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 3 4 21 103 5 11 54 123
Advances in forecast evaluation 2 7 22 111 1 6 36 132
Averaging forecasts from VARs with uncertain instabilities 0 1 1 63 1 4 10 142
Averaging forecasts from VARs with uncertain instabilities 1 4 6 78 2 4 14 153
Averaging forecasts from VARs with uncertain instabilities 1 3 4 74 3 8 20 202
Combining forecasts from nested models 0 0 1 45 1 2 10 97
Combining forecasts from nested models 2 3 3 102 3 4 29 237
Combining forecasts from nested models 1 3 8 133 3 8 47 382
Comment on "Taylor rule exchange rate forecasting during the financial crisis" 0 1 6 30 0 2 20 45
Consistent testing for structural change at the ends of the sample 2 3 12 116 1 3 13 32
Evaluating long-horizon forecasts 0 2 13 221 0 4 39 449
Evaluating the accuracy of forecasts from vector autoregressions 2 8 30 94 7 16 67 95
Forecast disagreement among FOMC members 0 0 5 62 1 3 25 118
Forecast-based model selection in the presence of structural breaks 0 0 3 231 1 2 22 578
Forecasting of small macroeconomic VARs in the presence of instabilities 0 0 13 161 0 10 74 463
Forecasting with small macroeconomic VARs in the presence of instabilities 2 3 10 141 2 4 22 218
Improving forecast accuracy by combining recursive and rolling forecasts 1 7 30 579 7 23 130 1,903
Improving forecast accuracy by combining recursive and rolling forecasts 0 2 3 115 1 4 19 219
In-sample tests of predictive ability: a new approach 0 2 3 34 2 5 11 43
In-sample tests of predictive ability: a new approach 0 0 1 116 1 3 14 136
Inference about predictive ability 0 1 2 226 0 3 9 449
Multi-step ahead forecasting of vector time series 0 1 10 46 0 7 30 55
NEW MSE TESTS FOR EVALUATING FORECASTING PERFORMANCE: EMPIRICS AND BOOTSTRAP 0 1 7 56 0 1 28 189
Nested forecast model comparisons: a new approach to testing equal accuracy 3 3 7 114 3 4 25 195
Nested forecast model comparisons: a new approach to testing equal accuracy 1 2 6 62 2 4 20 120
Real-time forecast averaging with ALFRED 0 0 1 42 0 2 13 57
Reality checks and nested forecast model comparisons 0 0 6 72 0 3 21 107
Regression-Based Tests of Predictive Ability 0 1 4 274 2 4 16 1,089
Regression-Based Tests of Predictive Ability 0 2 7 394 2 6 33 1,673
Testing for unconditional predictive ability 2 3 7 96 3 5 19 147
Testing the economic value of asset return predictability 0 1 5 42 1 3 19 44
Tests of Equal Forecast Accuracy and Encompassing for Nested Models 3 4 22 1,222 5 18 90 3,698
Tests of Equal Forecast Accuracy and Encompassing for Nested Models 0 1 5 260 1 3 34 690
Tests of equal forecast accuracy and encompassing for nested models 1 1 16 433 6 16 83 1,197
Tests of equal forecast accuracy for overlapping models 2 5 11 77 1 2 22 75
Tests of equal forecast accuracy for overlapping models 2 3 16 53 1 7 29 81
Tests of equal predictive ability with real-time data 0 0 7 64 1 3 17 114
Tests of equal predictive ability with real-time data 1 4 10 162 3 8 32 327
The Predictive Content of the Output Gap for Inflation: Resolving In-Sample and Out-of-Sample Evidence 0 0 0 1 1 3 14 206
The predictive content of the output gap for inflation: resolving in-sample and out-of-sample evidence 2 3 8 148 7 16 52 410
Total Working Papers 34 89 352 6,453 81 244 1,282 16,690


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 9 31 331 9 23 80 568
Averaging forecasts from VARs with uncertain instabilities 0 4 16 97 3 13 48 253
Combining Forecasts from Nested Models 0 4 8 67 2 6 35 192
Comment 0 0 1 1 0 0 4 4
Disagreement at the FOMC: the dissenting votes are just part of the story 0 0 0 7 1 2 3 22
Evaluating Direct Multistep Forecasts 1 3 11 106 2 4 26 225
Evaluating the Predictability of Exchange Rates Using Long-Horizon Regressions: Mind Your p's and q's! 0 0 0 0 2 3 11 175
Factor-based prediction of industry-wide bank stress 0 0 0 0 0 0 0 0
Following the Fed with a news tracker 0 0 0 3 0 0 3 18
Housing's role in a recovery 0 0 0 6 0 4 9 22
How accurate are forecasts in a recession? 0 0 4 41 1 3 11 97
IMPROVING FORECAST ACCURACY BY COMBINING RECURSIVE AND ROLLING FORECASTS 0 4 8 85 0 5 28 239
In-sample tests of predictive ability: A new approach 2 2 9 9 5 7 21 21
Initial claims and employment growth: are we at the threshold? 0 0 1 6 0 0 5 19
Pairwise tests of equal forecast accuracy (in Russian) 0 0 2 23 0 2 6 71
Parameter estimation and tests of equal forecast accuracy between non-nested models 0 0 4 44 0 2 14 116
Real-time forecast averaging with ALFRED 0 0 3 13 0 1 13 56
Reality Checks and Comparisons of Nested Predictive Models 0 1 5 5 0 2 14 14
Regression-Based Tests of Predictive Ability 0 0 0 3 2 4 16 492
Robust out-of-sample inference 0 0 7 134 0 1 28 260
Should food be excluded from core CPI? 0 0 0 2 0 0 1 11
Tests of Equal Predictive Ability With Real-Time Data 0 0 9 68 3 3 25 138
Tests of equal forecast accuracy and encompassing for nested models 2 8 50 460 5 23 129 1,055
The Predictive Content of the Output Gap for Inflation: Resolving In-Sample and Out-of-Sample Evidence 1 4 10 140 2 7 29 339
The power of tests of predictive ability in the presence of structural breaks 0 1 10 99 0 3 20 180
Uncertainty about when the Fed will raise interest rates 0 0 0 6 0 1 3 35
Using FOMC forecasts to forecast the economy 0 0 3 25 1 1 6 45
Using stock market liquidity to forecast recessions 0 0 0 10 0 0 3 30
Total Journal Articles 10 40 192 1,791 38 120 591 4,697


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" 1 1 4 4 2 4 10 21
Total Chapters 1 1 4 4 2 4 10 21


Statistics updated 2014-07-03