Access Statistics for Michael McCracken

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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 0 1 161 0 0 2 315
Advances in forecast evaluation 0 0 0 167 0 0 3 295
An Empirical Investigation of Direct and Iterated Multistep Conditional Forecasts 0 0 0 85 1 2 7 95
Asymptotic Inference for Performance Fees and the Predictability of Asset Returns 0 0 1 63 0 0 2 95
Averaging forecasts from VARs with uncertain instabilities 0 0 2 88 1 2 10 217
Averaging forecasts from VARs with uncertain instabilities 0 0 0 79 0 0 1 263
Averaging forecasts from VARs with uncertain instabilities 0 0 0 64 0 0 2 181
Binary Conditional Forecasts 0 0 1 55 1 1 4 69
Bootstrapping out-of-sample predictability tests with real-time data 0 0 29 29 0 1 41 41
COVID-19: Forecasting with Slow and Fast Data 0 0 0 0 0 0 0 0
Combining forecasts from nested models 0 1 1 147 0 1 2 605
Combining forecasts from nested models 0 0 0 107 0 1 1 426
Combining forecasts from nested models 0 0 0 48 0 0 0 130
Comment on \"Taylor rule exchange rate forecasting during the financial crisis\" 0 0 0 41 0 0 0 74
Consistent testing for structural change at the ends of the sample 0 0 1 125 0 2 5 70
Core Inflation Revisited: Forecast Accuracy across Horizons 1 3 16 16 2 4 26 26
Diverging Tests of Equal Predictive Ability 0 0 0 58 0 0 1 49
Evaluating Conditional Forecasts from Vector Autoregressions 0 1 1 99 0 1 3 162
Evaluating Conditional Forecasts from Vector Autoregressions 0 0 1 121 0 0 3 135
Evaluating long-horizon forecasts 1 1 2 259 3 3 6 567
Evaluating the accuracy of forecasts from vector autoregressions 0 0 0 151 0 0 2 255
FRED-MD: A Monthly Database for Macroeconomic Research 2 3 30 240 8 27 159 803
FRED-QD: A Quarterly Database for Macroeconomic Research 0 1 4 60 0 5 18 91
FRED-QD: A Quarterly Database for Macroeconomic Research 0 2 3 29 1 6 28 117
Forecast disagreement among FOMC members 0 0 1 75 5 5 8 186
Forecast-based model selection in the presence of structural breaks 0 0 0 243 0 0 2 632
Forecasting of small macroeconomic VARs in the presence of instabilities 0 0 0 173 0 0 1 548
Forecasting with small macroeconomic VARs in the presence of instabilities 0 0 0 172 0 0 0 303
Growth-at-Risk is Investment-at-Risk 0 2 12 13 2 7 28 30
How COVID-19 May Be Affecting Inflation 0 0 2 2 0 0 3 3
Improving forecast accuracy by combining recursive and rolling forecasts 0 0 0 123 0 0 3 290
Improving forecast accuracy by combining recursive and rolling forecasts 0 1 1 637 0 2 9 2,192
In-sample tests of predictive ability: a new approach 0 0 0 36 0 0 1 76
In-sample tests of predictive ability: a new approach 0 0 0 124 0 0 3 187
Inference about predictive ability 0 0 0 237 0 1 1 501
Inflation Expectations and the Fed’s New Monetary Framework 0 0 0 0 0 0 2 2
Market-Based Measures of Inflation Risks 0 1 1 1 0 1 6 6
Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors 0 0 2 122 0 0 4 93
Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors 0 0 0 103 0 0 5 82
Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors 0 0 1 30 0 0 4 42
Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors 0 0 1 88 0 0 3 46
Multi-step ahead forecasting of vector time series 0 0 1 69 0 0 4 119
