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
A Historical and Geographical Look at Federal Employment Levels 0 0 1 5 21 21 27 33
Advances in forecast evaluation 0 0 0 164 5 6 24 346
Advances in forecast evaluation 0 0 1 168 3 5 33 335
An Empirical Investigation of Direct and Iterated Multistep Conditional Forecasts 0 0 0 85 0 1 14 116
Are Continued Jobless Claims a Useful Gauge of Labor Market Conditions? 0 0 0 1 1 2 8 14
Are Initial Jobless Claims a Useful Gauge of Labor Market Conditions? 0 0 0 1 4 4 7 10
Asymptotic Inference for Performance Fees and the Predictability of Asset Returns 0 0 1 64 0 0 10 110
Averaging forecasts from VARs with uncertain instabilities 0 0 0 91 0 0 19 249
Averaging forecasts from VARs with uncertain instabilities 0 0 0 64 0 2 9 194
Averaging forecasts from VARs with uncertain instabilities 0 0 0 79 3 5 10 274
Binary Conditional Forecasts 0 0 0 55 4 4 12 87
Bootstrapping out-of-sample predictability tests with real-time data 0 0 1 32 5 7 15 65
COVID-19: Forecasting with Slow and Fast Data 0 0 0 0 1 1 11 13
Combining forecasts from nested models 0 0 0 147 5 5 20 628
Combining forecasts from nested models 0 0 0 107 2 4 15 443
Combining forecasts from nested models 0 0 0 48 2 4 11 144
Comment on 'Taylor rule exchange rate forecasting during the financial crisis' 0 0 0 41 3 3 12 89
Consistent testing for structural change at the ends of the sample 0 0 0 125 2 4 9 89
Core Inflation Revisited: Forecast Accuracy across Horizons 0 0 1 26 7 9 22 63
Diverging Tests of Equal Predictive Ability 0 0 0 60 2 2 17 70
Does Growth in the Money Supply Predict U.S. Inflation? Yes, but … 0 0 0 0 0 0 0 0
Evaluating Conditional Forecasts from Vector Autoregressions 0 0 1 122 3 4 16 156
Evaluating Conditional Forecasts from Vector Autoregressions 0 0 1 102 4 6 25 192
Evaluating long-horizon forecasts 1 1 5 264 2 4 20 589
Evaluating the accuracy of forecasts from vector autoregressions 0 0 1 152 6 9 15 279
FRED-MD: A Monthly Database for Macroeconomic Research 0 2 17 286 1 9 111 1,048
FRED-QD: A Quarterly Database for Macroeconomic Research 0 0 1 62 1 1 19 120
FRED-QD: A Quarterly Database for Macroeconomic Research 0 0 1 32 1 2 30 160
Forecast disagreement among FOMC members 0 0 0 76 2 4 17 209
Forecast-based model selection in the presence of structural breaks 0 0 1 244 3 4 15 648
Forecasting of small macroeconomic VARs in the presence of instabilities 0 0 0 173 3 4 23 574
Forecasting with small macroeconomic VARs in the presence of instabilities 0 0 0 172 2 2 13 320
Growth-at-Risk is Investment-at-Risk 1 2 13 37 5 11 54 121
How COVID-19 May Be Affecting Inflation 0 0 0 2 1 1 3 8
How Well Are Inflation Expectations Anchored? Two Datasets Compared 0 0 1 10 0 1 11 22
Improving forecast accuracy by combining recursive and rolling forecasts 0 0 1 124 2 3 17 311
Improving forecast accuracy by combining recursive and rolling forecasts 0 0 0 639 2 3 35 2,241
In-sample tests of predictive ability: a new approach 0 0 0 36 3 4 11 91
In-sample tests of predictive ability: a new approach 0 0 0 125 2 2 5 204
Inference about predictive ability 0 0 0 237 2 5 47 548
Inflation Expectations and the Fed’s New Monetary Framework 0 0 0 1 1 1 9 13
Market-Based Measures of Inflation Risks 0 0 0 2 0 0 7 16
Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors 0 0 0 31 4 4 16 60
Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors 0 0 0 89 2 3 19 71
Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors 0 0 0 104 3 5 17 101
Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors 0 0 0 122 1 2 6 103
