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 3 3 0 0 4 4
Advances in forecast evaluation 0 0 3 164 0 2 6 322
Advances in forecast evaluation 0 0 0 167 0 3 4 299
An Empirical Investigation of Direct and Iterated Multistep Conditional Forecasts 0 0 0 85 0 1 4 101
Are Continued Jobless Claims a Useful Gauge of Labor Market Conditions? 0 0 0 0 2 4 5 5
Are Initial Jobless Claims a Useful Gauge of Labor Market Conditions? 0 0 1 1 0 1 3 3
Asymptotic Inference for Performance Fees and the Predictability of Asset Returns 0 0 0 63 1 2 3 99
Averaging forecasts from VARs with uncertain instabilities 0 0 0 64 0 0 3 184
Averaging forecasts from VARs with uncertain instabilities 0 0 0 79 1 1 1 264
Averaging forecasts from VARs with uncertain instabilities 1 1 3 91 4 5 10 227
Binary Conditional Forecasts 0 0 0 55 1 2 5 74
Bootstrapping out-of-sample predictability tests with real-time data 0 0 1 30 0 2 7 49
COVID-19: Forecasting with Slow and Fast Data 0 0 0 0 0 1 2 2
Combining forecasts from nested models 0 0 0 48 0 1 2 132
Combining forecasts from nested models 0 0 0 147 0 1 2 607
Combining forecasts from nested models 0 0 0 107 0 1 2 428
Comment on 'Taylor rule exchange rate forecasting during the financial crisis' 0 0 0 41 1 3 3 77
Consistent testing for structural change at the ends of the sample 0 0 0 125 3 3 9 79
Core Inflation Revisited: Forecast Accuracy across Horizons 1 3 7 24 1 3 10 38
Diverging Tests of Equal Predictive Ability 0 0 2 60 1 1 4 53
Evaluating Conditional Forecasts from Vector Autoregressions 0 0 1 100 0 1 2 164
Evaluating Conditional Forecasts from Vector Autoregressions 0 0 0 121 2 2 3 138
Evaluating long-horizon forecasts 0 0 0 259 0 1 1 568
Evaluating the accuracy of forecasts from vector autoregressions 0 0 0 151 1 1 7 262
FRED-MD: A Monthly Database for Macroeconomic Research 2 9 26 267 14 35 113 919
FRED-QD: A Quarterly Database for Macroeconomic Research 0 1 1 61 1 2 6 97
FRED-QD: A Quarterly Database for Macroeconomic Research 0 0 2 31 0 1 10 129
Forecast disagreement among FOMC members 0 0 1 76 0 3 4 190
Forecast-based model selection in the presence of structural breaks 0 0 0 243 0 0 1 633
Forecasting of small macroeconomic VARs in the presence of instabilities 0 0 0 173 0 1 3 551
Forecasting with small macroeconomic VARs in the presence of instabilities 0 0 0 172 0 0 3 306
Growth-at-Risk is Investment-at-Risk 1 4 11 24 4 8 34 66
How COVID-19 May Be Affecting Inflation 0 0 0 2 0 0 1 4
How Well Are Inflation Expectations Anchored? Two Datasets Compared 0 0 0 0 0 0 0 0
Improving forecast accuracy by combining recursive and rolling forecasts 0 1 1 638 1 5 9 2,203
Improving forecast accuracy by combining recursive and rolling forecasts 0 0 0 123 0 0 2 292
In-sample tests of predictive ability: a new approach 0 0 0 36 0 0 2 78
In-sample tests of predictive ability: a new approach 0 0 1 125 0 0 11 199
Inference about predictive ability 0 0 0 237 0 0 0 501
Inflation Expectations and the Fed’s New Monetary Framework 0 1 1 1 0 2 2 4
Market-Based Measures of Inflation Risks 0 0 1 2 0 0 2 8
Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors 0 0 1 104 0 1 2 84
Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors 0 0 1 89 1 2 5 51
Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors 0 0 1 31 0 0 1 43
Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors 0 0 0 122 2 3 3 96
