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 1 5 5 1 4 12 12
Advances in forecast evaluation 0 0 1 164 0 8 19 337
Advances in forecast evaluation 0 0 0 167 1 13 34 329
An Empirical Investigation of Direct and Iterated Multistep Conditional Forecasts 0 0 0 85 1 5 11 111
Are Continued Jobless Claims a Useful Gauge of Labor Market Conditions? 0 0 1 1 0 3 10 11
Are Initial Jobless Claims a Useful Gauge of Labor Market Conditions? 0 0 0 1 1 1 5 6
Asymptotic Inference for Performance Fees and the Predictability of Asset Returns 0 0 0 63 1 5 11 107
Averaging forecasts from VARs with uncertain instabilities 0 0 0 64 1 2 5 189
Averaging forecasts from VARs with uncertain instabilities 0 0 0 79 0 3 5 268
Averaging forecasts from VARs with uncertain instabilities 0 0 1 91 2 6 25 244
Binary Conditional Forecasts 0 0 0 55 0 4 12 82
Bootstrapping out-of-sample predictability tests with real-time data 0 0 2 32 1 2 12 57
COVID-19: Forecasting with Slow and Fast Data 0 0 0 0 0 4 6 6
Combining forecasts from nested models 0 0 0 107 3 5 9 436
Combining forecasts from nested models 0 0 0 147 0 7 14 620
Combining forecasts from nested models 0 0 0 48 0 3 7 138
Comment on 'Taylor rule exchange rate forecasting during the financial crisis' 0 0 0 41 1 4 8 82
Consistent testing for structural change at the ends of the sample 0 0 0 125 0 2 7 83
Core Inflation Revisited: Forecast Accuracy across Horizons 0 0 5 25 1 3 12 46
Diverging Tests of Equal Predictive Ability 0 0 1 60 0 9 14 65
Evaluating Conditional Forecasts from Vector Autoregressions 0 0 1 101 0 6 16 179
Evaluating Conditional Forecasts from Vector Autoregressions 1 1 1 122 2 8 13 149
Evaluating long-horizon forecasts 1 2 2 261 1 10 14 581
Evaluating the accuracy of forecasts from vector autoregressions 0 0 0 151 0 1 5 265
FRED-MD: A Monthly Database for Macroeconomic Research 0 3 27 277 15 43 151 1,008
FRED-QD: A Quarterly Database for Macroeconomic Research 0 1 2 32 4 18 26 152
FRED-QD: A Quarterly Database for Macroeconomic Research 0 0 1 61 2 7 19 112
Forecast disagreement among FOMC members 0 0 0 76 1 5 17 204
Forecast-based model selection in the presence of structural breaks 0 0 0 243 1 6 9 641
Forecasting of small macroeconomic VARs in the presence of instabilities 0 0 0 173 0 5 14 563
Forecasting with small macroeconomic VARs in the presence of instabilities 0 0 0 172 0 5 11 315
Growth-at-Risk is Investment-at-Risk 0 5 13 31 1 17 46 95
How COVID-19 May Be Affecting Inflation 0 0 0 2 0 0 2 6
How Well Are Inflation Expectations Anchored? Two Datasets Compared 0 1 10 10 0 5 18 18
Improving forecast accuracy by combining recursive and rolling forecasts 0 0 1 124 1 8 15 307
Improving forecast accuracy by combining recursive and rolling forecasts 0 0 2 639 2 10 35 2,230
In-sample tests of predictive ability: a new approach 0 0 0 125 0 1 3 200
In-sample tests of predictive ability: a new approach 0 0 0 36 1 3 6 83
Inference about predictive ability 0 0 0 237 11 36 37 538
Inflation Expectations and the Fed’s New Monetary Framework 0 0 1 1 1 4 7 9
Market-Based Measures of Inflation Risks 0 0 0 2 0 4 7 14
Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors 0 0 0 122 0 3 8 101
Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors 0 0 0 104 2 7 9 92
Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors 0 0 1 31 0 8 12 54
Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors 0 0 1 89 0 9 18 65
Multi-step ahead forecasting of vector time series 0 0 1 70 0 5 13 134
