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 3 14 115 1 6 28 144
Advances in forecast evaluation 1 1 10 106 4 12 39 141
Averaging forecasts from VARs with uncertain instabilities 0 0 4 75 2 4 17 208
Averaging forecasts from VARs with uncertain instabilities 0 0 1 63 1 2 11 146
Averaging forecasts from VARs with uncertain instabilities 0 1 6 79 0 2 11 157
Combining forecasts from nested models 0 0 6 133 2 5 36 393
Combining forecasts from nested models 0 0 0 45 1 2 5 99
Combining forecasts from nested models 0 0 3 102 0 2 20 242
Comment on "Taylor rule exchange rate forecasting during the financial crisis" 0 1 3 31 1 3 13 50
Consistent testing for structural change at the ends of the sample 0 1 7 118 1 3 15 39
Evaluating Conditional Forecasts from Vector Autoregressions 10 80 80 80 7 12 12 12
Evaluating long-horizon forecasts 1 1 8 225 4 9 31 467
Evaluating the accuracy of forecasts from vector autoregressions 1 3 26 105 3 12 62 124
Forecast disagreement among FOMC members 0 1 4 64 0 3 23 129
Forecast-based model selection in the presence of structural breaks 0 0 3 233 0 1 16 582
Forecasting of small macroeconomic VARs in the presence of instabilities 0 0 9 164 5 5 37 472
Forecasting with small macroeconomic VARs in the presence of instabilities 2 2 11 145 3 3 16 223
Improving forecast accuracy by combining recursive and rolling forecasts 1 5 24 589 8 32 109 1,949
Improving forecast accuracy by combining recursive and rolling forecasts 0 0 3 116 0 1 15 222
In-sample tests of predictive ability: a new approach 0 0 3 34 1 2 14 50
In-sample tests of predictive ability: a new approach 0 0 0 116 1 3 15 144
Inference about predictive ability 0 1 3 228 0 1 11 453
Multi-step ahead forecasting of vector time series 0 0 7 49 1 4 23 62
NEW MSE TESTS FOR EVALUATING FORECASTING PERFORMANCE: EMPIRICS AND BOOTSTRAP 0 0 1 56 0 1 8 190
Nested forecast model comparisons: a new approach to testing equal accuracy 0 0 8 115 1 1 14 199
Nested forecast model comparisons: a new approach to testing equal accuracy 1 1 8 64 2 4 22 129
Real-time forecast averaging with ALFRED 0 0 1 43 0 2 9 61
Reality checks and nested forecast model comparisons 1 2 5 74 1 5 17 114
Regression-Based Tests of Predictive Ability 0 0 2 274 0 1 12 1,091
Regression-Based Tests of Predictive Ability 0 0 3 394 2 4 25 1,681
Testing for unconditional predictive ability 0 2 8 99 1 7 22 158
Testing the economic value of asset return predictability 1 1 5 44 2 4 16 51
Tests of Equal Forecast Accuracy and Encompassing for Nested Models 3 5 12 1,228 10 22 75 3,737
Tests of Equal Forecast Accuracy and Encompassing for Nested Models 0 0 3 261 1 1 17 696
Tests of equal forecast accuracy and encompassing for nested models 3 11 18 445 7 24 78 1,235
Tests of equal forecast accuracy for overlapping models 0 0 8 54 1 3 19 86
Tests of equal forecast accuracy for overlapping models 0 0 9 78 1 2 9 78
Tests of equal predictive ability with real-time data 0 0 8 162 3 6 29 338
Tests of equal predictive ability with real-time data 1 1 2 65 1 2 10 116
The Predictive Content of the Output Gap for Inflation: Resolving In-Sample and Out-of-Sample Evidence 0 0 0 1 1 1 8 210
The predictive content of the output gap for inflation: resolving in-sample and out-of-sample evidence 0 0 4 149 0 3 36 422
Total Working Papers 26 123 340 6,621 80 222 1,005 17,100


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 1 15 43 356 8 28 86 612
Averaging forecasts from VARs with uncertain instabilities 0 0 10 100 1 4 32 263
Combining Forecasts from Nested Models 0 1 7 68 3 4 26 199
Comment 0 0 0 1 1 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 2 2 13 111 3 3 20 231
Evaluating the Predictability of Exchange Rates Using Long-Horizon Regressions: Mind Your p's and q's! 0 0 0 0 2 3 11 179
Factor-based prediction of industry-wide bank stress 0 0 2 2 1 3 9 9
Following the Fed with a news tracker 0 0 0 3 0 0 1 18
Housing's role in a recovery 0 0 0 6 0 0 7 23
How accurate are forecasts in a recession? 0 0 1 41 0 0 7 98
IMPROVING FORECAST ACCURACY BY COMBINING RECURSIVE AND ROLLING FORECASTS 1 1 8 87 3 4 24 248
In-sample tests of predictive ability: A new approach 0 0 7 11 1 4 19 27
Initial claims and employment growth: are we at the threshold? 0 0 0 6 0 1 3 20
Pairwise tests of equal forecast accuracy (in Russian) 0 0 0 23 0 0 3 71
Parameter estimation and tests of equal forecast accuracy between non-nested models 0 2 4 46 0 2 9 118
Real-time forecast averaging with ALFRED 0 0 2 13 3 4 12 63
Reality Checks and Comparisons of Nested Predictive Models 0 0 4 5 1 1 11 16
Regression-Based Tests of Predictive Ability 0 0 0 3 1 1 12 496
Robust out-of-sample inference 0 0 1 134 2 3 12 265
Should food be excluded from core CPI? 1 1 1 3 2 2 4 14
TESTS OF EQUAL FORECAST ACCURACY FOR OVERLAPPING MODELS 0 1 1 1 4 9 12 12
Tests of Equal Predictive Ability With Real-Time Data 2 4 10 74 5 8 25 150
Tests of equal forecast accuracy and encompassing for nested models 3 10 37 476 7 26 94 1,096
The Predictive Content of the Output Gap for Inflation: Resolving In-Sample and Out-of-Sample Evidence 0 0 5 140 1 2 17 344
The power of tests of predictive ability in the presence of structural breaks 2 2 5 102 3 6 16 187
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 1 2 26 0 1 5 47
Using stock market liquidity to forecast recessions 1 2 2 12 1 2 4 32
Total Journal Articles 13 42 165 1,863 53 122 490 4,902


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 2 4 0 0 6 21
Total Chapters 0 0 2 4 0 0 6 21


Statistics updated 2015-01-03