Clements, Michael P. and Galvão, 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. 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. 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). (Unpublished)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). (Unpublished)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. ISSN 1081-1826

Clements, Michael P. and Galvão, Ana Beatriz (2012) Forecasting with vector autoregressive models of data vintages : US output growth and inflation. International Journal of Forecasting . ISSN 0169-2070 (In Press)

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). (Unpublished)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). (Unpublished)

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 Galvão, 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. (Unpublished)

Clements, Michael P. and Harvey, David I.. (2011) Combining probability forecasts. International Journal of Forecasting, Vol.27 (No.2). pp. 208-223. 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. 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).

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. ISSN 0883-7252

Clements, Michael P. and Galvão, Ana Beatriz. (2010) First announcements and real economic activity. European Economic Review , Vol.54 (No.6). pp. 803-817. 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. ISSN 0014-2921

Clements, Michael P. and Galvão, 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).

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).

Clements, Michael P. and Galvão, 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. ISSN 0883-7252

Clements, Michael R. (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

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

Clements, Michael P. and Galvão, 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.

Clements, Michael P. and Galvão, 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. 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.

Clements, Michael P., Galvão, Ana Beatriz and Kim, Jae H.. (2008) Quantile forecasts of daily exchange rate returns from forecasts of realized volatility. Journal of Empirical Finance, Vol.15 (No.4). pp. 729-750. ISSN 0927-5398

Clements, Michael P. (2008) Explanations of the inconsistencies in survey respondents’ forecasts. Working Paper. Coventry: University of Warwick, Department of Economics. (Warwick economic research papers.

Clements, Michael P. and Hendry, David F.. (2008) Economic forecasting in a changing world. Capitalism and Society, Vol.3 (No.2). Article 1. 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. ISSN 0169-2070

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

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. 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, 22 (1). pp. 121-136. ISSN 0883-7252

Clements, Michael P. (2006) Internal consistency of survey respondents’ forecasts: evidence based on the Survey of Professional Forecasters. Working Paper. Coventry: University of Warwick, Department of Economics. (Warwick economic research papers.

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.

Clements, Michael P. and Galvão, 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.

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. ISSN 0377-7332

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. ISSN 1365-1005

Clements, Michael P. and Krolzig, Hans-Martin, 1964- (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.

Clements, Michael P. and Smith, Jeremy (Jeremy P.) (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.

Clements, Michael P. and Smith, Jeremy (Jeremy P.) (1997) Forecasting seasonal UK consumption components. Working Paper. Coventry: University of Warwick, Department of Economics. (Warwick economic research papers.

Clements, Michael P. and Smith, Jeremy (Jeremy P.) (1996) The performance of alternative forecasting methods for SETAR models. Working Paper. Coventry: University of Warwick, Department of Economics. (Warwick economic research papers.