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 1 8 12
Advances in forecast evaluation 0 0 0 167 0 2 34 329
Advances in forecast evaluation 0 0 0 164 1 3 18 338
An Empirical Investigation of Direct and Iterated Multistep Conditional Forecasts 0 0 0 85 2 3 13 113
Are Continued Jobless Claims a Useful Gauge of Labor Market Conditions? 0 0 1 1 1 2 11 12
Are Initial Jobless Claims a Useful Gauge of Labor Market Conditions? 0 0 0 1 0 1 4 6
Asymptotic Inference for Performance Fees and the Predictability of Asset Returns 1 1 1 64 3 4 14 110
Averaging forecasts from VARs with uncertain instabilities 0 0 1 91 3 5 27 247
Averaging forecasts from VARs with uncertain instabilities 0 0 0 64 1 3 6 190
Averaging forecasts from VARs with uncertain instabilities 0 0 0 79 1 1 6 269
Binary Conditional Forecasts 0 0 0 55 1 2 11 83
Bootstrapping out-of-sample predictability tests with real-time data 0 0 2 32 0 2 12 57
COVID-19: Forecasting with Slow and Fast Data 0 0 0 0 6 7 12 12
Combining forecasts from nested models 0 0 0 147 2 6 16 622
Combining forecasts from nested models 0 0 0 107 2 5 11 438
Combining forecasts from nested models 0 0 0 48 2 2 9 140
Comment on 'Taylor rule exchange rate forecasting during the financial crisis' 0 0 0 41 1 2 9 83
Consistent testing for structural change at the ends of the sample 0 0 0 125 2 3 9 85
Core Inflation Revisited: Forecast Accuracy across Horizons 0 0 4 25 5 6 16 51
Diverging Tests of Equal Predictive Ability 0 0 1 60 2 3 16 67
Evaluating Conditional Forecasts from Vector Autoregressions 0 0 1 101 3 8 19 182
Evaluating Conditional Forecasts from Vector Autoregressions 0 1 1 122 2 8 15 151
Evaluating long-horizon forecasts 2 4 4 263 2 6 16 583
Evaluating the accuracy of forecasts from vector autoregressions 0 0 0 151 3 3 8 268
FRED-MD: A Monthly Database for Macroeconomic Research 0 2 25 277 8 40 148 1,016
FRED-QD: A Quarterly Database for Macroeconomic Research 0 0 2 32 3 14 29 155
FRED-QD: A Quarterly Database for Macroeconomic Research 0 0 1 61 4 7 23 116
Forecast disagreement among FOMC members 0 0 0 76 1 3 18 205
Forecast-based model selection in the presence of structural breaks 0 0 0 243 2 5 11 643
Forecasting of small macroeconomic VARs in the presence of instabilities 0 0 0 173 4 6 17 567
Forecasting with small macroeconomic VARs in the presence of instabilities 0 0 0 172 2 2 12 317
Growth-at-Risk is Investment-at-Risk 0 3 13 31 4 14 49 99
How COVID-19 May Be Affecting Inflation 0 0 0 2 1 1 3 7
How Well Are Inflation Expectations Anchored? Two Datasets Compared 0 0 10 10 1 2 19 19
Improving forecast accuracy by combining recursive and rolling forecasts 0 0 1 124 1 3 16 308
Improving forecast accuracy by combining recursive and rolling forecasts 0 0 2 639 2 5 36 2,232
In-sample tests of predictive ability: a new approach 0 0 0 125 2 2 4 202
In-sample tests of predictive ability: a new approach 0 0 0 36 4 5 10 87
Inference about predictive ability 0 0 0 237 4 27 41 542
Inflation Expectations and the Fed’s New Monetary Framework 0 0 1 1 1 2 8 10
Market-Based Measures of Inflation Risks 0 0 0 2 1 4 8 15
Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors 0 0 1 31 0 5 12 54
Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors 0 0 0 89 3 7 19 68
Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors 0 0 0 122 0 1 8 101
Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors 0 0 0 104 3 7 12 95
Multi-step ahead forecasting of vector time series 0 0 1 70 3 6 16 137
