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 3 10 144 0 3 29 207
Advances in forecast evaluation 1 3 10 126 1 4 26 195
Asymptotic Inference for Performance Fees and the Predictability of Asset Returns 0 0 4 52 0 0 10 69
Averaging forecasts from VARs with uncertain instabilities 0 0 1 79 0 2 8 233
Averaging forecasts from VARs with uncertain instabilities 0 0 0 63 2 2 5 153
Averaging forecasts from VARs with uncertain instabilities 1 1 1 82 3 6 12 179
Combining forecasts from nested models 0 0 0 102 0 4 13 268
Combining forecasts from nested models 0 1 2 48 0 1 8 110
Combining forecasts from nested models 1 3 4 145 2 12 19 442
Comment on "Taylor rule exchange rate forecasting during the financial crisis" 0 1 5 37 1 3 9 65
Consistent testing for structural change at the ends of the sample 0 0 1 120 1 2 4 52
Evaluating Conditional Forecasts from Vector Autoregressions 1 2 8 78 2 6 32 79
Evaluating Conditional Forecasts from Vector Autoregressions 0 1 7 100 3 5 22 54
Evaluating long-horizon forecasts 1 2 8 241 1 6 20 504
Evaluating the accuracy of forecasts from vector autoregressions 1 1 10 129 1 3 25 173
FRED-MD: A Monthly Database for Macroeconomic Research 2 4 21 109 4 13 85 141
Forecast disagreement among FOMC members 0 0 2 67 0 0 7 146
Forecast-based model selection in the presence of structural breaks 0 1 2 236 1 4 12 601
Forecasting of small macroeconomic VARs in the presence of instabilities 0 0 0 166 0 0 11 506
Forecasting with small macroeconomic VARs in the presence of instabilities 0 1 4 156 0 6 10 242
Improving forecast accuracy by combining recursive and rolling forecasts 0 0 0 116 2 2 6 233
Improving forecast accuracy by combining recursive and rolling forecasts 0 1 8 609 2 5 28 2,052
In-sample tests of predictive ability: a new approach 1 1 3 122 2 3 8 159
In-sample tests of predictive ability: a new approach 0 0 2 36 1 1 8 67
Inference about predictive ability 0 1 3 231 0 2 7 464
Multi-step ahead forecasting of vector time series 0 0 2 59 1 1 10 85
NEW MSE TESTS FOR EVALUATING FORECASTING PERFORMANCE: EMPIRICS AND BOOTSTRAP 1 1 1 59 3 5 13 206
Nested forecast model comparisons: a new approach to testing equal accuracy 1 2 5 123 2 4 14 226
Nested forecast model comparisons: a new approach to testing equal accuracy 0 0 3 71 0 0 12 151
Real-Time Forecasting with a Large, Mixed Frequency, Bayesian VAR 0 4 10 81 5 18 66 77
Real-time forecast averaging with ALFRED 0 0 0 44 1 2 8 74
Reality checks and nested forecast model comparisons 0 0 4 80 1 2 14 134
Regression-Based Tests of Predictive Ability 0 0 2 278 0 1 8 1,107
Regression-Based Tests of Predictive Ability 0 0 2 399 0 2 17 1,720
Testing for unconditional predictive ability 0 1 6 106 0 1 13 178
Tests of Equal Accuracy for Nested Models with Estimated Factors 2 10 18 93 3 11 37 44
Tests of Equal Forecast Accuracy and Encompassing for Nested Models 0 0 3 270 1 3 20 735
Tests of Equal Forecast Accuracy and Encompassing for Nested Models 0 2 10 1,252 1 4 31 3,809
Tests of equal forecast accuracy and encompassing for nested models 0 2 7 468 5 9 25 1,307
Tests of equal forecast accuracy for overlapping models 0 0 0 79 2 7 21 111
Tests of equal forecast accuracy for overlapping models 0 2 9 65 1 6 21 120
Tests of equal predictive ability with real-time data 0 1 1 67 0 1 3 126
Tests of equal predictive ability with real-time data 0 1 4 171 1 2 15 383
The Predictive Content of the Output Gap for Inflation: Resolving In-Sample and Out-of-Sample Evidence 0 0 0 1 0 0 6 222
The predictive content of the output gap for inflation: resolving in-sample and out-of-sample evidence 0 0 0 151 0 0 11 443
Total Working Papers 13 53 203 7,311 56 174 789 18,652