Multi-step ahead forecasting of vector time series 0 0 1 70 1 1 3 124
NEW MSE TESTS FOR EVALUATING FORECASTING PERFORMANCE: EMPIRICS AND BOOTSTRAP 0 0 0 66 0 1 2 220
Nested forecast model comparisons: a new approach to testing equal accuracy 0 0 0 79 0 0 1 246
Nested forecast model comparisons: a new approach to testing equal accuracy 0 0 0 132 0 2 2 271
On the Real-Time Predictive Content of Financial Conditions Indices for Growth 0 0 2 35 1 2 8 75
Out-of-Sample Inference with Annual Benchmark Revisions 20 20 20 20 8 8 8 8
Price Volatility and Headline Inflation 0 0 3 3 0 1 7 7
Real-Time Forecasting and Scenario Analysis using a Large Mixed-Frequency Bayesian VAR 0 0 0 118 1 1 1 252
Real-time forecast averaging with ALFRED 0 0 1 47 2 2 3 96
Reality checks and nested forecast model comparisons 0 0 0 85 0 1 1 163
Reconsidering the Fed's Inflation Forecasting Advantage 0 0 2 51 1 3 11 57
Regression-Based Tests of Predictive Ability 0 0 2 286 0 0 2 1,193
Regression-Based Tests of Predictive Ability 0 0 1 413 0 2 5 1,804
Testing for unconditional predictive ability 0 0 0 118 0 1 2 222
Tests of Conditional Predictive Ability: Existence, Size, and Power 0 0 0 43 1 1 2 31
Tests of Conditional Predictive Ability: Some Simulation Evidence 0 1 1 39 0 1 1 51
Tests of Equal Accuracy for Nested Models with Estimated Factors 1 1 4 158 2 3 11 203
Tests of Equal Forecast Accuracy and Encompassing for Nested Models 0 0 2 339 1 1 4 911
Tests of Equal Forecast Accuracy and Encompassing for Nested Models 1 1 1 1,287 2 3 10 3,957
Tests of equal forecast accuracy and encompassing for nested models 1 2 2 498 3 5 5 1,428
Tests of equal forecast accuracy for overlapping models 0 0 0 81 0 1 1 208
Tests of equal forecast accuracy for overlapping models 0 0 0 70 1 3 5 163
Tests of equal predictive ability with real-time data 0 0 0 76 0 0 2 164
Tests of equal predictive ability with real-time data 0 0 1 179 1 1 4 434
The Predictive Content of the Output Gap for Inflation: Resolving In-Sample and Out-of-Sample Evidence 0 0 0 1 0 1 1 261
The St. Louis Fed's Financial Stress Index, Version 2.0 0 0 17 17 1 4 36 38
The predictive content of the output gap for inflation: resolving in-sample and out-of-sample evidence 0 0 0 165 0 1 2 501
Using Core Inflation to Predict Headline Inflation 0 1 5 33 1 5 20 58
What Are Financial Market Stress Indexes Showing? 0 0 0 2 0 0 0 4
What Do Components of Key Inflation Measures Say about Future Inflation? 0 0 0 1 0 1 1 4
Will High Inflation Persist? 1 1 1 8 1 1 3 14
Total Working Papers 29 47 135 9,062 69 162 480 23,801

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 3 3 17 24 6 6 35 88
An empirical investigation of direct and iterated multistep conditional forecasts 0 0 1 16 1 3 7 60
Asymptotic Inference for Performance Fees and the Predictability of Asset Returns 0 0 0 3 0 1 2 32
Asymptotics for out of sample tests of Granger causality 0 4 16 718 0 5 27 1,342
Averaging forecasts from VARs with uncertain instabilities 0 0 0 2 0 2 3 18
Averaging forecasts from VARs with uncertain instabilities 0 0 1 131 0 1 3 381
Binary Conditional Forecasts 1 1 2 8 2 2 4 16
Combining Forecasts from Nested Models* 0 1 1 73 0 3 5 372
Comment 0 0 0 2 0 0 1 38
Disagreement at the FOMC: the dissenting votes are just part of the story 0 0 0 11 0 0 1 57
Diverging Tests of Equal Predictive Ability 0 0 0 8 0 2 5 40
