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 19 135 8 10 40 186
Advances in forecast evaluation 1 2 9 117 6 8 29 175
Averaging forecasts from VARs with uncertain instabilities 1 1 3 79 2 6 18 227
Averaging forecasts from VARs with uncertain instabilities 0 0 2 81 0 2 10 167
Averaging forecasts from VARs with uncertain instabilities 0 0 0 63 0 1 2 148
Combining forecasts from nested models 0 1 8 141 0 2 29 423
Combining forecasts from nested models 0 0 0 102 3 3 15 258
Combining forecasts from nested models 0 0 1 46 3 3 6 105
Comment on "Taylor rule exchange rate forecasting during the financial crisis" 1 1 2 33 1 1 6 57
Consistent testing for structural change at the ends of the sample 0 0 0 119 0 5 7 48
Evaluating Conditional Forecasts from Vector Autoregressions 0 2 11 93 1 3 19 33
Evaluating Conditional Forecasts from Vector Autoregressions 1 6 22 71 2 8 36 49
Evaluating long-horizon forecasts 1 3 9 234 3 8 19 487
Evaluating the accuracy of forecasts from vector autoregressions 0 2 11 119 1 4 20 149
FRED-MD: A Monthly Database for Macroeconomic Research 1 10 89 89 5 17 61 61
Forecast disagreement among FOMC members 1 1 2 66 2 2 12 141
Forecast-based model selection in the presence of structural breaks 0 0 1 234 1 3 6 590
Forecasting of small macroeconomic VARs in the presence of instabilities 0 0 2 166 4 8 26 499
Forecasting with small macroeconomic VARs in the presence of instabilities 0 1 7 152 0 1 9 232
Improving forecast accuracy by combining recursive and rolling forecasts 0 0 0 116 1 1 6 228
Improving forecast accuracy by combining recursive and rolling forecasts 1 1 13 602 2 14 74 2,026
In-sample tests of predictive ability: a new approach 0 0 3 119 0 2 7 151
In-sample tests of predictive ability: a new approach 0 0 0 34 0 0 9 59
Inference about predictive ability 0 0 0 228 1 1 4 458
Multi-step ahead forecasting of vector time series 0 1 6 57 0 1 9 75
NEW MSE TESTS FOR EVALUATING FORECASTING PERFORMANCE: EMPIRICS AND BOOTSTRAP 0 1 2 58 0 1 3 193
Nested forecast model comparisons: a new approach to testing equal accuracy 0 0 3 118 2 4 15 214
Nested forecast model comparisons: a new approach to testing equal accuracy 0 0 2 68 1 1 7 140
Real-Time Forecasting with a Large, Mixed Frequency, Bayesian VAR 0 15 71 71 6 13 17 17
Real-time forecast averaging with ALFRED 0 0 0 44 0 0 3 66
Reality checks and nested forecast model comparisons 0 0 2 76 1 1 6 121
Regression-Based Tests of Predictive Ability 0 0 3 397 0 1 19 1,703
Regression-Based Tests of Predictive Ability 0 0 2 276 1 1 9 1,100
Testing for unconditional predictive ability 0 0 1 100 0 1 7 165
Testing the economic value of asset return predictability 0 1 3 48 0 1 7 59
Tests of Equal Accuracy for Nested Models with Estimated Factors 0 5 75 75 3 5 10 10
Tests of Equal Forecast Accuracy and Encompassing for Nested Models 0 3 10 1,242 3 10 35 3,781
Tests of Equal Forecast Accuracy and Encompassing for Nested Models 1 1 7 268 4 7 19 719
Tests of equal forecast accuracy and encompassing for nested models 0 1 14 461 2 8 45 1,284
Tests of equal forecast accuracy for overlapping models 0 0 1 79 1 2 10 91
Tests of equal forecast accuracy for overlapping models 0 0 2 56 0 1 12 99
Tests of equal predictive ability with real-time data 0 0 1 66 1 3 8 124
Tests of equal predictive ability with real-time data 1 1 5 168 2 4 26 370
The Predictive Content of the Output Gap for Inflation: Resolving In-Sample and Out-of-Sample Evidence 0 0 0 1 0 0 5 216
The predictive content of the output gap for inflation: resolving in-sample and out-of-sample evidence 0 1 1 151 1 6 10 433
Total Working Papers 11 62 425 7,119 74 184 752 17,937


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 10 38 397 6 13 68 687
Averaging forecasts from VARs with uncertain instabilities 0 1 9 110 2 6 24 288
Combining Forecasts from Nested Models 0 0 3 71 0 1 14 215
Comment 0 0 0 1 0 0 1 6
Disagreement at the FOMC: the dissenting votes are just part of the story 0 0 2 9 2 3 8 31
Evaluating Direct Multistep Forecasts 2 2 9 121 2 4 18 251
Evaluating the Predictability of Exchange Rates Using Long-Horizon Regressions: Mind Your p's and q's! 0 0 0 0 0 3 6 185
Factor-based prediction of industry-wide bank stress 0 1 5 7 1 4 14 24
Following the Fed with a news tracker 0 0 0 3 0 2 3 21
Housing's role in a recovery 0 0 0 7 0 0 5 29
How accurate are forecasts in a recession? 0 0 1 43 0 0 2 101
IMPROVING FORECAST ACCURACY BY COMBINING RECURSIVE AND ROLLING FORECASTS 0 1 5 94 2 3 13 264
In-sample tests of predictive ability: A new approach 0 0 4 16 1 1 10 38
Initial claims and employment growth: are we at the threshold? 0 0 1 7 0 1 7 27
Nested forecast model comparisons: A new approach to testing equal accuracy 2 4 17 17 3 7 38 38
Pairwise tests of equal forecast accuracy (in Russian) 0 0 1 24 0 1 3 75
Parameter estimation and tests of equal forecast accuracy between non-nested models 0 1 2 50 0 3 6 126
Real-time forecast averaging with ALFRED 0 1 3 16 0 2 9 72
Reality Checks and Comparisons of Nested Predictive Models 0 0 3 8 0 1 4 20
Regression-Based Tests of Predictive Ability 0 0 0 3 0 5 19 515
Robust out-of-sample inference 0 0 3 137 0 0 9 274
Should food be excluded from core CPI? 0 0 1 4 0 0 4 18
TESTS OF EQUAL FORECAST ACCURACY FOR OVERLAPPING MODELS 0 0 9 10 0 1 17 30
Tests of Equal Predictive Ability With Real-Time Data 0 0 6 81 0 2 11 163
Tests of equal forecast accuracy and encompassing for nested models 3 3 17 493 6 12 46 1,149
The Predictive Content of the Output Gap for Inflation: Resolving In-Sample and Out-of-Sample Evidence 0 2 7 147 2 8 18 363
The power of tests of predictive ability in the presence of structural breaks 0 0 7 110 1 4 16 206
Uncertainty about when the Fed will raise interest rates 1 1 1 7 1 2 3 39
Using FOMC forecasts to forecast the economy 0 0 0 26 1 2 7 54
Using stock market liquidity to forecast recessions 0 1 2 15 2 5 8 41
Total Journal Articles 14 28 156 2,034 32 96 411 5,350


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Advances in Forecast Evaluation 2 2 2 2 5 7 7 7
Comment on "Taylor Rule Exchange Rate Forecasting during the Financial Crisis" 0 0 1 5 0 0 2 23
Total Chapters 2 2 3 7 5 7 9 30


Statistics updated 2016-02-03