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 4 12 130 1 7 21 202
Advances in forecast evaluation 0 1 9 145 1 3 16 210
Asymptotic Inference for Performance Fees and the Predictability of Asset Returns 0 1 4 53 0 2 11 71
Averaging forecasts from VARs with uncertain instabilities 0 0 0 63 0 1 3 152
Averaging forecasts from VARs with uncertain instabilities 0 0 1 82 0 2 13 180
Averaging forecasts from VARs with uncertain instabilities 0 0 0 79 0 2 5 234
Combining forecasts from nested models 0 1 1 103 3 9 18 277
Combining forecasts from nested models 0 1 5 146 3 10 29 452
Combining forecasts from nested models 0 0 2 48 1 3 7 113
Comment on "Taylor rule exchange rate forecasting during the financial crisis" 0 1 5 38 0 1 7 64
Consistent testing for structural change at the ends of the sample 0 0 1 120 1 1 4 52
Evaluating Conditional Forecasts from Vector Autoregressions 0 2 9 80 2 6 35 85
Evaluating Conditional Forecasts from Vector Autoregressions 0 2 8 102 0 3 21 57
Evaluating long-horizon forecasts 1 2 8 243 1 5 21 509
Evaluating the accuracy of forecasts from vector autoregressions 0 3 12 132 0 9 29 182
FRED-MD: A Monthly Database for Macroeconomic Research 0 3 16 112 2 16 81 157
Forecast disagreement among FOMC members 0 1 2 68 1 5 9 151
Forecast-based model selection in the presence of structural breaks 0 0 2 236 1 5 15 605
Forecasting of small macroeconomic VARs in the presence of instabilities 0 0 0 166 0 4 11 510
Forecasting with small macroeconomic VARs in the presence of instabilities 1 1 5 157 1 1 10 242
Improving forecast accuracy by combining recursive and rolling forecasts 0 1 6 610 0 5 21 2,056
Improving forecast accuracy by combining recursive and rolling forecasts 0 0 0 116 0 2 7 235
In-sample tests of predictive ability: a new approach 0 0 2 36 0 0 7 67
In-sample tests of predictive ability: a new approach 0 0 3 122 0 2 10 161
Inference about predictive ability 0 1 3 232 0 3 8 467
Multi-step ahead forecasting of vector time series 0 1 2 60 0 4 12 89
NEW MSE TESTS FOR EVALUATING FORECASTING PERFORMANCE: EMPIRICS AND BOOTSTRAP 1 1 2 60 1 2 14 207
Nested forecast model comparisons: a new approach to testing equal accuracy 1 1 4 72 1 3 14 154
Nested forecast model comparisons: a new approach to testing equal accuracy 0 1 4 124 0 2 11 227
Real-Time Forecasting with a Large, Mixed Frequency, Bayesian VAR 1 2 10 83 2 7 53 84
Real-time forecast averaging with ALFRED 0 0 0 44 0 0 7 73
Reality checks and nested forecast model comparisons 0 0 4 80 1 7 17 140
Regression-Based Tests of Predictive Ability 0 0 2 278 1 2 9 1,109
Regression-Based Tests of Predictive Ability 0 1 3 400 1 4 13 1,723
Testing for unconditional predictive ability 0 1 6 107 0 1 13 179
Tests of Equal Accuracy for Nested Models with Estimated Factors 0 2 17 95 1 7 34 51
Tests of Equal Forecast Accuracy and Encompassing for Nested Models 2 3 5 273 4 7 18 741
Tests of Equal Forecast Accuracy and Encompassing for Nested Models 1 5 13 1,257 2 9 32 3,818
Tests of equal forecast accuracy and encompassing for nested models 2 3 8 471 2 6 22 1,311
Tests of equal forecast accuracy for overlapping models 0 0 9 65 0 2 21 122
Tests of equal forecast accuracy for overlapping models 0 0 0 79 1 5 21 116
Tests of equal predictive ability with real-time data 1 1 2 68 1 2 4 128
Tests of equal predictive ability with real-time data 0 1 4 172 0 2 14 385
The Predictive Content of the Output Gap for Inflation: Resolving In-Sample and Out-of-Sample Evidence 0 0 0 1 0 3 7 225
The predictive content of the output gap for inflation: resolving in-sample and out-of-sample evidence 0 0 0 151 1 5 15 448
Total Working Papers 11 48 211 7,359 37 187 770 18,821