Evaluating Direct Multistep Forecasts 0 0 4 216 0 2 8 463
Evaluating the Predictability of Exchange Rates Using Long-Horizon Regressions: Mind Your p's and q's! 0 0 0 0 0 0 1 227
FRED-MD: A Monthly Database for Macroeconomic Research 7 25 84 401 27 74 267 1,302
FRED-QD: A Quarterly Database for Macroeconomic Research 3 3 16 62 7 26 118 447
Factor-based prediction of industry-wide bank stress 0 0 0 17 0 0 3 94
Following the Fed with a news tracker 0 0 0 3 0 0 2 37
Housing's role in a recovery 0 0 0 7 0 0 0 44
How accurate are forecasts in a recession? 0 0 1 50 0 0 2 123
IMPROVING FORECAST ACCURACY BY COMBINING RECURSIVE AND ROLLING FORECASTS 0 0 0 109 0 3 9 390
In-sample tests of predictive ability: A new approach 0 0 0 45 0 1 4 115
Initial claims and employment growth: are we at the threshold? 0 0 3 12 0 0 6 54
Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors 0 0 3 45 0 0 7 167
Multistep ahead forecasting of vector time series 0 0 0 17 0 1 2 51
Nested forecast model comparisons: A new approach to testing equal accuracy 0 0 0 62 0 1 3 194
On the real‐time predictive content of financial condition indices for growth 0 0 1 5 1 3 11 33
Pairwise tests of equal forecast accuracy (in Russian) 0 0 0 28 0 0 2 94
Parameter estimation and tests of equal forecast accuracy between non-nested models 0 2 4 86 0 3 10 215
Real-Time Forecasting and Scenario Analysis Using a Large Mixed-Frequency Bayesian VAR 0 0 3 16 2 7 18 79
Real-time forecast averaging with ALFRED 0 0 0 19 0 0 2 108
Reality Checks and Comparisons of Nested Predictive Models 0 0 1 14 0 1 4 52
Reality Checks and Comparisons of Nested Predictive Models 0 0 0 3 0 1 5 12
Regression-Based Tests of Predictive Ability 0 0 0 3 0 1 5 644
Robust out-of-sample inference 0 0 1 184 0 2 3 387
Should food be excluded from core CPI? 0 0 0 8 0 0 1 37
TESTS OF EQUAL FORECAST ACCURACY FOR OVERLAPPING MODELS 0 0 0 23 0 2 5 99
Tests of Equal Predictive Ability With Real-Time Data 0 0 0 114 0 1 1 262
Tests of Predictive Ability for Vector Autoregressions Used for Conditional Forecasting 0 0 0 3 1 3 4 35
Tests of equal accuracy for nested models with estimated factors 1 2 3 70 2 5 9 148
Tests of equal forecast accuracy and encompassing for nested models 1 1 6 823 7 9 31 2,003
The Predictive Content of the Output Gap for Inflation: Resolving In-Sample and Out-of-Sample Evidence 0 1 3 169 1 2 10 457
The power of tests of predictive ability in the presence of structural breaks 0 0 1 141 0 0 3 291
Tracking the U.S. Economy with Nowcasts 0 0 0 10 0 0 0 42
Uncertainty about when the Fed will raise interest rates 0 0 0 9 0 0 0 53
Using FOMC forecasts to forecast the economy 0 0 0 33 0 0 1 79
Using stock market liquidity to forecast recessions 0 0 0 23 0 0 0 71
Total Journal Articles 16 43 172 3,826 57 173 650 11,353

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 4 148 2 4 23 420
Chapter 3 Forecasting with Small Macroeconomic VARs in the Presence of Instabilities 0 1 1 3 0 1 4 7
Comment on "Taylor Rule Exchange Rate Forecasting during the Financial Crisis" 0 0 0 6 0 0 0 37
Consistent Testing for Structural Change at the Ends of the Sample 0 0 1 1 0 0 2 3
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 1 1 2
Total Chapters 0 1 6 158 2 6 30 469

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Statistics updated 2025-10-06