Michael P. Clements
University of Reading
H-index: 54
Europe-United Kingdom
Top articles of Michael P. Clements
Title | Journal | Author(s) | Publication Date |
|---|---|---|---|
Identification and Inference of Long-Run Causal Exogeneity: A Graphical Approach | Available at SSRN 4813880 | Emanuele Lopetuso Michael Clements Andrew Urquhart | 2024/5/1 |
How local is the local inflation factor? Evidence from emerging European countries | International Journal of Forecasting | Oguzhan Cepni Michael P Clements | 2024/1/1 |
Forecasting GDP growth rates in the United States and Brazil using Google Trends | International Journal of Forecasting | Evripidis Bantis Michael P Clements Andrew Urquhart | 2023/10/1 |
The choice of performance measures, target setting and vesting levels in UK firms' Chief Executive Officer equity‐based compensation | International Journal of Finance & Economics | Affan Hameed Carol Padgett Michael P Clements Subhan Ullah | 2023/10 |
An Investigation into the Uncertainty Revision Process of Professional Forecasters | Joseph S Tracy Michael P Clements Robert Rich | 2023/9/20 | |
Modeling price and variance jump clustering using the marked hawkes process | Journal of Financial Econometrics | Jian Chen Michael P Clements Andrew Urquhart | 2023/3/21 |
Do professional forecasters believe in the Phillips curve? | International Journal of Forecasting | Michael P Clements | 2023/12/8 |
Surveys of professionals | Michael P Clements Robert W Rich Joseph S Tracy | 2023/1/1 | |
Does the age of compensation committee members matter for CEO compensation? | Corporate Governance: An International Review | Yiwei Li Michael Clements Carol Padgett Xiu‐Ye Zhang | 2023/10/2 |
Individual forecaster perceptions of the persistence of shocks to GDP | Journal of Applied Econometrics | Michael P Clements | 2022/4 |
Do Professional Forecasters' Phillips Curves Incorporate the Beliefs of Others? | Available at SSRN 4357012 | Michael Clements Shixuan Wang | 2022/12/8 |
Forecasting Bitcoin | Available at SSRN 4175343 | Jian Chen Michael P Clements Andrew Urquhart | 2022/7/28 |
Forecaster Efficiency, Accuracy, and Disagreement: Evidence Using Individual‐Level Survey Data | Journal of Money, Credit and Banking | Michael P Clements | 2022/3 |
Forecasting: theory and practice | Fotios Petropoulos Daniele Apiletti Vassilios Assimakopoulos Mohamed Zied Babai Devon K Barrow | 2022/7/1 | |
Forecasting GDP growth rates using Google Trends in the United States and Brazil | Available at SSRN 3860194 | Evripidis Bantis Michael P Clements Andrew Urquhart | 2022/4/26 |
Measuring the effects of expectations shocks | Journal of Economic Dynamics and Control | Michael P Clements Ana Beatriz Galvão | 2021/3/1 |
Do survey joiners and leavers differ from regular participants? The US SPF GDP growth and inflation forecasts | International Journal of Forecasting | Michael P Clements | 2021/4/1 |
Rounding behaviour of professional macro-forecasters | International Journal of Forecasting | Michael P Clements | 2021/10/1 |
Are some forecasters’ probability assessments of macro variables better than those of others? | Econometrics | Michael P Clements | 2020/5/6 |
Density Forecasting with BVAR models under macroeconomic data uncertainty | EMF Research Papers | Michael P Clements Ana Beatriz Galvao | 2020 |
