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 1 4 11 110 5 13 42 154
Advances in forecast evaluation 2 8 19 123 4 12 30 156
Averaging forecasts from VARs with uncertain instabilities 0 0 1 63 0 0 8 146
Averaging forecasts from VARs with uncertain instabilities 0 1 5 76 0 1 15 209
Averaging forecasts from VARs with uncertain instabilities 0 0 5 79 0 1 9 158
Combining forecasts from nested models 0 0 3 102 0 3 12 245
Combining forecasts from nested models 1 1 4 134 1 5 24 398
Combining forecasts from nested models 0 0 0 45 0 0 4 99
Comment on "Taylor rule exchange rate forecasting during the financial crisis" 0 0 2 31 1 2 9 52
Consistent testing for structural change at the ends of the sample 0 1 6 119 0 2 12 41
Evaluating Conditional Forecasts from Vector Autoregressions 3 6 86 86 4 7 19 19
Evaluating Conditional Forecasts from Vector Autoregressions 3 4 53 53 5 6 19 19
Evaluating long-horizon forecasts 1 2 8 227 1 3 25 470
Evaluating the accuracy of forecasts from vector autoregressions 1 4 23 109 1 7 52 131
Forecast disagreement among FOMC members 0 0 2 64 1 4 18 133
Forecast-based model selection in the presence of structural breaks 0 0 2 233 1 3 9 585
Forecasting of small macroeconomic VARs in the presence of instabilities 0 1 4 165 1 4 23 476
Forecasting with small macroeconomic VARs in the presence of instabilities 0 1 8 146 0 1 10 224
Improving forecast accuracy by combining recursive and rolling forecasts 3 6 23 595 8 21 90 1,970
Improving forecast accuracy by combining recursive and rolling forecasts 0 0 3 116 2 2 9 224
In-sample tests of predictive ability: a new approach 0 2 2 118 0 3 14 147
In-sample tests of predictive ability: a new approach 0 0 2 34 5 6 18 56
Inference about predictive ability 0 0 3 228 0 1 8 454
Multi-step ahead forecasting of vector time series 1 4 8 53 1 6 20 68
NEW MSE TESTS FOR EVALUATING FORECASTING PERFORMANCE: EMPIRICS AND BOOTSTRAP 0 0 1 56 0 1 3 191
Nested forecast model comparisons: a new approach to testing equal accuracy 1 2 6 117 2 4 12 203
Nested forecast model comparisons: a new approach to testing equal accuracy 0 3 7 67 0 5 18 134
Real-time forecast averaging with ALFRED 0 1 2 44 0 2 8 63
Reality checks and nested forecast model comparisons 0 0 2 74 1 2 12 116
Regression-Based Tests of Predictive Ability 0 0 2 394 1 8 22 1,689
Regression-Based Tests of Predictive Ability 0 0 1 274 0 0 6 1,091
Testing for unconditional predictive ability 0 0 6 99 1 2 18 160
Testing the economic value of asset return predictability 0 2 5 46 1 3 13 54
Tests of Equal Forecast Accuracy and Encompassing for Nested Models 1 6 16 1,234 5 16 73 3,753
Tests of Equal Forecast Accuracy and Encompassing for Nested Models 0 0 2 261 1 6 15 702
Tests of equal forecast accuracy and encompassing for nested models 1 7 20 452 4 17 71 1,252
Tests of equal forecast accuracy for overlapping models 0 0 6 78 0 4 9 82
Tests of equal forecast accuracy for overlapping models 0 1 5 55 3 6 18 92
Tests of equal predictive ability with real-time data 0 0 1 65 0 0 5 116
Tests of equal predictive ability with real-time data 0 1 5 163 2 10 29 348
The Predictive Content of the Output Gap for Inflation: Resolving In-Sample and Out-of-Sample Evidence 0 0 0 1 0 1 8 211
The predictive content of the output gap for inflation: resolving in-sample and out-of-sample evidence 0 1 5 150 0 1 29 423
Total Working Papers 19 69 375 6,739 62 201 868 17,314


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 2 9 43 365 4 17 84 629
Averaging forecasts from VARs with uncertain instabilities 0 1 8 101 1 7 30 270
Combining Forecasts from Nested Models 0 2 7 70 1 8 21 207
Comment 0 0 0 1 0 0 1 5
Disagreement at the FOMC: the dissenting votes are just part of the story 0 0 0 7 0 0 3 23
Evaluating Direct Multistep Forecasts 1 2 10 113 1 3 13 234
Evaluating the Predictability of Exchange Rates Using Long-Horizon Regressions: Mind Your p's and q's! 0 0 0 0 0 0 7 179
Factor-based prediction of industry-wide bank stress 0 1 3 3 0 3 12 12
Following the Fed with a news tracker 0 0 0 3 0 0 0 18
Housing's role in a recovery 0 1 1 7 1 2 7 25
How accurate are forecasts in a recession? 0 1 1 42 0 1 5 99
IMPROVING FORECAST ACCURACY BY COMBINING RECURSIVE AND ROLLING FORECASTS 0 3 9 90 0 4 18 252
In-sample tests of predictive ability: A new approach 0 2 6 13 0 3 16 30
Initial claims and employment growth: are we at the threshold? 0 0 0 6 2 2 3 22
Pairwise tests of equal forecast accuracy (in Russian) 0 0 0 23 0 1 3 72
Parameter estimation and tests of equal forecast accuracy between non-nested models 0 2 4 48 0 2 6 120
Real-time forecast averaging with ALFRED 0 0 0 13 0 0 8 63
Reality Checks and Comparisons of Nested Predictive Models 0 1 2 6 0 1 5 17
Regression-Based Tests of Predictive Ability 0 0 0 3 0 0 8 496
Robust out-of-sample inference 0 0 0 134 0 0 6 265
Should food be excluded from core CPI? 0 0 1 3 0 0 3 14
TESTS OF EQUAL FORECAST ACCURACY FOR OVERLAPPING MODELS 0 3 4 4 0 5 17 17
Tests of Equal Predictive Ability With Real-Time Data 1 2 8 76 1 3 18 153
Tests of equal forecast accuracy and encompassing for nested models 2 3 27 479 5 14 78 1,110
The Predictive Content of the Output Gap for Inflation: Resolving In-Sample and Out-of-Sample Evidence 0 0 4 140 1 2 14 346
The power of tests of predictive ability in the presence of structural breaks 0 1 5 103 0 3 13 190
Uncertainty about when the Fed will raise interest rates 0 0 0 6 0 0 2 36
Using FOMC forecasts to forecast the economy 0 0 1 26 0 0 3 47
Using stock market liquidity to forecast recessions 0 1 3 13 0 1 3 33
Total Journal Articles 6 35 147 1,898 17 82 407 4,984


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 1 4 0 0 4 21
Total Chapters 0 0 1 4 0 0 4 21


Statistics updated 2015-04-05