NEW MSE TESTS FOR EVALUATING FORECASTING PERFORMANCE: EMPIRICS AND BOOTSTRAP 0 0 0 66 0 0 11 230
Nested forecast model comparisons: a new approach to testing equal accuracy 0 0 0 132 4 5 19 288
Nested forecast model comparisons: a new approach to testing equal accuracy 0 0 0 79 0 2 12 258
On the Real-Time Predictive Content of Financial Conditions Indices for Growth 0 1 3 37 3 13 40 111
Out-of-Sample Inference with Annual Benchmark Revisions 0 0 23 23 3 3 20 20
Price Volatility and Headline Inflation 0 0 0 3 5 5 10 16
Real-Time Forecasting and Scenario Analysis using a Large Mixed-Frequency Bayesian VAR 1 1 1 119 4 6 14 265
Real-time forecast averaging with ALFRED 0 0 1 48 3 4 13 107
Reality checks and nested forecast model comparisons 0 0 0 85 4 4 15 177
Reconsidering the Fed's Inflation Forecasting Advantage 0 0 1 52 2 4 17 70
Regression-Based Tests of Predictive Ability 0 0 0 413 0 1 11 1,813
Regression-Based Tests of Predictive Ability 0 1 1 287 5 9 20 1,213
Testing for unconditional predictive ability 0 0 0 118 1 4 9 230
Tests of Conditional Predictive Ability: Existence, Size, and Power 0 0 0 43 4 6 14 43
Tests of Conditional Predictive Ability: Some Simulation Evidence 0 0 1 39 1 3 9 59
Tests of Equal Accuracy for Nested Models with Estimated Factors 0 0 2 158 1 1 10 209
Tests of Equal Forecast Accuracy and Encompassing for Nested Models 0 0 0 339 15 18 29 939
Tests of Equal Forecast Accuracy and Encompassing for Nested Models 0 0 2 1,288 8 53 140 4,094
Tests of equal forecast accuracy and encompassing for nested models 0 0 2 498 15 15 30 1,453
Tests of equal forecast accuracy for overlapping models 0 0 0 70 4 4 10 170
Tests of equal forecast accuracy for overlapping models 0 0 0 81 9 13 29 236
Tests of equal predictive ability with real-time data 0 0 0 76 0 4 8 172
Tests of equal predictive ability with real-time data 0 0 0 179 3 6 12 445
The Effects of a “Low-Fire, Low-Hire” Economy on Workers 0 1 1 1 1 4 4 4
The Predictive Content of the Output Gap for Inflation: Resolving In-Sample and Out-of-Sample Evidence 0 0 0 1 1 3 11 271
The St. Louis Fed's Financial Stress Index, Version 2.0 0 3 9 20 4 28 64 89
The predictive content of the output gap for inflation: resolving in-sample and out-of-sample evidence 0 0 2 167 1 4 16 516
Using Core Inflation to Predict Headline Inflation 0 1 4 36 4 7 23 73
What Are Financial Market Stress Indexes Showing? 0 0 0 2 3 3 11 15
What Do Components of Key Inflation Measures Say about Future Inflation? 0 0 0 1 2 2 6 9
Will High Inflation Persist? 0 0 1 8 1 4 9 22
Total Working Papers 4 19 129 9,124 210 494 1,485 25,060

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 1 2 23 102
An empirical investigation of direct and iterated multistep conditional forecasts 0 0 2 17 4 6 13 68
Asymptotic Inference for Performance Fees and the Predictability of Asset Returns 0 0 0 3 1 1 9 39
Asymptotics for out of sample tests of Granger causality 1 3 8 722 5 9 30 1,366
Averaging forecasts from VARs with uncertain instabilities 0 0 0 2 0 1 10 26
Averaging forecasts from VARs with uncertain instabilities 0 0 0 131 4 6 18 398
Binary Conditional Forecasts 0 0 1 8 2 2 12 26
Bootstrapping out-of-sample predictability tests with real-time data 0 0 0 0 2 4 8 10
Combining Forecasts from Nested Models* 0 0 1 73 0 2 11 380
Comment 0 0 0 2 0 0 3 41
Disagreement at the FOMC: the dissenting votes are just part of the story 0 0 0 11 6 7 12 68
