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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

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

Explanations of the inconsistencies in survey respondents' forecasts

Clements, Michael P. (contributor) - 2008

Persistent link: https://www.econbiz.de/10003764460

Macroeconomic forecasting with mixed-frequency data : forecasting output growth in the United States

Clements, Michael P.; Galvão, Ana Beatriz C. - In: Journal of business & economic statistics : JBES ; a … 26 (2008) 4, pp. 546-554

Persistent link: https://www.econbiz.de/10003772314

Combining predictors & combining information in modelling: forecasting US recession probabilities and output growth

Clements, Michael P.; Galvão, Ana Beatriz C. - In: Nonlinear time series analysis of business cycles, (pp. 55-73). 2006

Persistent link: https://www.econbiz.de/10003309158

Macroeconomic forecasting with mixed frequency data : forecasting US output growth and inflation

Clements, Michael P. (contributor); … - 2006

Persistent link: https://www.econbiz.de/10003386931

Macroeconomic forecasting with mixed frequency data : forecasting US output growth

Clements, Michael P. (contributor); … - 2007

Persistent link: https://www.econbiz.de/10003564875

Explanations of the inconsistencies in survey respondents’ forecasts

Clements, Michael P. - In: European economic review : EER 54 (2010) 4, pp. 536-549

Persistent link: https://www.econbiz.de/10008657304

Improving real-time estimates of output gaps and inflation trends with multiple-vintage models

Clements, Michael P.; Galvão, Ana Beatriz C. - 2011

Real-time estimates of output gaps and inflation trends differ from the values that are obtained using data available long after the event. Part of the problem is that the data on which the real-time estimates are based is subsequently revised. We show that vector-autoregressive models of data...

Persistent link: https://www.econbiz.de/10009153310

Forecasting US output growth with non-linear models in the presence of data uncertainty

Clements, Michael P. - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 16 (2012) 1, pp. 1-25

Persistent link: https://www.econbiz.de/10009521680