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
A Historical and Geographical Look at Federal Employment Levels 0 0 3 3 0 0 4 4
Advances in forecast evaluation 0 0 3 164 1 1 6 321
Advances in forecast evaluation 0 0 0 167 1 2 2 297
An Empirical Investigation of Direct and Iterated Multistep Conditional Forecasts 0 0 0 85 0 0 6 100
Are Continued Jobless Claims a Useful Gauge of Labor Market Conditions? 0 0 0 0 0 0 1 1
Are Initial Jobless Claims a Useful Gauge of Labor Market Conditions? 0 0 1 1 0 0 2 2
Asymptotic Inference for Performance Fees and the Predictability of Asset Returns 0 0 0 63 0 1 2 97
Averaging forecasts from VARs with uncertain instabilities 0 0 2 90 0 2 6 222
Averaging forecasts from VARs with uncertain instabilities 0 0 0 79 0 0 0 263
Averaging forecasts from VARs with uncertain instabilities 0 0 0 64 0 0 3 184
Binary Conditional Forecasts 0 0 0 55 1 1 5 73
Bootstrapping out-of-sample predictability tests with real-time data 0 0 1 30 1 3 7 48
COVID-19: Forecasting with Slow and Fast Data 0 0 0 0 1 2 2 2
Combining forecasts from nested models 0 0 0 48 1 1 2 132
Combining forecasts from nested models 0 0 0 147 0 0 1 606
Combining forecasts from nested models 0 0 0 107 0 0 1 427
Comment on \"Taylor rule exchange rate forecasting during the financial crisis\" 0 0 0 41 1 1 1 75
Consistent testing for structural change at the ends of the sample 0 0 0 125 0 0 6 76
Core Inflation Revisited: Forecast Accuracy across Horizons 1 1 7 22 1 1 12 36
Diverging Tests of Equal Predictive Ability 0 1 2 60 0 1 3 52
Evaluating Conditional Forecasts from Vector Autoregressions 0 0 1 100 1 1 2 164
Evaluating Conditional Forecasts from Vector Autoregressions 0 0 0 121 0 0 1 136
Evaluating long-horizon forecasts 0 0 1 259 1 1 4 568
Evaluating the accuracy of forecasts from vector autoregressions 0 0 0 151 0 1 6 261
FRED-MD: A Monthly Database for Macroeconomic Research 4 10 24 262 6 22 95 890
FRED-QD: A Quarterly Database for Macroeconomic Research 0 1 2 31 1 3 13 129
FRED-QD: A Quarterly Database for Macroeconomic Research 1 1 1 61 1 3 5 96
Forecast disagreement among FOMC members 0 0 1 76 0 0 6 187
Forecast-based model selection in the presence of structural breaks 0 0 0 243 0 1 1 633
Forecasting of small macroeconomic VARs in the presence of instabilities 0 0 0 173 0 0 2 550
Forecasting with small macroeconomic VARs in the presence of instabilities 0 0 0 172 0 1 3 306
Growth-at-Risk is Investment-at-Risk 2 4 9 22 3 11 33 61
How COVID-19 May Be Affecting Inflation 0 0 0 2 0 0 1 4
Improving forecast accuracy by combining recursive and rolling forecasts 0 0 0 637 2 4 8 2,200
Improving forecast accuracy by combining recursive and rolling forecasts 0 0 0 123 0 0 2 292
In-sample tests of predictive ability: a new approach 0 0 0 36 0 1 2 78
In-sample tests of predictive ability: a new approach 0 0 1 125 0 1 12 199
Inference about predictive ability 0 0 0 237 0 0 0 501
Inflation Expectations and the Fed’s New Monetary Framework 0 0 0 0 0 0 0 2
Market-Based Measures of Inflation Risks 0 0 1 2 0 1 2 8
Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors 0 1 1 31 0 1 1 43
Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors 0 0 0 122 1 1 1 94
Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors 0 0 1 104 0 0 1 83
Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors 0 0 1 89 1 1 4 50
Multi-step ahead forecasting of vector time series 0 1 1 70 0 2 4 123