NEW MSE TESTS FOR EVALUATING FORECASTING PERFORMANCE: EMPIRICS AND BOOTSTRAP 0 0 0 66 1 1 1 218
Nested forecast model comparisons: a new approach to testing equal accuracy 0 0 1 132 0 0 1 269
Nested forecast model comparisons: a new approach to testing equal accuracy 0 0 0 79 0 0 2 245
On the Real-Time Predictive Content of Financial Conditions Indices for Growth 0 0 2 32 1 3 17 66
Price Volatility and Headline Inflation 0 0 0 0 0 0 0 0
Real-Time Forecasting and Scenario Analysis using a Large Mixed-Frequency Bayesian VAR 0 0 1 118 0 1 9 251
Real-time forecast averaging with ALFRED 0 0 0 46 0 0 0 93
Reality checks and nested forecast model comparisons 0 0 0 85 0 0 0 162
Reconsidering the Fed's Inflation Forecasting Advantage 0 1 2 49 0 1 6 46
Regression-Based Tests of Predictive Ability 0 1 1 411 1 2 3 1,798
Regression-Based Tests of Predictive Ability 0 0 0 284 0 0 0 1,191
Testing for unconditional predictive ability 0 0 0 118 0 0 2 220
Tests of Conditional Predictive Ability: Existence, Size, and Power 0 0 0 43 0 0 0 29
Tests of Conditional Predictive Ability: Some Simulation Evidence 0 0 0 38 0 0 2 50
Tests of Equal Accuracy for Nested Models with Estimated Factors 0 1 9 152 0 1 9 190
Tests of Equal Forecast Accuracy and Encompassing for Nested Models 0 1 7 337 0 1 13 907
Tests of Equal Forecast Accuracy and Encompassing for Nested Models 0 0 2 1,286 0 0 10 3,947
Tests of equal forecast accuracy and encompassing for nested models 0 0 2 496 0 0 6 1,423
Tests of equal forecast accuracy for overlapping models 0 0 1 81 0 1 4 207
Tests of equal forecast accuracy for overlapping models 0 1 1 70 0 1 2 158
Tests of equal predictive ability with real-time data 0 0 0 76 0 0 0 162
Tests of equal predictive ability with real-time data 0 0 0 178 0 1 4 430
The Predictive Content of the Output Gap for Inflation: Resolving In-Sample and Out-of-Sample Evidence 0 0 0 1 0 0 0 260
The St. Louis Fed's Financial Stress Index, Version 2.0 0 0 0 0 1 1 1 1
The predictive content of the output gap for inflation: resolving in-sample and out-of-sample evidence 0 0 2 165 0 0 3 499
Using Core Inflation to Predict Headline Inflation 0 4 28 28 1 9 37 37
What Are Financial Market Stress Indexes Showing? 0 1 2 2 1 2 4 4
What Do Components of Key Inflation Measures Say about Future Inflation? 0 0 1 1 0 0 3 3
Will High Inflation Persist? 1 1 7 7 1 1 10 10
Total Working Papers 5 27 184 8,921 31 98 562 23,295

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 7 0 0 2 52
An empirical investigation of direct and iterated multistep conditional forecasts 0 1 5 13 1 2 8 51
Asymptotic Inference for Performance Fees and the Predictability of Asset Returns 0 0 1 2 0 0 7 28
Asymptotics for out of sample tests of Granger causality 4 4 28 700 4 6 62 1,313
Averaging forecasts from VARs with uncertain instabilities 0 0 0 130 0 0 3 378
Averaging forecasts from VARs with uncertain instabilities 0 0 0 2 0 0 2 15
Binary Conditional Forecasts 0 0 2 6 0 0 6 12
Combining Forecasts from Nested Models* 0 0 0 72 0 0 1 367
Comment 0 0 0 2 0 0 0 37
Disagreement at the FOMC: the dissenting votes are just part of the story 0 0 0 11 0 0 1 56
Diverging Tests of Equal Predictive Ability 0 0 1 8 0 0 4 35
Evaluating Direct Multistep Forecasts 0 2 4 212 0 5 13 454
