Access Statistics for Michael McCracken

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Advances in forecast evaluation 2 3 13 81 6 19 40 64
Advances in forecast evaluation 0 7 32 88 2 12 51 95
Averaging forecasts from VARs with uncertain instabilities 1 1 4 62 3 6 15 130
Averaging forecasts from VARs with uncertain instabilities 0 1 2 71 8 15 30 138
Averaging forecasts from VARs with uncertain instabilities 0 0 1 69 1 9 20 181
Combining forecasts from nested models 0 0 0 44 4 10 12 85
Combining forecasts from nested models 0 0 2 98 2 4 12 206
Combining forecasts from nested models 1 3 7 125 4 13 24 333
Comment on "Taylor rule exchange rate forecasting during the financial crisis" 0 1 24 24 2 12 25 25
Consistent testing for structural change at the ends of the sample 3 5 99 99 3 5 17 17
Evaluating long-horizon forecasts 2 3 15 207 4 12 42 407
Evaluating the accuracy of forecasts from vector autoregressions 6 59 59 59 8 21 21 21
Forecast disagreement among FOMC members 0 1 6 57 1 5 19 93
Forecast-based model selection in the presence of structural breaks 0 0 6 228 0 11 25 556
Forecasting of small macroeconomic VARs in the presence of instabilities 0 3 8 148 2 10 29 389
Forecasting with small macroeconomic VARs in the presence of instabilities 1 2 8 131 3 8 33 195
Improving forecast accuracy by combining recursive and rolling forecasts 6 17 41 548 12 49 146 1,766
Improving forecast accuracy by combining recursive and rolling forecasts 0 0 3 110 1 6 16 199
In-sample tests of predictive ability: a new approach 0 0 3 31 0 2 9 32
In-sample tests of predictive ability: a new approach 0 1 7 115 1 4 17 122
Inference about predictive ability 0 0 5 224 0 1 13 440
Multi-step ahead forecasting of vector time series 2 2 35 35 5 10 23 23
NEW MSE TESTS FOR EVALUATING FORECASTING PERFORMANCE: EMPIRICS AND BOOTSTRAP 0 3 4 48 3 11 18 160
Nested forecast model comparisons: a new approach to testing equal accuracy 0 1 5 107 2 6 29 169
Nested forecast model comparisons: a new approach to testing equal accuracy 0 0 6 56 1 3 19 100
Real-time forecast averaging with ALFRED 0 0 1 41 1 6 12 44
Reality checks and nested forecast model comparisons 0 0 6 66 2 6 24 86
Regression-Based Tests of Predictive Ability 0 2 3 269 2 9 15 1,072
Regression-Based Tests of Predictive Ability 1 2 10 387 4 19 55 1,638
Testing for unconditional predictive ability 0 0 8 88 1 7 34 127
Testing the economic value of asset return predictability 0 1 37 37 0 5 25 25
Tests of Equal Forecast Accuracy and Encompassing for Nested Models 3 6 13 1,199 7 26 52 3,604
Tests of Equal Forecast Accuracy and Encompassing for Nested Models 3 5 16 254 5 30 50 654
Tests of equal forecast accuracy and encompassing for nested models 2 6 27 416 7 34 97 1,110
Tests of equal forecast accuracy for overlapping models 0 2 15 65 3 10 25 52
Tests of equal forecast accuracy for overlapping models 1 6 24 37 1 6 30 51
Tests of equal predictive ability with real-time data 0 0 5 55 0 2 15 95
Tests of equal predictive ability with real-time data 1 4 8 151 2 16 38 293
The Predictive Content of the Output Gap for Inflation: Resolving In-Sample and Out-of-Sample Evidence 0 0 0 1 2 6 14 192
The predictive content of the output gap for inflation: resolving in-sample and out-of-sample evidence 1 8 12 139 6 33 48 354
Total Working Papers 36 155 580 6,070 121 479 1,239 15,343

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Asymptotics for out of sample tests of Granger causality 6 14 62 294 11 35 108 480
Averaging forecasts from VARs with uncertain instabilities 2 5 20 78 3 18 69 199
Combining Forecasts from Nested Models 1 3 9 58 6 10 27 155
Disagreement at the FOMC: the dissenting votes are just part of the story 0 0 0 6 0 0 3 16
Evaluating Direct Multistep Forecasts 2 9 26 93 5 21 61 196
Evaluating the Predictability of Exchange Rates Using Long-Horizon Regressions: Mind Your p's and q's! 0 0 0 0 0 1 12 164
Following the Fed with a news tracker 1 1 2 3 3 5 9 14
Housing's role in a recovery 0 0 1 6 0 0 1 12
How accurate are forecasts in a recession? 0 0 5 36 2 3 9 85
IMPROVING FORECAST ACCURACY BY COMBINING RECURSIVE AND ROLLING FORECASTS 2 6 14 76 7 35 57 209
Initial claims and employment growth: are we at the threshold? 0 0 0 5 0 0 2 12
Pairwise tests of equal forecast accuracy (in Russian) 1 1 1 21 1 1 1 65
Parameter estimation and tests of equal forecast accuracy between non-nested models 0 2 4 39 0 3 5 101
Real-time forecast averaging with ALFRED 0 0 2 10 2 4 7 43
Reality Checks and Comparisons of Nested Predictive Models 1 1 1 1 1 2 2 2
Regression-Based Tests of Predictive Ability 0 0 0 3 4 11 22 476
Robust out-of-sample inference 0 2 14 126 3 12 42 231
Should food be excluded from core CPI? 0 0 0 2 0 0 2 9
Tests of Equal Predictive Ability With Real-Time Data 0 3 11 59 4 10 24 113
Tests of equal forecast accuracy and encompassing for nested models 10 22 68 408 19 57 142 921
The Predictive Content of the Output Gap for Inflation: Resolving In-Sample and Out-of-Sample Evidence 0 7 19 130 3 28 53 309
The power of tests of predictive ability in the presence of structural breaks 0 4 8 87 1 13 27 158
Uncertainty about when the Fed will raise interest rates 0 0 0 6 0 0 2 31
Using FOMC forecasts to forecast the economy 0 0 2 22 0 0 3 38
Using stock market liquidity to forecast recessions 0 0 2 10 0 0 4 26
Total Journal Articles 26 80 271 1,579 75 269 694 4,065

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Comment on "Taylor Rule Exchange Rate Forecasting During the Financial Crisis" 0 0 0 0 1 5 10 10
Total Chapters 0 0 0 0 1 5 10 10

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Statistics updated 2013-06-03