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 2 11 137 0 6 23 218
Advances in forecast evaluation 0 2 7 151 0 4 13 220
An Empirical Investigation of Direct and Iterated Multistep Conditional Forecasts 58 58 58 58 18 18 18 18
Asymptotic Inference for Performance Fees and the Predictability of Asset Returns 0 0 2 54 0 0 4 73
Averaging forecasts from VARs with uncertain instabilities 0 0 1 83 0 1 4 182
Averaging forecasts from VARs with uncertain instabilities 0 0 0 79 0 1 4 236
Averaging forecasts from VARs with uncertain instabilities 0 0 0 63 1 2 3 154
Combining forecasts from nested models 0 0 1 146 5 18 60 502
Combining forecasts from nested models 0 0 1 103 6 20 61 329
Combining forecasts from nested models 0 0 0 48 0 0 4 114
Comment on "Taylor rule exchange rate forecasting during the financial crisis" 0 0 2 39 0 1 3 66
Consistent testing for structural change at the ends of the sample 0 0 3 123 0 0 1 52
Evaluating Conditional Forecasts from Vector Autoregressions 1 2 8 86 2 4 20 99
Evaluating Conditional Forecasts from Vector Autoregressions 0 2 8 108 1 4 16 70
Evaluating long-horizon forecasts 0 1 8 249 1 3 15 519
Evaluating the accuracy of forecasts from vector autoregressions 1 1 9 138 1 4 20 193
FRED-MD: A Monthly Database for Macroeconomic Research 1 5 18 127 7 18 54 195
Forecast disagreement among FOMC members 0 0 1 68 0 0 6 152
Forecast-based model selection in the presence of structural breaks 1 1 1 237 2 2 9 609
Forecasting of small macroeconomic VARs in the presence of instabilities 0 0 1 167 0 1 8 514
Forecasting with small macroeconomic VARs in the presence of instabilities 1 3 8 164 3 6 13 254
Improving forecast accuracy by combining recursive and rolling forecasts 0 1 2 118 0 3 6 239
Improving forecast accuracy by combining recursive and rolling forecasts 1 2 6 615 1 3 16 2,067
In-sample tests of predictive ability: a new approach 1 1 2 124 1 2 6 165
In-sample tests of predictive ability: a new approach 0 0 0 36 0 1 1 68
Inference about predictive ability 0 0 1 232 0 1 5 469
Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors 1 9 105 105 2 14 22 22
Multi-step ahead forecasting of vector time series 1 1 2 61 1 3 8 93
NEW MSE TESTS FOR EVALUATING FORECASTING PERFORMANCE: EMPIRICS AND BOOTSTRAP 0 1 4 63 0 1 5 210
Nested forecast model comparisons: a new approach to testing equal accuracy 0 1 2 125 1 4 7 232
Nested forecast model comparisons: a new approach to testing equal accuracy 0 0 2 73 0 1 5 156
Real-Time Forecasting with a Large, Mixed Frequency, Bayesian VAR 0 0 7 88 0 2 20 97
Real-time forecast averaging with ALFRED 0 0 1 45 0 0 1 74
Reality checks and nested forecast model comparisons 0 0 1 81 0 0 10 143
Regression-Based Tests of Predictive Ability 0 1 2 401 0 2 7 1,726
Regression-Based Tests of Predictive Ability 1 1 1 279 2 3 9 1,116
Testing for unconditional predictive ability 0 1 2 108 0 1 7 185
Tests of Equal Accuracy for Nested Models with Estimated Factors 2 3 7 100 3 4 21 65
Tests of Equal Forecast Accuracy and Encompassing for Nested Models 1 7 14 284 1 12 29 763
Tests of Equal Forecast Accuracy and Encompassing for Nested Models 2 3 10 1,262 3 6 27 3,836
Tests of equal forecast accuracy and encompassing for nested models 1 1 8 476 1 4 17 1,322
Tests of equal forecast accuracy for overlapping models 0 1 2 67 1 4 8 128
Tests of equal forecast accuracy for overlapping models 0 0 0 79 2 7 26 137
Tests of equal predictive ability with real-time data 0 0 2 69 1 3 7 133
Tests of equal predictive ability with real-time data 0 0 3 174 1 2 9 392
The Predictive Content of the Output Gap for Inflation: Resolving In-Sample and Out-of-Sample Evidence 0 0 0 1 0 0 4 226
The predictive content of the output gap for inflation: resolving in-sample and out-of-sample evidence 0 0 0 151 1 1 7 450
Total Working Papers 74 111 334 7,645 69 197 649 19,283


