Michael P. Clements

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Books by Michael P. Clements (50 max)

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A companion to economic forecasting

2002

Michael P. Clements, David F. Hendry

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Forecasting Non-Stationary Economic Time Series (Zeuthen Lectures)

1999

Michael P. Clements, David F. Hendry

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Companion to Economic Forecasting (Blackwell Companions to Contemporary Economics)

2002

Michael P. Clements, David F. Hendry

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Evaluating Econometric Forecasts of Economic and Financial Variables (Palgrave Texts in Econometrics)

2005

Michael P. Clements

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Empirical analysis of macroeconomic time series: VAR and structural models

1990

Michael P. Clements

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On the limitations of comparing mean square forecast error

1992

Michael P. Clements

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Forecasting in cointegrated systems

1992

Michael P. Clements

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Evaluating the rationality of fixed-event forecasts

1996

Michael P. Clements

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A Monte Carlo study of the forecasting performance of empirical setar models

1996

Michael P. Clements

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Performance of alternative forecasting methods for SETAR models

1996

Michael P. Clements

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A comparison of the forecast performance of Markov-switching and threshold autoregressive models of US GNP

1997

Michael P. Clements

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Forecasting seasonal UK consumption components

1997

Michael P. Clements

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Non-linearities in exchange rates

1998

Michael P. Clements

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Evaluating the forecast of densities of linear and non-linear models: applications to output growth and unemployment

1998

Michael P. Clements

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Forecasting with difference-stationary and trend-stationary models

1998

Michael P. Clements

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Business cycles asymmetries: characterisation and testing based on Markov-switching autoregressions

1998

Michael P. Clements

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Fore casting economic time series

1998

Michael P. Clements

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Forecasting Non-Stationary Economic Time Series (Zeuthen Lectures)

2001

Michael P. Clements, David F. Hendry

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Economic forecasting some lessons from recent research

2001

David F. Hendry, Michael P. Clements, European Central Bank

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A companion to economic forecasting

2004

Michael P. Clements, David F. Hendry

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The Oxford handbook of economic forecasting

2011

Michael P. Clements

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Evaluating Econometric Forecasts of Economic and Financial Variables

2014

Michael P. Clements

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Macroeconomic Survey Expectations

2018

Michael P. Clements

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Handbook of Research Methods and Applications in Macroeconomic Forecasting

2024

Michael P. Clements, Ana Beatriz Galvao

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Multi-step estimation for forecasting

Michael P. Clements