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 2 5 0 0 8 12
Advances in forecast evaluation 0 1 1 168 2 3 33 332
Advances in forecast evaluation 0 0 0 164 1 2 19 341
An Empirical Investigation of Direct and Iterated Multistep Conditional Forecasts 0 0 0 85 1 2 15 116
Are Continued Jobless Claims a Useful Gauge of Labor Market Conditions? 0 0 1 1 1 1 10 13
Are Initial Jobless Claims a Useful Gauge of Labor Market Conditions? 0 0 0 1 0 0 3 6
Asymptotic Inference for Performance Fees and the Predictability of Asset Returns 0 0 1 64 0 0 12 110
Averaging forecasts from VARs with uncertain instabilities 0 0 0 64 2 4 10 194
Averaging forecasts from VARs with uncertain instabilities 0 0 0 79 0 0 6 269
Averaging forecasts from VARs with uncertain instabilities 0 0 1 91 0 1 26 249
Binary Conditional Forecasts 0 0 0 55 0 0 10 83
Bootstrapping out-of-sample predictability tests with real-time data 0 0 2 32 1 2 10 59
COVID-19: Forecasting with Slow and Fast Data 0 0 0 0 0 0 10 12
Combining forecasts from nested models 0 0 0 147 0 1 16 623
Combining forecasts from nested models 0 0 0 107 2 3 13 441
Combining forecasts from nested models 0 0 0 48 2 2 10 142
Comment on 'Taylor rule exchange rate forecasting during the financial crisis' 0 0 0 41 0 2 10 86
Consistent testing for structural change at the ends of the sample 0 0 0 125 2 2 11 87
Core Inflation Revisited: Forecast Accuracy across Horizons 0 1 3 26 2 5 19 56
Diverging Tests of Equal Predictive Ability 0 0 0 60 0 0 16 68
Evaluating Conditional Forecasts from Vector Autoregressions 0 0 1 122 0 1 16 152
Evaluating Conditional Forecasts from Vector Autoregressions 0 1 2 102 1 4 23 187
Evaluating long-horizon forecasts 0 0 4 263 2 3 19 587
Evaluating the accuracy of forecasts from vector autoregressions 0 1 1 152 3 5 12 273
FRED-MD: A Monthly Database for Macroeconomic Research 1 5 20 285 6 20 140 1,045
FRED-QD: A Quarterly Database for Macroeconomic Research 0 1 1 62 0 2 23 119
FRED-QD: A Quarterly Database for Macroeconomic Research 0 0 1 32 1 4 30 159
Forecast disagreement among FOMC members 0 0 0 76 1 1 16 206
Forecast-based model selection in the presence of structural breaks 0 0 1 244 0 0 11 644
Forecasting of small macroeconomic VARs in the presence of instabilities 0 0 0 173 1 2 20 571
Forecasting with small macroeconomic VARs in the presence of instabilities 0 0 0 172 0 0 12 318
Growth-at-Risk is Investment-at-Risk 1 5 13 36 3 13 51 113
How COVID-19 May Be Affecting Inflation 0 0 0 2 0 0 3 7
How Well Are Inflation Expectations Anchored? Two Datasets Compared 0 0 10 10 1 1 22 22
Improving forecast accuracy by combining recursive and rolling forecasts 0 0 1 124 1 1 17 309
Improving forecast accuracy by combining recursive and rolling forecasts 0 0 1 639 0 4 36 2,238
In-sample tests of predictive ability: a new approach 0 0 0 36 1 1 10 88
In-sample tests of predictive ability: a new approach 0 0 0 125 0 0 3 202
Inference about predictive ability 0 0 0 237 1 2 43 544
Inflation Expectations and the Fed’s New Monetary Framework 0 0 0 1 0 1 8 12
Market-Based Measures of Inflation Risks 0 0 0 2 0 1 8 16
Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors 0 0 0 122 1 1 8 102
Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors 0 0 0 89 1 1 19 69
Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors 0 0 0 104 2 2 14 98
Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors 0 0 0 31 0 1 13 56
Multi-step ahead forecasting of vector time series 0 0 0 70 0 0 14 137
