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 3 9 120 0 9 30 186
Advances in forecast evaluation 0 1 11 137 2 5 36 197
Averaging forecasts from VARs with uncertain instabilities 0 0 1 81 1 1 8 168
Averaging forecasts from VARs with uncertain instabilities 0 0 2 79 1 1 20 230
Averaging forecasts from VARs with uncertain instabilities 0 0 0 63 0 1 4 150
Combining forecasts from nested models 0 0 0 102 3 3 16 262
Combining forecasts from nested models 0 0 1 46 2 2 9 108
Combining forecasts from nested models 0 1 7 142 3 5 25 428
Comment on "Taylor rule exchange rate forecasting during the financial crisis" 0 1 2 34 0 3 7 60
Consistent testing for structural change at the ends of the sample 0 0 0 119 1 2 9 50
Evaluating Conditional Forecasts from Vector Autoregressions 0 1 5 94 1 3 13 38
Evaluating Conditional Forecasts from Vector Autoregressions 1 1 16 72 11 13 40 63
Evaluating long-horizon forecasts 1 3 10 238 2 6 22 494
Evaluating the accuracy of forecasts from vector autoregressions 1 4 11 123 2 6 20 157
FRED-MD: A Monthly Database for Macroeconomic Research 2 7 100 100 13 25 97 97
Forecast disagreement among FOMC members 0 1 3 67 0 2 9 144
Forecast-based model selection in the presence of structural breaks 0 0 1 234 1 4 9 594
Forecasting of small macroeconomic VARs in the presence of instabilities 0 0 1 166 1 4 23 503
Forecasting with small macroeconomic VARs in the presence of instabilities 1 2 7 154 2 3 9 235
Improving forecast accuracy by combining recursive and rolling forecasts 0 0 0 116 1 1 5 229
Improving forecast accuracy by combining recursive and rolling forecasts 1 1 5 605 2 4 52 2,039
In-sample tests of predictive ability: a new approach 0 1 1 120 1 2 5 153
In-sample tests of predictive ability: a new approach 1 2 2 36 2 3 6 63
Inference about predictive ability 0 0 1 229 0 0 5 459
Multi-step ahead forecasting of vector time series 0 0 4 58 2 5 11 81
NEW MSE TESTS FOR EVALUATING FORECASTING PERFORMANCE: EMPIRICS AND BOOTSTRAP 0 0 2 58 0 1 3 194
Nested forecast model comparisons: a new approach to testing equal accuracy 0 2 4 121 2 6 15 221
Nested forecast model comparisons: a new approach to testing equal accuracy 1 2 3 70 4 6 11 146
Real-Time Forecasting with a Large, Mixed Frequency, Bayesian VAR 1 3 75 75 5 19 43 43
Real-time forecast averaging with ALFRED 0 0 0 44 1 3 6 69
Reality checks and nested forecast model comparisons 0 1 3 77 2 5 9 126
Regression-Based Tests of Predictive Ability 0 1 2 277 1 3 10 1,103
Regression-Based Tests of Predictive Ability 0 1 3 398 1 4 20 1,713
Testing for unconditional predictive ability 2 4 4 104 5 10 13 175
Testing the economic value of asset return predictability 0 0 3 49 2 3 7 63
Tests of Equal Accuracy for Nested Models with Estimated Factors 1 4 79 79 2 10 22 22
Tests of Equal Forecast Accuracy and Encompassing for Nested Models 0 0 4 268 1 4 20 725
Tests of Equal Forecast Accuracy and Encompassing for Nested Models 1 2 10 1,246 4 14 38 3,798
Tests of equal forecast accuracy and encompassing for nested models 1 2 7 464 3 8 29 1,293
Tests of equal forecast accuracy for overlapping models 0 2 2 58 2 4 11 105
Tests of equal forecast accuracy for overlapping models 0 0 1 79 4 6 17 100
Tests of equal predictive ability with real-time data 0 0 1 66 1 1 7 125
Tests of equal predictive ability with real-time data 1 2 4 170 2 7 19 377
The Predictive Content of the Output Gap for Inflation: Resolving In-Sample and Out-of-Sample Evidence 0 0 0 1 1 3 6 220
The predictive content of the output gap for inflation: resolving in-sample and out-of-sample evidence 0 0 1 151 1 3 12 436
Total Working Papers 16 55 408 7,190 98 233 808 18,242


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 5 12 42 411 10 28 78 718
Averaging forecasts from VARs with uncertain instabilities 0 1 8 111 3 7 23 295
Combining Forecasts from Nested Models 0 0 0 71 2 3 8 218
Comment 0 0 0 1 1 2 4 9
Disagreement at the FOMC: the dissenting votes are just part of the story 0 0 2 9 3 5 12 36
Evaluating Direct Multistep Forecasts 2 4 13 128 5 11 27 265
Evaluating the Predictability of Exchange Rates Using Long-Horizon Regressions: Mind Your p's and q's! 0 0 0 0 3 4 10 189
Factor-based prediction of industry-wide bank stress 1 1 5 8 2 6 20 32
Following the Fed with a news tracker 0 0 0 3 1 3 7 25
Housing's role in a recovery 0 0 0 7 1 2 4 31
How accurate are forecasts in a recession? 0 0 1 43 1 2 4 104
IMPROVING FORECAST ACCURACY BY COMBINING RECURSIVE AND ROLLING FORECASTS 1 1 5 96 3 5 20 275
In-sample tests of predictive ability: A new approach 1 1 3 17 4 8 14 46
Initial claims and employment growth: are we at the threshold? 0 0 1 7 2 4 9 32
Nested forecast model comparisons: A new approach to testing equal accuracy 3 7 19 25 6 15 52 63
Pairwise tests of equal forecast accuracy (in Russian) 0 0 0 24 2 4 7 80
Parameter estimation and tests of equal forecast accuracy between non-nested models 0 0 2 50 2 4 10 131
Real-time forecast averaging with ALFRED 0 0 1 16 2 6 12 78
Reality Checks and Comparisons of Nested Predictive Models 0 0 1 8 2 3 5 23
Regression-Based Tests of Predictive Ability 0 0 0 3 1 3 19 518
Robust out-of-sample inference 1 2 7 141 3 8 18 284
Should food be excluded from core CPI? 0 0 1 4 1 3 6 21
TESTS OF EQUAL FORECAST ACCURACY FOR OVERLAPPING MODELS 0 1 7 15 3 6 20 42
Tests of Equal Predictive Ability With Real-Time Data 0 0 3 81 2 5 17 172
Tests of equal forecast accuracy and encompassing for nested models 1 2 14 496 4 11 43 1,162
The Predictive Content of the Output Gap for Inflation: Resolving In-Sample and Out-of-Sample Evidence 0 0 6 147 1 4 18 368
The power of tests of predictive ability in the presence of structural breaks 0 0 3 110 4 9 20 215
Tracking the U.S. Economy with Nowcasts 0 0 0 0 4 4 4 4
Uncertainty about when the Fed will raise interest rates 0 0 1 7 2 4 9 45
Using FOMC forecasts to forecast the economy 0 0 0 26 1 3 10 57
Using stock market liquidity to forecast recessions 0 0 2 15 2 5 13 46
Total Journal Articles 15 32 147 2,080 83 187 523 5,584


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Advances in Forecast Evaluation 1 5 9 9 10 21 30 30
Comment on "Taylor Rule Exchange Rate Forecasting during the Financial Crisis" 0 0 0 5 1 3 3 26
Total Chapters 1 5 9 14 11 24 33 56


Statistics updated 2016-06-03