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 1 8 111 3 5 36 159
Advances in forecast evaluation 5 8 20 131 8 13 37 169
Averaging forecasts from VARs with uncertain instabilities 0 1 3 77 4 5 12 214
Averaging forecasts from VARs with uncertain instabilities 0 0 0 63 0 0 4 146
Averaging forecasts from VARs with uncertain instabilities 0 1 2 80 2 4 9 162
Combining forecasts from nested models 2 3 4 137 2 7 23 405
Combining forecasts from nested models 0 0 0 102 0 1 9 246
Combining forecasts from nested models 0 0 0 45 1 1 3 100
Comment on "Taylor rule exchange rate forecasting during the financial crisis" 0 1 2 32 2 3 10 55
Consistent testing for structural change at the ends of the sample 0 0 3 119 2 2 11 43
Evaluating Conditional Forecasts from Vector Autoregressions 0 3 89 89 1 7 26 26
Evaluating Conditional Forecasts from Vector Autoregressions 3 6 59 59 6 10 29 29
Evaluating long-horizon forecasts 1 2 8 229 1 3 24 473
Evaluating the accuracy of forecasts from vector autoregressions 1 4 19 113 2 8 44 139
FRED-MD: A Monthly Database for Macroeconomic Research 9 9 9 9 24 24 24 24
Forecast disagreement among FOMC members 0 0 2 64 1 3 18 136
Forecast-based model selection in the presence of structural breaks 0 0 2 233 1 1 8 586
Forecasting of small macroeconomic VARs in the presence of instabilities 1 1 5 166 7 11 24 487
Forecasting with small macroeconomic VARs in the presence of instabilities 1 2 7 148 1 3 9 227
Improving forecast accuracy by combining recursive and rolling forecasts 0 0 1 116 2 2 7 226
Improving forecast accuracy by combining recursive and rolling forecasts 0 5 21 600 8 25 92 1,995
In-sample tests of predictive ability: a new approach 0 1 3 119 1 2 13 149
In-sample tests of predictive ability: a new approach 0 0 0 34 1 2 15 58
Inference about predictive ability 0 0 2 228 0 0 5 454
Multi-step ahead forecasting of vector time series 0 1 8 54 1 3 16 71
NEW MSE TESTS FOR EVALUATING FORECASTING PERFORMANCE: EMPIRICS AND BOOTSTRAP 1 1 1 57 1 1 3 192
Nested forecast model comparisons: a new approach to testing equal accuracy 0 0 5 67 1 2 16 136
Nested forecast model comparisons: a new approach to testing equal accuracy 0 0 3 117 0 3 11 206
Real-time forecast averaging with ALFRED 0 0 2 44 1 1 7 64
Reality checks and nested forecast model comparisons 0 0 2 74 1 2 11 118
Regression-Based Tests of Predictive Ability 0 1 1 395 1 5 21 1,694
Regression-Based Tests of Predictive Ability 0 1 1 275 2 4 6 1,095
Testing for unconditional predictive ability 0 1 4 100 0 2 15 162
Testing the economic value of asset return predictability 0 0 4 46 1 3 13 57
Tests of Equal Forecast Accuracy and Encompassing for Nested Models 1 4 5 265 2 5 17 707
Tests of Equal Forecast Accuracy and Encompassing for Nested Models 1 3 15 1,237 3 10 65 3,763
Tests of equal forecast accuracy and encompassing for nested models 1 6 25 458 3 15 70 1,267
Tests of equal forecast accuracy for overlapping models 0 1 3 56 2 4 15 96
Tests of equal forecast accuracy for overlapping models 0 0 1 78 1 2 9 84
Tests of equal predictive ability with real-time data 0 3 4 166 2 12 33 360
Tests of equal predictive ability with real-time data 0 0 1 65 1 3 5 119
The Predictive Content of the Output Gap for Inflation: Resolving In-Sample and Out-of-Sample Evidence 0 0 0 1 0 3 8 214
The predictive content of the output gap for inflation: resolving in-sample and out-of-sample evidence 0 0 2 150 0 1 14 424
Total Working Papers 27 70 356 6,809 103 223 847 17,537


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 3 7 41 372 8 19 80 648
Averaging forecasts from VARs with uncertain instabilities 0 2 6 103 0 2 19 272
Combining Forecasts from Nested Models 0 1 4 71 0 3 18 210
Comment 0 0 0 1 1 1 2 6
Disagreement at the FOMC: the dissenting votes are just part of the story 1 1 1 8 2 3 4 26
Evaluating Direct Multistep Forecasts 1 3 10 116 2 6 15 240
Evaluating the Predictability of Exchange Rates Using Long-Horizon Regressions: Mind Your p's and q's! 0 0 0 0 1 1 5 180
Factor-based prediction of industry-wide bank stress 0 0 3 3 0 0 12 12
Following the Fed with a news tracker 0 0 0 3 1 1 1 19
Housing's role in a recovery 0 0 1 7 1 3 6 28
How accurate are forecasts in a recession? 0 0 1 42 0 1 3 100
IMPROVING FORECAST ACCURACY BY COMBINING RECURSIVE AND ROLLING FORECASTS 1 2 7 92 1 4 17 256
In-sample tests of predictive ability: A new approach 1 2 6 15 1 3 12 33
Initial claims and employment growth: are we at the threshold? 0 0 0 6 2 3 6 25
Nested forecast model comparisons: A new approach to testing equal accuracy 1 7 7 7 4 13 15 15
Pairwise tests of equal forecast accuracy (in Russian) 0 1 1 24 1 2 3 74
Parameter estimation and tests of equal forecast accuracy between non-nested models 0 0 4 48 0 1 5 121
Real-time forecast averaging with ALFRED 0 2 2 15 2 5 12 68
Reality Checks and Comparisons of Nested Predictive Models 0 1 2 7 0 1 4 18
Regression-Based Tests of Predictive Ability 0 0 0 3 2 5 9 501
Robust out-of-sample inference 2 2 2 136 3 4 9 269
Should food be excluded from core CPI? 0 0 1 3 1 2 5 16
TESTS OF EQUAL FORECAST ACCURACY FOR OVERLAPPING MODELS 0 4 8 8 1 6 23 23
Tests of Equal Predictive Ability With Real-Time Data 1 3 11 79 3 5 20 158
Tests of equal forecast accuracy and encompassing for nested models 2 5 24 484 5 14 69 1,124
The Predictive Content of the Output Gap for Inflation: Resolving In-Sample and Out-of-Sample Evidence 1 2 2 142 1 5 12 351
The power of tests of predictive ability in the presence of structural breaks 1 5 9 108 1 6 16 196
Uncertainty about when the Fed will raise interest rates 0 0 0 6 1 1 2 37
Using FOMC forecasts to forecast the economy 0 0 1 26 3 3 5 50
Using stock market liquidity to forecast recessions 1 1 4 14 3 3 6 36
Total Journal Articles 16 51 158 1,949 51 126 415 5,112


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 1 1 5 0 2 2 23
Total Chapters 0 1 1 5 0 2 2 23


Statistics updated 2015-07-02