Multi-step ahead forecasting of vector time series 0 0 0 70 1 1 10 138
NEW MSE TESTS FOR EVALUATING FORECASTING PERFORMANCE: EMPIRICS AND BOOTSTRAP 0 0 0 66 1 2 11 236
Nested forecast model comparisons: a new approach to testing equal accuracy 0 0 0 132 2 5 16 294
Nested forecast model comparisons: a new approach to testing equal accuracy 0 0 0 79 1 2 10 260
On the Real-Time Predictive Content of Financial Conditions Indices for Growth 0 0 2 37 5 10 44 122
Out-of-Sample Inference with Annual Benchmark Revisions 0 0 0 23 1 2 10 23
Price Volatility and Headline Inflation 0 0 1 4 1 1 10 18
Real-Time Forecasting and Scenario Analysis using a Large Mixed-Frequency Bayesian VAR 0 0 1 119 4 5 18 271
Real-time forecast averaging with ALFRED 0 0 0 48 2 2 14 112
Reality checks and nested forecast model comparisons 0 0 0 85 4 8 19 188
Reconsidering the Fed's Inflation Forecasting Advantage 0 0 1 52 3 4 19 77
Regression-Based Tests of Predictive Ability 0 0 0 413 2 3 15 1,819
Regression-Based Tests of Predictive Ability 0 0 1 287 0 1 21 1,214
Testing for unconditional predictive ability 0 0 0 118 1 3 9 233
Tests of Conditional Predictive Ability: Existence, Size, and Power 0 0 0 43 4 6 18 51
Tests of Conditional Predictive Ability: Some Simulation Evidence 0 0 0 39 2 2 11 63
Tests of Equal Accuracy for Nested Models with Estimated Factors 0 0 1 159 3 4 10 215
Tests of Equal Forecast Accuracy and Encompassing for Nested Models 0 0 0 339 1 6 35 948
Tests of Equal Forecast Accuracy and Encompassing for Nested Models 0 0 3 1,290 5 8 146 4,111
Tests of equal forecast accuracy and encompassing for nested models 0 0 0 498 3 4 29 1,459
Tests of equal forecast accuracy for overlapping models 0 0 1 82 1 4 29 242
Tests of equal forecast accuracy for overlapping models 0 0 0 70 4 4 12 176
Tests of equal predictive ability with real-time data 0 0 0 76 1 3 10 175
Tests of equal predictive ability with real-time data 0 0 0 179 1 3 15 450
The Effects of a “Low-Fire, Low-Hire” Economy on Workers 0 1 2 2 4 7 15 15
The Predictive Content of the Output Gap for Inflation: Resolving In-Sample and Out-of-Sample Evidence 0 0 0 1 5 6 18 279
The St. Louis Fed's Financial Stress Index, Version 2.0 0 0 6 23 2 3 61 100
The predictive content of the output gap for inflation: resolving in-sample and out-of-sample evidence 0 0 0 167 2 2 13 518
Using Core Inflation to Predict Headline Inflation 0 0 2 37 1 1 15 76
What Are Financial Market Stress Indexes Showing? 0 0 0 2 1 1 13 17
What Do Components of Key Inflation Measures Say about Future Inflation? 0 0 0 1 1 1 6 11
Will High Inflation Persist? 0 0 0 8 0 0 7 22
Total Working Papers 2 6 69 9,156 195 297 1,555 25,510

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 0 24 3 5 18 109
An empirical investigation of direct and iterated multistep conditional forecasts 0 0 1 18 2 4 12 73
Asymptotic Inference for Performance Fees and the Predictability of Asset Returns 0 0 0 3 1 1 8 40
Asymptotics for out of sample tests of Granger causality 1 1 6 724 6 14 40 1,384
Averaging forecasts from VARs with uncertain instabilities 1 1 1 132 2 3 25 406
Averaging forecasts from VARs with uncertain instabilities 0 0 0 2 1 2 10 29
Binary Conditional Forecasts 0 0 0 8 3 3 12 29
Bootstrapping out-of-sample predictability tests with real-time data 0 0 0 0 2 5 13 15
Combining Forecasts from Nested Models* 0 0 0 73 2 2 8 382
Comment 0 0 0 2 1 1 5 43
Disagreement at the FOMC: the dissenting votes are just part of the story 0 0 0 11 0 2 15 73
Diverging Tests of Equal Predictive Ability 0 0 0 8 0 0 7 47
Evaluating Direct Multistep Forecasts 0 0 1 217 2 8 19 483
