Michael P. Clements

Available identifiers

zbMath Open clements.michael-pMaRDI QIDQ1659155

List of research outcomes

Publication	Date of Publication	Type
Improving Real-Time Estimates of Output and Inflation Gaps With Multiple-Vintage Models	2025-01-20	Paper
Forecast Uncertainty—Ex AnteandEx Post: U.S. Inflation and Output Growth	2025-01-20	Paper
Predicting Early Data Revisions to U.S. GDP and the Effects of Releases on Equity Markets	2024-10-09	Paper
Assessing Macro Uncertainty in Real-Time When Data Are Subject To Revision	2024-10-09	Paper
A comparison of the forecast performance of Markov‐switching and threshold autoregressive models of US GNP	2023-07-07	Paper
Forecasting U.S. Output Growth with Non-Linear Models in the Presence of Data Uncertainty	2023-03-13	Paper
Measuring the effects of expectations shocks	2021-11-16	Paper
https://portal.mardi4nfdi.de/entity/Q5110040	2020-05-15	Paper
Real-time factor model forecasting and the effects of instability	2018-08-15	Paper
https://portal.mardi4nfdi.de/entity/Q2971498	2017-04-05	Paper
Forecasting by factors, by variables, by both or neither?	2014-06-06	Paper
Chapter 2 Combining Predictors & Combining Information in Modelling: Forecasting US Recession Probabilities and Output Growth	2007-07-23	Paper
https://portal.mardi4nfdi.de/entity/Q5474902	2006-06-26	Paper
Pooling of forecasts	2005-01-06	Paper
Modelling methodology and forecast failure	2003-08-07	Paper
https://portal.mardi4nfdi.de/entity/Q4791407	2003-02-06	Paper
TESTING THE EXPECTATIONS THEORY OF THE TERM STRUCTURE OF INTEREST RATES IN THRESHOLD MODELS	2003-01-01	Paper
Forecasting with difference-stationary and trend-stationary models	2002-04-11	Paper
Forecasting non-stationary economic time series. With a foreword by Katarina Juselius	2001-07-08	Paper
Forecasting Economic Time Series	1999-12-20	Paper

Research outcomes over time

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