NEW MSE TESTS FOR EVALUATING FORECASTING PERFORMANCE: EMPIRICS AND BOOTSTRAP 0 0 0 66 0 2 11 230
Nested forecast model comparisons: a new approach to testing equal accuracy 0 0 0 79 2 5 12 258
Nested forecast model comparisons: a new approach to testing equal accuracy 0 0 0 132 0 3 15 284
On the Real-Time Predictive Content of Financial Conditions Indices for Growth 0 1 3 37 5 19 37 108
Out-of-Sample Inference with Annual Benchmark Revisions 0 0 23 23 0 1 17 17
Price Volatility and Headline Inflation 0 0 0 3 0 2 5 11
Real-Time Forecasting and Scenario Analysis using a Large Mixed-Frequency Bayesian VAR 0 0 0 118 0 5 10 261
Real-time forecast averaging with ALFRED 0 0 1 48 0 2 10 104
Reality checks and nested forecast model comparisons 0 0 0 85 0 1 11 173
Reconsidering the Fed's Inflation Forecasting Advantage 0 0 2 52 1 6 16 68
Regression-Based Tests of Predictive Ability 0 1 1 287 3 12 15 1,208
Regression-Based Tests of Predictive Ability 0 0 0 413 1 5 11 1,813
Testing for unconditional predictive ability 0 0 0 118 0 4 8 229
Tests of Conditional Predictive Ability: Existence, Size, and Power 0 0 0 43 0 4 10 39
Tests of Conditional Predictive Ability: Some Simulation Evidence 0 0 1 39 0 3 8 58
Tests of Equal Accuracy for Nested Models with Estimated Factors 0 0 2 158 0 0 9 208
Tests of Equal Forecast Accuracy and Encompassing for Nested Models 0 0 0 339 2 7 14 924
Tests of Equal Forecast Accuracy and Encompassing for Nested Models 0 0 2 1,288 23 110 136 4,086
Tests of equal forecast accuracy and encompassing for nested models 0 0 2 498 0 3 15 1,438
Tests of equal forecast accuracy for overlapping models 0 0 0 81 1 11 20 227
Tests of equal forecast accuracy for overlapping models 0 0 0 70 0 2 6 166
Tests of equal predictive ability with real-time data 0 0 0 179 3 4 10 442
Tests of equal predictive ability with real-time data 0 0 0 76 3 6 8 172
The Effects of a “Low-Fire, Low-Hire” Economy on Workers 1 1 1 1 3 3 3 3
The Predictive Content of the Output Gap for Inflation: Resolving In-Sample and Out-of-Sample Evidence 0 0 0 1 0 2 10 270
The St. Louis Fed's Financial Stress Index, Version 2.0 2 3 11 20 19 29 62 85
The predictive content of the output gap for inflation: resolving in-sample and out-of-sample evidence 0 0 2 167 3 4 15 515
Using Core Inflation to Predict Headline Inflation 0 1 4 36 1 6 20 69
What Are Financial Market Stress Indexes Showing? 0 0 0 2 0 6 8 12
What Do Components of Key Inflation Measures Say about Future Inflation? 0 0 0 1 0 2 4 7
Will High Inflation Persist? 0 0 1 8 2 4 8 21
Total Working Papers 5 21 136 9,120 131 600 1,313 24,850

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 7 24 1 6 28 101
An empirical investigation of direct and iterated multistep conditional forecasts 0 0 2 17 0 2 9 64
Asymptotic Inference for Performance Fees and the Predictability of Asset Returns 0 0 0 3 0 3 8 38
Asymptotics for out of sample tests of Granger causality 1 2 7 721 3 10 25 1,361
Averaging forecasts from VARs with uncertain instabilities 0 0 0 2 1 4 11 26
Averaging forecasts from VARs with uncertain instabilities 0 0 1 131 1 5 15 394
Binary Conditional Forecasts 0 0 2 8 0 3 11 24
Bootstrapping out-of-sample predictability tests with real-time data 0 0 0 0 2 4 7 8
Combining Forecasts from Nested Models* 0 0 1 73 0 5 12 380
Comment 0 0 0 2 0 3 3 41
Disagreement at the FOMC: the dissenting votes are just part of the story 0 0 0 11 0 3 6 62
