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 3 21 99 3 10 64 112
Advances in forecast evaluation 1 3 21 104 3 10 41 126
Averaging forecasts from VARs with uncertain instabilities 0 0 1 62 2 3 13 138
Averaging forecasts from VARs with uncertain instabilities 0 1 4 74 2 3 23 149
Averaging forecasts from VARs with uncertain instabilities 0 0 2 71 1 3 19 194
Combining forecasts from nested models 0 0 1 45 1 1 18 95
Combining forecasts from nested models 0 0 1 99 8 11 29 233
Combining forecasts from nested models 2 3 8 130 10 17 52 374
Comment on "Taylor rule exchange rate forecasting during the financial crisis" 0 1 6 29 2 6 26 43
Consistent testing for structural change at the ends of the sample 0 2 18 113 2 5 17 29
Evaluating long-horizon forecasts 1 2 15 219 3 9 46 445
Evaluating the accuracy of forecasts from vector autoregressions 1 7 49 86 5 17 76 79
Forecast disagreement among FOMC members 0 2 5 62 2 9 26 115
Forecast-based model selection in the presence of structural breaks 0 1 3 231 4 10 27 576
Forecasting of small macroeconomic VARs in the presence of instabilities 3 6 14 161 6 18 71 453
Forecasting with small macroeconomic VARs in the presence of instabilities 1 4 8 138 3 7 25 214
Improving forecast accuracy by combining recursive and rolling forecasts 3 7 36 572 13 40 146 1,880
Improving forecast accuracy by combining recursive and rolling forecasts 0 0 3 113 2 8 21 215
In-sample tests of predictive ability: a new approach 1 1 1 32 2 2 7 38
In-sample tests of predictive ability: a new approach 0 0 1 116 2 4 13 133
Inference about predictive ability 0 0 1 225 1 4 6 446
Multi-step ahead forecasting of vector time series 1 3 12 45 5 9 31 48
NEW MSE TESTS FOR EVALUATING FORECASTING PERFORMANCE: EMPIRICS AND BOOTSTRAP 0 0 7 55 2 6 35 188
Nested forecast model comparisons: a new approach to testing equal accuracy 2 4 5 111 4 6 26 191
Nested forecast model comparisons: a new approach to testing equal accuracy 2 4 4 60 4 9 19 116
Real-time forecast averaging with ALFRED 0 0 1 42 1 3 16 55
Reality checks and nested forecast model comparisons 1 3 6 72 3 7 24 104
Regression-Based Tests of Predictive Ability 1 1 4 273 3 6 19 1,085
Regression-Based Tests of Predictive Ability 1 1 6 392 4 11 46 1,667
Testing for unconditional predictive ability 0 2 5 93 1 6 18 142
Testing the economic value of asset return predictability 1 2 5 41 3 6 20 41
Tests of Equal Forecast Accuracy and Encompassing for Nested Models 1 2 25 1,218 6 18 99 3,680
Tests of Equal Forecast Accuracy and Encompassing for Nested Models 1 1 8 259 2 8 57 687
Tests of equal forecast accuracy and encompassing for nested models 1 5 21 432 6 24 95 1,181
Tests of equal forecast accuracy for overlapping models 2 3 8 72 2 4 28 73
Tests of equal forecast accuracy for overlapping models 3 4 16 50 5 7 27 74
Tests of equal predictive ability with real-time data 0 1 9 64 1 5 17 111
Tests of equal predictive ability with real-time data 2 4 11 158 5 10 37 319
The Predictive Content of the Output Gap for Inflation: Resolving In-Sample and Out-of-Sample Evidence 0 0 0 1 1 1 16 203
The predictive content of the output gap for inflation: resolving in-sample and out-of-sample evidence 0 0 11 145 3 8 63 394
Total Working Papers 32 83 383 6,364 138 351 1,459 16,446


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 9 39 322 9 19 92 545
Averaging forecasts from VARs with uncertain instabilities 1 3 20 93 2 9 56 240
Combining Forecasts from Nested Models 1 2 6 63 9 13 39 186
Comment 0 0 1 1 1 1 4 4
Disagreement at the FOMC: the dissenting votes are just part of the story 0 0 1 7 1 1 4 20
Evaluating Direct Multistep Forecasts 5 5 16 103 8 10 43 221
Evaluating the Predictability of Exchange Rates Using Long-Horizon Regressions: Mind Your p's and q's! 0 0 0 0 3 4 8 172
Following the Fed with a news tracker 0 0 1 3 1 1 8 18
Housing's role in a recovery 0 0 0 6 1 2 6 18
How accurate are forecasts in a recession? 0 1 5 41 1 3 12 94
IMPROVING FORECAST ACCURACY BY COMBINING RECURSIVE AND ROLLING FORECASTS 0 2 8 81 5 10 43 234
In-sample tests of predictive ability: A new approach 2 3 7 7 3 6 14 14
Initial claims and employment growth: are we at the threshold? 0 0 1 6 1 2 7 19
Pairwise tests of equal forecast accuracy (in Russian) 0 0 3 23 1 1 5 69
Parameter estimation and tests of equal forecast accuracy between non-nested models 1 2 6 44 2 5 15 114
Real-time forecast averaging with ALFRED 1 2 3 13 2 4 15 55
Reality Checks and Comparisons of Nested Predictive Models 3 3 4 4 6 7 12 12
Regression-Based Tests of Predictive Ability 0 0 0 3 2 4 20 488
Robust out-of-sample inference 0 1 10 134 2 6 37 259
Should food be excluded from core CPI? 0 0 0 2 1 1 2 11
Tests of Equal Predictive Ability With Real-Time Data 0 4 11 68 4 10 30 135
Tests of equal forecast accuracy and encompassing for nested models 7 13 60 452 14 30 154 1,032
The Predictive Content of the Output Gap for Inflation: Resolving In-Sample and Out-of-Sample Evidence 0 1 8 136 2 5 37 332
The power of tests of predictive ability in the presence of structural breaks 1 1 13 98 3 6 25 177
Uncertainty about when the Fed will raise interest rates 0 0 0 6 1 1 3 34
Using FOMC forecasts to forecast the economy 1 1 3 25 2 2 6 44
Using stock market liquidity to forecast recessions 0 0 0 10 1 2 4 30
Total Journal Articles 29 53 226 1,751 88 165 701 4,577


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 1 3 3 1 2 8 17
Total Chapters 0 1 3 3 1 2 8 17


Statistics updated 2014-04-04