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 4 10 125 2 4 26 193
Advances in forecast evaluation 2 5 9 143 2 5 30 206
Asymptotic Inference for Performance Fees and the Predictability of Asset Returns 0 2 5 52 0 3 11 69
Averaging forecasts from VARs with uncertain instabilities 0 0 1 79 0 1 10 231
Averaging forecasts from VARs with uncertain instabilities 0 0 0 63 0 1 4 151
Averaging forecasts from VARs with uncertain instabilities 0 0 0 81 1 5 9 174
Combining forecasts from nested models 0 0 0 102 1 1 10 265
Combining forecasts from nested models 1 2 2 48 1 2 8 110
Combining forecasts from nested models 1 1 3 143 5 6 14 435
Comment on "Taylor rule exchange rate forecasting during the financial crisis" 0 1 4 36 0 1 6 62
Consistent testing for structural change at the ends of the sample 0 1 1 120 0 0 7 50
Evaluating Conditional Forecasts from Vector Autoregressions 1 2 12 77 3 8 35 76
Evaluating Conditional Forecasts from Vector Autoregressions 0 2 8 99 0 5 19 49
Evaluating long-horizon forecasts 1 1 9 240 5 5 24 503
Evaluating the accuracy of forecasts from vector autoregressions 0 3 11 128 2 10 27 172
FRED-MD: A Monthly Database for Macroeconomic Research 1 3 27 106 6 19 90 134
Forecast disagreement among FOMC members 0 0 2 67 0 1 7 146
Forecast-based model selection in the presence of structural breaks 1 2 2 236 2 4 12 599
Forecasting of small macroeconomic VARs in the presence of instabilities 0 0 0 166 0 2 15 506
Forecasting with small macroeconomic VARs in the presence of instabilities 0 0 4 155 3 3 8 239
Improving forecast accuracy by combining recursive and rolling forecasts 0 0 0 116 0 0 4 231
Improving forecast accuracy by combining recursive and rolling forecasts 1 4 8 609 2 7 37 2,049
In-sample tests of predictive ability: a new approach 0 0 2 36 0 2 7 66
In-sample tests of predictive ability: a new approach 0 1 2 121 1 2 8 157
Inference about predictive ability 1 1 3 231 2 2 7 464
Multi-step ahead forecasting of vector time series 0 1 3 59 0 1 10 84
NEW MSE TESTS FOR EVALUATING FORECASTING PERFORMANCE: EMPIRICS AND BOOTSTRAP 0 0 1 58 2 5 11 203
Nested forecast model comparisons: a new approach to testing equal accuracy 0 1 3 71 0 1 12 151
Nested forecast model comparisons: a new approach to testing equal accuracy 1 1 4 122 1 2 13 223
Real-Time Forecasting with a Large, Mixed Frequency, Bayesian VAR 1 2 22 78 8 17 63 67
Real-time forecast averaging with ALFRED 0 0 0 44 0 2 6 72
Reality checks and nested forecast model comparisons 0 2 4 80 0 4 12 132
Regression-Based Tests of Predictive Ability 0 0 2 278 1 3 8 1,107
Regression-Based Tests of Predictive Ability 0 0 2 399 1 2 17 1,719
Testing for unconditional predictive ability 1 2 6 106 1 3 14 178
Tests of Equal Accuracy for Nested Models with Estimated Factors 4 6 17 87 4 9 32 37
Tests of Equal Forecast Accuracy and Encompassing for Nested Models 2 3 13 1,252 2 4 36 3,807
Tests of Equal Forecast Accuracy and Encompassing for Nested Models 0 2 3 270 2 7 22 734
Tests of equal forecast accuracy and encompassing for nested models 1 2 7 467 2 4 24 1,300
Tests of equal forecast accuracy for overlapping models 0 0 0 79 2 5 17 106
Tests of equal forecast accuracy for overlapping models 0 3 7 63 1 5 17 115
Tests of equal predictive ability with real-time data 1 1 4 171 1 4 16 382
Tests of equal predictive ability with real-time data 1 1 1 67 1 1 5 126
The Predictive Content of the Output Gap for Inflation: Resolving In-Sample and Out-of-Sample Evidence 0 0 0 1 0 1 6 222
The predictive content of the output gap for inflation: resolving in-sample and out-of-sample evidence 0 0 1 151 0 4 16 443
Total Working Papers 24 62 225 7,282 67 183 792 18,545


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 0 5 35 422 2 13 64 738
Averaging forecasts from VARs with uncertain instabilities 0 0 5 114 1 6 23 305
Combining Forecasts from Nested Models 0 0 0 71 2 3 8 222
Comment 0 0 0 1 1 2 7 13
Disagreement at the FOMC: the dissenting votes are just part of the story 0 0 0 9 0 2 10 38
Evaluating Direct Multistep Forecasts 2 4 14 133 4 8 29 276
Evaluating the Predictability of Exchange Rates Using Long-Horizon Regressions: Mind Your p's and q's! 0 0 0 0 0 2 9 191
Factor-based prediction of industry-wide bank stress 0 0 2 8 1 4 19 39
Following the Fed with a news tracker 0 0 0 3 2 2 10 29
Housing's role in a recovery 0 0 0 7 2 4 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 99 1 2 19 280
In-sample tests of predictive ability: A new approach 0 0 1 17 1 2 12 49
Initial claims and employment growth: are we at the threshold? 0 0 0 7 0 0 7 33
Nested forecast model comparisons: A new approach to testing equal accuracy 1 2 16 29 5 10 45 76
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 1 50 0 0 11 134
Real-time forecast averaging with ALFRED 0 0 2 17 0 2 12 82
Reality Checks and Comparisons of Nested Predictive Models 1 1 1 9 1 1 7 26
Regression-Based Tests of Predictive Ability 0 0 0 3 2 4 13 523
Robust out-of-sample inference 0 0 5 142 1 4 15 289
Should food be excluded from core CPI? 0 0 0 4 0 1 5 23
TESTS OF EQUAL FORECAST ACCURACY FOR OVERLAPPING MODELS 0 2 8 18 0 3 20 49
Tests of Equal Predictive Ability With Real-Time Data 1 1 2 83 1 4 21 182
Tests of equal forecast accuracy and encompassing for nested models 0 0 7 497 0 3 32 1,169
The Predictive Content of the Output Gap for Inflation: Resolving In-Sample and Out-of-Sample Evidence 0 0 2 147 0 1 15 370
The power of tests of predictive ability in the presence of structural breaks 1 1 1 111 1 1 15 217
Tracking the U.S. Economy with Nowcasts 0 1 1 1 0 4 10 10
Uncertainty about when the Fed will raise interest rates 0 0 1 7 0 0 9 46
Using FOMC forecasts to forecast the economy 0 0 0 26 1 1 8 60
Using stock market liquidity to forecast recessions 0 0 2 16 0 0 11 47
Total Journal Articles 7 19 112 2,118 29 89 483 5,737


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Advances in Forecast Evaluation 2 2 14 14 7 12 47 47
Comment on "Taylor Rule Exchange Rate Forecasting during the Financial Crisis" 0 0 0 5 1 1 5 28
Total Chapters 2 2 14 19 8 13 52 75


Statistics updated 2016-11-03