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 3 5 13 133 5 10 21 207
Advances in forecast evaluation 0 0 8 145 1 3 16 211
Asymptotic Inference for Performance Fees and the Predictability of Asset Returns 1 1 5 54 2 2 12 73
Averaging forecasts from VARs with uncertain instabilities 0 0 0 79 1 3 6 235
Averaging forecasts from VARs with uncertain instabilities 0 0 1 82 0 2 13 180
Averaging forecasts from VARs with uncertain instabilities 0 0 0 63 0 1 2 152
Combining forecasts from nested models 0 0 4 146 3 10 30 455
Combining forecasts from nested models 0 0 2 48 0 3 7 113
Combining forecasts from nested models 0 1 1 103 2 8 20 279
Comment on "Taylor rule exchange rate forecasting during the financial crisis" 0 1 4 38 0 1 4 64
Consistent testing for structural change at the ends of the sample 0 0 1 120 0 1 3 52
Evaluating Conditional Forecasts from Vector Autoregressions 1 1 9 103 5 6 25 62
Evaluating Conditional Forecasts from Vector Autoregressions 1 2 10 81 3 8 36 88
Evaluating long-horizon forecasts 0 1 6 243 0 3 17 509
Evaluating the accuracy of forecasts from vector autoregressions 2 4 12 134 2 4 29 184
FRED-MD: A Monthly Database for Macroeconomic Research 1 4 15 113 3 13 76 160
Forecast disagreement among FOMC members 0 1 1 68 0 5 7 151
Forecast-based model selection in the presence of structural breaks 0 0 2 236 0 3 12 605
Forecasting of small macroeconomic VARs in the presence of instabilities 0 0 0 166 1 3 9 511
Forecasting with small macroeconomic VARs in the presence of instabilities 1 2 5 158 1 2 10 243
Improving forecast accuracy by combining recursive and rolling forecasts 0 0 0 116 0 1 7 235
Improving forecast accuracy by combining recursive and rolling forecasts 0 0 6 610 0 4 19 2,056
In-sample tests of predictive ability: a new approach 0 0 2 122 0 2 9 161
In-sample tests of predictive ability: a new approach 0 0 1 36 0 0 6 67
Inference about predictive ability 0 1 3 232 1 3 9 468
Multi-step ahead forecasting of vector time series 0 0 2 60 0 0 10 89
NEW MSE TESTS FOR EVALUATING FORECASTING PERFORMANCE: EMPIRICS AND BOOTSTRAP 0 1 2 60 0 1 13 207
Nested forecast model comparisons: a new approach to testing equal accuracy 0 0 3 124 0 1 8 227
Nested forecast model comparisons: a new approach to testing equal accuracy 1 2 4 73 1 4 13 155
Real-Time Forecasting with a Large, Mixed Frequency, Bayesian VAR 1 2 10 84 2 5 48 86
Real-time forecast averaging with ALFRED 0 0 0 44 0 0 5 73
Reality checks and nested forecast model comparisons 1 1 4 81 1 5 17 141
Regression-Based Tests of Predictive Ability 0 0 1 278 2 3 9 1,111
Regression-Based Tests of Predictive Ability 0 1 2 400 0 3 11 1,723
Testing for unconditional predictive ability 0 1 5 107 0 1 9 179
Tests of Equal Accuracy for Nested Models with Estimated Factors 1 1 18 96 3 8 34 54
Tests of Equal Forecast Accuracy and Encompassing for Nested Models 0 2 12 1,257 1 6 25 3,819
Tests of Equal Forecast Accuracy and Encompassing for Nested Models 0 2 5 273 1 7 18 742
Tests of equal forecast accuracy and encompassing for nested models 0 2 8 471 1 4 22 1,312
Tests of equal forecast accuracy for overlapping models 0 0 7 65 0 2 19 122
Tests of equal forecast accuracy for overlapping models 0 0 0 79 3 6 23 119
Tests of equal predictive ability with real-time data 0 0 3 172 0 0 10 385
Tests of equal predictive ability with real-time data 0 1 2 68 0 2 4 128
The Predictive Content of the Output Gap for Inflation: Resolving In-Sample and Out-of-Sample Evidence 0 0 0 1 1 2 7 226
The predictive content of the output gap for inflation: resolving in-sample and out-of-sample evidence 0 0 0 151 0 3 13 448
Total Working Papers 14 40 199 7,373 46 164 723 18,867


