Books by Michael P. Clements

Handbook of Research Methods a
Handbook of Research Methods and Applications in Macroeconomic Forecasting
2024
Macroeconomic Survey Expectations
Macroeconomic Survey Expectations
2018
Evaluating Econometric Forecas
Evaluating Econometric Forecasts of Economic and Financial Variables
2014
The Oxford handbook of economic forecasting
The Oxford handbook of economic forecasting
2011
Evaluating Econometric Forecasts of Economic and Financial Variables (Palgrave Texts in Econometrics)
Evaluating Econometric Forecasts of Economic and Financial Variables (Palgrave Texts in Econometrics)
2005
A companion to economic forecasting
A companion to economic forecasting
2004
Business cycles asymmetries
Business cycles asymmetries
1998
Evaluating the forecast of den
Evaluating the forecast of densities of linear and non-linear models
1998
Fore casting economic time series
Fore casting economic time series
1998
Forecasting with difference-st
Forecasting with difference-stationary and trend-stationary models
1998
Non-linearities in exchange ra
Non-linearities in exchange rates
1998
A comparison of the forecast p
A comparison of the forecast performance of Markov-switching and threshold autoregressive models of US GNP
1997
Forecasting seasonal UK consum
Forecasting seasonal UK consumption components
1997
A Monte Carlo study of the for
A Monte Carlo study of the forecasting performance of empirical setar models
1996
Evaluating the rationality of
Evaluating the rationality of fixed-event forecasts
1996
Performance of alternative for
Performance of alternative forecasting methods for SETAR models
1996
Forecasting in cointegrated sy
Forecasting in cointegrated systems
1992
On the limitations of comparin
On the limitations of comparing mean square forecast error
1992
Empirical analysis of macroeco
Empirical analysis of macroeconomic time series
1990
Forecasting Non-Stationary Economic Time Series
Forecasting Non-Stationary Economic Time Series
1965
Multi-step estimation for fore
Multi-step estimation for forecasting