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 2 9 120 2 7 29 188
Advances in forecast evaluation 0 1 6 137 0 3 28 197
Averaging forecasts from VARs with uncertain instabilities 0 0 1 81 1 2 7 169
Averaging forecasts from VARs with uncertain instabilities 0 0 0 63 0 1 4 150
Averaging forecasts from VARs with uncertain instabilities 0 0 2 79 0 1 16 230
Combining forecasts from nested models 0 0 1 46 0 2 8 108
Combining forecasts from nested models 0 1 5 142 1 6 24 429
Combining forecasts from nested models 0 0 0 102 1 4 17 263
Comment on "Taylor rule exchange rate forecasting during the financial crisis" 1 2 3 35 1 4 6 61
Consistent testing for structural change at the ends of the sample 0 0 0 119 0 2 7 50
Evaluating Conditional Forecasts from Vector Autoregressions 1 1 6 95 1 3 13 39
Evaluating Conditional Forecasts from Vector Autoregressions 2 3 15 74 3 16 37 66
Evaluating long-horizon forecasts 1 4 10 239 2 8 23 496
Evaluating the accuracy of forecasts from vector autoregressions 1 4 11 124 3 7 21 160
FRED-MD: A Monthly Database for Macroeconomic Research 2 6 93 102 8 29 81 105
Forecast disagreement among FOMC members 0 1 3 67 0 2 8 144
Forecast-based model selection in the presence of structural breaks 0 0 1 234 1 5 9 595
Forecasting of small macroeconomic VARs in the presence of instabilities 0 0 0 166 0 4 16 503
Forecasting with small macroeconomic VARs in the presence of instabilities 0 2 6 154 0 3 8 235
Improving forecast accuracy by combining recursive and rolling forecasts 0 0 0 116 0 1 3 229
Improving forecast accuracy by combining recursive and rolling forecasts 0 1 5 605 1 5 45 2,040
In-sample tests of predictive ability: a new approach 0 1 1 120 1 3 5 154
In-sample tests of predictive ability: a new approach 0 2 2 36 0 3 5 63
Inference about predictive ability 1 1 2 230 2 2 7 461
Multi-step ahead forecasting of vector time series 0 0 4 58 1 5 11 82
NEW MSE TESTS FOR EVALUATING FORECASTING PERFORMANCE: EMPIRICS AND BOOTSTRAP 0 0 1 58 1 2 3 195
Nested forecast model comparisons: a new approach to testing equal accuracy 0 2 3 70 1 7 11 147
Nested forecast model comparisons: a new approach to testing equal accuracy 0 1 4 121 0 5 15 221
Real-Time Forecasting with a Large, Mixed Frequency, Bayesian VAR 0 2 75 75 3 15 46 46
Real-time forecast averaging with ALFRED 0 0 0 44 0 3 5 69
Reality checks and nested forecast model comparisons 0 1 3 77 0 3 8 126
Regression-Based Tests of Predictive Ability 0 1 2 277 0 3 8 1,103
Regression-Based Tests of Predictive Ability 1 2 4 399 2 5 21 1,715
Testing for unconditional predictive ability 0 3 4 104 0 9 13 175
Testing the economic value of asset return predictability 1 1 4 50 2 5 8 65
Tests of Equal Accuracy for Nested Models with Estimated Factors 0 1 79 79 1 6 23 23
Tests of Equal Forecast Accuracy and Encompassing for Nested Models 0 0 3 268 0 2 18 725
Tests of Equal Forecast Accuracy and Encompassing for Nested Models 1 3 10 1,247 2 14 37 3,800
Tests of equal forecast accuracy and encompassing for nested models 0 1 6 464 1 5 27 1,294
Tests of equal forecast accuracy for overlapping models 0 2 2 58 0 4 9 105
Tests of equal forecast accuracy for overlapping models 0 0 1 79 0 5 16 100
Tests of equal predictive ability with real-time data 0 0 1 66 0 1 6 125
Tests of equal predictive ability with real-time data 0 2 4 170 0 6 17 377
The Predictive Content of the Output Gap for Inflation: Resolving In-Sample and Out-of-Sample Evidence 0 0 0 1 0 2 6 220
The predictive content of the output gap for inflation: resolving in-sample and out-of-sample evidence 0 0 1 151 2 5 14 438
Total Working Papers 12 54 393 7,202 44 235 749 18,286


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 10 42 414 3 22 73 721
Averaging forecasts from VARs with uncertain instabilities 1 2 9 112 1 6 24 296
Combining Forecasts from Nested Models 0 0 0 71 1 4 9 219
Comment 0 0 0 1 1 3 4 10
Disagreement at the FOMC: the dissenting votes are just part of the story 0 0 1 9 0 5 10 36
Evaluating Direct Multistep Forecasts 1 3 13 129 1 8 26 266
Evaluating the Predictability of Exchange Rates Using Long-Horizon Regressions: Mind Your p's and q's! 0 0 0 0 0 4 9 189
Factor-based prediction of industry-wide bank stress 0 1 5 8 3 8 23 35
Following the Fed with a news tracker 0 0 0 3 1 4 7 26
Housing's role in a recovery 0 0 0 7 1 3 4 32
How accurate are forecasts in a recession? 0 0 1 43 1 3 5 105
IMPROVING FORECAST ACCURACY BY COMBINING RECURSIVE AND ROLLING FORECASTS 0 1 4 96 1 6 20 276
In-sample tests of predictive ability: A new approach 0 1 2 17 0 8 13 46
Initial claims and employment growth: are we at the threshold? 0 0 1 7 0 4 7 32
Nested forecast model comparisons: A new approach to testing equal accuracy 1 6 19 26 1 13 49 64
Pairwise tests of equal forecast accuracy (in Russian) 0 0 0 24 0 4 6 80
Parameter estimation and tests of equal forecast accuracy between non-nested models 0 0 2 50 2 6 12 133
Real-time forecast averaging with ALFRED 0 0 1 16 0 6 10 78
Reality Checks and Comparisons of Nested Predictive Models 0 0 1 8 2 5 7 25
Regression-Based Tests of Predictive Ability 0 0 0 3 0 3 17 518
Robust out-of-sample inference 0 2 5 141 0 7 15 284
Should food be excluded from core CPI? 0 0 1 4 0 3 5 21
TESTS OF EQUAL FORECAST ACCURACY FOR OVERLAPPING MODELS 1 2 8 16 3 8 22 45
Tests of Equal Predictive Ability With Real-Time Data 0 0 2 81 2 6 16 174
Tests of equal forecast accuracy and encompassing for nested models 0 1 12 496 1 7 39 1,163
The Predictive Content of the Output Gap for Inflation: Resolving In-Sample and Out-of-Sample Evidence 0 0 5 147 0 2 17 368
The power of tests of predictive ability in the presence of structural breaks 0 0 2 110 0 9 19 215
Tracking the U.S. Economy with Nowcasts 0 0 0 0 0 4 4 4
Uncertainty about when the Fed will raise interest rates 0 0 1 7 0 4 8 45
Using FOMC forecasts to forecast the economy 0 0 0 26 1 3 8 58
Using stock market liquidity to forecast recessions 1 1 2 16 1 6 11 47
Total Journal Articles 8 30 139 2,088 27 184 499 5,611


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Advances in Forecast Evaluation 1 5 10 10 1 19 31 31
Comment on "Taylor Rule Exchange Rate Forecasting during the Financial Crisis" 0 0 0 5 0 2 3 26
Total Chapters 1 5 10 15 1 21 34 57


Statistics updated 2016-07-02