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 4 4 4 4 9 9 9 9
Asymptotics for out of sample tests of Granger causality 4 5 36 427 5 13 68 749
Averaging forecasts from VARs with uncertain instabilities 0 0 4 114 2 5 23 309
Combining Forecasts from Nested Models 0 0 0 71 2 7 12 227
Comment 0 0 0 1 0 1 7 13
Disagreement at the FOMC: the dissenting votes are just part of the story 0 0 0 9 1 1 10 39
Evaluating Direct Multistep Forecasts 0 2 14 133 0 4 27 276
Evaluating the Predictability of Exchange Rates Using Long-Horizon Regressions: Mind Your p's and q's! 0 0 0 0 0 1 7 192
Factor-based prediction of industry-wide bank stress 0 0 1 8 1 3 18 41
Following the Fed with a news tracker 0 0 0 3 0 2 8 29
Housing's role in a recovery 0 0 0 7 0 2 7 36
How accurate are forecasts in a recession? 0 0 0 43 0 0 4 105
IMPROVING FORECAST ACCURACY BY COMBINING RECURSIVE AND ROLLING FORECASTS 1 2 6 100 2 4 21 283
In-sample tests of predictive ability: A new approach 1 1 2 18 2 5 16 53
Initial claims and employment growth: are we at the threshold? 0 0 0 7 0 0 6 33
Nested forecast model comparisons: A new approach to testing equal accuracy 0 2 15 30 4 10 46 81
Pairwise tests of equal forecast accuracy (in Russian) 0 1 1 25 0 1 6 81
Parameter estimation and tests of equal forecast accuracy between non-nested models 0 0 0 50 1 2 10 136
Real-time forecast averaging with ALFRED 0 0 1 17 0 0 10 82
Reality Checks and Comparisons of Nested Predictive Models 0 2 2 10 2 4 9 29
Regression-Based Tests of Predictive Ability 0 0 0 3 0 3 9 524
Robust out-of-sample inference 0 0 5 142 0 2 16 290
Should food be excluded from core CPI? 0 0 0 4 0 0 5 23
TESTS OF EQUAL FORECAST ACCURACY FOR OVERLAPPING MODELS 0 1 9 19 0 1 20 50
Tests of Equal Predictive Ability With Real-Time Data 1 2 3 84 3 4 22 185
Tests of equal forecast accuracy and encompassing for nested models 0 2 9 499 1 7 33 1,176
The Predictive Content of the Output Gap for Inflation: Resolving In-Sample and Out-of-Sample Evidence 0 0 0 147 4 6 15 376
The power of tests of predictive ability in the presence of structural breaks 0 1 1 111 0 3 14 219
Tracking the U.S. Economy with Nowcasts 0 0 1 1 0 0 10 10
Uncertainty about when the Fed will raise interest rates 0 0 1 7 0 0 8 46
Using FOMC forecasts to forecast the economy 0 0 0 26 0 3 9 62
Using stock market liquidity to forecast recessions 0 0 1 16 0 0 8 47
Total Journal Articles 11 25 116 2,136 39 103 493 5,811


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Advances in Forecast Evaluation 0 2 14 14 2 9 47 49
Comment on "Taylor Rule Exchange Rate Forecasting during the Financial Crisis" 0 0 0 5 0 2 6 29
Total Chapters 0 2 14 19 2 11 53 78


Statistics updated 2017-01-03