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 3 10 148 2 3 13 214
Advances in forecast evaluation 0 2 14 135 1 3 21 210
Asymptotic Inference for Performance Fees and the Predictability of Asset Returns 0 0 4 54 0 0 7 73
Averaging forecasts from VARs with uncertain instabilities 0 0 0 63 0 0 2 152
Averaging forecasts from VARs with uncertain instabilities 0 1 2 83 0 1 12 181
Averaging forecasts from VARs with uncertain instabilities 0 0 0 79 0 0 5 235
Combining forecasts from nested models 0 0 1 103 9 16 31 295
Combining forecasts from nested models 0 0 2 48 1 1 6 114
Combining forecasts from nested models 0 0 4 146 7 14 40 469
Comment on "Taylor rule exchange rate forecasting during the financial crisis" 0 0 3 38 0 0 3 64
Consistent testing for structural change at the ends of the sample 0 2 3 122 0 0 2 52
Evaluating Conditional Forecasts from Vector Autoregressions 1 1 7 104 2 2 20 64
Evaluating Conditional Forecasts from Vector Autoregressions 0 3 9 84 0 5 25 93
Evaluating long-horizon forecasts 2 4 8 247 2 4 15 513
Evaluating the accuracy of forecasts from vector autoregressions 0 1 10 135 0 1 23 185
FRED-MD: A Monthly Database for Macroeconomic Research 2 4 14 117 6 9 54 169
Forecast disagreement among FOMC members 0 0 1 68 1 1 7 152
Forecast-based model selection in the presence of structural breaks 0 0 2 236 1 1 11 606
Forecasting of small macroeconomic VARs in the presence of instabilities 0 1 1 167 0 1 8 512
Forecasting with small macroeconomic VARs in the presence of instabilities 0 2 5 160 1 3 10 246
Improving forecast accuracy by combining recursive and rolling forecasts 0 0 5 610 0 2 16 2,058
Improving forecast accuracy by combining recursive and rolling forecasts 0 1 1 117 0 1 5 236
In-sample tests of predictive ability: a new approach 1 1 3 123 1 2 8 163
In-sample tests of predictive ability: a new approach 0 0 0 36 0 0 3 67
Inference about predictive ability 0 0 2 232 0 0 6 468
Multi-step ahead forecasting of vector time series 0 0 2 60 0 0 6 89
NEW MSE TESTS FOR EVALUATING FORECASTING PERFORMANCE: EMPIRICS AND BOOTSTRAP 0 0 2 60 0 0 9 207
Nested forecast model comparisons: a new approach to testing equal accuracy 0 0 3 124 0 1 7 228
Nested forecast model comparisons: a new approach to testing equal accuracy 0 0 3 73 0 0 5 155
Real-Time Forecasting with a Large, Mixed Frequency, Bayesian VAR 0 3 11 87 2 5 41 91
Real-time forecast averaging with ALFRED 0 1 1 45 0 1 4 74
Reality checks and nested forecast model comparisons 0 0 3 81 1 1 14 142
Regression-Based Tests of Predictive Ability 0 0 1 400 0 0 6 1,723
Regression-Based Tests of Predictive Ability 0 0 0 278 1 1 8 1,112
Testing for unconditional predictive ability 0 0 3 107 0 5 9 184
Tests of Equal Accuracy for Nested Models with Estimated Factors 0 0 15 96 4 6 32 60
Tests of Equal Forecast Accuracy and Encompassing for Nested Models 0 1 6 274 0 3 18 745
Tests of Equal Forecast Accuracy and Encompassing for Nested Models 0 0 8 1,257 0 7 23 3,826
Tests of equal forecast accuracy and encompassing for nested models 0 1 7 472 0 2 18 1,314
Tests of equal forecast accuracy for overlapping models 0 1 6 66 0 2 14 124
Tests of equal forecast accuracy for overlapping models 0 0 0 79 2 6 24 125
Tests of equal predictive ability with real-time data 0 0 2 172 0 1 8 386
Tests of equal predictive ability with real-time data 0 0 2 68 0 0 3 128
The Predictive Content of the Output Gap for Inflation: Resolving In-Sample and Out-of-Sample Evidence 0 0 0 1 0 0 5 226
The predictive content of the output gap for inflation: resolving in-sample and out-of-sample evidence 0 0 0 151 0 1 10 449
Total Working Papers 7 33 186 7,406 44 112 617 18,979


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 1 14 14
Asymptotics for out of sample tests of Granger causality 4 26 55 472 6 40 96 821
Averaging forecasts from VARs with uncertain instabilities 0 0 2 116 1 2 16 315
Combining Forecasts from Nested Models 0 0 0 71 8 15 31 250
Comment 0 1 1 2 0 2 5 16
Disagreement at the FOMC: the dissenting votes are just part of the story 0 1 1 10 0 1 5 41
Evaluating Direct Multistep Forecasts 2 7 13 142 3 10 21 289
Evaluating the Predictability of Exchange Rates Using Long-Horizon Regressions: Mind Your p's and q's! 0 0 0 0 1 2 6 195
Factor-based prediction of industry-wide bank stress 0 0 0 8 0 1 10 45
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 4 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 3 100 0 0 5 283
In-sample tests of predictive ability: A new approach 0 1 4 21 0 2 13 60
Initial claims and employment growth: are we at the threshold? 0 1 1 8 0 1 2 35
Nested forecast model comparisons: A new approach to testing equal accuracy 2 2 7 34 3 4 27 93
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 1 1 18 0 2 4 84
Reality Checks and Comparisons of Nested Predictive Models 0 0 2 10 1 1 10 35
Regression-Based Tests of Predictive Ability 0 0 0 3 2 2 13 532
Robust out-of-sample inference 1 1 6 148 2 2 14 299
Should food be excluded from core CPI? 1 1 1 5 1 1 2 24
TESTS OF EQUAL FORECAST ACCURACY FOR OVERLAPPING MODELS 0 1 4 20 1 2 8 54
Tests of Equal Predictive Ability With Real-Time Data 0 1 5 87 0 1 13 191
Tests of equal accuracy for nested models with estimated factors 1 1 1 1 2 6 6 6
Tests of equal forecast accuracy and encompassing for nested models 0 1 7 504 4 11 34 1,200
The Predictive Content of the Output Gap for Inflation: Resolving In-Sample and Out-of-Sample Evidence 0 0 2 149 1 1 10 379
The power of tests of predictive ability in the presence of structural breaks 0 3 6 116 1 4 14 230
Tracking the U.S. Economy with Nowcasts 0 1 2 2 1 3 11 17
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 11 50 131 2,230 38 117 405 6,053


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Advances in Forecast Evaluation 1 4 12 24 2 6 34 69
Comment on "Taylor Rule Exchange Rate Forecasting during the Financial Crisis" 0 0 0 5 0 0 1 28
Total Chapters 1 4 12 29 2 6 35 97


Statistics updated 2017-08-03