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 5 13 130 4 7 24 201
Advances in forecast evaluation 0 1 9 145 1 2 17 209
Asymptotic Inference for Performance Fees and the Predictability of Asset Returns 0 1 4 53 0 2 11 71
Averaging forecasts from VARs with uncertain instabilities 0 0 0 79 2 2 5 234
Averaging forecasts from VARs with uncertain instabilities 0 0 0 63 1 1 3 152
Averaging forecasts from VARs with uncertain instabilities 0 1 1 82 2 4 13 180
Combining forecasts from nested models 0 0 2 48 2 2 6 112
Combining forecasts from nested models 1 1 1 103 3 6 15 274
Combining forecasts from nested models 0 2 5 146 4 9 26 449
Comment on "Taylor rule exchange rate forecasting during the financial crisis" 1 1 5 38 1 1 7 64
Consistent testing for structural change at the ends of the sample 0 0 1 120 0 1 3 51
Evaluating Conditional Forecasts from Vector Autoregressions 1 3 9 80 3 6 33 83
Evaluating Conditional Forecasts from Vector Autoregressions 0 2 9 102 1 6 22 57
Evaluating long-horizon forecasts 0 2 7 242 2 5 20 508
Evaluating the accuracy of forecasts from vector autoregressions 2 4 13 132 2 10 31 182
FRED-MD: A Monthly Database for Macroeconomic Research 3 5 19 112 8 18 83 155
Forecast disagreement among FOMC members 1 1 2 68 4 4 8 150
Forecast-based model selection in the presence of structural breaks 0 0 2 236 2 4 14 604
Forecasting of small macroeconomic VARs in the presence of instabilities 0 0 0 166 2 4 11 510
Forecasting with small macroeconomic VARs in the presence of instabilities 0 0 4 156 0 0 9 241
Improving forecast accuracy by combining recursive and rolling forecasts 0 1 6 610 4 7 21 2,056
Improving forecast accuracy by combining recursive and rolling forecasts 0 0 0 116 1 4 7 235
In-sample tests of predictive ability: a new approach 0 0 2 36 0 1 7 67
In-sample tests of predictive ability: a new approach 0 1 3 122 2 4 10 161
Inference about predictive ability 1 1 3 232 2 3 8 467
Multi-step ahead forecasting of vector time series 0 1 2 60 0 5 13 89
NEW MSE TESTS FOR EVALUATING FORECASTING PERFORMANCE: EMPIRICS AND BOOTSTRAP 0 1 1 59 0 3 13 206
Nested forecast model comparisons: a new approach to testing equal accuracy 0 0 3 71 2 2 13 153
Nested forecast model comparisons: a new approach to testing equal accuracy 0 2 5 124 1 3 12 227
Real-Time Forecasting with a Large, Mixed Frequency, Bayesian VAR 0 1 10 82 1 10 58 82
Real-time forecast averaging with ALFRED 0 0 0 44 0 0 7 73
Reality checks and nested forecast model comparisons 0 0 4 80 3 7 18 139
Regression-Based Tests of Predictive Ability 0 0 2 278 0 1 8 1,108
Regression-Based Tests of Predictive Ability 1 1 3 400 2 3 13 1,722
Testing for unconditional predictive ability 1 1 7 107 1 1 14 179
Tests of Equal Accuracy for Nested Models with Estimated Factors 0 4 20 95 4 9 38 50
Tests of Equal Forecast Accuracy and Encompassing for Nested Models 1 4 12 1,256 3 8 32 3,816
Tests of Equal Forecast Accuracy and Encompassing for Nested Models 0 1 3 271 2 3 16 737
Tests of equal forecast accuracy and encompassing for nested models 0 1 7 469 1 7 24 1,309
Tests of equal forecast accuracy for overlapping models 0 0 9 65 2 3 21 122
Tests of equal forecast accuracy for overlapping models 0 0 0 79 2 6 21 115
Tests of equal predictive ability with real-time data 0 1 4 172 0 3 15 385
Tests of equal predictive ability with real-time data 0 0 1 67 1 1 3 127
The Predictive Content of the Output Gap for Inflation: Resolving In-Sample and Out-of-Sample Evidence 0 0 0 1 1 3 8 225
The predictive content of the output gap for inflation: resolving in-sample and out-of-sample evidence 0 0 0 151 2 4 14 447
Total Working Papers 15 50 213 7,348 81 195 775 18,784


