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 5 17 104 2 10 51 125
Advances in forecast evaluation 0 3 19 111 1 5 34 133
Averaging forecasts from VARs with uncertain instabilities 0 0 1 63 1 3 11 143
Averaging forecasts from VARs with uncertain instabilities 0 3 6 78 1 3 12 154
Averaging forecasts from VARs with uncertain instabilities 1 3 5 75 2 7 22 204
Combining forecasts from nested models 0 0 1 45 0 1 9 97
Combining forecasts from nested models 0 3 3 102 1 5 29 238
Combining forecasts from nested models 0 1 7 133 2 7 44 384
Comment on "Taylor rule exchange rate forecasting during the financial crisis" 0 0 4 30 1 2 19 46
Consistent testing for structural change at the ends of the sample 1 3 10 117 1 2 14 33
Evaluating long-horizon forecasts 2 2 11 223 5 6 39 454
Evaluating the accuracy of forecasts from vector autoregressions 1 5 27 95 2 13 65 97
Forecast disagreement among FOMC members 0 0 4 62 3 5 26 121
Forecast-based model selection in the presence of structural breaks 2 2 4 233 3 4 23 581
Forecasting of small macroeconomic VARs in the presence of instabilities 2 2 13 163 3 9 75 466
Forecasting with small macroeconomic VARs in the presence of instabilities 0 3 9 141 0 4 18 218
Improving forecast accuracy by combining recursive and rolling forecasts 1 5 29 580 4 21 122 1,907
Improving forecast accuracy by combining recursive and rolling forecasts 0 1 2 115 0 2 18 219
In-sample tests of predictive ability: a new approach 0 1 3 34 2 6 13 45
In-sample tests of predictive ability: a new approach 0 0 0 116 0 2 12 136
Inference about predictive ability 0 1 2 226 0 2 9 449
Multi-step ahead forecasting of vector time series 1 1 8 47 2 4 28 57
NEW MSE TESTS FOR EVALUATING FORECASTING PERFORMANCE: EMPIRICS AND BOOTSTRAP 0 0 5 56 0 0 25 189
Nested forecast model comparisons: a new approach to testing equal accuracy 1 4 8 115 3 6 23 198
Nested forecast model comparisons: a new approach to testing equal accuracy 0 1 6 62 2 5 22 122
Real-time forecast averaging with ALFRED 0 0 1 42 1 3 14 58
Reality checks and nested forecast model comparisons 0 0 6 72 2 4 23 109
Regression-Based Tests of Predictive Ability 0 0 4 274 0 2 16 1,089
Regression-Based Tests of Predictive Ability 0 1 6 394 1 5 31 1,674
Testing for unconditional predictive ability 0 3 7 96 0 4 19 147
Testing the economic value of asset return predictability 0 1 4 42 1 3 19 45
Tests of Equal Forecast Accuracy and Encompassing for Nested Models 1 4 18 1,223 7 18 84 3,705
Tests of Equal Forecast Accuracy and Encompassing for Nested Models 0 1 3 260 1 3 29 691
Tests of equal forecast accuracy and encompassing for nested models 0 1 15 433 6 15 84 1,203
Tests of equal forecast accuracy for overlapping models 0 4 10 77 0 2 20 75
Tests of equal forecast accuracy for overlapping models 1 4 16 54 0 4 28 81
Tests of equal predictive ability with real-time data 0 0 5 64 0 1 14 114
Tests of equal predictive ability with real-time data 0 2 10 162 2 8 32 329
The Predictive Content of the Output Gap for Inflation: Resolving In-Sample and Out-of-Sample Evidence 0 0 0 1 0 2 13 206
The predictive content of the output gap for inflation: resolving in-sample and out-of-sample evidence 1 4 8 149 6 20 52 416
Total Working Papers 16 74 317 6,469 68 228 1,241 16,758


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 4 11 28 335 6 25 75 574
Averaging forecasts from VARs with uncertain instabilities 1 4 15 98 2 11 45 255
Combining Forecasts from Nested Models 0 1 8 67 2 5 36 194
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 0 2 11 106 0 3 25 225
Evaluating the Predictability of Exchange Rates Using Long-Horizon Regressions: Mind Your p's and q's! 0 0 0 0 1 3 12 176
Factor-based prediction of industry-wide bank stress 1 1 1 1 4 4 4 4
Following the Fed with a news tracker 0 0 0 3 0 0 3 18
Housing's role in a recovery 0 0 0 6 1 3 10 23
How accurate are forecasts in a recession? 0 0 2 41 0 3 9 97
IMPROVING FORECAST ACCURACY BY COMBINING RECURSIVE AND ROLLING FORECASTS 0 1 8 85 1 2 28 240
In-sample tests of predictive ability: A new approach 1 3 10 10 1 6 22 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 1 6 71
Parameter estimation and tests of equal forecast accuracy between non-nested models 0 0 4 44 0 0 14 116
Real-time forecast averaging with ALFRED 0 0 3 13 1 1 14 57
Reality Checks and Comparisons of Nested Predictive Models 0 1 5 5 0 2 14 14
Regression-Based Tests of Predictive Ability 0 0 0 3 0 2 15 492
Robust out-of-sample inference 0 0 7 134 2 2 27 262
Should food be excluded from core CPI? 0 0 0 2 0 0 1 11
Tests of Equal Predictive Ability With Real-Time Data 0 0 8 68 1 4 24 139
Tests of equal forecast accuracy and encompassing for nested models 1 6 44 461 4 14 123 1,059
The Predictive Content of the Output Gap for Inflation: Resolving In-Sample and Out-of-Sample Evidence 0 2 9 140 1 5 28 340
The power of tests of predictive ability in the presence of structural breaks 1 1 9 100 1 2 19 181
Uncertainty about when the Fed will raise interest rates 0 0 0 6 1 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 9 33 178 1,800 29 101 578 4,726


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 3 10 21
Total Chapters 0 1 4 4 0 3 10 21


Statistics updated 2014-08-03