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~isPartOf:"Journal of applied econometrics"
~isPartOf:"Oxford bulletin of economics and statistics"
~isPartOf:"The European journal of finance"
~person:"Clements, Michael P."
~type:"article"
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Clements, Michael P.
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Journal of applied econometrics
Oxford bulletin of economics and statistics
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1
Density forecasting with Bayesian Vector Autoregressive models under macroeconomic data uncertainty
Clements, Michael P.
;
Galvão, Ana Beatriz C.
- In:
Journal of applied econometrics
38
(
2023
)
2
,
pp. 164-185
Persistent link: https://www.econbiz.de/10014287961
Saved in:
2
Individual forecaster perceptions of the persistence of shocks to GDP
Clements, Michael P.
- In:
Journal of applied econometrics
37
(
2022
)
3
,
pp. 640-656
Persistent link: https://www.econbiz.de/10013186706
Saved in:
3
Real-time forecasting of inflation and output growth with autoregressive models in the presence of data revisions
Clements, Michael P.
;
Galvão, Ana Beatriz C.
- In:
Journal of applied econometrics
28
(
2013
)
3
,
pp. 458-477
Persistent link: https://www.econbiz.de/10009756496
Saved in:
4
Forecast encompassing tests and probability forecasts
Clements, Michael P.
;
Harvey, David I.
- In:
Journal of applied econometrics
25
(
2010
)
6
,
pp. 1028-1062
Persistent link: https://www.econbiz.de/10008667429
Saved in:
5
Evaluating interval forecasts of high-frequency financial data
Clements, Michael P.
;
Taylor, Nicholas
- In:
Journal of applied econometrics
18
(
2003
)
4
,
pp. 445-456
Persistent link: https://www.econbiz.de/10001779859
Saved in:
6
A Monte Carlo study of the forecasting performance of empirical SETAR models
Clements, Michael P.
;
Smith, Jeremy
- In:
Journal of applied econometrics
14
(
1999
)
2
,
pp. 123-141
Persistent link: https://www.econbiz.de/10001387355
Saved in:
7
Multi-step estimation for forecasting
Clements, Michael P.
- In:
Oxford bulletin of economics and statistics
58
(
1996
)
4
,
pp. 657-684
Persistent link: https://www.econbiz.de/10001334930
Saved in:
8
Forecasting in cointegrated systems
Clements, Michael P.
- In:
Journal of applied econometrics
10
(
1995
)
2
,
pp. 127-146
Persistent link: https://www.econbiz.de/10001179177
Saved in:
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