D-Index & Metrics Best Publications
Economics and Finance
UK
2023

D-Index & Metrics D-index (Discipline H-index) only includes papers and citation values for an examined discipline in contrast to General H-index which accounts for publications across all disciplines.

Discipline name D-index D-index (Discipline H-index) only includes papers and citation values for an examined discipline in contrast to General H-index which accounts for publications across all disciplines. Citations Publications World Ranking National Ranking
Economics and Finance D-index 52 Citations 12,499 185 World Ranking 774 National Ranking 87

Research.com Recognitions

Awards & Achievements

2023 - Research.com Economics and Finance in United Kingdom Leader Award

Overview

What is he best known for?

The fields of study he is best known for:

  • Statistics
  • Econometrics
  • Normal distribution

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.

His most cited work include:

  • Forecasting Economic Time Series (588 citations)
  • Forecasting Non-Stationary Economic Time Series (462 citations)
  • Pooling of forecasts (371 citations)

What are the main themes of his work throughout his whole career to date?

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.

He most often published in these fields:

  • Econometrics (75.41%)
  • Inflation (21.72%)
  • Statistics (16.80%)

What were the highlights of his more recent work (between 2016-2021)?

  • Econometrics (75.41%)
  • Inflation (21.72%)
  • Financial economics (6.56%)

In recent papers he was focusing on the following fields of study:

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.

Between 2016 and 2021, his most popular works were:

  • Model and survey estimates of the term structure of US macroeconomic uncertainty (13 citations)
  • Are macroeconomic density forecasts informative (11 citations)
  • Predicting Early Data Revisions to U.S. GDP and the Effects of Releases on Equity Markets (11 citations)

In his most recent research, the most cited papers focused on:

  • Statistics
  • Econometrics
  • Regression analysis

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.

This overview was generated by a machine learning system which analysed the scientist’s body of work. If you have any feedback, you can contact us here.

Best Publications

Forecasting Economic Time Series

Michael P. Clements;David F. Hendry.
(1977)

2230 Citations

Forecasting Economic Time Series

Michael P. Clements;David F. Hendry.
(1977)

2230 Citations

Forecasting Non-Stationary Economic Time Series

Michael P. Clements;David F. Hendry.
(1999)

1597 Citations

Forecasting Non-Stationary Economic Time Series

Michael P. Clements;David F. Hendry.
(1999)

1597 Citations

Pooling of forecasts

David F. Hendry;Michael P. Clements.
Econometrics Journal (2004)

617 Citations

Pooling of forecasts

David F. Hendry;Michael P. Clements.
Econometrics Journal (2004)

617 Citations

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)

484 Citations

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)

484 Citations

On the limitations of comparing mean square forecast errors

Michael P. Clements;David F. Hendry.
Journal of Forecasting (1993)

469 Citations

On the limitations of comparing mean square forecast errors

Michael P. Clements;David F. Hendry.
Journal of Forecasting (1993)

469 Citations

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