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
Averaging forecasts from VARs with uncertain instabilities 0 0 2 47 4 8 25 76
Averaging forecasts from VARs with uncertain instabilities 0 3 22 62 3 12 56 69
Averaging forecasts from VARs with uncertain instabilities 0 0 1 55 2 7 20 116
Combining forecasts from nested models 1 4 37 37 0 8 53 53
Combining forecasts from nested models 2 5 17 73 4 11 55 132
Combining forecasts from nested models 2 2 14 105 4 6 43 256
Evaluating long-horizon forecasts 0 3 20 135 3 10 44 274
Forecast-based model selection in the presence of structural breaks 0 3 6 198 1 7 29 465
Forecasting of small macroeconomic VARs in the presence of instabilities 1 2 11 110 2 5 32 213
Forecasting with small macroeconomic VARs in the presence of instabilities 0 4 20 86 2 10 43 96
Improving forecast accuracy by combining recursive and rolling forecasts 5 12 74 397 22 55 277 1,177
Improving forecast accuracy by combining recursive and rolling forecasts 0 4 40 72 9 20 84 97
In-sample tests of predictive ability: a new approach 9 58 58 58 9 14 14 14
Inference about predictive ability 0 0 4 209 2 2 12 409
NEW MSE TESTS FOR EVALUATING FORECASTING PERFORMANCE: EMPIRICS AND BOOTSTRAP 0 4 13 13 4 18 53 53
Nested forecast model comparisons: a new approach to testing equal accuracy 9 37 37 37 8 15 15 15
Regression-Based Tests of Predictive Ability 0 2 6 253 0 2 13 1,029
Regression-Based Tests of Predictive Ability 4 8 30 327 10 26 92 1,431
Tests of Equal Forecast Accuracy and Encompassing for Nested Models 10 34 121 969 40 105 382 2,978
Tests of Equal Forecast Accuracy and Encompassing for Nested Models 0 2 18 202 3 6 41 530
Tests of equal forecast accuracy and encompassing for nested models 4 10 37 260 13 27 94 727
Tests of equal predictive ability with real-time data 1 2 12 26 4 9 28 34
Tests of equal predictive ability with real-time data 0 3 14 78 3 17 52 104
The Predictive Content of the Output Gap for Inflation: Resolving In-Sample and Out-of-Sample Evidence 0 0 0 1 5 18 43 143
The predictive content of the output gap for inflation: resolving in-sample and out-of-sample evidence 3 7 22 87 6 15 41 226
Total Working Papers 51 209 636 3,897 163 433 1,641 10,717

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 5 16 44 76 6 21 65 122
Combining Forecasts from Nested Models 5 5 19 19 10 14 51 51
Evaluating the Predictability of Exchange Rates Using Long-Horizon Regressions: Mind Your p's and q's! 0 0 0 0 1 3 24 107
How accurate are forecasts in a recession? 2 4 9 9 6 13 29 29
IMPROVING FORECAST ACCURACY BY COMBINING RECURSIVE AND ROLLING FORECASTS 1 1 1 1 2 2 2 2
Pairwise tests of equal forecast accuracy (in Russian) 0 0 1 17 0 1 4 51
Parameter estimation and tests of equal forecast accuracy between non-nested models 0 1 5 28 0 1 10 76
Regression-Based Tests of Predictive Ability 0 0 0 3 2 5 31 403
Robust out-of-sample inference 2 4 12 62 2 5 17 105
Tests of equal forecast accuracy and encompassing for nested models 2 6 36 171 6 21 84 470
The Predictive Content of the Output Gap for Inflation: Resolving In-Sample and Out-of-Sample Evidence 2 6 18 40 4 10 41 101
The power of tests of predictive ability in the presence of structural breaks 0 1 8 34 0 2 15 64
Uncertainty about when the Fed will raise interest rates 1 2 4 4 1 10 15 15
Total Journal Articles 20 46 157 464 40 108 388 1,596

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Statistics updated 2009-11-04