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 2 14 105 4 6 41 129
Advances in forecast evaluation 0 1 15 112 5 6 31 138
Averaging forecasts from VARs with uncertain instabilities 0 0 1 63 0 2 11 144
Averaging forecasts from VARs with uncertain instabilities 0 0 6 78 0 2 11 155
Averaging forecasts from VARs with uncertain instabilities 0 1 5 75 0 2 20 204
Combining forecasts from nested models 0 0 1 45 0 0 7 97
Combining forecasts from nested models 0 0 3 102 1 3 24 240
Combining forecasts from nested models 0 0 7 133 3 6 40 388
Comment on "Taylor rule exchange rate forecasting during the financial crisis" 0 0 4 30 1 2 18 47
Consistent testing for structural change at the ends of the sample 0 1 9 117 2 4 14 36
Evaluating long-horizon forecasts 1 3 10 224 3 9 36 458
Evaluating the accuracy of forecasts from vector autoregressions 4 8 28 102 8 17 65 112
Forecast disagreement among FOMC members 1 1 4 63 4 8 27 126
Forecast-based model selection in the presence of structural breaks 0 2 4 233 0 3 20 581
Forecasting of small macroeconomic VARs in the presence of instabilities 0 3 12 164 0 4 67 467
Forecasting with small macroeconomic VARs in the presence of instabilities 0 2 10 143 0 2 16 220
Improving forecast accuracy by combining recursive and rolling forecasts 1 5 26 584 4 14 110 1,917
Improving forecast accuracy by combining recursive and rolling forecasts 0 1 3 116 1 2 19 221
In-sample tests of predictive ability: a new approach 0 0 3 34 0 5 14 48
In-sample tests of predictive ability: a new approach 0 0 0 116 1 5 14 141
Inference about predictive ability 1 1 3 227 1 3 12 452
Multi-step ahead forecasting of vector time series 0 3 8 49 0 3 25 58
NEW MSE TESTS FOR EVALUATING FORECASTING PERFORMANCE: EMPIRICS AND BOOTSTRAP 0 0 4 56 0 0 17 189
Nested forecast model comparisons: a new approach to testing equal accuracy 0 1 8 115 0 3 20 198
Nested forecast model comparisons: a new approach to testing equal accuracy 1 1 7 63 2 5 23 125
Real-time forecast averaging with ALFRED 0 1 1 43 0 2 13 59
Reality checks and nested forecast model comparisons 0 0 3 72 0 2 17 109
Regression-Based Tests of Predictive Ability 0 0 3 274 1 1 14 1,090
Regression-Based Tests of Predictive Ability 0 0 3 394 2 4 28 1,677
Testing for unconditional predictive ability 0 1 7 97 0 4 22 151
Testing the economic value of asset return predictability 1 1 4 43 1 3 17 47
Tests of Equal Forecast Accuracy and Encompassing for Nested Models 0 1 14 1,223 5 17 81 3,715
Tests of Equal Forecast Accuracy and Encompassing for Nested Models 0 1 4 261 2 5 30 695
Tests of equal forecast accuracy and encompassing for nested models 1 1 14 434 4 14 83 1,211
Tests of equal forecast accuracy for overlapping models 1 1 10 78 1 1 16 76
Tests of equal forecast accuracy for overlapping models 0 1 12 54 0 2 25 83
Tests of equal predictive ability with real-time data 0 0 3 64 0 0 11 114
Tests of equal predictive ability with real-time data 0 0 10 162 2 5 34 332
The Predictive Content of the Output Gap for Inflation: Resolving In-Sample and Out-of-Sample Evidence 0 0 0 1 0 3 14 209
The predictive content of the output gap for inflation: resolving in-sample and out-of-sample evidence 0 1 6 149 0 9 45 419
Total Working Papers 13 45 289 6,498 58 188 1,152 16,878


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 3 10 33 341 3 16 78 584
Averaging forecasts from VARs with uncertain instabilities 0 3 15 100 2 6 41 259
Combining Forecasts from Nested Models 0 0 7 67 0 3 27 195
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 1 4 23
Evaluating Direct Multistep Forecasts 2 3 12 109 2 3 21 228
Evaluating the Predictability of Exchange Rates Using Long-Horizon Regressions: Mind Your p's and q's! 0 0 0 0 0 1 8 176
Factor-based prediction of industry-wide bank stress 1 2 2 2 2 6 6 6
Following the Fed with a news tracker 0 0 0 3 0 0 2 18
Housing's role in a recovery 0 0 0 6 0 1 9 23
How accurate are forecasts in a recession? 0 0 1 41 1 1 8 98
IMPROVING FORECAST ACCURACY BY COMBINING RECURSIVE AND ROLLING FORECASTS 0 1 9 86 0 5 27 244
In-sample tests of predictive ability: A new approach 1 2 10 11 1 2 20 23
Initial claims and employment growth: are we at the threshold? 0 0 0 6 0 0 3 19
Pairwise tests of equal forecast accuracy (in Russian) 0 0 1 23 0 0 4 71
Parameter estimation and tests of equal forecast accuracy between non-nested models 0 0 2 44 0 0 10 116
Real-time forecast averaging with ALFRED 0 0 2 13 2 3 14 59
Reality Checks and Comparisons of Nested Predictive Models 0 0 5 5 1 1 14 15
Regression-Based Tests of Predictive Ability 0 0 0 3 3 3 14 495
Robust out-of-sample inference 0 0 4 134 0 2 19 262
Should food be excluded from core CPI? 0 0 0 2 0 1 2 12
TESTS OF EQUAL FORECAST ACCURACY FOR OVERLAPPING MODELS 0 0 0 0 2 3 3 3
Tests of Equal Predictive Ability With Real-Time Data 2 2 10 70 2 4 26 142
Tests of equal forecast accuracy and encompassing for nested models 2 6 44 466 5 15 113 1,070
The Predictive Content of the Output Gap for Inflation: Resolving In-Sample and Out-of-Sample Evidence 0 0 8 140 1 3 24 342
The power of tests of predictive ability in the presence of structural breaks 0 1 7 100 0 1 14 181
Uncertainty about when the Fed will raise interest rates 0 0 0 6 0 1 3 36
Using FOMC forecasts to forecast the economy 0 0 2 25 1 1 5 46
Using stock market liquidity to forecast recessions 0 0 0 10 0 0 2 30
Total Journal Articles 11 30 175 1,821 29 83 525 4,780


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 3 4 0 0 8 21
Total Chapters 0 0 3 4 0 0 8 21


Statistics updated 2014-10-03