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 5 6 18 121 6 9 29 152
Advances in forecast evaluation 1 4 10 109 3 12 40 149
Averaging forecasts from VARs with uncertain instabilities 0 0 5 79 1 1 11 158
Averaging forecasts from VARs with uncertain instabilities 0 0 1 63 0 1 10 146
Averaging forecasts from VARs with uncertain instabilities 0 1 5 76 0 3 16 209
Combining forecasts from nested models 0 0 0 45 0 1 5 99
Combining forecasts from nested models 0 0 5 133 3 6 33 397
Combining forecasts from nested models 0 0 3 102 2 3 20 245
Comment on "Taylor rule exchange rate forecasting during the financial crisis" 0 0 2 31 0 2 10 51
Consistent testing for structural change at the ends of the sample 0 1 6 119 0 3 14 41
Evaluating Conditional Forecasts from Vector Autoregressions 1 13 83 83 1 10 15 15
Evaluating Conditional Forecasts from Vector Autoregressions 1 3 50 50 1 4 14 14
Evaluating long-horizon forecasts 1 2 8 226 1 6 27 469
Evaluating the accuracy of forecasts from vector autoregressions 0 4 23 108 1 9 56 130
Forecast disagreement among FOMC members 0 0 2 64 3 3 19 132
Forecast-based model selection in the presence of structural breaks 0 0 2 233 0 2 12 584
Forecasting of small macroeconomic VARs in the presence of instabilities 1 1 7 165 2 8 28 475
Forecasting with small macroeconomic VARs in the presence of instabilities 1 3 9 146 1 4 13 224
Improving forecast accuracy by combining recursive and rolling forecasts 0 0 3 116 0 0 9 222
Improving forecast accuracy by combining recursive and rolling forecasts 3 4 23 592 10 21 95 1,962
In-sample tests of predictive ability: a new approach 0 0 3 34 1 2 15 51
In-sample tests of predictive ability: a new approach 2 2 2 118 3 4 16 147
Inference about predictive ability 0 0 3 228 0 1 9 454
Multi-step ahead forecasting of vector time series 1 3 8 52 1 6 24 67
NEW MSE TESTS FOR EVALUATING FORECASTING PERFORMANCE: EMPIRICS AND BOOTSTRAP 0 0 1 56 1 1 5 191
Nested forecast model comparisons: a new approach to testing equal accuracy 1 1 7 116 2 3 14 201
Nested forecast model comparisons: a new approach to testing equal accuracy 1 4 9 67 1 7 22 134
Real-time forecast averaging with ALFRED 0 1 2 44 0 2 9 63
Reality checks and nested forecast model comparisons 0 1 3 74 0 2 14 115
Regression-Based Tests of Predictive Ability 0 0 2 274 0 0 9 1,091
Regression-Based Tests of Predictive Ability 0 0 3 394 4 9 25 1,688
Testing for unconditional predictive ability 0 0 6 99 1 2 18 159
Testing the economic value of asset return predictability 1 3 6 46 1 4 15 53
Tests of Equal Forecast Accuracy and Encompassing for Nested Models 0 0 3 261 1 6 16 701
Tests of Equal Forecast Accuracy and Encompassing for Nested Models 1 8 16 1,233 2 21 74 3,748
Tests of equal forecast accuracy and encompassing for nested models 4 9 20 451 9 20 73 1,248
Tests of equal forecast accuracy for overlapping models 0 0 8 78 1 5 11 82
Tests of equal forecast accuracy for overlapping models 1 1 8 55 2 4 20 89
Tests of equal predictive ability with real-time data 0 1 1 65 0 1 6 116
Tests of equal predictive ability with real-time data 0 1 7 163 2 11 32 346
The Predictive Content of the Output Gap for Inflation: Resolving In-Sample and Out-of-Sample Evidence 0 0 0 1 0 2 9 211
The predictive content of the output gap for inflation: resolving in-sample and out-of-sample evidence 0 1 5 150 0 1 32 423
Total Working Papers 26 78 388 6,720 67 222 944 17,252


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 4 8 47 363 6 21 89 625
Averaging forecasts from VARs with uncertain instabilities 0 1 9 101 5 7 31 269
Combining Forecasts from Nested Models 2 2 8 70 5 10 29 206
Comment 0 0 0 1 0 1 2 5
Disagreement at the FOMC: the dissenting votes are just part of the story 0 0 0 7 0 0 4 23
Evaluating Direct Multistep Forecasts 0 3 14 112 0 5 20 233
Evaluating the Predictability of Exchange Rates Using Long-Horizon Regressions: Mind Your p's and q's! 0 0 0 0 0 2 10 179
Factor-based prediction of industry-wide bank stress 1 1 3 3 2 4 12 12
Following the Fed with a news tracker 0 0 0 3 0 0 1 18
Housing's role in a recovery 0 1 1 7 0 1 7 24
How accurate are forecasts in a recession? 0 1 1 42 0 1 6 99
IMPROVING FORECAST ACCURACY BY COMBINING RECURSIVE AND ROLLING FORECASTS 1 4 9 90 1 7 23 252
In-sample tests of predictive ability: A new approach 1 2 8 13 2 4 19 30
Initial claims and employment growth: are we at the threshold? 0 0 0 6 0 0 2 20
Pairwise tests of equal forecast accuracy (in Russian) 0 0 0 23 0 1 4 72
Parameter estimation and tests of equal forecast accuracy between non-nested models 0 2 5 48 0 2 8 120
Real-time forecast averaging with ALFRED 0 0 1 13 0 3 10 63
Reality Checks and Comparisons of Nested Predictive Models 1 1 5 6 1 2 11 17
Regression-Based Tests of Predictive Ability 0 0 0 3 0 1 10 496
Robust out-of-sample inference 0 0 0 134 0 2 8 265
Should food be excluded from core CPI? 0 1 1 3 0 2 4 14
TESTS OF EQUAL FORECAST ACCURACY FOR OVERLAPPING MODELS 3 3 4 4 4 9 17 17
Tests of Equal Predictive Ability With Real-Time Data 0 3 7 75 0 7 21 152
Tests of equal forecast accuracy and encompassing for nested models 1 4 32 477 2 16 87 1,105
The Predictive Content of the Output Gap for Inflation: Resolving In-Sample and Out-of-Sample Evidence 0 0 4 140 0 2 15 345
The power of tests of predictive ability in the presence of structural breaks 0 3 6 103 0 6 16 190
Uncertainty about when the Fed will raise interest rates 0 0 0 6 0 0 3 36
Using FOMC forecasts to forecast the economy 0 0 2 26 0 0 5 47
Using stock market liquidity to forecast recessions 0 2 3 13 0 2 4 33
Total Journal Articles 14 42 170 1,892 28 118 478 4,967


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 0 1 4 0 0 5 21
Total Chapters 0 0 1 4 0 0 5 21


Statistics updated 2015-03-02