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 13 137 1 9 37 195
Advances in forecast evaluation 2 3 9 120 5 11 30 186
Averaging forecasts from VARs with uncertain instabilities 0 0 2 79 0 2 19 229
Averaging forecasts from VARs with uncertain instabilities 0 0 2 81 0 0 9 167
Averaging forecasts from VARs with uncertain instabilities 0 0 0 63 1 2 4 150
Combining forecasts from nested models 1 1 7 142 2 2 24 425
Combining forecasts from nested models 0 0 1 46 0 1 7 106
Combining forecasts from nested models 0 0 0 102 0 1 13 259
Comment on "Taylor rule exchange rate forecasting during the financial crisis" 1 1 2 34 3 3 7 60
Consistent testing for structural change at the ends of the sample 0 0 0 119 1 1 8 49
Evaluating Conditional Forecasts from Vector Autoregressions 0 1 5 94 1 4 16 37
Evaluating Conditional Forecasts from Vector Autoregressions 0 0 15 71 2 3 31 52
Evaluating long-horizon forecasts 2 3 9 237 4 5 20 492
Evaluating the accuracy of forecasts from vector autoregressions 2 3 12 122 2 6 21 155
FRED-MD: A Monthly Database for Macroeconomic Research 2 9 98 98 8 23 84 84
Forecast disagreement among FOMC members 1 1 3 67 2 3 11 144
Forecast-based model selection in the presence of structural breaks 0 0 1 234 3 3 8 593
Forecasting of small macroeconomic VARs in the presence of instabilities 0 0 1 166 3 3 25 502
Forecasting with small macroeconomic VARs in the presence of instabilities 1 1 6 153 1 1 8 233
Improving forecast accuracy by combining recursive and rolling forecasts 0 0 0 116 0 0 4 228
Improving forecast accuracy by combining recursive and rolling forecasts 0 2 6 604 2 11 57 2,037
In-sample tests of predictive ability: a new approach 1 1 1 35 1 2 5 61
In-sample tests of predictive ability: a new approach 1 1 1 120 1 1 4 152
Inference about predictive ability 0 1 1 229 0 1 5 459
Multi-step ahead forecasting of vector time series 0 1 4 58 2 4 9 79
NEW MSE TESTS FOR EVALUATING FORECASTING PERFORMANCE: EMPIRICS AND BOOTSTRAP 0 0 2 58 1 1 3 194
Nested forecast model comparisons: a new approach to testing equal accuracy 1 1 2 69 2 2 7 142
Nested forecast model comparisons: a new approach to testing equal accuracy 1 3 4 121 3 5 16 219
Real-Time Forecasting with a Large, Mixed Frequency, Bayesian VAR 1 3 74 74 7 21 38 38
Real-time forecast averaging with ALFRED 0 0 0 44 2 2 5 68
Reality checks and nested forecast model comparisons 1 1 3 77 1 3 7 124
Regression-Based Tests of Predictive Ability 1 1 3 277 2 2 10 1,102
Regression-Based Tests of Predictive Ability 1 1 4 398 2 9 20 1,712
Testing for unconditional predictive ability 1 2 3 102 4 5 10 170
Testing the economic value of asset return predictability 0 1 3 49 1 2 6 61
Tests of Equal Accuracy for Nested Models with Estimated Factors 0 3 78 78 3 10 20 20
Tests of Equal Forecast Accuracy and Encompassing for Nested Models 1 3 10 1,245 8 13 40 3,794
Tests of Equal Forecast Accuracy and Encompassing for Nested Models 0 0 5 268 1 5 20 724
Tests of equal forecast accuracy and encompassing for nested models 0 2 8 463 1 6 32 1,290
Tests of equal forecast accuracy for overlapping models 0 0 1 79 1 5 14 96
Tests of equal forecast accuracy for overlapping models 2 2 2 58 2 4 9 103
Tests of equal predictive ability with real-time data 0 0 1 66 0 0 7 124
Tests of equal predictive ability with real-time data 1 1 4 169 4 5 20 375
The Predictive Content of the Output Gap for Inflation: Resolving In-Sample and Out-of-Sample Evidence 0 0 0 1 1 3 7 219
The predictive content of the output gap for inflation: resolving in-sample and out-of-sample evidence 0 0 1 151 2 2 12 435
Total Working Papers 26 55 407 7,174 93 207 769 18,144


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 2 9 38 406 9 21 72 708
Averaging forecasts from VARs with uncertain instabilities 1 1 9 111 2 4 21 292
Combining Forecasts from Nested Models 0 0 1 71 1 1 8 216
Comment 0 0 0 1 1 2 3 8
Disagreement at the FOMC: the dissenting votes are just part of the story 0 0 2 9 2 2 10 33
Evaluating Direct Multistep Forecasts 0 5 11 126 2 9 24 260
Evaluating the Predictability of Exchange Rates Using Long-Horizon Regressions: Mind Your p's and q's! 0 0 0 0 1 1 7 186
Factor-based prediction of industry-wide bank stress 0 0 4 7 3 6 18 30
Following the Fed with a news tracker 0 0 0 3 2 3 6 24
Housing's role in a recovery 0 0 0 7 1 1 4 30
How accurate are forecasts in a recession? 0 0 1 43 1 2 3 103
IMPROVING FORECAST ACCURACY BY COMBINING RECURSIVE AND ROLLING FORECASTS 0 1 4 95 2 8 18 272
In-sample tests of predictive ability: A new approach 0 0 2 16 4 4 10 42
Initial claims and employment growth: are we at the threshold? 0 0 1 7 2 3 8 30
Nested forecast model comparisons: A new approach to testing equal accuracy 2 5 19 22 6 19 50 57
Pairwise tests of equal forecast accuracy (in Russian) 0 0 1 24 2 3 6 78
Parameter estimation and tests of equal forecast accuracy between non-nested models 0 0 2 50 2 3 9 129
Real-time forecast averaging with ALFRED 0 0 3 16 4 4 12 76
Reality Checks and Comparisons of Nested Predictive Models 0 0 1 8 1 1 3 21
Regression-Based Tests of Predictive Ability 0 0 0 3 2 2 20 517
Robust out-of-sample inference 1 3 6 140 4 7 15 281
Should food be excluded from core CPI? 0 0 1 4 2 2 6 20
TESTS OF EQUAL FORECAST ACCURACY FOR OVERLAPPING MODELS 1 5 7 15 2 9 17 39
Tests of Equal Predictive Ability With Real-Time Data 0 0 3 81 2 7 15 170
Tests of equal forecast accuracy and encompassing for nested models 0 2 14 495 2 9 43 1,158
The Predictive Content of the Output Gap for Inflation: Resolving In-Sample and Out-of-Sample Evidence 0 0 7 147 1 4 20 367
The power of tests of predictive ability in the presence of structural breaks 0 0 5 110 5 5 19 211
Tracking the U.S. Economy with Nowcasts 0 0 0 0 0 0 0 0
Uncertainty about when the Fed will raise interest rates 0 0 1 7 2 4 7 43
Using FOMC forecasts to forecast the economy 0 0 0 26 1 2 9 56
Using stock market liquidity to forecast recessions 0 0 2 15 3 3 11 44
Total Journal Articles 7 31 145 2,065 74 151 474 5,501


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Advances in Forecast Evaluation 3 6 8 8 8 13 20 20
Comment on "Taylor Rule Exchange Rate Forecasting during the Financial Crisis" 0 0 0 5 1 2 3 25
Total Chapters 3 6 8 13 9 15 23 45


Statistics updated 2016-05-03