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 1 2 10 145 1 2 22 208
Advances in forecast evaluation 2 3 11 128 2 4 22 197
Asymptotic Inference for Performance Fees and the Predictability of Asset Returns 1 1 5 53 2 2 12 71
Averaging forecasts from VARs with uncertain instabilities 0 0 0 63 0 2 5 153
Averaging forecasts from VARs with uncertain instabilities 0 0 0 79 0 2 6 233
Averaging forecasts from VARs with uncertain instabilities 0 1 1 82 0 5 12 179
Combining forecasts from nested models 0 0 0 102 3 6 13 271
Combining forecasts from nested models 1 3 5 146 3 10 22 445
Combining forecasts from nested models 0 0 2 48 0 0 5 110
Comment on "Taylor rule exchange rate forecasting during the financial crisis" 0 1 4 37 0 3 8 65
Consistent testing for structural change at the ends of the sample 0 0 1 120 0 2 4 52
Evaluating Conditional Forecasts from Vector Autoregressions 2 3 9 102 2 7 23 56
Evaluating Conditional Forecasts from Vector Autoregressions 1 2 8 79 1 4 31 80
Evaluating long-horizon forecasts 1 2 8 242 2 3 19 506
Evaluating the accuracy of forecasts from vector autoregressions 1 2 11 130 7 8 31 180
FRED-MD: A Monthly Database for Macroeconomic Research 0 3 20 109 6 13 86 147
Forecast disagreement among FOMC members 0 0 1 67 0 0 5 146
Forecast-based model selection in the presence of structural breaks 0 0 2 236 2 4 13 603
Forecasting of small macroeconomic VARs in the presence of instabilities 0 0 0 166 2 2 9 508
Forecasting with small macroeconomic VARs in the presence of instabilities 0 1 4 156 0 3 10 242
Improving forecast accuracy by combining recursive and rolling forecasts 1 1 8 610 1 4 27 2,053
Improving forecast accuracy by combining recursive and rolling forecasts 0 0 0 116 1 3 6 234
In-sample tests of predictive ability: a new approach 0 0 2 36 0 1 8 67
In-sample tests of predictive ability: a new approach 0 1 3 122 0 2 8 159
Inference about predictive ability 0 0 3 231 1 1 7 465
Multi-step ahead forecasting of vector time series 1 1 3 60 4 5 14 89
NEW MSE TESTS FOR EVALUATING FORECASTING PERFORMANCE: EMPIRICS AND BOOTSTRAP 0 1 1 59 1 4 14 207
Nested forecast model comparisons: a new approach to testing equal accuracy 1 2 6 124 1 4 13 227
Nested forecast model comparisons: a new approach to testing equal accuracy 0 0 3 71 0 0 11 151
Real-Time Forecasting with a Large, Mixed Frequency, Bayesian VAR 1 4 11 82 4 14 64 81
Real-time forecast averaging with ALFRED 0 0 0 44 0 2 8 74
Reality checks and nested forecast model comparisons 0 0 4 80 3 5 16 137
Regression-Based Tests of Predictive Ability 0 0 2 399 1 2 18 1,721
Regression-Based Tests of Predictive Ability 0 0 2 278 1 1 8 1,108
Testing for unconditional predictive ability 0 0 6 106 0 0 13 178
Tests of Equal Accuracy for Nested Models with Estimated Factors 2 8 20 95 2 9 36 46
Tests of Equal Forecast Accuracy and Encompassing for Nested Models 1 1 3 271 1 2 17 736
Tests of Equal Forecast Accuracy and Encompassing for Nested Models 3 3 13 1,255 4 6 32 3,813
Tests of equal forecast accuracy and encompassing for nested models 1 2 8 469 3 10 26 1,310
Tests of equal forecast accuracy for overlapping models 0 2 9 65 0 5 21 120
Tests of equal forecast accuracy for overlapping models 0 0 0 79 2 7 22 113
Tests of equal predictive ability with real-time data 0 0 1 67 0 0 2 126
Tests of equal predictive ability with real-time data 1 1 4 172 2 3 15 385
The Predictive Content of the Output Gap for Inflation: Resolving In-Sample and Out-of-Sample Evidence 0 0 0 1 2 2 8 224
The predictive content of the output gap for inflation: resolving in-sample and out-of-sample evidence 0 0 0 151 2 2 12 445
Total Working Papers 22 51 214 7,333 69 176 784 18,721


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 1 10 10 10
Asymptotics for out of sample tests of Granger causality 3 8 33 430 6 17 68 755
Averaging forecasts from VARs with uncertain instabilities 0 0 4 114 1 5 22 310
Combining Forecasts from Nested Models 0 0 0 71 1 6 13 228
Comment 0 0 0 1 0 0 7 13
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 1 1 13 134 1 1 26 277
Evaluating the Predictability of Exchange Rates Using Long-Horizon Regressions: Mind Your p's and q's! 0 0 0 0 1 2 8 193
Factor-based prediction of industry-wide bank stress 0 0 1 8 3 5 20 44
Following the Fed with a news tracker 0 0 0 3 0 0 8 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 4 105
IMPROVING FORECAST ACCURACY BY COMBINING RECURSIVE AND ROLLING FORECASTS 0 1 6 100 0 3 19 283
In-sample tests of predictive ability: A new approach 1 2 3 19 1 5 16 54
Initial claims and employment growth: are we at the threshold? 0 0 0 7 0 0 6 33
Nested forecast model comparisons: A new approach to testing equal accuracy 1 2 14 31 3 8 46 84
Pairwise tests of equal forecast accuracy (in Russian) 0 1 1 25 0 1 6 81
Parameter estimation and tests of equal forecast accuracy between non-nested models 0 0 0 50 0 2 10 136
Real-time forecast averaging with ALFRED 0 0 1 17 0 0 10 82
Reality Checks and Comparisons of Nested Predictive Models 0 1 2 10 0 3 9 29
Regression-Based Tests of Predictive Ability 0 0 0 3 0 1 9 524
Robust out-of-sample inference 1 1 6 143 1 2 17 291
Should food be excluded from core CPI? 0 0 0 4 0 0 5 23
TESTS OF EQUAL FORECAST ACCURACY FOR OVERLAPPING MODELS 0 1 9 19 0 1 20 50
Tests of Equal Predictive Ability With Real-Time Data 0 1 3 84 0 3 22 185
Tests of equal forecast accuracy and encompassing for nested models 1 3 7 500 3 10 30 1,179
The Predictive Content of the Output Gap for Inflation: Resolving In-Sample and Out-of-Sample Evidence 1 1 1 148 2 8 15 378
The power of tests of predictive ability in the presence of structural breaks 0 0 1 111 1 3 14 220
Tracking the U.S. Economy with Nowcasts 0 0 1 1 0 0 10 10
Uncertainty about when the Fed will raise interest rates 0 0 0 7 0 0 7 46
Using FOMC forecasts to forecast the economy 0 0 0 26 0 2 8 62
Using stock market liquidity to forecast recessions 0 0 1 16 0 0 6 47
Total Journal Articles 9 27 111 2,145 25 99 486 5,836


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Advances in Forecast Evaluation 0 0 12 14 3 5 45 52
Comment on "Taylor Rule Exchange Rate Forecasting during the Financial Crisis" 0 0 0 5 0 1 6 29
Total Chapters 0 0 12 19 3 6 51 81


Statistics updated 2017-02-02