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Professor Mike Clements

Professor Mike Clements


Research Interests

Time series econometrics, the theory of forecasting and forecast evaluation criteria, non-linear models and business-cycle asymmetries, use of high-frequency data, mixed data frequency models, real-time data, survey expectations.

Recent Publications


Forecasting Economic Time Series, Cambridge: Cambridge University Press. (1998). With David F. Hendry.

Forecasting Non-Stationary Economic Time Series, MIT. (1999). With David F. Hendry.

A Companion to Economic Forecasting, Blackwell Companions to Contemporary Economics. Blackwell Publishers Ltd., Massachusetts USA. (ed.) (2002). With David F. Hendry.

Evaluating Econometric Forecasts of Economic and Financial Variables. Palgrave-Macmillan. 2005.

The Oxford Handbook of Economic Forecasting. Oxford University Press. (ed.) (2011) With David F. Hendry.

Journal articles

Forecasting US Output Growth with Non-linear Models in the Presence of Data Uncertainty. (2012). Studies in Nonlinear Dynamics & Econometrics. 16, 1. 1-25.

Do Professional Forecasters Pay Attention to Data Releases? (2012). International Journal of Forecasting. 28, 297 - 308.

Improving real-time estimates of output and inflation gaps with multiple-vintage models. (2012) Journal of Business and Economic Statistics. 30, 4. 554--562. DOI: 10.1080/07350015.2012/707588. With Ana B. Galvão.

Forecasting with Vector Autoregressive Models of Data Vintages: US output growth and inflation. International Journal of Forecasting. With Ana B. Galvão. Forthcoming.

Real-time Forecasting of Inflation and Output Growth with Autoregressive Models in the Presence of Data Revisions. Journal of Applied Econometrics. Forthcoming. With Ana B. Galvão.

Forecasting by factors, by variables, by both or neither? Journal of Econometrics. Forthcoming. With Jennifer L. Castle and David F. Hendry.

Other Responsibilities

Associate Editor International Journal of Forecasting

Contact details

Telephone: +44(0) 24 76522990

Fax: +44(0) 2476 523032


Room: S2.122

Office Hours: (Summer term)
Wednesdays 11-1pm.