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 1 10 105 5 12 38 137
Advances in forecast evaluation 1 3 16 115 1 10 31 143
Averaging forecasts from VARs with uncertain instabilities 0 0 1 63 0 1 11 145
Averaging forecasts from VARs with uncertain instabilities 0 1 6 79 1 2 11 157
Averaging forecasts from VARs with uncertain instabilities 0 0 4 75 0 2 18 206
Combining forecasts from nested models 0 0 0 45 0 1 5 98
Combining forecasts from nested models 0 0 3 102 1 3 22 242
Combining forecasts from nested models 0 0 6 133 1 6 37 391
Comment on "Taylor rule exchange rate forecasting during the financial crisis" 1 1 3 31 1 3 13 49
Consistent testing for structural change at the ends of the sample 1 1 10 118 1 4 15 38
Evaluating Conditional Forecasts from Vector Autoregressions 68 70 70 70 3 5 5 5
Evaluating long-horizon forecasts 0 1 7 224 2 8 29 463
Evaluating the accuracy of forecasts from vector autoregressions 2 6 26 104 6 17 61 121
Forecast disagreement among FOMC members 0 2 4 64 1 7 23 129
Forecast-based model selection in the presence of structural breaks 0 0 3 233 0 1 16 582
Forecasting of small macroeconomic VARs in the presence of instabilities 0 0 9 164 0 0 59 467
Forecasting with small macroeconomic VARs in the presence of instabilities 0 0 9 143 0 0 14 220
Improving forecast accuracy by combining recursive and rolling forecasts 3 5 25 588 18 28 111 1,941
Improving forecast accuracy by combining recursive and rolling forecasts 0 0 3 116 0 2 17 222
In-sample tests of predictive ability: a new approach 0 0 3 34 0 1 13 49
In-sample tests of predictive ability: a new approach 0 0 0 116 1 3 14 143
Inference about predictive ability 0 2 4 228 0 2 12 453
Multi-step ahead forecasting of vector time series 0 0 7 49 0 3 23 61
NEW MSE TESTS FOR EVALUATING FORECASTING PERFORMANCE: EMPIRICS AND BOOTSTRAP 0 0 2 56 1 1 10 190
Nested forecast model comparisons: a new approach to testing equal accuracy 0 0 8 115 0 0 13 198
Nested forecast model comparisons: a new approach to testing equal accuracy 0 1 7 63 0 4 22 127
Real-time forecast averaging with ALFRED 0 0 1 43 0 2 12 61
Reality checks and nested forecast model comparisons 1 1 4 73 2 4 18 113
Regression-Based Tests of Predictive Ability 0 0 2 274 0 2 12 1,091
Regression-Based Tests of Predictive Ability 0 0 3 394 1 4 25 1,679
Testing for unconditional predictive ability 2 2 8 99 3 6 22 157
Testing the economic value of asset return predictability 0 1 4 43 1 3 15 49
Tests of Equal Forecast Accuracy and Encompassing for Nested Models 0 2 10 1,225 5 17 73 3,727
Tests of Equal Forecast Accuracy and Encompassing for Nested Models 0 0 4 261 0 2 21 695
Tests of equal forecast accuracy and encompassing for nested models 3 9 18 442 5 21 82 1,228
Tests of equal forecast accuracy for overlapping models 0 1 9 78 0 2 10 77
Tests of equal forecast accuracy for overlapping models 0 0 11 54 1 2 21 85
Tests of equal predictive ability with real-time data 0 0 1 64 0 1 9 115
Tests of equal predictive ability with real-time data 0 0 9 162 2 5 30 335
The Predictive Content of the Output Gap for Inflation: Resolving In-Sample and Out-of-Sample Evidence 0 0 0 1 0 0 11 209
The predictive content of the output gap for inflation: resolving in-sample and out-of-sample evidence 0 0 5 149 2 3 41 422
Total Working Papers 82 110 335 6,595 65 200 1,045 17,020


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 8 17 44 355 11 23 83 604
Averaging forecasts from VARs with uncertain instabilities 0 0 11 100 3 5 33 262
Combining Forecasts from Nested Models 0 1 7 68 0 1 26 196
Comment 0 0 0 1 0 0 2 4
Disagreement at the FOMC: the dissenting votes are just part of the story 0 0 0 7 0 1 4 23
Evaluating Direct Multistep Forecasts 0 2 11 109 0 2 18 228
Evaluating the Predictability of Exchange Rates Using Long-Horizon Regressions: Mind Your p's and q's! 0 0 0 0 1 1 9 177
Factor-based prediction of industry-wide bank stress 0 1 2 2 2 4 8 8
Following the Fed with a news tracker 0 0 0 3 0 0 1 18
Housing's role in a recovery 0 0 0 6 0 0 8 23
How accurate are forecasts in a recession? 0 0 1 41 0 1 7 98
IMPROVING FORECAST ACCURACY BY COMBINING RECURSIVE AND ROLLING FORECASTS 0 0 7 86 0 1 23 245
In-sample tests of predictive ability: A new approach 0 1 8 11 2 4 19 26
Initial claims and employment growth: are we at the threshold? 0 0 0 6 0 1 3 20
Pairwise tests of equal forecast accuracy (in Russian) 0 0 0 23 0 0 3 71
Parameter estimation and tests of equal forecast accuracy between non-nested models 1 2 4 46 1 2 10 118
Real-time forecast averaging with ALFRED 0 0 2 13 0 3 10 60
Reality Checks and Comparisons of Nested Predictive Models 0 0 4 5 0 1 10 15
Regression-Based Tests of Predictive Ability 0 0 0 3 0 3 12 495
Robust out-of-sample inference 0 0 1 134 1 1 13 263
Should food be excluded from core CPI? 0 0 0 2 0 0 2 12
TESTS OF EQUAL FORECAST ACCURACY FOR OVERLAPPING MODELS 1 1 1 1 5 7 8 8
Tests of Equal Predictive Ability With Real-Time Data 1 4 8 72 2 5 21 145
Tests of equal forecast accuracy and encompassing for nested models 5 9 37 473 10 24 99 1,089
The Predictive Content of the Output Gap for Inflation: Resolving In-Sample and Out-of-Sample Evidence 0 0 7 140 0 2 20 343
The power of tests of predictive ability in the presence of structural breaks 0 0 3 100 3 3 13 184
Uncertainty about when the Fed will raise interest rates 0 0 0 6 0 0 3 36
Using FOMC forecasts to forecast the economy 1 1 3 26 1 2 6 47
Using stock market liquidity to forecast recessions 1 1 1 11 1 1 3 31
Total Journal Articles 18 40 162 1,850 43 98 477 4,849


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 0 2 4 0 0 6 21
Total Chapters 0 0 2 4 0 0 6 21


Statistics updated 2014-12-03