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 1 8 21 132 2 13 38 171
Advances in forecast evaluation 2 2 9 113 2 5 36 161
Averaging forecasts from VARs with uncertain instabilities 0 0 0 63 0 0 3 146
Averaging forecasts from VARs with uncertain instabilities 0 1 2 80 0 4 8 162
Averaging forecasts from VARs with uncertain instabilities 0 0 2 77 2 6 12 216
Combining forecasts from nested models 1 3 5 138 1 5 22 406
Combining forecasts from nested models 0 0 0 45 0 1 3 100
Combining forecasts from nested models 0 0 0 102 0 0 8 246
Comment on "Taylor rule exchange rate forecasting during the financial crisis" 0 0 2 32 0 2 9 55
Consistent testing for structural change at the ends of the sample 0 0 2 119 0 2 10 43
Evaluating Conditional Forecasts from Vector Autoregressions 2 5 61 61 5 13 34 34
Evaluating Conditional Forecasts from Vector Autoregressions 1 1 90 90 1 6 27 27
Evaluating long-horizon forecasts 1 2 7 230 1 2 20 474
Evaluating the accuracy of forecasts from vector autoregressions 0 3 18 113 1 6 43 140
FRED-MD: A Monthly Database for Macroeconomic Research 61 70 70 70 7 31 31 31
Forecast disagreement among FOMC members 1 1 3 65 1 4 16 137
Forecast-based model selection in the presence of structural breaks 1 1 1 234 1 2 6 587
Forecasting of small macroeconomic VARs in the presence of instabilities 0 1 3 166 2 12 23 489
Forecasting with small macroeconomic VARs in the presence of instabilities 1 2 8 149 1 3 10 228
Improving forecast accuracy by combining recursive and rolling forecasts 0 2 20 600 3 18 91 1,998
Improving forecast accuracy by combining recursive and rolling forecasts 0 0 1 116 0 2 7 226
In-sample tests of predictive ability: a new approach 0 0 3 119 0 1 13 149
In-sample tests of predictive ability: a new approach 0 0 0 34 1 3 14 59
Inference about predictive ability 0 0 2 228 2 2 7 456
Multi-step ahead forecasting of vector time series 1 1 8 55 1 2 15 72
NEW MSE TESTS FOR EVALUATING FORECASTING PERFORMANCE: EMPIRICS AND BOOTSTRAP 0 1 1 57 0 1 3 192
Nested forecast model comparisons: a new approach to testing equal accuracy 0 0 5 67 1 2 15 137
Nested forecast model comparisons: a new approach to testing equal accuracy 1 1 3 118 1 4 9 207
Real-time forecast averaging with ALFRED 0 0 2 44 0 1 6 64
Reality checks and nested forecast model comparisons 0 0 2 74 0 1 9 118
Regression-Based Tests of Predictive Ability 0 1 1 275 0 3 6 1,095
Regression-Based Tests of Predictive Ability 0 1 1 395 1 3 21 1,695
Testing for unconditional predictive ability 0 1 4 100 0 2 15 162
Testing the economic value of asset return predictability 0 0 4 46 0 2 12 57
Tests of Equal Forecast Accuracy and Encompassing for Nested Models 1 3 15 1,238 3 12 61 3,766
Tests of Equal Forecast Accuracy and Encompassing for Nested Models 1 3 6 266 1 4 17 708
Tests of equal forecast accuracy and encompassing for nested models 2 5 27 460 3 12 67 1,270
Tests of equal forecast accuracy for overlapping models 0 0 2 56 1 3 16 97
Tests of equal forecast accuracy for overlapping models 0 0 1 78 1 3 10 85
Tests of equal predictive ability with real-time data 0 0 1 65 0 2 5 119
Tests of equal predictive ability with real-time data 0 1 4 166 4 9 35 364
The Predictive Content of the Output Gap for Inflation: Resolving In-Sample and Out-of-Sample Evidence 0 0 0 1 0 2 8 214
The predictive content of the output gap for inflation: resolving in-sample and out-of-sample evidence 0 0 1 150 0 1 8 424
Total Working Papers 78 120 418 6,887 50 212 829 17,587


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 6 10 43 378 9 21 83 657
Averaging forecasts from VARs with uncertain instabilities 1 2 6 104 1 2 18 273
Combining Forecasts from Nested Models 0 1 4 71 0 2 16 210
Comment 0 0 0 1 0 1 2 6
Disagreement at the FOMC: the dissenting votes are just part of the story 0 1 1 8 0 3 4 26
Evaluating Direct Multistep Forecasts 1 2 11 117 2 6 17 242
Evaluating the Predictability of Exchange Rates Using Long-Horizon Regressions: Mind Your p's and q's! 0 0 0 0 0 1 4 180
Factor-based prediction of industry-wide bank stress 1 1 3 4 1 1 9 13
Following the Fed with a news tracker 0 0 0 3 0 1 1 19
Housing's role in a recovery 0 0 1 7 1 3 6 29
How accurate are forecasts in a recession? 0 0 1 42 0 0 3 100
IMPROVING FORECAST ACCURACY BY COMBINING RECURSIVE AND ROLLING FORECASTS 0 1 7 92 0 2 16 256
In-sample tests of predictive ability: A new approach 0 1 5 15 2 3 13 35
Initial claims and employment growth: are we at the threshold? 0 0 0 6 0 3 6 25
Nested forecast model comparisons: A new approach to testing equal accuracy 2 6 9 9 3 11 18 18
Pairwise tests of equal forecast accuracy (in Russian) 0 1 1 24 0 2 3 74
Parameter estimation and tests of equal forecast accuracy between non-nested models 0 0 4 48 0 1 5 121
Real-time forecast averaging with ALFRED 0 2 2 15 1 5 12 69
Reality Checks and Comparisons of Nested Predictive Models 0 0 2 7 0 0 4 18
Regression-Based Tests of Predictive Ability 0 0 0 3 1 5 10 502
Robust out-of-sample inference 1 3 3 137 2 5 9 271
Should food be excluded from core CPI? 0 0 1 3 0 2 5 16
TESTS OF EQUAL FORECAST ACCURACY FOR OVERLAPPING MODELS 2 2 10 10 3 4 26 26
Tests of Equal Predictive Ability With Real-Time Data 0 1 11 79 1 4 20 159
Tests of equal forecast accuracy and encompassing for nested models 2 5 25 486 3 12 68 1,127
The Predictive Content of the Output Gap for Inflation: Resolving In-Sample and Out-of-Sample Evidence 1 3 3 143 1 5 12 352
The power of tests of predictive ability in the presence of structural breaks 0 3 8 108 0 4 15 196
Uncertainty about when the Fed will raise interest rates 0 0 0 6 0 1 1 37
Using FOMC forecasts to forecast the economy 0 0 1 26 1 4 6 51
Using stock market liquidity to forecast recessions 0 1 4 14 0 3 6 36
Total Journal Articles 17 46 166 1,966 32 117 418 5,144


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Comment on "Taylor Rule Exchange Rate Forecasting during the Financial Crisis" 0 0 1 5 0 1 2 23
Total Chapters 0 0 1 5 0 1 2 23


Statistics updated 2015-08-02