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 0 0 8 145 0 2 14 211
Advances in forecast evaluation 2 5 15 135 2 8 23 209
Asymptotic Inference for Performance Fees and the Predictability of Asset Returns 0 1 5 54 0 2 10 73
Averaging forecasts from VARs with uncertain instabilities 1 1 2 83 1 1 13 181
Averaging forecasts from VARs with uncertain instabilities 0 0 0 63 0 0 2 152
Averaging forecasts from VARs with uncertain instabilities 0 0 0 79 0 1 5 235
Combining forecasts from nested models 0 0 2 48 0 1 5 113
Combining forecasts from nested models 0 0 1 103 1 6 18 280
Combining forecasts from nested models 0 0 4 146 2 8 29 457
Comment on "Taylor rule exchange rate forecasting during the financial crisis" 0 0 4 38 0 0 4 64
Consistent testing for structural change at the ends of the sample 1 1 2 121 0 1 2 52
Evaluating Conditional Forecasts from Vector Autoregressions 0 1 9 103 0 5 24 62
Evaluating Conditional Forecasts from Vector Autoregressions 2 3 11 83 4 9 29 92
Evaluating long-horizon forecasts 0 1 5 243 0 1 15 509
Evaluating the accuracy of forecasts from vector autoregressions 0 2 11 134 0 2 27 184
FRED-MD: A Monthly Database for Macroeconomic Research 1 2 14 114 1 6 64 161
Forecast disagreement among FOMC members 0 0 1 68 0 1 7 151
Forecast-based model selection in the presence of structural breaks 0 0 2 236 0 1 11 605
Forecasting of small macroeconomic VARs in the presence of instabilities 1 1 1 167 1 2 9 512
Forecasting with small macroeconomic VARs in the presence of instabilities 2 4 6 160 2 4 10 245
Improving forecast accuracy by combining recursive and rolling forecasts 0 0 5 610 0 0 17 2,056
Improving forecast accuracy by combining recursive and rolling forecasts 1 1 1 117 1 1 7 236
In-sample tests of predictive ability: a new approach 0 0 2 122 0 0 8 161
In-sample tests of predictive ability: a new approach 0 0 0 36 0 0 4 67
Inference about predictive ability 0 0 3 232 0 1 9 468
Multi-step ahead forecasting of vector time series 0 0 2 60 0 0 8 89
NEW MSE TESTS FOR EVALUATING FORECASTING PERFORMANCE: EMPIRICS AND BOOTSTRAP 0 1 2 60 0 1 13 207
Nested forecast model comparisons: a new approach to testing equal accuracy 0 0 3 124 0 0 6 227
Nested forecast model comparisons: a new approach to testing equal accuracy 0 2 3 73 0 2 9 155
Real-Time Forecasting with a Large, Mixed Frequency, Bayesian VAR 1 3 10 85 1 5 44 87
Real-time forecast averaging with ALFRED 1 1 1 45 1 1 5 74
Reality checks and nested forecast model comparisons 0 1 4 81 0 2 15 141
Regression-Based Tests of Predictive Ability 0 0 2 400 0 1 10 1,723
Regression-Based Tests of Predictive Ability 0 0 1 278 0 3 8 1,111
Testing for unconditional predictive ability 0 0 3 107 4 4 8 183
Tests of Equal Accuracy for Nested Models with Estimated Factors 0 1 17 96 2 6 34 56
Tests of Equal Forecast Accuracy and Encompassing for Nested Models 0 1 11 1,257 6 9 27 3,825
Tests of Equal Forecast Accuracy and Encompassing for Nested Models 1 3 6 274 1 6 18 743
Tests of equal forecast accuracy and encompassing for nested models 0 2 7 471 1 4 20 1,313
Tests of equal forecast accuracy for overlapping models 1 1 8 66 1 1 18 123
Tests of equal forecast accuracy for overlapping models 0 0 0 79 2 6 21 121
Tests of equal predictive ability with real-time data 0 0 2 172 1 1 9 386
Tests of equal predictive ability with real-time data 0 1 2 68 0 1 3 128
The Predictive Content of the Output Gap for Inflation: Resolving In-Sample and Out-of-Sample Evidence 0 0 0 1 0 1 6 226
The predictive content of the output gap for inflation: resolving in-sample and out-of-sample evidence 0 0 0 151 0 1 12 448
Total Working Papers 15 40 198 7,388 35 118 660 18,902


