2023 - Research.com Economics and Finance in United Kingdom Leader Award
Michael P. Clements focuses on Econometrics, Statistics, Monte Carlo method, Economic forecasting and Autoregressive model. His research on Econometrics often connects related areas such as Inflation. In the subject of general Statistics, his work in Consensus forecast and Linear model is often linked to Function and Linear map, thereby combining diverse domains of study.
His research integrates issues of Value, Test data generation and Pooling in his study of Monte Carlo method. His work carried out in the field of Economic forecasting brings together such families of science as Management science, Cointegration and Conditional expectation. The concepts of his Autoregressive model study are interwoven with issues in Business cycle, SETAR, Markov chain, Consumption and Robustness.
Econometrics, Inflation, Statistics, Economic forecasting and Autoregressive model are his primary areas of study. His work in the fields of Consensus forecast overlaps with other areas such as Macro. His work deals with themes such as Financial economics, Real time forecasting and Ex-ante, which intersect with Inflation.
Many of his studies on Statistics apply to Forecast error as well. His Economic forecasting study integrates concerns from other disciplines, such as Econometric model, Cointegration and Model selection. His Autoregressive model research includes elements of Business cycle, SETAR, Markov chain, Consumption and Factor analysis.
His primary areas of study are Econometrics, Inflation, Financial economics, Macro and Discount points. His Econometrics research incorporates themes from Test, Survey of Professional Forecasters and Aggregate. His study looks at the intersection of Inflation and topics like Ex-ante with Sampling and Mean squared error.
Michael P. Clements has researched Financial economics in several fields, including Equity and Monetary economics. His study looks at the relationship between Discount points and fields such as Sample, as well as how they intersect with chemical problems. His Real time forecasting research focuses on Density forecasting and how it relates to Probabilistic forecasting, Heteroscedasticity and Stochastic volatility.
Michael P. Clements mainly focuses on Econometrics, Macro, Inflation, Financial economics and Finance. Michael P. Clements focuses mostly in the field of Econometrics, narrowing it down to matters related to Discount points and, in some cases, Heteroscedasticity. His work in the fields of Inflation, such as Survey of Professional Forecasters, overlaps with other areas such as Structure, Variable and Tracking signal.
His studies in Financial economics integrate themes in fields like Recession and Measure. His study in Real time forecasting is interdisciplinary in nature, drawing from both Density forecasting, Maturity and Probabilistic forecasting. His Sensitivity analysis research incorporates elements of Prediction interval and Survey data collection.
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Forecasting Economic Time Series
Michael P. Clements;David F. Hendry.
(1977)
Forecasting Economic Time Series
Michael P. Clements;David F. Hendry.
(1977)
Forecasting Non-Stationary Economic Time Series
Michael P. Clements;David F. Hendry.
(1999)
Forecasting Non-Stationary Economic Time Series
Michael P. Clements;David F. Hendry.
(1999)
Pooling of forecasts
David F. Hendry;Michael P. Clements.
Econometrics Journal (2004)
Pooling of forecasts
David F. Hendry;Michael P. Clements.
Econometrics Journal (2004)
Macroeconomic forecasting with mixed-frequency data: forecasting output growth in the United States
Michael P Clements;Ana Beatriz Galvão.
Journal of Business & Economic Statistics (2008)
Macroeconomic forecasting with mixed-frequency data: forecasting output growth in the United States
Michael P Clements;Ana Beatriz Galvão.
Journal of Business & Economic Statistics (2008)
On the limitations of comparing mean square forecast errors
Michael P. Clements;David F. Hendry.
Journal of Forecasting (1993)
On the limitations of comparing mean square forecast errors
Michael P. Clements;David F. Hendry.
Journal of Forecasting (1993)
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