NEW MSE TESTS FOR EVALUATING FORECASTING PERFORMANCE: EMPIRICS AND BOOTSTRAP 0 0 0 66 1 2 15 235
Nested forecast model comparisons: a new approach to testing equal accuracy 0 0 0 132 3 3 21 292
Nested forecast model comparisons: a new approach to testing equal accuracy 0 0 0 79 1 1 13 259
On the Real-Time Predictive Content of Financial Conditions Indices for Growth 0 0 2 37 2 2 40 114
Out-of-Sample Inference with Annual Benchmark Revisions 0 0 23 23 0 1 21 21
Price Volatility and Headline Inflation 0 1 1 4 0 1 10 17
Real-Time Forecasting and Scenario Analysis using a Large Mixed-Frequency Bayesian VAR 0 0 1 119 0 0 15 266
Real-time forecast averaging with ALFRED 0 0 1 48 0 3 16 110
Reality checks and nested forecast model comparisons 0 0 0 85 3 4 20 183
Reconsidering the Fed's Inflation Forecasting Advantage 0 0 1 52 1 4 18 74
Regression-Based Tests of Predictive Ability 0 0 1 287 1 1 21 1,214
Regression-Based Tests of Predictive Ability 0 0 0 413 0 3 12 1,816
Testing for unconditional predictive ability 0 0 0 118 1 1 9 231
Tests of Conditional Predictive Ability: Existence, Size, and Power 0 0 0 43 1 2 16 46
Tests of Conditional Predictive Ability: Some Simulation Evidence 0 0 0 39 0 1 10 61
Tests of Equal Accuracy for Nested Models with Estimated Factors 0 1 2 159 1 3 11 212
Tests of Equal Forecast Accuracy and Encompassing for Nested Models 0 0 0 339 3 4 35 945
Tests of Equal Forecast Accuracy and Encompassing for Nested Models 0 2 4 1,290 3 6 151 4,106
Tests of equal forecast accuracy and encompassing for nested models 0 0 1 498 0 1 30 1,455
Tests of equal forecast accuracy for overlapping models 0 0 0 70 0 1 10 172
Tests of equal forecast accuracy for overlapping models 0 1 1 82 2 3 32 240
Tests of equal predictive ability with real-time data 0 0 0 76 2 2 10 174
Tests of equal predictive ability with real-time data 0 0 0 179 2 4 16 449
The Effects of a “Low-Fire, Low-Hire” Economy on Workers 0 0 1 1 1 3 9 9
The Predictive Content of the Output Gap for Inflation: Resolving In-Sample and Out-of-Sample Evidence 0 0 0 1 1 2 13 274
The St. Louis Fed's Financial Stress Index, Version 2.0 0 2 6 23 1 6 61 98
The predictive content of the output gap for inflation: resolving in-sample and out-of-sample evidence 0 0 2 167 0 0 15 516
Using Core Inflation to Predict Headline Inflation 0 1 4 37 0 2 18 75
What Are Financial Market Stress Indexes Showing? 0 0 0 2 0 1 12 16
What Do Components of Key Inflation Measures Say about Future Inflation? 0 0 0 1 0 0 6 10
Will High Inflation Persist? 0 0 1 8 0 0 9 22
Total Working Papers 2 23 119 9,152 72 168 1,553 25,285

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 3 24 0 1 22 104
An empirical investigation of direct and iterated multistep conditional forecasts 0 1 2 18 1 2 11 70
Asymptotic Inference for Performance Fees and the Predictability of Asset Returns 0 0 0 3 0 0 7 39
Asymptotics for out of sample tests of Granger causality 0 1 5 723 3 7 31 1,373
Averaging forecasts from VARs with uncertain instabilities 0 0 0 2 1 1 10 28
Averaging forecasts from VARs with uncertain instabilities 0 0 0 131 1 4 23 404
Binary Conditional Forecasts 0 0 1 8 0 0 12 26
Bootstrapping out-of-sample predictability tests with real-time data 0 0 0 0 2 2 10 12
Combining Forecasts from Nested Models* 0 0 0 73 0 0 8 380
Comment 0 0 0 2 0 1 4 42
Disagreement at the FOMC: the dissenting votes are just part of the story 0 0 0 11 2 4 16 73