NEW MSE TESTS FOR EVALUATING FORECASTING PERFORMANCE: EMPIRICS AND BOOTSTRAP 0 0 0 66 1 1 3 220
Nested forecast model comparisons: a new approach to testing equal accuracy 0 0 0 132 2 2 2 271
Nested forecast model comparisons: a new approach to testing equal accuracy 0 0 0 79 0 0 1 246
On the Real-Time Predictive Content of Financial Conditions Indices for Growth 0 1 3 35 0 2 8 73
Price Volatility and Headline Inflation 0 0 3 3 1 1 7 7
Real-Time Forecasting and Scenario Analysis using a Large Mixed-Frequency Bayesian VAR 0 0 0 118 0 0 0 251
Real-time forecast averaging with ALFRED 0 0 1 47 0 0 1 94
Reality checks and nested forecast model comparisons 0 0 0 85 0 0 0 162
Reconsidering the Fed's Inflation Forecasting Advantage 0 0 2 51 1 2 9 55
Regression-Based Tests of Predictive Ability 0 0 2 413 0 0 5 1,802
Regression-Based Tests of Predictive Ability 0 0 2 286 0 0 2 1,193
Testing for unconditional predictive ability 0 0 0 118 0 0 1 221
Tests of Conditional Predictive Ability: Existence, Size, and Power 0 0 0 43 0 1 1 30
Tests of Conditional Predictive Ability: Some Simulation Evidence 1 1 1 39 1 1 1 51
Tests of Equal Accuracy for Nested Models with Estimated Factors 0 1 5 157 0 1 10 200
Tests of Equal Forecast Accuracy and Encompassing for Nested Models 0 0 0 1,286 0 0 7 3,954
Tests of Equal Forecast Accuracy and Encompassing for Nested Models 0 0 2 339 0 0 3 910
Tests of equal forecast accuracy and encompassing for nested models 1 1 1 497 1 1 1 1,424
Tests of equal forecast accuracy for overlapping models 0 0 0 70 2 2 4 162
Tests of equal forecast accuracy for overlapping models 0 0 0 81 1 1 1 208
Tests of equal predictive ability with real-time data 0 0 0 76 0 0 2 164
Tests of equal predictive ability with real-time data 0 0 1 179 0 0 3 433
The Predictive Content of the Output Gap for Inflation: Resolving In-Sample and Out-of-Sample Evidence 0 0 0 1 1 1 1 261
The St. Louis Fed's Financial Stress Index, Version 2.0 0 6 17 17 2 11 36 36
The predictive content of the output gap for inflation: resolving in-sample and out-of-sample evidence 0 0 0 165 1 1 2 501
Using Core Inflation to Predict Headline Inflation 0 0 4 32 1 4 18 54
What Are Financial Market Stress Indexes Showing? 0 0 0 2 0 0 1 4
What Do Components of Key Inflation Measures Say about Future Inflation? 0 0 0 1 0 0 0 3
Will High Inflation Persist? 0 0 1 7 0 0 4 13
Total Working Papers 10 30 109 9,025 40 104 415 23,679

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 14 21 0 3 30 82
An empirical investigation of direct and iterated multistep conditional forecasts 0 1 3 16 2 4 9 59
Asymptotic Inference for Performance Fees and the Predictability of Asset Returns 0 0 1 3 0 1 3 31
Asymptotics for out of sample tests of Granger causality 3 3 21 717 4 5 32 1,341
Averaging forecasts from VARs with uncertain instabilities 0 0 1 131 1 1 3 381
Averaging forecasts from VARs with uncertain instabilities 0 0 0 2 2 2 3 18
Binary Conditional Forecasts 0 0 1 7 0 0 2 14
Combining Forecasts from Nested Models* 1 1 1 73 3 3 5 372
Comment 0 0 0 2 0 0 1 38
Disagreement at the FOMC: the dissenting votes are just part of the story 0 0 0 11 0 1 1 57
Diverging Tests of Equal Predictive Ability 0 0 0 8 1 2 4 39
Evaluating Direct Multistep Forecasts 0 1 4 216 0 2 7 461
Evaluating the Predictability of Exchange Rates Using Long-Horizon Regressions: Mind Your p's and q's! 0 0 0 0 0 1 1 227
