Narrow search
Showing 1 - 10 of 140
Cover Image
Non-linearities in exchange rates
Clements, Michael P.; Smith, Jeremy - 1998
Persistent link: https://www.econbiz.de/10000666696
Cover Image
Evaluating forecasts from SETAR models of exchange rates
Clements, Michael P.; Smith, Jeremy - In: Journal of international money and finance 20 (2001) 1, pp. 133-148
Persistent link: https://www.econbiz.de/10001546113
Cover Image
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
Cover Image
Quantile forecasts of daily exchange rate returns from forecasts of realized volatility
Clements, Michael P. (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003395894
Cover Image
Quantile forecasts of daily exchange rate returns from forecasts of realized volatility
Clements, Michael P.; Galvão, Ana Beatriz C.; Kim, Jae H. - In: Journal of empirical finance 15 (2008) 4, pp. 729-750
Persistent link: https://www.econbiz.de/10003759766
Cover Image
Forecasting economic time series
Clements, Michael P.; Hendry, David F. - 1998 - 1. publ.
Persistent link: https://www.econbiz.de/10000672571
Cover Image
Evaluating the rationality of fixed-event forecasts
Clements, Michael P. - 1996
Persistent link: https://www.econbiz.de/10000666702
Cover Image
Performance of alternative forecasting methods for setar models
Clements, Michael P.; Smith, Jeremy - 1996
Persistent link: https://www.econbiz.de/10000614408
Cover Image
A comparison of the forecast performance of Markov-switching and threshold autoregressive models of US GNP
Clements, Michael P.; Krolzig, Hans-Martin - 1997
Persistent link: https://www.econbiz.de/10000645924
Cover Image
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