Diverging Tests of Equal Predictive Ability 0 0 0 8 1 2 9 46
Evaluating Direct Multistep Forecasts 0 0 2 217 2 3 14 473
Evaluating the Predictability of Exchange Rates Using Long-Horizon Regressions: Mind Your p's and q's! 0 0 0 0 0 2 9 235
FRED-MD: A Monthly Database for Macroeconomic Research 8 27 90 457 25 71 286 1,467
FRED-QD: A Quarterly Database for Macroeconomic Research 1 2 11 66 14 43 153 553
Factor-based prediction of industry-wide bank stress 0 0 0 17 0 1 6 100
Following the Fed with a news tracker 0 0 0 3 0 1 6 42
Housing's role in a recovery 0 0 0 7 1 2 3 47
How accurate are forecasts in a recession? 0 0 0 50 1 7 12 135
IMPROVING FORECAST ACCURACY BY COMBINING RECURSIVE AND ROLLING FORECASTS 0 0 0 109 2 6 24 407
In-sample tests of predictive ability: A new approach 0 0 1 46 9 14 21 135
Initial claims and employment growth: are we at the threshold? 0 0 0 12 0 2 5 58
Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors 0 0 2 45 2 10 24 188
Multistep ahead forecasting of vector time series 0 0 0 17 1 2 9 59
Nested forecast model comparisons: A new approach to testing equal accuracy 0 0 0 62 3 4 11 204
On the real‐time predictive content of financial condition indices for growth 0 0 0 5 2 5 14 44
Pairwise tests of equal forecast accuracy (in Russian) 0 0 0 28 1 1 7 101
Parameter estimation and tests of equal forecast accuracy between non-nested models 0 1 4 88 1 2 14 225
Real-Time Forecasting and Scenario Analysis Using a Large Mixed-Frequency Bayesian VAR 1 2 4 19 8 12 36 106
Real-time forecast averaging with ALFRED 0 0 0 19 5 6 10 118
Reality Checks and Comparisons of Nested Predictive Models 0 0 0 14 2 4 6 57
Reality Checks and Comparisons of Nested Predictive Models 0 0 1 4 0 4 11 22
Reconsidering the Fed's Inflation Forecasting Advantage 0 0 3 6 4 8 18 23
Regression-Based Tests of Predictive Ability 0 0 0 3 2 6 23 666
Robust out-of-sample inference 0 0 1 185 2 4 13 398
Should food be excluded from core CPI? 0 0 0 8 1 4 4 41
TESTS OF EQUAL FORECAST ACCURACY FOR OVERLAPPING MODELS 0 0 0 23 2 5 11 107
Tests of Equal Predictive Ability With Real-Time Data 0 0 0 114 4 7 13 274
Tests of Predictive Ability for Vector Autoregressions Used for Conditional Forecasting 0 0 0 3 0 0 5 37
Tests of equal accuracy for nested models with estimated factors 0 0 2 70 3 5 16 159
Tests of equal forecast accuracy and encompassing for nested models 1 2 4 825 9 18 47 2,038
The Predictive Content of the Output Gap for Inflation: Resolving In-Sample and Out-of-Sample Evidence 0 0 1 169 2 6 14 468
The power of tests of predictive ability in the presence of structural breaks 0 1 2 142 2 6 14 303
Tracking the U.S. Economy with Nowcasts 0 0 0 10 2 3 5 47
Uncertainty about when the Fed will raise interest rates 0 0 0 9 1 2 2 55
Using FOMC forecasts to forecast the economy 0 0 0 33 3 5 9 87
Using stock market liquidity to forecast recessions 0 0 0 23 1 4 8 79
Total Journal Articles 12 38 143 3,909 143 327 1,041 12,128

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 4 152 2 7 49 462
Chapter 3 Forecasting with Small Macroeconomic VARs in the Presence of Instabilities 0 0 1 3 0 1 9 13
Comment on "Taylor Rule Exchange Rate Forecasting during the Financial Crisis" 0 0 0 6 3 3 8 45
Consistent Testing for Structural Change at the Ends of the Sample 0 0 0 1 5 6 9 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 1 1 2 3
Total Chapters 0 1 5 162 11 18 77 534

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