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 1 2 154 3 6 13 239
Advances in forecast evaluation 2 3 7 149 4 9 27 258
An Empirical Investigation of Direct and Iterated Multistep Conditional Forecasts 0 0 6 81 5 7 23 64
Asymptotic Inference for Performance Fees and the Predictability of Asset Returns 0 0 4 61 0 0 6 85
Averaging forecasts from VARs with uncertain instabilities 0 0 0 63 2 2 7 164
Averaging forecasts from VARs with uncertain instabilities 0 0 0 79 1 4 6 245
Averaging forecasts from VARs with uncertain instabilities 0 1 1 85 0 2 4 190
Combining forecasts from nested models 0 0 2 105 1 3 27 398
Combining forecasts from nested models 0 0 0 146 0 1 15 563
Combining forecasts from nested models 0 0 0 48 1 2 5 119
Comment on "Taylor rule exchange rate forecasting during the financial crisis" 0 0 0 39 1 1 3 69
Consistent testing for structural change at the ends of the sample 0 0 1 124 0 0 1 54
Evaluating Conditional Forecasts from Vector Autoregressions 0 1 1 112 2 5 11 93
Evaluating Conditional Forecasts from Vector Autoregressions 1 1 1 90 2 4 9 121
Evaluating long-horizon forecasts 0 1 4 253 1 2 10 532
Evaluating the accuracy of forecasts from vector autoregressions 0 1 4 144 3 9 16 218
FRED-MD: A Monthly Database for Macroeconomic Research 1 5 17 148 7 18 80 319
Forecast disagreement among FOMC members 0 0 0 69 0 0 0 157
Forecast-based model selection in the presence of structural breaks 0 0 0 238 0 1 5 617
Forecasting of small macroeconomic VARs in the presence of instabilities 0 0 0 167 2 3 6 525
Forecasting with small macroeconomic VARs in the presence of instabilities 0 0 2 168 3 4 13 277
Improving forecast accuracy by combining recursive and rolling forecasts 1 1 6 624 2 7 24 2,103
Improving forecast accuracy by combining recursive and rolling forecasts 1 1 2 120 2 3 12 254
In-sample tests of predictive ability: a new approach 0 0 0 124 0 1 4 171
In-sample tests of predictive ability: a new approach 0 0 0 36 0 0 1 69
Inference about predictive ability 0 0 1 233 0 1 4 476
Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors 0 1 7 115 5 6 22 65
Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors 1 2 2 81 2 2 7 23
Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors 0 0 5 103 5 6 28 61
Multi-step ahead forecasting of vector time series 1 1 1 65 1 1 4 103
NEW MSE TESTS FOR EVALUATING FORECASTING PERFORMANCE: EMPIRICS AND BOOTSTRAP 0 0 2 65 0 0 4 214
Nested forecast model comparisons: a new approach to testing equal accuracy 0 0 1 127 0 0 11 246
Nested forecast model comparisons: a new approach to testing equal accuracy 0 0 1 74 0 1 7 164
Real-Time Forecasting with a Large, Mixed Frequency, Bayesian VAR 1 2 7 99 4 6 30 144
Real-time forecast averaging with ALFRED 0 0 0 45 0 0 0 76
Reality checks and nested forecast model comparisons 0 0 0 82 0 0 5 150
Regression-Based Tests of Predictive Ability 0 0 2 403 2 4 17 1,753
Regression-Based Tests of Predictive Ability 0 0 1 281 3 8 19 1,145
Testing for unconditional predictive ability 1 1 2 115 2 3 9 203
Tests of Conditional Predictive Ability: A Comment 40 40 40 40 12 12 12 12
Tests of Conditional Predictive Ability: Some Simulation Evidence 0 2 27 27 2 7 17 17
Tests of Equal Accuracy for Nested Models with Estimated Factors 1 2 12 124 3 5 22 120
Tests of Equal Forecast Accuracy and Encompassing for Nested Models 0 1 3 1,267 2 8 15 3,857
Tests of Equal Forecast Accuracy and Encompassing for Nested Models 1 2 6 297 5 8 23 798
Tests of equal forecast accuracy and encompassing for nested models 0 0 5 487 1 4 23 1,356
Tests of equal forecast accuracy for overlapping models 0 0 0 79 0 2 7 153
Tests of equal forecast accuracy for overlapping models 0 0 0 67 0 0 2 130
Tests of equal predictive ability with real-time data 0 0 1 176 0 1 7 408
Tests of equal predictive ability with real-time data 0 0 0 69 2 2 3 138
The Predictive Content of the Output Gap for Inflation: Resolving In-Sample and Out-of-Sample Evidence 0 0 0 1 0 0 8 235
The predictive content of the output gap for inflation: resolving in-sample and out-of-sample evidence 0 0 2 156 3 4 8 464
Total Working Papers 52 70 188 8,105 96 185 642 20,415