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Macroeconomic News Index for Constructing Nowcasts of U.S. Real Gross Domestic Product Growth 0 0 4 4 1 6 13 13
Asymptotics for out of sample tests of Granger causality 8 16 40 446 12 26 73 781
Averaging forecasts from VARs with uncertain instabilities 0 2 5 116 0 3 21 313
Combining Forecasts from Nested Models 0 0 0 71 2 8 19 235
Comment 0 0 0 1 0 1 6 14
Disagreement at the FOMC: the dissenting votes are just part of the story 0 0 0 9 1 1 7 40
Evaluating Direct Multistep Forecasts 0 1 9 135 0 2 19 279
Evaluating the Predictability of Exchange Rates Using Long-Horizon Regressions: Mind Your p's and q's! 0 0 0 0 0 0 7 193
Factor-based prediction of industry-wide bank stress 0 0 1 8 2 3 14 44
Following the Fed with a news tracker 0 0 0 3 0 0 5 29
Housing's role in a recovery 0 0 0 7 0 0 6 36
How accurate are forecasts in a recession? 0 0 0 43 0 0 2 105
IMPROVING FORECAST ACCURACY BY COMBINING RECURSIVE AND ROLLING FORECASTS 0 0 5 100 0 1 11 283
In-sample tests of predictive ability: A new approach 0 1 4 20 1 5 16 58
Initial claims and employment growth: are we at the threshold? 0 0 0 7 0 1 4 34
Nested forecast model comparisons: A new approach to testing equal accuracy 1 1 10 32 3 5 32 89
Pairwise tests of equal forecast accuracy (in Russian) 0 0 1 25 1 1 4 82
Parameter estimation and tests of equal forecast accuracy between non-nested models 0 2 2 52 0 2 9 138
Real-time forecast averaging with ALFRED 0 0 1 17 0 0 6 82
Reality Checks and Comparisons of Nested Predictive Models 0 0 2 10 0 5 13 34
Regression-Based Tests of Predictive Ability 0 0 0 3 0 6 13 530
Robust out-of-sample inference 0 4 7 147 2 6 16 297
Should food be excluded from core CPI? 0 0 0 4 0 0 3 23
TESTS OF EQUAL FORECAST ACCURACY FOR OVERLAPPING MODELS 0 0 4 19 0 2 13 52
Tests of Equal Predictive Ability With Real-Time Data 1 2 5 86 1 6 20 190
Tests of equal forecast accuracy and encompassing for nested models 1 3 8 503 4 10 31 1,189
The Predictive Content of the Output Gap for Inflation: Resolving In-Sample and Out-of-Sample Evidence 0 1 2 149 0 2 11 378
The power of tests of predictive ability in the presence of structural breaks 1 2 3 113 2 6 15 226
Tracking the U.S. Economy with Nowcasts 0 0 1 1 0 4 14 14
Uncertainty about when the Fed will raise interest rates 0 0 0 7 0 0 3 46
Using FOMC forecasts to forecast the economy 0 0 0 26 0 0 5 61
Using stock market liquidity to forecast recessions 0 0 1 16 0 1 4 48
Total Journal Articles 12 35 115 2,180 32 113 435 5,936


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Advances in Forecast Evaluation 2 6 12 20 3 12 43 63
Comment on "Taylor Rule Exchange Rate Forecasting during the Financial Crisis" 0 0 0 5 0 0 3 28
Total Chapters 2 6 12 25 3 12 46 91


Statistics updated 2017-05-02