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 0 12 135 2 3 21 212
Advances in forecast evaluation 1 2 8 149 2 4 12 216
Asymptotic Inference for Performance Fees and the Predictability of Asset Returns 0 0 2 54 0 0 4 73
Averaging forecasts from VARs with uncertain instabilities 0 0 0 63 0 0 1 152
Averaging forecasts from VARs with uncertain instabilities 0 0 2 83 0 0 8 181
Averaging forecasts from VARs with uncertain instabilities 0 0 0 79 0 0 4 235
Combining forecasts from nested models 0 0 1 103 12 23 45 309
Combining forecasts from nested models 0 0 4 146 11 22 54 484
Combining forecasts from nested models 0 0 1 48 0 1 5 114
Comment on "Taylor rule exchange rate forecasting during the financial crisis" 1 1 3 39 1 1 3 65
Consistent testing for structural change at the ends of the sample 1 1 3 123 0 0 2 52
Evaluating Conditional Forecasts from Vector Autoregressions 0 0 8 84 1 2 22 95
Evaluating Conditional Forecasts from Vector Autoregressions 1 3 7 106 1 4 17 66
Evaluating long-horizon forecasts 1 3 9 248 1 5 18 516
Evaluating the accuracy of forecasts from vector autoregressions 1 2 9 137 2 4 19 189
FRED-MD: A Monthly Database for Macroeconomic Research 3 7 17 122 3 14 49 177
Forecast disagreement among FOMC members 0 0 1 68 0 1 6 152
Forecast-based model selection in the presence of structural breaks 0 0 1 236 1 2 10 607
Forecasting of small macroeconomic VARs in the presence of instabilities 0 0 1 167 0 1 7 513
Forecasting with small macroeconomic VARs in the presence of instabilities 1 1 6 161 2 3 12 248
Improving forecast accuracy by combining recursive and rolling forecasts 0 0 1 117 0 0 5 236
Improving forecast accuracy by combining recursive and rolling forecasts 0 3 5 613 1 6 17 2,064
In-sample tests of predictive ability: a new approach 0 1 2 123 0 1 7 163
In-sample tests of predictive ability: a new approach 0 0 0 36 0 0 1 67
Inference about predictive ability 0 0 2 232 0 0 6 468
Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors 96 96 96 96 8 8 8 8
Multi-step ahead forecasting of vector time series 0 0 1 60 1 1 6 90
NEW MSE TESTS FOR EVALUATING FORECASTING PERFORMANCE: EMPIRICS AND BOOTSTRAP 0 2 4 62 0 2 8 209
Nested forecast model comparisons: a new approach to testing equal accuracy 0 0 2 73 0 0 4 155
Nested forecast model comparisons: a new approach to testing equal accuracy 0 0 3 124 0 0 6 228
Real-Time Forecasting with a Large, Mixed Frequency, Bayesian VAR 0 1 11 88 2 6 36 95
Real-time forecast averaging with ALFRED 0 0 1 45 0 0 2 74
Reality checks and nested forecast model comparisons 0 0 1 81 1 2 11 143
Regression-Based Tests of Predictive Ability 0 0 1 400 0 1 6 1,724
Regression-Based Tests of Predictive Ability 0 0 0 278 0 2 7 1,113
Testing for unconditional predictive ability 0 0 2 107 0 0 7 184
Tests of Equal Accuracy for Nested Models with Estimated Factors 1 1 14 97 1 5 28 61
Tests of Equal Forecast Accuracy and Encompassing for Nested Models 0 2 9 1,259 2 4 25 3,830
Tests of Equal Forecast Accuracy and Encompassing for Nested Models 1 3 7 277 3 6 19 751
Tests of equal forecast accuracy and encompassing for nested models 2 3 9 475 3 4 20 1,318
Tests of equal forecast accuracy for overlapping models 0 0 0 79 3 7 26 130
Tests of equal forecast accuracy for overlapping models 0 0 3 66 0 0 10 124
Tests of equal predictive ability with real-time data 1 2 4 174 1 4 9 390
Tests of equal predictive ability with real-time data 0 1 3 69 1 2 5 130
The Predictive Content of the Output Gap for Inflation: Resolving In-Sample and Out-of-Sample Evidence 0 0 0 1 0 0 4 226
The predictive content of the output gap for inflation: resolving in-sample and out-of-sample evidence 0 0 0 151 0 0 6 449
Total Working Papers 111 135 276 7,534 66 151 608 19,086


