Michael P. Clements

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Improving Real-Time Estimates of Output and Inflation Gaps With Multiple-Vintage Models Journal of Business and Economic Statistics	2025-01-20	Paper
Forecast Uncertainty—Ex AnteandEx Post: U.S. Inflation and Output Growth Journal of Business and Economic Statistics	2025-01-20	Paper
Predicting Early Data Revisions to U.S. GDP and the Effects of Releases on Equity Markets Journal of Business and Economic Statistics	2024-10-09	Paper
Assessing Macro Uncertainty in Real-Time When Data Are Subject To Revision Journal of Business and Economic Statistics	2024-10-09	Paper
A comparison of the forecast performance of Markov‐switching and threshold autoregressive models of US GNP Econometrics Journal	2023-07-07	Paper
Forecasting U.S. Output Growth with Non-Linear Models in the Presence of Data Uncertainty Studies in Nonlinear Dynamics & Econometrics	2023-03-13	Paper
Measuring the effects of expectations shocks Journal of Economic Dynamics and Control	2021-11-16	Paper
scientific article; zbMATH DE number 7201043 (Why is no real title available?)	2020-05-15	Paper
Real-time factor model forecasting and the effects of instability Computational Statistics and Data Analysis	2018-08-15	Paper
Sir Clive W. J. Granger's contributions to forecasting	2017-04-05	Paper
Forecasting by factors, by variables, by both or neither? Journal of Econometrics	2014-06-06	Paper
Chapter 2 Combining Predictors & Combining Information in Modelling: Forecasting US Recession Probabilities and Output Growth Nonlinear Time Series Analysis of Business Cycles	2007-07-23	Paper
scientific article; zbMATH DE number 5035842 (Why is no real title available?)	2006-06-26	Paper
Pooling of forecasts Econometrics Journal	2005-01-06	Paper
Modelling methodology and forecast failure Econometrics Journal	2003-08-07	Paper
scientific article; zbMATH DE number 1865390 (Why is no real title available?)	2003-02-06	Paper
TESTING THE EXPECTATIONS THEORY OF THE TERM STRUCTURE OF INTEREST RATES IN THRESHOLD MODELS Macroeconomic Dynamics	2003-01-01	Paper
Forecasting with difference-stationary and trend-stationary models The Econometrics Journal	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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