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 2 3 8 140 2 6 31 203
Advances in forecast evaluation 1 2 9 122 1 4 29 190
Asymptotic Inference for Performance Fees and the Predictability of Asset Returns 2 3 5 52 3 6 11 69
Averaging forecasts from VARs with uncertain instabilities 0 0 0 81 0 1 6 169
Averaging forecasts from VARs with uncertain instabilities 0 0 0 63 0 0 4 150
Averaging forecasts from VARs with uncertain instabilities 0 0 2 79 0 0 11 230
Combining forecasts from nested models 0 0 0 102 0 2 17 264
Combining forecasts from nested models 0 0 1 46 0 0 8 108
Combining forecasts from nested models 0 0 4 142 0 1 22 429
Comment on "Taylor rule exchange rate forecasting during the financial crisis" 1 2 4 36 1 2 7 62
Consistent testing for structural change at the ends of the sample 0 0 0 119 0 0 7 50
Evaluating Conditional Forecasts from Vector Autoregressions 0 3 14 75 3 8 36 71
Evaluating Conditional Forecasts from Vector Autoregressions 0 3 7 97 1 7 17 45
Evaluating long-horizon forecasts 0 1 9 239 0 4 22 498
Evaluating the accuracy of forecasts from vector autoregressions 2 4 13 127 6 11 26 168
FRED-MD: A Monthly Database for Macroeconomic Research 0 3 32 103 5 23 87 120
Forecast disagreement among FOMC members 0 0 2 67 0 1 7 145
Forecast-based model selection in the presence of structural breaks 0 0 0 234 0 1 8 595
Forecasting of small macroeconomic VARs in the presence of instabilities 0 0 0 166 0 1 13 504
Forecasting with small macroeconomic VARs in the presence of instabilities 0 1 6 155 0 1 7 236
Improving forecast accuracy by combining recursive and rolling forecasts 1 1 6 606 3 6 45 2,045
Improving forecast accuracy by combining recursive and rolling forecasts 0 0 0 116 0 2 5 231
In-sample tests of predictive ability: a new approach 0 0 2 36 0 1 5 64
In-sample tests of predictive ability: a new approach 1 1 2 121 1 3 7 156
Inference about predictive ability 0 1 2 230 0 3 6 462
Multi-step ahead forecasting of vector time series 1 1 4 59 1 3 11 84
NEW MSE TESTS FOR EVALUATING FORECASTING PERFORMANCE: EMPIRICS AND BOOTSTRAP 0 0 1 58 1 5 7 199
Nested forecast model comparisons: a new approach to testing equal accuracy 1 1 4 71 1 5 14 151
Nested forecast model comparisons: a new approach to testing equal accuracy 0 0 3 121 0 0 14 221
Real-Time Forecasting with a Large, Mixed Frequency, Bayesian VAR 0 1 76 76 4 11 54 54
Real-time forecast averaging with ALFRED 0 0 0 44 2 3 6 72
Reality checks and nested forecast model comparisons 1 2 4 79 1 3 10 129
Regression-Based Tests of Predictive Ability 0 1 3 278 2 3 11 1,106
Regression-Based Tests of Predictive Ability 0 1 3 399 0 4 20 1,717
Testing for unconditional predictive ability 0 0 4 104 1 1 13 176
Tests of Equal Accuracy for Nested Models with Estimated Factors 2 4 83 83 2 8 30 30
Tests of Equal Forecast Accuracy and Encompassing for Nested Models 0 0 2 268 1 3 20 728
Tests of Equal Forecast Accuracy and Encompassing for Nested Models 0 3 11 1,249 0 5 36 3,803
Tests of equal forecast accuracy and encompassing for nested models 1 2 6 466 1 4 27 1,297
Tests of equal forecast accuracy for overlapping models 0 2 4 60 1 6 14 111
Tests of equal forecast accuracy for overlapping models 0 0 0 79 2 3 17 103
Tests of equal predictive ability with real-time data 0 0 0 66 0 0 5 125
Tests of equal predictive ability with real-time data 0 0 3 170 3 4 15 381
The Predictive Content of the Output Gap for Inflation: Resolving In-Sample and Out-of-Sample Evidence 0 0 0 1 0 1 7 221
The predictive content of the output gap for inflation: resolving in-sample and out-of-sample evidence 0 0 1 151 2 5 15 441
Total Working Papers 16 46 340 7,236 51 171 790 18,413


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 10 40 421 7 14 70 732
Averaging forecasts from VARs with uncertain instabilities 0 3 6 114 2 6 23 301
Combining Forecasts from Nested Models 0 0 0 71 0 1 9 219
Comment 0 0 0 1 1 3 6 12
Disagreement at the FOMC: the dissenting votes are just part of the story 0 0 1 9 1 1 10 37
Evaluating Direct Multistep Forecasts 0 1 11 129 0 3 25 268
Evaluating the Predictability of Exchange Rates Using Long-Horizon Regressions: Mind Your p's and q's! 0 0 0 0 1 1 9 190
Factor-based prediction of industry-wide bank stress 0 0 2 8 2 5 21 37
Following the Fed with a news tracker 0 0 0 3 0 2 8 27
Housing's role in a recovery 0 0 0 7 1 2 4 33
How accurate are forecasts in a recession? 0 0 0 43 0 1 4 105
IMPROVING FORECAST ACCURACY BY COMBINING RECURSIVE AND ROLLING FORECASTS 1 2 6 98 1 4 21 279
In-sample tests of predictive ability: A new approach 0 0 1 17 1 2 12 48
Initial claims and employment growth: are we at the threshold? 0 0 1 7 0 1 8 33
Nested forecast model comparisons: A new approach to testing equal accuracy 0 2 17 27 3 6 48 69
Pairwise tests of equal forecast accuracy (in Russian) 0 0 0 24 0 0 6 80
Parameter estimation and tests of equal forecast accuracy between non-nested models 0 0 2 50 0 3 13 134
Real-time forecast averaging with ALFRED 0 1 2 17 2 4 12 82
Reality Checks and Comparisons of Nested Predictive Models 0 0 0 8 0 2 6 25
Regression-Based Tests of Predictive Ability 0 0 0 3 2 3 17 521
Robust out-of-sample inference 0 1 5 142 1 2 15 286
Should food be excluded from core CPI? 0 0 0 4 1 2 5 23
TESTS OF EQUAL FORECAST ACCURACY FOR OVERLAPPING MODELS 1 2 7 17 1 5 20 47
Tests of Equal Predictive Ability With Real-Time Data 0 1 2 82 1 7 19 179
Tests of equal forecast accuracy and encompassing for nested models 0 1 9 497 2 6 36 1,168
The Predictive Content of the Output Gap for Inflation: Resolving In-Sample and Out-of-Sample Evidence 0 0 3 147 1 2 17 370
The power of tests of predictive ability in the presence of structural breaks 0 0 1 110 0 1 19 216
Tracking the U.S. Economy with Nowcasts 0 0 0 0 0 2 6 6
Uncertainty about when the Fed will raise interest rates 0 0 1 7 0 1 9 46
Using FOMC forecasts to forecast the economy 0 0 0 26 0 2 8 59
Using stock market liquidity to forecast recessions 0 1 2 16 0 1 11 47
Total Journal Articles 6 25 119 2,105 31 95 497 5,679


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Advances in Forecast Evaluation 0 3 12 12 1 6 36 36
Comment on "Taylor Rule Exchange Rate Forecasting during the Financial Crisis" 0 0 0 5 0 1 4 27
Total Chapters 0 3 12 17 1 7 40 63


Statistics updated 2016-09-03