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 1 6 138 4 6 30 201
Advances in forecast evaluation 1 1 8 121 1 3 28 189
Averaging forecasts from VARs with uncertain instabilities 0 0 2 79 0 1 14 230
Averaging forecasts from VARs with uncertain instabilities 0 0 1 81 0 2 7 169
Averaging forecasts from VARs with uncertain instabilities 0 0 0 63 0 0 4 150
Combining forecasts from nested models 0 0 0 102 1 5 18 264
Combining forecasts from nested models 0 0 4 142 0 4 23 429
Combining forecasts from nested models 0 0 1 46 0 2 8 108
Comment on "Taylor rule exchange rate forecasting during the financial crisis" 0 1 3 35 0 1 6 61
Consistent testing for structural change at the ends of the sample 0 0 0 119 0 1 7 50
Evaluating Conditional Forecasts from Vector Autoregressions 1 4 14 75 2 16 34 68
Evaluating Conditional Forecasts from Vector Autoregressions 2 3 7 97 5 7 17 44
Evaluating long-horizon forecasts 0 2 9 239 2 6 24 498
Evaluating the accuracy of forecasts from vector autoregressions 1 3 12 125 2 7 22 162
FRED-MD: A Monthly Database for Macroeconomic Research 1 5 33 103 10 31 84 115
Forecast disagreement among FOMC members 0 0 2 67 1 1 8 145
Forecast-based model selection in the presence of structural breaks 0 0 0 234 0 2 8 595
Forecasting of small macroeconomic VARs in the presence of instabilities 0 0 0 166 1 2 15 504
Forecasting with small macroeconomic VARs in the presence of instabilities 1 2 6 155 1 3 8 236
Improving forecast accuracy by combining recursive and rolling forecasts 0 1 5 605 2 5 44 2,042
Improving forecast accuracy by combining recursive and rolling forecasts 0 0 0 116 2 3 5 231
In-sample tests of predictive ability: a new approach 0 0 1 120 1 3 6 155
In-sample tests of predictive ability: a new approach 0 1 2 36 1 3 5 64
Inference about predictive ability 0 1 2 230 1 3 6 462
Multi-step ahead forecasting of vector time series 0 0 3 58 1 4 11 83
NEW MSE TESTS FOR EVALUATING FORECASTING PERFORMANCE: EMPIRICS AND BOOTSTRAP 0 0 1 58 3 4 6 198
Nested forecast model comparisons: a new approach to testing equal accuracy 0 1 3 70 3 8 13 150
Nested forecast model comparisons: a new approach to testing equal accuracy 0 0 3 121 0 2 14 221
Real-Time Forecasting with a Large, Mixed Frequency, Bayesian VAR 1 2 76 76 4 12 50 50
Real-time forecast averaging with ALFRED 0 0 0 44 1 2 6 70
Reality checks and nested forecast model comparisons 1 1 4 78 2 4 10 128
Regression-Based Tests of Predictive Ability 0 1 4 399 2 5 22 1,717
Regression-Based Tests of Predictive Ability 1 1 3 278 1 2 9 1,104
Testing for unconditional predictive ability 0 2 4 104 0 5 13 175
Testing the economic value of asset return predictability 0 1 4 50 1 5 9 66
Tests of Equal Accuracy for Nested Models with Estimated Factors 2 3 81 81 5 8 28 28
Tests of Equal Forecast Accuracy and Encompassing for Nested Models 2 4 11 1,249 3 9 37 3,803
Tests of Equal Forecast Accuracy and Encompassing for Nested Models 0 0 2 268 2 3 19 727
Tests of equal forecast accuracy and encompassing for nested models 1 2 5 465 2 6 26 1,296
Tests of equal forecast accuracy for overlapping models 2 2 4 60 5 7 13 110
Tests of equal forecast accuracy for overlapping models 0 0 1 79 1 5 16 101
Tests of equal predictive ability with real-time data 0 1 4 170 1 3 14 378
Tests of equal predictive ability with real-time data 0 0 1 66 0 1 6 125
The Predictive Content of the Output Gap for Inflation: Resolving In-Sample and Out-of-Sample Evidence 0 0 0 1 1 2 7 221
The predictive content of the output gap for inflation: resolving in-sample and out-of-sample evidence 0 0 1 151 1 4 15 439
Total Working Papers 18 46 333 7,220 76 218 775 18,362


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 11 39 417 4 17 68 725
Averaging forecasts from VARs with uncertain instabilities 2 3 10 114 3 7 26 299
Combining Forecasts from Nested Models 0 0 0 71 0 3 9 219
Comment 0 0 0 1 1 3 5 11
Disagreement at the FOMC: the dissenting votes are just part of the story 0 0 1 9 0 3 10 36
Evaluating Direct Multistep Forecasts 0 3 12 129 2 8 26 268
Evaluating the Predictability of Exchange Rates Using Long-Horizon Regressions: Mind Your p's and q's! 0 0 0 0 0 3 9 189
Factor-based prediction of industry-wide bank stress 0 1 4 8 0 5 22 35
Following the Fed with a news tracker 0 0 0 3 1 3 8 27
Housing's role in a recovery 0 0 0 7 0 2 3 32
How accurate are forecasts in a recession? 0 0 1 43 0 2 5 105
IMPROVING FORECAST ACCURACY BY COMBINING RECURSIVE AND ROLLING FORECASTS 1 2 5 97 2 6 22 278
In-sample tests of predictive ability: A new approach 0 1 2 17 1 5 12 47
Initial claims and employment growth: are we at the threshold? 0 0 1 7 1 3 8 33
Nested forecast model comparisons: A new approach to testing equal accuracy 1 5 18 27 2 9 48 66
Pairwise tests of equal forecast accuracy (in Russian) 0 0 0 24 0 2 6 80
Parameter estimation and tests of equal forecast accuracy between non-nested models 0 0 2 50 1 5 13 134
Real-time forecast averaging with ALFRED 1 1 2 17 2 4 11 80
Reality Checks and Comparisons of Nested Predictive Models 0 0 1 8 0 4 7 25
Regression-Based Tests of Predictive Ability 0 0 0 3 1 2 17 519
Robust out-of-sample inference 1 2 5 142 1 4 14 285
Should food be excluded from core CPI? 0 0 1 4 1 2 6 22
TESTS OF EQUAL FORECAST ACCURACY FOR OVERLAPPING MODELS 0 1 6 16 1 7 20 46
Tests of Equal Predictive Ability With Real-Time Data 1 1 3 82 4 8 19 178
Tests of equal forecast accuracy and encompassing for nested models 1 2 11 497 3 8 39 1,166
The Predictive Content of the Output Gap for Inflation: Resolving In-Sample and Out-of-Sample Evidence 0 0 4 147 1 2 17 369
The power of tests of predictive ability in the presence of structural breaks 0 0 2 110 1 5 20 216
Tracking the U.S. Economy with Nowcasts 0 0 0 0 2 6 6 6
Uncertainty about when the Fed will raise interest rates 0 0 1 7 1 3 9 46
Using FOMC forecasts to forecast the economy 0 0 0 26 1 3 8 59
Using stock market liquidity to forecast recessions 0 1 2 16 0 3 11 47
Total Journal Articles 11 34 133 2,099 37 147 504 5,648


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Advances in Forecast Evaluation 2 4 12 12 4 15 35 35
Comment on "Taylor Rule Exchange Rate Forecasting during the Financial Crisis" 0 0 0 5 1 2 4 27
Total Chapters 2 4 12 17 5 17 39 62


Statistics updated 2016-08-02