Michael P. Clements
23 works on record
Works
Evaluating Econometric Forecasts of Economic and Financial Variables (Palgrave Texts in Econometrics)
2005
Fore casting economic time series
1998
The Oxford handbook of economic forecasting
A companion to economic forecasting
Macroeconomic Survey Expectations
Forecasting Non-Stationary Economic Time Series
Companion to Economic Forecasting
Non-linearities in exchange rates
1998
Evaluating the forecast of densities of linear and non-linear models
1998
Forecasting with difference-stationary and trend-stationary models
1998
Business cycles asymmetries
1998
A comparison of the forecast performance of Markov-switching and threshold autoregressive models of US GNP
1997
Forecasting seasonal UK consumption components
1997
Evaluating the rationality of fixed-event forecasts
1996
A Monte Carlo study of the forecasting performance of empirical setar models
1996
Performance of alternative forecasting methods for SETAR models
1996
On the limitations of comparing mean square forecast error
1992
Forecasting in cointegrated systems
1992
Empirical analysis of macroeconomic time series
1990
Multi-step estimation for forecasting
Evaluating Econometric Forecasts of Economic and Financial Variables
Handbook of Research Methods and Applications in Macroeconomic Forecasting
Economic forecasting