Evaluating the Predictability of Exchange Rates Using Long-Horizon Regressions: Mind Your p's and q's! 0 0 0 0 0 0 1 226
FRED-MD: A Monthly Database for Macroeconomic Research 8 22 113 310 24 67 326 1,014
FRED-QD: A Quarterly Database for Macroeconomic Research 1 4 26 45 9 29 139 319
Factor-based prediction of industry-wide bank stress 0 1 1 17 0 1 1 91
Following the Fed with a news tracker 0 0 0 3 0 0 0 35
Housing's role in a recovery 0 0 0 7 0 0 3 44
How accurate are forecasts in a recession? 0 0 1 49 0 0 2 121
IMPROVING FORECAST ACCURACY BY COMBINING RECURSIVE AND ROLLING FORECASTS 0 0 0 109 1 1 7 381
In-sample tests of predictive ability: A new approach 0 0 0 45 0 0 1 111
Initial claims and employment growth: are we at the threshold? 0 0 0 9 0 0 0 47
Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors 0 2 9 42 1 3 16 160
Multistep ahead forecasting of vector time series 0 0 2 17 0 0 2 49
Nested forecast model comparisons: A new approach to testing equal accuracy 0 0 2 62 0 0 3 191
On the real‐time predictive content of financial condition indices for growth 0 1 2 4 1 2 11 22
Pairwise tests of equal forecast accuracy (in Russian) 0 0 0 28 0 0 0 92
Parameter estimation and tests of equal forecast accuracy between non-nested models 1 1 6 80 1 2 15 202
Real-Time Forecasting and Scenario Analysis Using a Large Mixed-Frequency Bayesian VAR 1 3 4 13 1 6 22 61
Real-time forecast averaging with ALFRED 0 0 0 19 0 0 0 106
Reality Checks and Comparisons of Nested Predictive Models 0 0 0 13 0 0 0 48
Reality Checks and Comparisons of Nested Predictive Models 0 0 0 3 0 0 0 7
Regression-Based Tests of Predictive Ability 0 0 0 3 2 5 9 637
Robust out-of-sample inference 0 0 4 183 1 1 10 384
Should food be excluded from core CPI? 0 0 0 8 0 0 1 36
TESTS OF EQUAL FORECAST ACCURACY FOR OVERLAPPING MODELS 0 0 0 23 0 1 2 94
Tests of Equal Predictive Ability With Real-Time Data 0 0 0 114 0 0 0 261
Tests of Predictive Ability for Vector Autoregressions Used for Conditional Forecasting 0 0 0 3 0 0 1 31
Tests of equal accuracy for nested models with estimated factors 2 5 10 67 2 7 13 139
Tests of equal forecast accuracy and encompassing for nested models 2 5 36 817 4 12 78 1,969
The Predictive Content of the Output Gap for Inflation: Resolving In-Sample and Out-of-Sample Evidence 0 0 1 166 0 2 5 446
The power of tests of predictive ability in the presence of structural breaks 0 0 2 140 0 2 6 288
Tracking the U.S. Economy with Nowcasts 0 0 1 10 0 0 2 42
Uncertainty about when the Fed will raise interest rates 0 0 0 9 0 0 1 53
Using FOMC forecasts to forecast the economy 0 0 0 33 0 0 0 78
Using stock market liquidity to forecast recessions 0 0 1 23 0 0 2 70
Total Journal Articles 19 51 262 3,639 52 154 788 10,653

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Advances in Forecast Evaluation 2 2 11 142 4 6 24 393
Chapter 3 Forecasting with Small Macroeconomic VARs in the Presence of Instabilities 0 1 1 2 0 1 2 3
Comment on "Taylor Rule Exchange Rate Forecasting during the Financial Crisis" 0 0 0 6 0 0 1 36
Consistent Testing for Structural Change at the Ends of the Sample 0 0 0 0 0 0 0 1
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 0 1
Total Chapters 2 3 12 150 4 7 27 434

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Statistics updated 2024-09-04