Evaluating the Predictability of Exchange Rates Using Long-Horizon Regressions: Mind Your p's and q's! 0 0 0 0 2 2 10 237
FRED-MD: A Monthly Database for Macroeconomic Research 6 13 93 496 15 40 279 1,600
FRED-QD: A Quarterly Database for Macroeconomic Research 0 0 5 68 10 19 130 593
Factor-based prediction of industry-wide bank stress 0 0 0 17 1 2 10 104
Following the Fed with a news tracker 0 0 0 3 1 1 5 43
Housing's role in a recovery 0 0 0 7 3 3 6 50
How accurate are forecasts in a recession? 0 0 0 50 1 1 14 137
IMPROVING FORECAST ACCURACY BY COMBINING RECURSIVE AND ROLLING FORECASTS 0 0 0 109 4 5 23 415
In-sample tests of predictive ability: A new approach 0 0 1 46 3 7 31 146
Initial claims and employment growth: are we at the threshold? 0 0 0 12 0 0 4 58
Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors 0 0 0 45 2 4 29 196
Multistep ahead forecasting of vector time series 0 0 0 17 3 3 10 62
Nested forecast model comparisons: A new approach to testing equal accuracy 0 1 1 63 4 7 18 212
On the real‐time predictive content of financial condition indices for growth 0 0 1 6 2 3 15 49
Pairwise tests of equal forecast accuracy (in Russian) 0 0 0 28 3 3 11 105
Parameter estimation and tests of equal forecast accuracy between non-nested models 0 0 2 88 0 1 13 228
Real-Time Forecasting and Scenario Analysis Using a Large Mixed-Frequency Bayesian VAR 0 0 2 19 1 3 30 111
Real-time forecast averaging with ALFRED 0 0 0 19 1 3 14 122
Reality Checks and Comparisons of Nested Predictive Models 0 0 0 14 3 4 10 62
Reality Checks and Comparisons of Nested Predictive Models 0 0 0 4 5 6 15 29
Reconsidering the Fed's Inflation Forecasting Advantage 0 0 1 6 3 4 19 28
Regression-Based Tests of Predictive Ability 0 0 0 3 5 5 23 672
Robust out-of-sample inference 0 0 1 185 1 1 14 401
Should food be excluded from core CPI? 0 0 0 8 2 3 8 45
TESTS OF EQUAL FORECAST ACCURACY FOR OVERLAPPING MODELS 0 0 0 23 3 3 15 114
Tests of Equal Predictive Ability With Real-Time Data 0 0 0 114 2 4 16 279
Tests of Predictive Ability for Vector Autoregressions Used for Conditional Forecasting 1 1 1 4 4 5 8 43
Tests of equal accuracy for nested models with estimated factors 0 0 0 70 1 1 12 161
Tests of equal forecast accuracy and encompassing for nested models 0 0 4 827 8 14 57 2,064
The Predictive Content of the Output Gap for Inflation: Resolving In-Sample and Out-of-Sample Evidence 0 0 0 169 0 1 13 470
The power of tests of predictive ability in the presence of structural breaks 0 0 1 142 0 0 13 304
Tracking the U.S. Economy with Nowcasts 0 0 0 10 2 2 7 49
Uncertainty about when the Fed will raise interest rates 0 0 0 9 1 1 3 56
Using FOMC forecasts to forecast the economy 0 0 0 33 2 2 10 89
Using stock market liquidity to forecast recessions 0 0 0 23 1 1 10 81
Total Journal Articles 9 17 122 3,959 124 214 1,097 12,528

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Advances in Forecast Evaluation 0 0 6 154 0 7 52 473
Chapter 3 Forecasting with Small Macroeconomic VARs in the Presence of Instabilities 0 0 0 3 4 4 10 17
Comment on "Taylor Rule Exchange Rate Forecasting during the Financial Crisis" 0 0 0 6 1 1 9 46
Consistent Testing for Structural Change at the Ends of the Sample 0 0 0 1 2 2 9 13
Evaluating the Accuracy of Forecasts from Vector Autoregressions☆The views expressed herein are solely those of the authors and do not necessarily reflect the views of the Federal Reserve Bank of Cleveland, Federal Reserve Bank of St. Louis, Federal Reserve System, or any of its staff 0 0 0 0 0 0 1 3
Total Chapters 0 0 6 164 7 14 81 552

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