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# Professor Mike Clements

##### Publications pre 2000
• Empirical analysis of macroeconomic time series: VAR and structural models European Economic Review, 35, 1991. 887-932. (with G.E. Mizon)
• A review of Comparative Performance of US Econometric Models by Lawrence R. Klein (ed.) The World Economy, 15, (1992), 286--287.
• On the limitations of comparing mean squared forecast errors, Journal of Forecasting, 12, (1993), 617--637. (with D. F. Hendry). Reprinted in T. C. Mills (ed.) Economic Forecasting. The International Library of Critical Writings in Economics, Edward Elgar.
• On the limitations of comparing mean squared forecast errors: A reply, Journal of Forecasting, 12, (1993), 669--676. (with D.F. Hendry).
• On a theory of intercept corrections in macro-economic forecasting, in Holly, S., Money, Inflation and Employment: Essays in Honour of James Ball, (1994), pp.160--182. Aldershot: Edward Elgar. (with D.F. Hendry).
• Can econometrics improve economic forecasting?, Swiss Journal of Economics and Statistics, 130, (1994), 267--298. (with D.F. Hendry).
• A review of New Directions in Econometric Practice by Wojciech W. Charemza and Derek F. Deadman. Journal of Applied Econometrics, 9, (1994), 99--100.
• Forecasting in cointegrated systems, Journal of Applied Econometrics, 10, (1995), 127--146. (with D.F. Hendry). Reprinted in T. C. Mills (ed.) Economic Forecasting. The International Library of Critical Writings in Economics, Edward Elgar.
• Macro-economic forecasting and modelling, Economic Journal, 105, (1995), 1001--1013. (with D.F. Hendry).
• Rationality and the role of judgement in macroeconomic forecasting, Economic Journal, 105, (1995), 410--420.
• Towards a theory of economic forecasting, in Hargreaves, C., Non-stationary Time-series Analysis and Cointegration, (1994) pp.9--52. Oxford: Oxford University Press. (with D.F. Hendry).
• A reply to Armstrong and Fildes, Journal of Forecasting, 14, (1995), 73--75. (with D.F. Hendry).
• Forecasting in macro-economics, in Cox, D. R., Hinkley, D. V. and Barndorff-Nielsen, O. E. (eds.), Time Series Models in Econometrics, Finance and Other Fields, London: Chapman and Hall, (1996). 101-141. With David F. Hendry.
• Multi-step estimation for forecasting,Oxford Bulletin of Economics and Statistics, 58, (1996). 657-84. With David F. Hendry.
• Intercept corrections and structural change, Journal of Applied Econometrics, 11, (1996). 475-94. With David F. Hendry.
• Evaluating the rationality of fixed-event forecasts, Journal of Forecasting, 16, (1997). 225-39.
• An empirical study of seasonal unit roots in forecasting, International Journal of Forecasting, 13, (1997). 341-56. With David F. Hendry.
• The performance of alternative forecasting methods for SETAR models, International Journal of Forecasting, 13, (1997). 463-475. With Jeremy Smith.
• A comparison of the forecast performance of Markov-switching and threshold autoregressive models of US GNP, The Econometrics Journal, 1, (1998). C47-C75. With Hans-Martin Krolzig.
• Forecasting economic processes, International Journal of Forecasting,14, (1998). 111-131. With David F Hendry.
• Forecasting economic processes - A Reply, International Journal of Forecasting, 14, (1998). 139-143. With David F. Hendry.
• A Monte Carlo study of the forecasting performance of empirical SETAR models, Journal of Applied Econometrics, 14, (1999). 123-141. With Jeremy Smith.
• Seasonality, cointegration, and forecasting UK residential energy demand, Scottish Journal of Political Economy, 46, (1999). 185-206. With Reinhardt Madlener.
• On winning forecasting competitions in economics, Spanish Economic Review, 1, (1999). 123-160. With David F. Hendry.