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Michael Peter Clements

Institution: University of Reading

Primary Field: Econometrics (weighted toward more recent publications)

First Publication: 1986

Most Recent: 2025

RePEc ID: pcl24 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.02: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total Percentile
Last 5 Years 0.00 0.00 18.53 0.00 18.53 99%
Last 10 Years 0.00 6.05 28.62 0.00 34.67 99%
All Time 0.00 13.45 63.60 5.55 82.60 99%

Publication Statistics

Raw Publications 64
Coauthorship-Adjusted Count 81.47

Publications (64)

Year Article Journal Tier Authors
2025 An Investigation into the Uncertainty Revision Process of Professional Forecasters Journal of Economic Dynamics and Control B 3
2025 Inconsistent survey histograms and point forecasts revisited Journal of Economic Behavior and Organization B 1
2024 How local is the local inflation factor? Evidence from emerging European countries International Journal of Forecasting B 2
2024 Do professional forecasters believe in the Phillips curve? International Journal of Forecasting B 1
2024 Survey expectations and adjustments for multiple testing Journal of Economic Behavior and Organization B 1
2023 Forecasting GDP growth rates in the United States and Brazil using Google Trends International Journal of Forecasting B 3
2023 Density forecasting with Bayesian Vector Autoregressive models under macroeconomic data uncertainty Journal of Applied Econometrics B 2
2022 Forecasting: theory and practice International Journal of Forecasting B 80
2022 Individual forecaster perceptions of the persistence of shocks to GDP Journal of Applied Econometrics B 1
2022 Forecaster Efficiency, Accuracy, and Disagreement: Evidence Using Individual‐Level Survey Data Journal of Money, Credit, and Banking B 1
2021 Measuring the effects of expectations shocks Journal of Economic Dynamics and Control B 2
2021 Do survey joiners and leavers differ from regular participants? The US SPF GDP growth and inflation forecasts International Journal of Forecasting B 1
2021 Rounding behaviour of professional macro-forecasters International Journal of Forecasting B 1
2020 Forecasting and forecast narratives: The Bank of England Inflation Reports International Journal of Forecasting B 2
2019 Do forecasters target first or later releases of national accounts data? International Journal of Forecasting B 1
2018 Are macroeconomic density forecasts informative? International Journal of Forecasting B 1
2018 Do Macroforecasters Herd? Journal of Money, Credit, and Banking B 1
2017 Model and survey estimates of the term structure of US macroeconomic uncertainty International Journal of Forecasting B 2
2017 Predicting Early Data Revisions to U.S. GDP and the Effects of Releases on Equity Markets Journal of Business & Economic Statistics A 2
2017 Assessing Macro Uncertainty in Real-Time When Data Are Subject To Revision Journal of Business & Economic Statistics A 1
2016 Long-run restrictions and survey forecasts of output, consumption and investment International Journal of Forecasting B 1
2015 Forecasting with Bayesian multivariate vintage-based VARs International Journal of Forecasting B 3
2015 Robust approaches to forecasting International Journal of Forecasting B 3
2015 Are Professional Macroeconomic Forecasters Able To Do Better Than Forecasting Trends? Journal of Money, Credit, and Banking B 1
2014 Probability distributions or point predictions? Survey forecasts of US output growth and inflation International Journal of Forecasting B 1
2014 Forecast Uncertainty-Ex Ante and Ex Post: U.S. Inflation and Output Growth Journal of Business & Economic Statistics A 1
2013 Forecasting by factors, by variables, by both or neither? Journal of Econometrics A 3
2013 Forecasting with vector autoregressive models of data vintages: US output growth and inflation International Journal of Forecasting B 2
2013 Real‐time Forecasting of Inflation and Output Growth with Autoregressive Models in the Presence of Data Revisions Journal of Applied Econometrics B 2
2012 Do professional forecasters pay attention to data releases? International Journal of Forecasting B 1
2012 Improving Real-Time Estimates of Output and Inflation Gaps With Multiple-Vintage Models Journal of Business & Economic Statistics A 2
2011 Combining probability forecasts International Journal of Forecasting B 2
2011 Combining probability forecasts International Journal of Forecasting B 2
2011 An Empirical Investigation of the Effects of Rounding on the SPF Probabilities of Decline and Output Growth Histograms Journal of Money, Credit, and Banking B 1
2010 Explanations of the inconsistencies in survey respondents' forecasts European Economic Review B 1
2010 First announcements and real economic activity European Economic Review B 2
2009 Forecasting returns and risk in financial markets using linear and nonlinear models International Journal of Forecasting B 3
2009 Comments on "Forecasting economic and financial variables with global VARs" International Journal of Forecasting B 1
2009 Forecasting US output growth using leading indicators: an appraisal using MIDAS models Journal of Applied Econometrics B 2
2008 Consensus and uncertainty: Using forecast probabilities of output declines International Journal of Forecasting B 1
2008 Quantile forecasts of daily exchange rate returns from forecasts of realized volatility Journal of Empirical Finance C 3
2005 Guest Editors’ Introduction: Information in Economic Forecasting Oxford Bulletin of Economics and Statistics B 2
2005 Evaluating a Model by Forecast Performance* Oxford Bulletin of Economics and Statistics B 2
2005 Forecasting Quarterly Aggregate Crime Series The Manchester School C 2
2004 Forecasting economic and financial time-series with non-linear models International Journal of Forecasting B 3
2004 A comparison of tests of nonlinear cointegration with application to the predictability of US interest rates using the term structure International Journal of Forecasting B 2
2003 Economic forecasting: some lessons from recent research Economic Modeling C 2
2003 Some possible directions for future research International Journal of Forecasting B 1
2003 Testing the Expectations Theory of the Term Structure of Interest Rates in Threshold Models Macroeconomic Dynamics C 2
2002 Evaluating multivariate forecast densities: a comparison of two approaches International Journal of Forecasting B 2
2002 Comments on 'The state of macroeconomic forecasting' Journal of Macroeconomics C 1
2001 Bootstrapping prediction intervals for autoregressive models International Journal of Forecasting B 2
2001 Evaluating forecasts from SETAR models of exchange rates Journal of International Money and Finance B 2
1998 Forecasting economic processes International Journal of Forecasting B 2
1997 An empirical study of seasonal unit roots in forecasting International Journal of Forecasting B 2
1997 The performance of alternative forecasting methods for SETAR models International Journal of Forecasting B 2
1996 Multi-step Estimation for Forecasting. Oxford Bulletin of Economics and Statistics B 2
1991 Empirical analysis of macroeconomic time series : VAR and structural models European Economic Review B 2
1987 The World and UK Economy: Analysis and Prospects. Oxford Review of Economic Policy C 3
1987 The UK Economy: Analysis and Prospects. Oxford Review of Economic Policy C 3
1986 The World Economy: Analysis and Prospects. Oxford Review of Economic Policy C 2
1986 The UK Economy: Analysis and Prospects. Oxford Review of Economic Policy C 2
1986 The UK Economy: Analysis and Prospects. Oxford Review of Economic Policy C 2
1986 The UK Economy: Analysis and Prospects. Oxford Review of Economic Policy C 2