Diverging Tests of Equal Predictive Ability 0 0 0 8 0 0 7 47
Evaluating Direct Multistep Forecasts 0 0 1 217 4 6 16 479
Evaluating the Predictability of Exchange Rates Using Long-Horizon Regressions: Mind Your p's and q's! 0 0 0 0 0 0 8 235
FRED-MD: A Monthly Database for Macroeconomic Research 4 23 93 487 14 83 299 1,574
FRED-QD: A Quarterly Database for Macroeconomic Research 0 1 9 68 7 18 141 581
Factor-based prediction of industry-wide bank stress 0 0 0 17 1 2 9 103
Following the Fed with a news tracker 0 0 0 3 0 0 5 42
Housing's role in a recovery 0 0 0 7 0 0 3 47
How accurate are forecasts in a recession? 0 0 0 50 0 0 13 136
IMPROVING FORECAST ACCURACY BY COMBINING RECURSIVE AND ROLLING FORECASTS 0 0 0 109 1 2 21 411
In-sample tests of predictive ability: A new approach 0 0 1 46 2 5 26 141
Initial claims and employment growth: are we at the threshold? 0 0 0 12 0 0 4 58
Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors 0 0 0 45 1 2 26 193
Multistep ahead forecasting of vector time series 0 0 0 17 0 0 8 59
Nested forecast model comparisons: A new approach to testing equal accuracy 1 1 1 63 3 4 14 208
On the real‐time predictive content of financial condition indices for growth 0 1 1 6 1 2 15 47
Pairwise tests of equal forecast accuracy (in Russian) 0 0 0 28 0 0 8 102
Parameter estimation and tests of equal forecast accuracy between non-nested models 0 0 2 88 0 1 12 227
Real-Time Forecasting and Scenario Analysis Using a Large Mixed-Frequency Bayesian VAR 0 0 3 19 1 3 32 109
Real-time forecast averaging with ALFRED 0 0 0 19 0 0 11 119
Reality Checks and Comparisons of Nested Predictive Models 0 0 1 4 0 1 11 23
Reality Checks and Comparisons of Nested Predictive Models 0 0 0 14 1 1 7 59
Reconsidering the Fed's Inflation Forecasting Advantage 0 0 2 6 1 1 18 25
Regression-Based Tests of Predictive Ability 0 0 0 3 0 1 23 667
Robust out-of-sample inference 0 0 1 185 0 2 13 400
Should food be excluded from core CPI? 0 0 0 8 1 1 6 43
TESTS OF EQUAL FORECAST ACCURACY FOR OVERLAPPING MODELS 0 0 0 23 0 1 12 111
Tests of Equal Predictive Ability With Real-Time Data 0 0 0 114 0 1 13 275
Tests of Predictive Ability for Vector Autoregressions Used for Conditional Forecasting 0 0 0 3 0 1 4 38
Tests of equal accuracy for nested models with estimated factors 0 0 1 70 0 0 14 160
Tests of equal forecast accuracy and encompassing for nested models 0 2 5 827 2 9 56 2,052
The Predictive Content of the Output Gap for Inflation: Resolving In-Sample and Out-of-Sample Evidence 0 0 0 169 1 2 14 470
The power of tests of predictive ability in the presence of structural breaks 0 0 1 142 0 1 13 304
Tracking the U.S. Economy with Nowcasts 0 0 0 10 0 0 5 47
Uncertainty about when the Fed will raise interest rates 0 0 0 9 0 0 2 55
Using FOMC forecasts to forecast the economy 0 0 0 33 0 0 8 87
Using stock market liquidity to forecast recessions 0 0 0 23 0 0 9 80
Total Journal Articles 5 30 133 3,947 51 172 1,060 12,365

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Advances in Forecast Evaluation 0 1 6 154 5 8 53 471
Chapter 3 Forecasting with Small Macroeconomic VARs in the Presence of Instabilities 0 0 0 3 0 0 6 13
Comment on "Taylor Rule Exchange Rate Forecasting during the Financial Crisis" 0 0 0 6 0 0 8 45
Consistent Testing for Structural Change at the Ends of the Sample 0 0 0 1 0 0 8 11
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 3
Total Chapters 0 1 6 164 5 8 76 543

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