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 4 4 0 6 12 12
Asymptotics for out of sample tests of Granger causality 4 11 34 438 9 20 70 769
Averaging forecasts from VARs with uncertain instabilities 2 2 6 116 2 4 23 313
Combining Forecasts from Nested Models 0 0 0 71 3 7 18 233
Comment 0 0 0 1 0 1 7 14
Disagreement at the FOMC: the dissenting votes are just part of the story 0 0 0 9 0 0 8 39
Evaluating Direct Multistep Forecasts 1 2 9 135 1 3 21 279
Evaluating the Predictability of Exchange Rates Using Long-Horizon Regressions: Mind Your p's and q's! 0 0 0 0 0 1 8 193
Factor-based prediction of industry-wide bank stress 0 0 1 8 0 3 15 42
Following the Fed with a news tracker 0 0 0 3 0 0 7 29
Housing's role in a recovery 0 0 0 7 0 0 7 36
How accurate are forecasts in a recession? 0 0 0 43 0 0 3 105
IMPROVING FORECAST ACCURACY BY COMBINING RECURSIVE AND ROLLING FORECASTS 0 0 5 100 0 1 13 283
In-sample tests of predictive ability: A new approach 1 2 4 20 1 5 19 57
Initial claims and employment growth: are we at the threshold? 0 0 0 7 1 1 6 34
Nested forecast model comparisons: A new approach to testing equal accuracy 0 1 11 31 0 5 35 86
Pairwise tests of equal forecast accuracy (in Russian) 0 0 1 25 0 0 5 81
Parameter estimation and tests of equal forecast accuracy between non-nested models 1 2 2 52 1 2 11 138
Real-time forecast averaging with ALFRED 0 0 1 17 0 0 10 82
Reality Checks and Comparisons of Nested Predictive Models 0 0 2 10 1 5 14 34
Regression-Based Tests of Predictive Ability 0 0 0 3 5 6 15 530
Robust out-of-sample inference 4 5 8 147 4 5 18 295
Should food be excluded from core CPI? 0 0 0 4 0 0 5 23
TESTS OF EQUAL FORECAST ACCURACY FOR OVERLAPPING MODELS 0 0 5 19 0 2 15 52
Tests of Equal Predictive Ability With Real-Time Data 1 1 4 85 3 5 21 189
Tests of equal forecast accuracy and encompassing for nested models 2 3 7 502 5 9 29 1,185
The Predictive Content of the Output Gap for Inflation: Resolving In-Sample and Out-of-Sample Evidence 1 2 2 149 1 4 12 378
The power of tests of predictive ability in the presence of structural breaks 1 1 2 112 1 5 18 224
Tracking the U.S. Economy with Nowcasts 0 0 1 1 0 4 14 14
Uncertainty about when the Fed will raise interest rates 0 0 0 7 0 0 5 46
Using FOMC forecasts to forecast the economy 0 0 0 26 0 0 6 61
Using stock market liquidity to forecast recessions 0 0 1 16 0 1 7 48
Total Journal Articles 18 32 110 2,168 38 105 477 5,904


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Advances in Forecast Evaluation 3 4 13 18 4 12 48 60
Comment on "Taylor Rule Exchange Rate Forecasting during the Financial Crisis" 0 0 0 5 0 0 4 28
Total Chapters 3 4 13 23 4 12 52 88


Statistics updated 2017-04-03