Diverging Tests of Equal Predictive Ability 0 0 0 8 1 3 8 45
Evaluating Direct Multistep Forecasts 0 0 2 217 1 5 12 471
Evaluating the Predictability of Exchange Rates Using Long-Horizon Regressions: Mind Your p's and q's! 0 0 0 0 0 3 9 235
FRED-MD: A Monthly Database for Macroeconomic Research 10 24 89 449 20 68 287 1,442
FRED-QD: A Quarterly Database for Macroeconomic Research 0 2 12 65 8 48 149 539
Factor-based prediction of industry-wide bank stress 0 0 0 17 0 4 6 100
Following the Fed with a news tracker 0 0 0 3 1 4 6 42
Housing's role in a recovery 0 0 0 7 1 2 2 46
How accurate are forecasts in a recession? 0 0 0 50 2 9 11 134
IMPROVING FORECAST ACCURACY BY COMBINING RECURSIVE AND ROLLING FORECASTS 0 0 0 109 1 9 23 405
In-sample tests of predictive ability: A new approach 0 0 1 46 3 7 13 126
Initial claims and employment growth: are we at the threshold? 0 0 0 12 1 3 6 58
Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors 0 0 2 45 3 16 23 186
Multistep ahead forecasting of vector time series 0 0 0 17 0 5 8 58
Nested forecast model comparisons: A new approach to testing equal accuracy 0 0 0 62 0 4 8 201
On the real‐time predictive content of financial condition indices for growth 0 0 0 5 0 6 12 42
Pairwise tests of equal forecast accuracy (in Russian) 0 0 0 28 0 5 6 100
Parameter estimation and tests of equal forecast accuracy between non-nested models 0 2 4 88 0 7 13 224
Real-Time Forecasting and Scenario Analysis Using a Large Mixed-Frequency Bayesian VAR 0 1 5 18 3 14 31 98
Real-time forecast averaging with ALFRED 0 0 0 19 0 4 5 113
Reality Checks and Comparisons of Nested Predictive Models 0 0 0 14 0 3 4 55
Reality Checks and Comparisons of Nested Predictive Models 0 0 1 4 1 8 11 22
Reconsidering the Fed's Inflation Forecasting Advantage 0 0 3 6 2 6 14 19
Regression-Based Tests of Predictive Ability 0 0 0 3 0 11 21 664
Robust out-of-sample inference 0 1 1 185 1 7 11 396
Should food be excluded from core CPI? 0 0 0 8 0 3 3 40
TESTS OF EQUAL FORECAST ACCURACY FOR OVERLAPPING MODELS 0 0 0 23 2 6 10 105
Tests of Equal Predictive Ability With Real-Time Data 0 0 0 114 2 7 9 270
Tests of Predictive Ability for Vector Autoregressions Used for Conditional Forecasting 0 0 0 3 0 1 5 37
Tests of equal accuracy for nested models with estimated factors 0 0 2 70 2 4 14 156
Tests of equal forecast accuracy and encompassing for nested models 1 1 3 824 8 13 41 2,029
The Predictive Content of the Output Gap for Inflation: Resolving In-Sample and Out-of-Sample Evidence 0 0 1 169 2 5 12 466
The power of tests of predictive ability in the presence of structural breaks 1 1 2 142 2 7 12 301
Tracking the U.S. Economy with Nowcasts 0 0 0 10 1 3 3 45
Uncertainty about when the Fed will raise interest rates 0 0 0 9 0 1 1 54
Using FOMC forecasts to forecast the economy 0 0 0 33 0 4 6 84
Using stock market liquidity to forecast recessions 0 0 0 23 1 6 7 78
Total Journal Articles 13 34 148 3,897 77 369 957 11,985

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Advances in Forecast Evaluation 1 2 5 152 2 17 49 460
Chapter 3 Forecasting with Small Macroeconomic VARs in the Presence of Instabilities 0 0 1 3 0 4 9 13
Comment on "Taylor Rule Exchange Rate Forecasting during the Financial Crisis" 0 0 0 6 0 3 5 42
Consistent Testing for Structural Change at the Ends of the Sample 0 0 0 1 0 2 4 6
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 2
Total Chapters 1 2 6 162 2 26 68 523

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