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Macroeconomic News Index for Constructing Nowcasts of U.S. Real Gross Domestic Product Growth 0 0 4 4 0 1 13 13
Asymptotics for out of sample tests of Granger causality 16 28 51 462 25 46 88 806
Averaging forecasts from VARs with uncertain instabilities 0 2 5 116 1 3 19 314
Combining Forecasts from Nested Models 0 0 0 71 2 7 19 237
Comment 0 0 0 1 0 0 5 14
Disagreement at the FOMC: the dissenting votes are just part of the story 1 1 1 10 1 2 5 41
Evaluating Direct Multistep Forecasts 4 5 11 139 4 5 18 283
Evaluating the Predictability of Exchange Rates Using Long-Horizon Regressions: Mind Your p's and q's! 0 0 0 0 1 1 5 194
Factor-based prediction of industry-wide bank stress 0 0 0 8 0 2 12 44
Following the Fed with a news tracker 0 0 0 3 0 0 4 29
Housing's role in a recovery 0 0 0 7 0 0 5 36
How accurate are forecasts in a recession? 0 0 0 43 0 0 1 105
IMPROVING FORECAST ACCURACY BY COMBINING RECURSIVE AND ROLLING FORECASTS 0 0 4 100 0 0 8 283
In-sample tests of predictive ability: A new approach 1 2 4 21 2 4 14 60
Initial claims and employment growth: are we at the threshold? 1 1 1 8 1 2 3 35
Nested forecast model comparisons: A new approach to testing equal accuracy 0 1 7 32 1 4 27 90
Pairwise tests of equal forecast accuracy (in Russian) 0 0 1 25 0 1 2 82
Parameter estimation and tests of equal forecast accuracy between non-nested models 0 1 2 52 0 1 7 138
Real-time forecast averaging with ALFRED 1 1 2 18 1 1 5 83
Reality Checks and Comparisons of Nested Predictive Models 0 0 2 10 0 1 11 34
Regression-Based Tests of Predictive Ability 0 0 0 3 0 5 12 530
Robust out-of-sample inference 0 4 6 147 0 6 13 297
Should food be excluded from core CPI? 0 0 0 4 0 0 2 23
TESTS OF EQUAL FORECAST ACCURACY FOR OVERLAPPING MODELS 1 1 5 20 1 1 11 53
Tests of Equal Predictive Ability With Real-Time Data 1 3 6 87 1 5 19 191
Tests of equal accuracy for nested models with estimated factors 0 0 0 0 1 1 1 1
Tests of equal forecast accuracy and encompassing for nested models 0 3 7 503 3 12 30 1,192
The Predictive Content of the Output Gap for Inflation: Resolving In-Sample and Out-of-Sample Evidence 0 1 2 149 0 1 10 378
The power of tests of predictive ability in the presence of structural breaks 0 2 3 113 0 3 11 226
Tracking the U.S. Economy with Nowcasts 1 1 2 2 2 2 12 16
Uncertainty about when the Fed will raise interest rates 0 0 0 7 0 0 1 46
Using FOMC forecasts to forecast the economy 0 0 0 26 0 0 4 61
Using stock market liquidity to forecast recessions 0 0 1 16 0 0 2 48
Total Journal Articles 27 57 127 2,207 47 117 399 5,983


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Advances in Forecast Evaluation 2 7 13 22 2 9 35 65
Comment on "Taylor Rule Exchange Rate Forecasting during the Financial Crisis" 0 0 0 5 0 0 2 28
Total Chapters 2 7 13 27 2 9 37 93


Statistics updated 2017-06-02