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 1 1 6 0 1 3 23
Asymptotic Inference for Performance Fees and the Predictability of Asset Returns 0 0 0 0 0 1 10 12
Asymptotics for out of sample tests of Granger causality 8 16 52 572 15 29 103 1,019
Averaging forecasts from VARs with uncertain instabilities 0 2 3 121 0 3 11 333
Combining Forecasts from Nested Models* 0 0 0 72 1 2 18 339
Comment 0 0 0 2 1 1 2 19
Disagreement at the FOMC: the dissenting votes are just part of the story 0 0 0 11 0 0 0 43
Evaluating Direct Multistep Forecasts 3 6 19 175 4 11 37 354
Evaluating the Predictability of Exchange Rates Using Long-Horizon Regressions: Mind Your p's and q's! 0 0 0 0 1 1 6 208
FRED-MD: A Monthly Database for Macroeconomic Research 1 4 11 12 5 9 38 49
Factor-based prediction of industry-wide bank stress 0 0 1 12 0 0 4 59
Following the Fed with a news tracker 0 0 0 3 0 0 0 30
Housing's role in a recovery 0 0 0 7 0 0 0 36
How accurate are forecasts in a recession? 0 0 1 46 0 0 2 112
IMPROVING FORECAST ACCURACY BY COMBINING RECURSIVE AND ROLLING FORECASTS 1 1 2 104 2 5 18 317
In-sample tests of predictive ability: A new approach 0 2 6 31 1 3 9 76
Initial claims and employment growth: are we at the threshold? 0 0 0 8 0 0 1 37
Multistep ahead forecasting of vector time series 0 1 1 13 1 2 8 35
Nested forecast model comparisons: A new approach to testing equal accuracy 0 0 5 45 2 3 20 129
Pairwise tests of equal forecast accuracy (in Russian) 0 0 0 26 0 0 0 85
Parameter estimation and tests of equal forecast accuracy between non-nested models 1 1 2 55 1 2 5 144
Real-time forecast averaging with ALFRED 0 0 0 18 1 1 3 91
Reality Checks and Comparisons of Nested Predictive Models 0 0 0 11 0 0 2 40
Regression-Based Tests of Predictive Ability 0 0 0 3 0 4 11 558
Robust out-of-sample inference 2 4 6 161 3 5 11 322
Should food be excluded from core CPI? 0 0 1 8 0 0 3 32
TESTS OF EQUAL FORECAST ACCURACY FOR OVERLAPPING MODELS 0 0 0 22 0 1 4 61
Tests of Equal Predictive Ability With Real-Time Data 1 2 6 104 3 6 20 230
Tests of Predictive Ability for Vector Autoregressions Used for Conditional Forecasting 0 0 2 2 0 0 8 13
Tests of equal accuracy for nested models with estimated factors 3 7 14 25 4 9 24 55
Tests of equal forecast accuracy and encompassing for nested models 6 12 45 581 13 35 125 1,396
The Predictive Content of the Output Gap for Inflation: Resolving In-Sample and Out-of-Sample Evidence 0 1 3 158 2 3 8 404
The power of tests of predictive ability in the presence of structural breaks 0 1 3 125 1 2 10 249
Tracking the U.S. Economy with Nowcasts 0 0 1 5 1 1 8 28
Uncertainty about when the Fed will raise interest rates 0 0 0 7 0 0 2 49
Using FOMC forecasts to forecast the economy 0 0 2 30 0 0 2 65
Using stock market liquidity to forecast recessions 0 0 2 19 0 0 5 58
Total Journal Articles 26 61 189 2,600 62 140 541 7,110


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Advances in Forecast Evaluation 2 9 21 67 6 15 58 177
Comment on "Taylor Rule Exchange Rate Forecasting during the Financial Crisis" 0 0 0 6 0 0 1 30
Total Chapters 2 9 21 73 6 15 59 207


Statistics updated 2019-09-09