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 4 15 104 0 7 46 125
Advances in forecast evaluation 1 3 17 112 0 2 31 133
Averaging forecasts from VARs with uncertain instabilities 0 0 1 63 1 3 11 144
Averaging forecasts from VARs with uncertain instabilities 0 1 6 78 1 4 11 155
Averaging forecasts from VARs with uncertain instabilities 0 2 5 75 0 5 21 204
Combining forecasts from nested models 0 0 1 45 0 1 8 97
Combining forecasts from nested models 0 2 3 102 1 5 26 239
Combining forecasts from nested models 0 1 7 133 1 6 41 385
Comment on "Taylor rule exchange rate forecasting during the financial crisis" 0 0 4 30 0 1 18 46
Consistent testing for structural change at the ends of the sample 0 3 9 117 1 3 14 34
Evaluating long-horizon forecasts 0 2 10 223 1 6 36 455
Evaluating the accuracy of forecasts from vector autoregressions 3 6 28 98 7 16 66 104
Forecast disagreement among FOMC members 0 0 4 62 1 5 25 122
Forecast-based model selection in the presence of structural breaks 0 2 4 233 0 4 22 581
Forecasting of small macroeconomic VARs in the presence of instabilities 1 3 13 164 1 4 73 467
Forecasting with small macroeconomic VARs in the presence of instabilities 2 4 11 143 2 4 20 220
Improving forecast accuracy by combining recursive and rolling forecasts 3 5 27 583 6 17 114 1,913
Improving forecast accuracy by combining recursive and rolling forecasts 1 1 3 116 1 2 18 220
In-sample tests of predictive ability: a new approach 0 0 3 34 3 7 16 48
In-sample tests of predictive ability: a new approach 0 0 0 116 4 5 14 140
Inference about predictive ability 0 0 2 226 2 2 11 451
Multi-step ahead forecasting of vector time series 2 3 9 49 1 3 28 58
NEW MSE TESTS FOR EVALUATING FORECASTING PERFORMANCE: EMPIRICS AND BOOTSTRAP 0 0 4 56 0 0 19 189
Nested forecast model comparisons: a new approach to testing equal accuracy 0 4 8 115 0 6 22 198
Nested forecast model comparisons: a new approach to testing equal accuracy 0 1 6 62 1 5 23 123
Real-time forecast averaging with ALFRED 1 1 2 43 1 2 15 59
Reality checks and nested forecast model comparisons 0 0 5 72 0 2 21 109
Regression-Based Tests of Predictive Ability 0 0 3 274 0 2 13 1,089
Regression-Based Tests of Predictive Ability 0 0 4 394 1 4 29 1,675
Testing for unconditional predictive ability 1 3 7 97 4 7 22 151
Testing the economic value of asset return predictability 0 0 4 42 1 3 19 46
Tests of Equal Forecast Accuracy and Encompassing for Nested Models 0 4 15 1,223 5 17 84 3,710
Tests of Equal Forecast Accuracy and Encompassing for Nested Models 1 1 4 261 2 4 30 693
Tests of equal forecast accuracy and encompassing for nested models 0 1 15 433 4 16 85 1,207
Tests of equal forecast accuracy for overlapping models 0 2 10 77 0 1 19 75
Tests of equal forecast accuracy for overlapping models 0 3 13 54 2 3 26 83
Tests of equal predictive ability with real-time data 0 0 4 64 0 1 13 114
Tests of equal predictive ability with real-time data 0 1 10 162 1 6 33 330
The Predictive Content of the Output Gap for Inflation: Resolving In-Sample and Out-of-Sample Evidence 0 0 0 1 3 4 15 209
The predictive content of the output gap for inflation: resolving in-sample and out-of-sample evidence 0 3 7 149 3 16 51 419
Total Working Papers 16 66 303 6,485 62 211 1,209 16,820


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 11 30 338 7 22 78 581
Averaging forecasts from VARs with uncertain instabilities 2 3 17 100 2 7 44 257
Combining Forecasts from Nested Models 0 0 8 67 1 5 32 195
Comment 0 0 1 1 0 0 4 4
Disagreement at the FOMC: the dissenting votes are just part of the story 0 0 0 7 0 1 3 22
Evaluating Direct Multistep Forecasts 1 2 11 107 1 3 22 226
Evaluating the Predictability of Exchange Rates Using Long-Horizon Regressions: Mind Your p's and q's! 0 0 0 0 0 3 11 176
Factor-based prediction of industry-wide bank stress 0 1 1 1 0 4 4 4
Following the Fed with a news tracker 0 0 0 3 0 0 2 18
Housing's role in a recovery 0 0 0 6 0 1 10 23
How accurate are forecasts in a recession? 0 0 2 41 0 1 8 97
IMPROVING FORECAST ACCURACY BY COMBINING RECURSIVE AND ROLLING FORECASTS 1 1 9 86 4 5 29 244
In-sample tests of predictive ability: A new approach 0 3 10 10 0 6 21 22
Initial claims and employment growth: are we at the threshold? 0 0 1 6 0 0 5 19
Pairwise tests of equal forecast accuracy (in Russian) 0 0 2 23 0 0 6 71
Parameter estimation and tests of equal forecast accuracy between non-nested models 0 0 3 44 0 0 13 116
Real-time forecast averaging with ALFRED 0 0 3 13 0 1 14 57
Reality Checks and Comparisons of Nested Predictive Models 0 0 5 5 0 0 14 14
Regression-Based Tests of Predictive Ability 0 0 0 3 0 2 14 492
Robust out-of-sample inference 0 0 6 134 0 2 22 262
Should food be excluded from core CPI? 0 0 0 2 1 1 2 12
Tests of Equal Predictive Ability With Real-Time Data 0 0 8 68 1 5 24 140
Tests of equal forecast accuracy and encompassing for nested models 3 6 45 464 6 15 117 1,065
The Predictive Content of the Output Gap for Inflation: Resolving In-Sample and Out-of-Sample Evidence 0 1 8 140 1 4 27 341
The power of tests of predictive ability in the presence of structural breaks 0 1 7 100 0 1 16 181
Uncertainty about when the Fed will raise interest rates 0 0 0 6 0 1 4 36
Using FOMC forecasts to forecast the economy 0 0 2 25 0 1 5 45
Using stock market liquidity to forecast recessions 0 0 0 10 0 0 3 30
Total Journal Articles 10 29 179 1,810 24 91 554 4,750


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 4 4 0 2 9 21
Total Chapters 0 1 4 4 0 2 9 21


Statistics updated 2014-09-03