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 1 5 5 0 2 16 16
Asymptotics for out of sample tests of Granger causality 3 12 58 480 5 18 97 833
Averaging forecasts from VARs with uncertain instabilities 1 1 3 117 2 3 13 317
Combining Forecasts from Nested Models 0 0 0 71 8 18 40 260
Comment 0 0 1 2 0 0 4 16
Disagreement at the FOMC: the dissenting votes are just part of the story 1 1 2 11 1 1 4 42
Evaluating Direct Multistep Forecasts 1 4 13 144 1 5 19 291
Evaluating the Predictability of Exchange Rates Using Long-Horizon Regressions: Mind Your p's and q's! 0 0 0 0 1 2 5 196
Factor-based prediction of industry-wide bank stress 1 1 1 9 1 2 9 47
Following the Fed with a news tracker 0 0 0 3 0 0 2 29
Housing's role in a recovery 0 0 0 7 0 0 2 36
How accurate are forecasts in a recession? 0 0 0 43 0 0 0 105
IMPROVING FORECAST ACCURACY BY COMBINING RECURSIVE AND ROLLING FORECASTS 0 0 2 100 1 2 6 285
In-sample tests of predictive ability: A new approach 0 0 4 21 0 0 12 60
Initial claims and employment growth: are we at the threshold? 0 0 1 8 0 0 2 35
Multistep ahead forecasting of vector time series 1 4 7 7 4 10 13 13
Nested forecast model comparisons: A new approach to testing equal accuracy 0 2 6 34 1 5 24 95
Pairwise tests of equal forecast accuracy (in Russian) 0 0 1 25 0 0 2 82
Parameter estimation and tests of equal forecast accuracy between non-nested models 0 0 2 52 0 0 4 138
Real-time forecast averaging with ALFRED 0 0 1 18 0 0 2 84
Reality Checks and Comparisons of Nested Predictive Models 0 0 2 10 1 2 11 36
Regression-Based Tests of Predictive Ability 0 0 0 3 0 3 12 533
Robust out-of-sample inference 0 1 6 148 0 4 13 301
Should food be excluded from core CPI? 0 1 1 5 0 1 1 24
TESTS OF EQUAL FORECAST ACCURACY FOR OVERLAPPING MODELS 1 1 3 21 1 2 6 55
Tests of Equal Predictive Ability With Real-Time Data 1 2 7 89 1 2 12 193
Tests of equal accuracy for nested models with estimated factors 0 1 1 1 0 2 6 6
Tests of equal forecast accuracy and encompassing for nested models 2 2 9 506 3 11 38 1,207
The Predictive Content of the Output Gap for Inflation: Resolving In-Sample and Out-of-Sample Evidence 1 1 3 150 2 4 12 382
The power of tests of predictive ability in the presence of structural breaks 0 0 6 116 0 1 14 230
Tracking the U.S. Economy with Nowcasts 0 1 2 3 0 3 9 19
Uncertainty about when the Fed will raise interest rates 0 0 0 7 0 0 0 46
Using FOMC forecasts to forecast the economy 0 0 0 26 0 0 2 61
Using stock market liquidity to forecast recessions 0 0 0 16 0 0 1 48
Total Journal Articles 13 36 147 2,258 33 103 413 6,121


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Advances in Forecast Evaluation 1 5 16 28 1 8 35 75
Comment on "Taylor Rule Exchange Rate Forecasting during the Financial Crisis" 1 1 1 6 1 1 2 29
Total Chapters 2 6 17 34 2 9 37 104


Statistics updated 2017-10-05