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 3 12 111 2 10 41 156
Advances in forecast evaluation 1 8 16 124 2 12 30 158
Averaging forecasts from VARs with uncertain instabilities 1 1 5 77 1 1 13 210
Averaging forecasts from VARs with uncertain instabilities 0 0 4 79 0 1 7 158
Averaging forecasts from VARs with uncertain instabilities 0 0 0 63 0 0 6 146
Combining forecasts from nested models 0 0 0 45 0 0 3 99
Combining forecasts from nested models 1 2 3 135 3 7 24 401
Combining forecasts from nested models 0 0 3 102 1 3 13 246
Comment on "Taylor rule exchange rate forecasting during the financial crisis" 1 1 2 32 1 2 9 53
Consistent testing for structural change at the ends of the sample 0 0 5 119 0 0 10 41
Evaluating Conditional Forecasts from Vector Autoregressions 3 7 56 56 2 8 21 21
Evaluating Conditional Forecasts from Vector Autoregressions 3 7 89 89 2 7 21 21
Evaluating long-horizon forecasts 1 3 7 228 2 4 24 472
Evaluating the accuracy of forecasts from vector autoregressions 1 2 20 110 3 5 50 134
Forecast disagreement among FOMC members 0 0 2 64 0 4 17 133
Forecast-based model selection in the presence of structural breaks 0 0 2 233 0 1 8 585
Forecasting of small macroeconomic VARs in the presence of instabilities 0 1 4 165 1 4 20 477
Forecasting with small macroeconomic VARs in the presence of instabilities 1 2 9 147 1 2 11 225
Improving forecast accuracy by combining recursive and rolling forecasts 3 9 23 598 10 28 94 1,980
Improving forecast accuracy by combining recursive and rolling forecasts 0 0 2 116 0 2 7 224
In-sample tests of predictive ability: a new approach 0 0 1 34 0 6 17 56
In-sample tests of predictive ability: a new approach 1 3 3 119 1 4 14 148
Inference about predictive ability 0 0 3 228 0 0 7 454
Multi-step ahead forecasting of vector time series 1 3 8 54 2 4 17 70
NEW MSE TESTS FOR EVALUATING FORECASTING PERFORMANCE: EMPIRICS AND BOOTSTRAP 0 0 0 56 0 1 2 191
Nested forecast model comparisons: a new approach to testing equal accuracy 0 2 6 117 0 4 11 203
Nested forecast model comparisons: a new approach to testing equal accuracy 0 1 6 67 1 2 18 135
Real-time forecast averaging with ALFRED 0 0 2 44 0 0 8 63
Reality checks and nested forecast model comparisons 0 0 2 74 1 2 12 117
Regression-Based Tests of Predictive Ability 0 0 0 274 1 1 5 1,092
Regression-Based Tests of Predictive Ability 0 0 1 394 3 8 23 1,692
Testing for unconditional predictive ability 0 0 6 99 0 2 17 160
Testing the economic value of asset return predictability 0 1 5 46 1 3 13 55
Tests of Equal Forecast Accuracy and Encompassing for Nested Models 1 3 16 1,235 1 8 67 3,754
Tests of Equal Forecast Accuracy and Encompassing for Nested Models 2 2 4 263 2 4 16 704
Tests of equal forecast accuracy and encompassing for nested models 3 8 23 455 6 19 70 1,258
Tests of equal forecast accuracy for overlapping models 1 2 6 56 2 7 17 94
Tests of equal forecast accuracy for overlapping models 0 0 5 78 0 1 9 82
Tests of equal predictive ability with real-time data 2 2 5 165 7 11 34 355
Tests of equal predictive ability with real-time data 0 0 1 65 1 1 4 117
The Predictive Content of the Output Gap for Inflation: Resolving In-Sample and Out-of-Sample Evidence 0 0 0 1 1 1 8 212
The predictive content of the output gap for inflation: resolving in-sample and out-of-sample evidence 0 0 5 150 0 0 27 423
Total Working Papers 28 73 372 6,767 61 190 845 17,375


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 3 9 44 368 7 17 87 636
Averaging forecasts from VARs with uncertain instabilities 1 1 8 102 1 7 27 271
Combining Forecasts from Nested Models 0 2 4 70 1 7 19 208
Comment 0 0 0 1 0 0 1 5
Disagreement at the FOMC: the dissenting votes are just part of the story 0 0 0 7 0 0 2 23
Evaluating Direct Multistep Forecasts 2 3 11 115 2 3 14 236
Evaluating the Predictability of Exchange Rates Using Long-Horizon Regressions: Mind Your p's and q's! 0 0 0 0 0 0 6 179
Factor-based prediction of industry-wide bank stress 0 1 3 3 0 2 12 12
Following the Fed with a news tracker 0 0 0 3 0 0 0 18
Housing's role in a recovery 0 0 1 7 1 2 6 26
How accurate are forecasts in a recession? 0 0 1 42 1 1 6 100
IMPROVING FORECAST ACCURACY BY COMBINING RECURSIVE AND ROLLING FORECASTS 1 2 7 91 2 3 16 254
In-sample tests of predictive ability: A new approach 1 2 7 14 2 4 16 32
Initial claims and employment growth: are we at the threshold? 0 0 0 6 0 2 3 22
Nested forecast model comparisons: A new approach to testing equal accuracy 3 3 3 3 5 7 7 7
Pairwise tests of equal forecast accuracy (in Russian) 0 0 0 23 0 0 2 72
Parameter estimation and tests of equal forecast accuracy between non-nested models 0 0 4 48 0 0 4 120
Real-time forecast averaging with ALFRED 0 0 0 13 1 1 8 64
Reality Checks and Comparisons of Nested Predictive Models 1 2 3 7 1 2 6 18
Regression-Based Tests of Predictive Ability 0 0 0 3 1 1 7 497
Robust out-of-sample inference 0 0 0 134 1 1 6 266
Should food be excluded from core CPI? 0 0 1 3 0 0 3 14
TESTS OF EQUAL FORECAST ACCURACY FOR OVERLAPPING MODELS 4 7 8 8 5 9 22 22
Tests of Equal Predictive Ability With Real-Time Data 2 3 10 78 2 3 20 155
Tests of equal forecast accuracy and encompassing for nested models 2 5 26 481 5 12 70 1,115
The Predictive Content of the Output Gap for Inflation: Resolving In-Sample and Out-of-Sample Evidence 0 0 2 140 1 2 12 347
The power of tests of predictive ability in the presence of structural breaks 2 2 6 105 2 2 13 192
Uncertainty about when the Fed will raise interest rates 0 0 0 6 0 0 1 36
Using FOMC forecasts to forecast the economy 0 0 1 26 0 0 3 47
Using stock market liquidity to forecast recessions 0 0 3 13 0 0 3 33
Total Journal Articles 22 42 153 1,920 41 88 402 5,027


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" 1 1 2 5 1 1 4 22
Total Chapters 1 1 2 5 1 1 4 22


Statistics updated 2015-05-02