. (2007) An evaluation of the forecasts of the federal reserve : a pooled approach. Journal of Applied Econometrics, Volume 22 (Number 1). pp. 121-136. doi:10.1002/jae.954 ISSN 0883-7252.
2006
Clements, Michael P. (2006) Internal consistency of survey respondentsβ forecasts: evidence based on the Survey of Professional Forecasters. Working Paper. Coventry: University of Warwick, Department of Economics. Warwick economic research papers (No.772).
Clements, Michael P. and Harvey, David Ian (2006) Forecast encompassing tests and probability forecasts. Working Paper. Coventry: University of Warwick, Department of Economics. Warwick economic research papers (No.774).
Clements, Michael P. and GalvaΜo, Ana Beatriz C. (Ana Beatriz Camatari) (2006) Macroeconomic forecasting with mixed frequency data: forecasting US output growth and inflation. Working Paper. Coventry: University of Warwick, Department of Economics. Warwick economic research papers (No.773).
Clements, Michael P. (2006) Evaluating the Survey of Professional Forecasters probability distributions of expected inflation based on derived event probability forecasts. Empirical Economics, Vol.31 (No.1). pp. 49-64. doi:10.1007/s00181-005-0014-9 ISSN 0377-7332.
2005
Clements, Michael P., GalvΓ£o, Ana Beatriz and Kim, Jae H. (2005) Interval forecasting of daily exchange rate returns using realised volatility. In: International Conference on Computational Methods in Sciences and Engineering (ICCMSE 2005), Corinth, GREECE, OCT 21-26, 2005. Published in: Advances in Computational Methods in Sciences and Engineering 2005, Vols 4 A & 4 B, 4A-4B pp. 1285-1288. ISBN 90-6764-443-9. ISSN 1573-4196.
2003
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., Hans Franses, Philip, Smith, Jeremy and van Dijk, Dick (2003) On SETAR non-linearity and forecasting. Journal of Forecasting, Volume 22 (Number 5). pp. 359-375. doi:10.1002/for.863 ISSN 0277-6693.
2002
Clements, Michael P. and Smith, Jeremy (2002) Evaluating multivariate forecast densities : a comparison of two approaches. International Journal of Forecasting, Volume 18 (Number 3). pp. 397-407. doi:10.1016/S0169-2070(01)00126-1 ISSN 0169-2070.
2001
Clements, Michael P. and Smith, Jeremy (2001) Dropping out of university : a statistical analysis of the probability of withdrawal for UK university students. Journal Of The Royal Statistical Society Series A-Statistics In Society, Volume 164 (Part 2). pp. 389-405. doi:10.1111/1467-985X.00209 ISSN 0964-1998.
Clements, Michael P. and Smith, Jeremy (2001) Evaluating forecasts from SETAR models of exchange rates. Journal of International Money and Finance, Volume 20 (Number 1). pp. 133-148. doi:10.1016/S0261-5606(00)00039-5 ISSN 02615606.
2000
Clements, Michael P. and Smith, Jeremy (2000) Evaluating the forecast densities of linear and non-linear models : Applications to output growth and unemployment. Journal of Forecasting, Volume 19 (Number 4). pp. 255-276. doi:10.1002/1099-131X(200007)19:4<255::AID-FOR773>3.0.CO;2-G ISSN 0277-6693.
1999
Clements, Michael P. and Smith, Jeremy (1999) A Monte Carlo study of the forecasting performance of empirical SETAR models. Journal of Applied Econometrics, Volume 14 (Number 2). pp. 123-141. doi:10.1002/(SICI)1099-1255(199903/04)14:2<123::AID-JAE493>3.0.CO;2-K ISSN 0883-7252.
1998
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).
1997
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 (1997) The performance of alternative forecasting methods for SETAR models. International Journal of Forecasting, Volume 13 (Number 4). pp. 463-475. doi:10.1016/S0169-2070(97)00017-4 ISSN 0169-2070.
1996
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).
This list was generated on Thu Mar 28 14:52:14 2024 GMT.