World's Best Scientists 2026 revealed!

D-Index & Metrics

Economics and Finance

D-Index
53
Citations
14146
World Ranking
1174
National Ranking
131

Overview

Michael P. Clements is affiliated with the University of Reading in the United Kingdom. Their research primarily focuses on Economics, Econometrics, and Finance, with a total of 51 publications in this broad field. Within this area, key subfields of study include Economics and Econometrics, General Economics, Econometrics and Finance, Management Science and Operations Research, Finance, and Accounting.

Their work covers a range of topics, particularly emphasizing Monetary Policy and Economic Impact, Market Dynamics and Volatility, and Forecasting Techniques and Applications. Additional areas include Economic, financial, and policy analysis, Financial Risk and Volatility Modeling, Economics of Agriculture and Food Markets, and Energy Load and Power Forecasting.

The scientist has contributed to multiple academic journals and publication venues. Frequent venues include:

  • SSRN Electronic Journal
  • International Journal of Forecasting
  • Journal of Economic Dynamics and Control
  • Journal of Applied Econometrics
  • Working paper

Some notable recent papers authored or co-authored by Michael P. Clements are:

  • Forecaster Efficiency, Accuracy, and Disagreement: Evidence Using Individual-Level Survey Data (2021), published in Journal of money credit and banking
  • Forecasting and forecast narratives: The Bank of England Inflation Reports (2020), published in International Journal of Forecasting

Additionally, related papers with significant citations but led or authored by different researchers within the same general research domain include:

  • Forecasting: theory and practice (2022), with appearances in Virtual Community of Pathological Anatomy (University of Castilla La Mancha) and International Journal of Forecasting
  • Forecasting GDP growth rates in the United States and Brazil using Google Trends (2022), published in International Journal of Forecasting

Michael P. Clements collaborates frequently with several scholars, including Robert W. Rich, Joseph Tracy, Andrew Urquhart, Ana Beatriz Galvão, and J. James Reade.

Best Publications

  • Forecasting Economic Time Series

    Michael P. Clements;David F. Hendry

  • Forecasting Non-Stationary Economic Time Series

    Michael P. Clements;David F. Hendry

  • Pooling of forecasts

    David F. Hendry;Michael P. Clements

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

    Michael P Clements;Ana Beatriz Galvão

  • On the limitations of comparing mean square forecast errors

    Michael P. Clements;David F. Hendry

  • Forecasting economic and financial time-series with non-linear models

    Michael P. Clements;Philip Hans Franses;Norman R. Swanson

  • Forecasting in cointegrated systems

    Michael P. Clements;David F. Hendry

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

    Michael P. Clements;Hans‐Martin Krolzig

  • Forecasting US output growth using leading indicators: an appraisal using MIDAS models

    Michael P. Clements;Ana Beatriz Galvão

  • Intercept Corrections and Structural Change

    Michael P. Clements;David F. Hendry

  • Economic forecasting: some lessons from recent research

    David F. Hendry;Michael P. Clements

  • A companion to economic forecasting

    Michael P. Clements;David F. Hendry

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

    Michael P. Clements;Jeremy Smith

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

    Michael P Clements;Hans-Martin Krolzig

  • A Monte Carlo study of the forecasting performance of empirical SETAR models

    Michael P. Clements;Jeremy Smith

  • Forecasting with breaks

    Michael P. Clements;David F. Hendry

  • Empirical analysis of macroeconomic time series: VAR and structural models

    Michael P. Clements;Grayham E. Mizon

  • Evaluating the Bank of England Density Forecasts of Inflation

    Michael P. Clements

  • The Oxford handbook of economic forecasting

    Michael P. Clements;David F. Hendry

  • Decision-based Evaluation

    Michael P. Clements

  • The Performance of Alternative Forecasting Methods for SETAR Models

    Michael P. Clements;Jeremy Smith

Frequent Co-Authors

David F. Hendry
David F. Hendry University of Oxford
Jeremy Smith
Jeremy Smith University of Warwick
David I. Harvey
David I. Harvey University of Nottingham
Philip Hans Franses
Philip Hans Franses Erasmus University Rotterdam
Norman R. Swanson
Norman R. Swanson Rutgers, The State University of New Jersey
Reinhard Madlener
Reinhard Madlener RWTH Aachen University
Dick van Dijk
Dick van Dijk Erasmus University Rotterdam
Spyros Makridakis
Spyros Makridakis University of Nicosia
Robert L. Winkler
Robert L. Winkler Duke University
Paul Goodwin
Paul Goodwin University of Bath

If you think any of the details on this page are incorrect, let us know.

Report an issue

We appreciate your kind effort to assist us to improve this page, it would be helpful providing us with as much detail as possible in the text box below:

Related Online Degrees & Career Pathways

For students exploring Economics and Finance in the USA, a variety of online degrees can open doors to lucrative and flexible career paths. One popular choice is a bachelor's in finance online, which offers an affordable and accelerated way to build foundational knowledge for roles in corporate finance, banking, and investment analysis.

Aspiring entrepreneurs may consider pursuing a mba for entrepreneurs to develop business acumen, innovation skills, and learn how to launch or lead new ventures. If you want to advance your education more efficiently, many students now prefer enrolling in the fastest mba programs online, allowing you to earn a valuable credential in as little as 12-18 months.

For those interested in managing complex business initiatives, exploring careers with project management degree can lead to high-demand jobs in diverse industries. The flexibility of online learning makes it easier than ever to pursue these degrees while gaining work experience or balancing other commitments.

Best Scientists Citing Michael P. Clements

Trending Scientists