FRED-MD: A Monthly Database for Macroeconomic Research 6 15 80 382 26 73 264 1,254
FRED-QD: A Quarterly Database for Macroeconomic Research 0 4 15 59 11 32 122 432
Factor-based prediction of industry-wide bank stress 0 0 0 17 0 0 3 94
Following the Fed with a news tracker 0 0 0 3 0 1 2 37
Housing's role in a recovery 0 0 0 7 0 0 0 44
How accurate are forecasts in a recession? 0 0 1 50 0 0 2 123
IMPROVING FORECAST ACCURACY BY COMBINING RECURSIVE AND ROLLING FORECASTS 0 0 0 109 2 6 9 389
In-sample tests of predictive ability: A new approach 0 0 0 45 0 0 3 114
Initial claims and employment growth: are we at the threshold? 0 0 3 12 0 1 7 54
Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors 0 2 3 45 0 3 8 167
Multistep ahead forecasting of vector time series 0 0 0 17 1 1 2 51
Nested forecast model comparisons: A new approach to testing equal accuracy 0 0 0 62 1 1 3 194
On the real‐time predictive content of financial condition indices for growth 0 0 1 5 1 1 10 31
Pairwise tests of equal forecast accuracy (in Russian) 0 0 0 28 0 0 2 94
Parameter estimation and tests of equal forecast accuracy between non-nested models 1 1 6 85 1 2 12 213
Real-Time Forecasting and Scenario Analysis Using a Large Mixed-Frequency Bayesian VAR 0 1 4 16 4 6 16 76
Real-time forecast averaging with ALFRED 0 0 0 19 0 0 2 108
Reality Checks and Comparisons of Nested Predictive Models 0 0 0 3 0 0 4 11
Reality Checks and Comparisons of Nested Predictive Models 0 0 1 14 1 1 4 52
Regression-Based Tests of Predictive Ability 0 0 0 3 0 0 8 643
Robust out-of-sample inference 0 0 1 184 0 0 2 385
Should food be excluded from core CPI? 0 0 0 8 0 0 1 37
TESTS OF EQUAL FORECAST ACCURACY FOR OVERLAPPING MODELS 0 0 0 23 1 2 4 98
Tests of Equal Predictive Ability With Real-Time Data 0 0 0 114 1 1 1 262
Tests of Predictive Ability for Vector Autoregressions Used for Conditional Forecasting 0 0 0 3 1 1 2 33
Tests of equal accuracy for nested models with estimated factors 1 1 4 69 3 3 9 146
Tests of equal forecast accuracy and encompassing for nested models 0 1 7 822 2 5 31 1,996
The Predictive Content of the Output Gap for Inflation: Resolving In-Sample and Out-of-Sample Evidence 1 1 3 169 1 2 10 456
The power of tests of predictive ability in the presence of structural breaks 0 1 1 141 0 2 3 291
Tracking the U.S. Economy with Nowcasts 0 0 0 10 0 0 0 42
Uncertainty about when the Fed will raise interest rates 0 0 0 9 0 0 0 53
Using FOMC forecasts to forecast the economy 0 0 0 33 0 1 1 79
Using stock market liquidity to forecast recessions 0 0 0 23 0 0 1 71
Total Journal Articles 13 33 176 3,796 70 170 649 11,250

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Advances in Forecast Evaluation 0 0 8 148 0 3 27 416
Chapter 3 Forecasting with Small Macroeconomic VARs in the Presence of Instabilities 0 0 0 2 0 2 3 6
Comment on "Taylor Rule Exchange Rate Forecasting during the Financial Crisis" 0 0 0 6 0 0 1 37
Consistent Testing for Structural Change at the Ends of the Sample 0 0 1 1 0 1 2 3
Evaluating the Accuracy of Forecasts from Vector Autoregressions☆The views expressed herein are solely those of the authors and do not necessarily reflect the views of the Federal Reserve Bank of Cleveland, Federal Reserve Bank of St. Louis, Federal Reserve System, or any of its staff 0 0 0 0 1 1 1 2
Total Chapters 0 0 9 157 1 7 34 464

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Statistics updated 2025-08-05