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 12 105 3 7 38 132
Advances in forecast evaluation 2 3 16 114 4 9 33 142
Averaging forecasts from VARs with uncertain instabilities 0 0 1 63 1 2 12 145
Averaging forecasts from VARs with uncertain instabilities 1 1 6 79 1 2 10 156
Averaging forecasts from VARs with uncertain instabilities 0 0 5 75 2 2 21 206
Combining forecasts from nested models 0 0 1 45 1 1 6 98
Combining forecasts from nested models 0 0 3 102 1 3 24 241
Combining forecasts from nested models 0 0 6 133 2 6 40 390
Comment on "Taylor rule exchange rate forecasting during the financial crisis" 0 0 3 30 1 2 16 48
Consistent testing for structural change at the ends of the sample 0 0 9 117 1 4 14 37
Evaluating Conditional Forecasts from Vector Autoregressions 2 2 2 2 2 2 2 2
Evaluating long-horizon forecasts 0 1 9 224 3 7 37 461
Evaluating the accuracy of forecasts from vector autoregressions 0 7 26 102 3 18 61 115
Forecast disagreement among FOMC members 1 2 5 64 2 7 25 128
Forecast-based model selection in the presence of structural breaks 0 0 4 233 1 1 20 582
Forecasting of small macroeconomic VARs in the presence of instabilities 0 1 12 164 0 1 65 467
Forecasting with small macroeconomic VARs in the presence of instabilities 0 2 9 143 0 2 15 220
Improving forecast accuracy by combining recursive and rolling forecasts 1 5 24 585 6 16 107 1,923
Improving forecast accuracy by combining recursive and rolling forecasts 0 1 3 116 1 3 19 222
In-sample tests of predictive ability: a new approach 0 0 3 34 1 4 13 49
In-sample tests of predictive ability: a new approach 0 0 0 116 1 6 14 142
Inference about predictive ability 1 2 4 228 1 4 13 453
Multi-step ahead forecasting of vector time series 0 2 7 49 3 4 25 61
NEW MSE TESTS FOR EVALUATING FORECASTING PERFORMANCE: EMPIRICS AND BOOTSTRAP 0 0 3 56 0 0 12 189
Nested forecast model comparisons: a new approach to testing equal accuracy 0 0 8 115 0 0 16 198
Nested forecast model comparisons: a new approach to testing equal accuracy 0 1 7 63 2 5 24 127
Real-time forecast averaging with ALFRED 0 1 1 43 2 3 14 61
Reality checks and nested forecast model comparisons 0 0 3 72 2 2 18 111
Regression-Based Tests of Predictive Ability 0 0 2 274 1 2 13 1,091
Regression-Based Tests of Predictive Ability 0 0 3 394 1 4 27 1,678
Testing for unconditional predictive ability 0 1 7 97 3 7 23 154
Testing the economic value of asset return predictability 0 1 4 43 1 3 17 48
Tests of Equal Forecast Accuracy and Encompassing for Nested Models 2 2 13 1,225 7 17 77 3,722
Tests of Equal Forecast Accuracy and Encompassing for Nested Models 0 1 4 261 0 4 24 695
Tests of equal forecast accuracy and encompassing for nested models 5 6 16 439 12 20 83 1,223
Tests of equal forecast accuracy for overlapping models 0 1 9 78 1 2 13 77
Tests of equal forecast accuracy for overlapping models 0 0 11 54 1 3 24 84
Tests of equal predictive ability with real-time data 0 0 2 64 1 1 10 115
Tests of equal predictive ability with real-time data 0 0 10 162 1 4 30 333
The Predictive Content of the Output Gap for Inflation: Resolving In-Sample and Out-of-Sample Evidence 0 0 0 1 0 3 13 209
The predictive content of the output gap for inflation: resolving in-sample and out-of-sample evidence 0 0 5 149 1 4 42 420
Total Working Papers 15 44 278 6,513 77 197 1,110 16,955


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 6 12 38 347 9 19 81 593
Averaging forecasts from VARs with uncertain instabilities 0 2 13 100 0 4 37 259
Combining Forecasts from Nested Models 1 1 8 68 1 2 28 196
Comment 0 0 1 1 0 0 3 4
Disagreement at the FOMC: the dissenting votes are just part of the story 0 0 0 7 0 1 4 23
Evaluating Direct Multistep Forecasts 0 3 11 109 0 3 19 228
Evaluating the Predictability of Exchange Rates Using Long-Horizon Regressions: Mind Your p's and q's! 0 0 0 0 0 0 8 176
Factor-based prediction of industry-wide bank stress 0 1 2 2 0 2 6 6
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 9 23
How accurate are forecasts in a recession? 0 0 1 41 0 1 7 98
IMPROVING FORECAST ACCURACY BY COMBINING RECURSIVE AND ROLLING FORECASTS 0 1 9 86 1 5 26 245
In-sample tests of predictive ability: A new approach 0 1 10 11 1 2 19 24
Initial claims and employment growth: are we at the threshold? 0 0 0 6 1 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 1 1 3 45 1 1 9 117
Real-time forecast averaging with ALFRED 0 0 2 13 1 3 10 60
Reality Checks and Comparisons of Nested Predictive Models 0 0 4 5 0 1 11 15
Regression-Based Tests of Predictive Ability 0 0 0 3 0 3 14 495
Robust out-of-sample inference 0 0 2 134 0 0 16 262
Should food be excluded from core CPI? 0 0 0 2 0 1 2 12
TESTS OF EQUAL FORECAST ACCURACY FOR OVERLAPPING MODELS 0 0 0 0 0 3 3 3
Tests of Equal Predictive Ability With Real-Time Data 1 3 9 71 1 4 21 143
Tests of equal forecast accuracy and encompassing for nested models 2 7 38 468 9 20 101 1,079
The Predictive Content of the Output Gap for Inflation: Resolving In-Sample and Out-of-Sample Evidence 0 0 7 140 1 3 23 343
The power of tests of predictive ability in the presence of structural breaks 0 0 4 100 0 0 11 181
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 25 0 1 5 46
Using stock market liquidity to forecast recessions 0 0 0 10 0 0 2 30
Total Journal Articles 11 32 164 1,832 26 80 485 4,806


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 7 21
Total Chapters 0 0 2 4 0 0 7 21


Statistics updated 2014-11-03