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 1 5 0 2 12 18
Asymptotics for out of sample tests of Granger causality 2 8 61 488 6 20 104 853
Averaging forecasts from VARs with uncertain instabilities 0 1 4 118 1 3 11 320
Combining Forecasts from Nested Models 1 1 1 72 6 18 52 278
Comment 0 0 1 2 0 0 3 16
Disagreement at the FOMC: the dissenting votes are just part of the story 0 0 2 11 0 0 3 42
Evaluating Direct Multistep Forecasts 1 3 14 147 3 5 20 296
Evaluating the Predictability of Exchange Rates Using Long-Horizon Regressions: Mind Your p's and q's! 0 0 0 0 1 1 5 197
Factor-based prediction of industry-wide bank stress 0 1 2 10 0 2 10 49
Following the Fed with a news tracker 0 0 0 3 0 0 0 29
Housing's role in a recovery 0 0 0 7 0 0 0 36
How accurate are forecasts in a recession? 1 1 1 44 2 2 2 107
IMPROVING FORECAST ACCURACY BY COMBINING RECURSIVE AND ROLLING FORECASTS 0 1 1 101 0 2 5 287
In-sample tests of predictive ability: A new approach 1 1 4 22 1 1 9 61
Initial claims and employment growth: are we at the threshold? 0 0 1 8 0 0 2 35
Multistep ahead forecasting of vector time series 2 4 11 11 4 10 23 23
Nested forecast model comparisons: A new approach to testing equal accuracy 1 2 6 36 1 2 16 97
Pairwise tests of equal forecast accuracy (in Russian) 0 0 0 25 0 0 1 82
Parameter estimation and tests of equal forecast accuracy between non-nested models 1 1 3 53 1 1 3 139
Real-time forecast averaging with ALFRED 0 0 1 18 0 1 3 85
Reality Checks and Comparisons of Nested Predictive Models 0 0 0 10 0 1 8 37
Regression-Based Tests of Predictive Ability 0 0 0 3 3 4 13 537
Robust out-of-sample inference 2 3 9 151 2 3 14 304
Should food be excluded from core CPI? 1 1 2 6 1 1 2 25
TESTS OF EQUAL FORECAST ACCURACY FOR OVERLAPPING MODELS 1 1 3 22 1 2 7 57
Tests of Equal Predictive Ability With Real-Time Data 1 2 7 91 2 7 16 200
Tests of equal accuracy for nested models with estimated factors 0 0 1 1 1 4 10 10
Tests of equal forecast accuracy and encompassing for nested models 2 5 12 511 4 13 44 1,220
The Predictive Content of the Output Gap for Inflation: Resolving In-Sample and Out-of-Sample Evidence 1 2 5 152 2 3 11 385
The power of tests of predictive ability in the presence of structural breaks 2 3 8 119 2 3 14 233
Tracking the U.S. Economy with Nowcasts 0 0 2 3 0 0 9 19
Uncertainty about when the Fed will raise interest rates 0 0 0 7 0 0 0 46
Using FOMC forecasts to forecast the economy 1 1 1 27 1 1 1 62
Using stock market liquidity to forecast recessions 0 0 0 16 0 1 2 49
Total Journal Articles 21 42 164 2,300 45 113 435 6,234


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Advances in Forecast Evaluation 1 6 20 34 3 13 40 88
Comment on "Taylor Rule Exchange Rate Forecasting during the Financial Crisis" 0 0 1 6 0 0 1 29
Total Chapters 1 6 21 40 3 13 41 117


Statistics updated 2018-01-04