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 4 4 4 5 12 12 12
Asymptotics for out of sample tests of Granger causality 4 11 35 434 5 16 70 760
Averaging forecasts from VARs with uncertain instabilities 0 0 4 114 1 4 23 311
Combining Forecasts from Nested Models 0 0 0 71 3 5 15 230
Comment 0 0 0 1 1 1 7 14
Disagreement at the FOMC: the dissenting votes are just part of the story 0 0 0 9 0 1 8 39
Evaluating Direct Multistep Forecasts 0 1 10 134 1 2 24 278
Evaluating the Predictability of Exchange Rates Using Long-Horizon Regressions: Mind Your p's and q's! 0 0 0 0 0 1 8 193
Factor-based prediction of industry-wide bank stress 0 0 1 8 1 3 16 42
Following the Fed with a news tracker 0 0 0 3 0 0 7 29
Housing's role in a recovery 0 0 0 7 0 0 7 36
How accurate are forecasts in a recession? 0 0 0 43 0 0 3 105
IMPROVING FORECAST ACCURACY BY COMBINING RECURSIVE AND ROLLING FORECASTS 0 1 5 100 1 3 13 283
In-sample tests of predictive ability: A new approach 0 2 3 19 3 5 18 56
Initial claims and employment growth: are we at the threshold? 0 0 0 7 0 0 5 33
Nested forecast model comparisons: A new approach to testing equal accuracy 0 1 13 31 2 9 38 86
Pairwise tests of equal forecast accuracy (in Russian) 0 0 1 25 0 0 5 81
Parameter estimation and tests of equal forecast accuracy between non-nested models 1 1 1 51 1 2 10 137
Real-time forecast averaging with ALFRED 0 0 1 17 0 0 10 82
Reality Checks and Comparisons of Nested Predictive Models 0 0 2 10 4 6 13 33
Regression-Based Tests of Predictive Ability 0 0 0 3 1 1 10 525
Robust out-of-sample inference 0 1 4 143 0 1 15 291
Should food be excluded from core CPI? 0 0 0 4 0 0 5 23
TESTS OF EQUAL FORECAST ACCURACY FOR OVERLAPPING MODELS 0 0 5 19 2 2 16 52
Tests of Equal Predictive Ability With Real-Time Data 0 1 3 84 2 4 19 186
Tests of equal forecast accuracy and encompassing for nested models 0 1 6 500 1 5 29 1,180
The Predictive Content of the Output Gap for Inflation: Resolving In-Sample and Out-of-Sample Evidence 0 1 1 148 1 5 13 377
The power of tests of predictive ability in the presence of structural breaks 0 0 1 111 3 4 17 223
Tracking the U.S. Economy with Nowcasts 0 0 1 1 4 4 14 14
Uncertainty about when the Fed will raise interest rates 0 0 0 7 0 0 5 46
Using FOMC forecasts to forecast the economy 0 0 0 26 0 0 7 61
Using stock market liquidity to forecast recessions 0 0 1 16 1 1 7 48
Total Journal Articles 5 25 102 2,150 43 97 469 5,866


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Advances in Forecast Evaluation 1 1 11 15 5 9 47 56
Comment on "Taylor Rule Exchange Rate Forecasting during the Financial Crisis" 0 0 0 5 0 0 5 28
Total Chapters 1 1 11 20 5 9 52 84


Statistics updated 2017-03-07