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 4 4 1 4 8 8
Advances in forecast evaluation 0 0 3 164 6 7 13 329
Advances in forecast evaluation 0 0 0 167 12 17 21 316
An Empirical Investigation of Direct and Iterated Multistep Conditional Forecasts 0 0 0 85 3 5 8 106
Are Continued Jobless Claims a Useful Gauge of Labor Market Conditions? 0 1 1 1 1 3 8 8
Are Initial Jobless Claims a Useful Gauge of Labor Market Conditions? 0 0 1 1 1 2 5 5
Asymptotic Inference for Performance Fees and the Predictability of Asset Returns 0 0 0 63 1 3 6 102
Averaging forecasts from VARs with uncertain instabilities 0 0 0 79 0 1 2 265
Averaging forecasts from VARs with uncertain instabilities 0 0 0 64 1 3 6 187
Averaging forecasts from VARs with uncertain instabilities 0 0 2 91 4 11 20 238
Binary Conditional Forecasts 0 0 0 55 1 4 8 78
Bootstrapping out-of-sample predictability tests with real-time data 1 2 3 32 4 6 12 55
COVID-19: Forecasting with Slow and Fast Data 0 0 0 0 0 0 2 2
Combining forecasts from nested models 0 0 0 48 2 3 5 135
Combining forecasts from nested models 0 0 0 107 2 3 5 431
Combining forecasts from nested models 0 0 0 147 4 6 8 613
Comment on 'Taylor rule exchange rate forecasting during the financial crisis' 0 0 0 41 1 1 4 78
Consistent testing for structural change at the ends of the sample 0 0 0 125 1 2 5 81
Core Inflation Revisited: Forecast Accuracy across Horizons 0 1 5 25 2 5 11 43
Diverging Tests of Equal Predictive Ability 0 0 1 60 0 3 6 56
Evaluating Conditional Forecasts from Vector Autoregressions 0 1 1 101 4 9 10 173
Evaluating Conditional Forecasts from Vector Autoregressions 0 0 0 121 0 3 5 141
Evaluating long-horizon forecasts 0 0 0 259 1 3 4 571
Evaluating the accuracy of forecasts from vector autoregressions 0 0 0 151 0 2 5 264
FRED-MD: A Monthly Database for Macroeconomic Research 2 7 28 274 19 46 128 965
FRED-QD: A Quarterly Database for Macroeconomic Research 0 0 2 31 2 5 12 134
FRED-QD: A Quarterly Database for Macroeconomic Research 0 0 1 61 2 8 13 105
Forecast disagreement among FOMC members 0 0 0 76 1 9 12 199
Forecast-based model selection in the presence of structural breaks 0 0 0 243 2 2 3 635
Forecasting of small macroeconomic VARs in the presence of instabilities 0 0 0 173 5 7 9 558
Forecasting with small macroeconomic VARs in the presence of instabilities 0 0 0 172 2 4 7 310
Growth-at-Risk is Investment-at-Risk 1 2 10 26 7 12 38 78
How COVID-19 May Be Affecting Inflation 0 0 0 2 1 2 2 6
How Well Are Inflation Expectations Anchored? Two Datasets Compared 0 9 9 9 1 13 13 13
Improving forecast accuracy by combining recursive and rolling forecasts 1 1 1 124 3 7 9 299
Improving forecast accuracy by combining recursive and rolling forecasts 0 1 2 639 10 17 25 2,220
In-sample tests of predictive ability: a new approach 0 0 0 36 0 2 3 80
In-sample tests of predictive ability: a new approach 0 0 1 125 0 0 5 199
Inference about predictive ability 0 0 0 237 1 1 1 502
Inflation Expectations and the Fed’s New Monetary Framework 0 0 1 1 1 1 3 5
Market-Based Measures of Inflation Risks 0 0 0 2 1 2 3 10
Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors 0 0 1 31 2 3 4 46
Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors 0 0 1 89 1 5 10 56
Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors 0 0 1 104 0 1 3 85
Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors 0 0 0 122 0 2 5 98
Multi-step ahead forecasting of vector time series 0 0 1 70 1 5 8 129
NEW MSE TESTS FOR EVALUATING FORECASTING PERFORMANCE: EMPIRICS AND BOOTSTRAP 0 0 0 66 3 8 10 228
Nested forecast model comparisons: a new approach to testing equal accuracy 0 0 0 79 2 7 7 253
Nested forecast model comparisons: a new approach to testing equal accuracy 0 0 0 132 2 10 12 281
On the Real-Time Predictive Content of Financial Conditions Indices for Growth 0 1 2 36 8 14 18 89
Out-of-Sample Inference with Annual Benchmark Revisions 0 3 23 23 3 8 16 16
Price Volatility and Headline Inflation 0 0 0 3 0 2 4 9
Real-Time Forecasting and Scenario Analysis using a Large Mixed-Frequency Bayesian VAR 0 0 0 118 0 4 5 256
Real-time forecast averaging with ALFRED 0 1 2 48 3 6 9 102
Reality checks and nested forecast model comparisons 0 0 0 85 2 9 10 172
Reconsidering the Fed's Inflation Forecasting Advantage 0 1 3 52 0 5 15 62
Regression-Based Tests of Predictive Ability 0 0 0 413 0 4 7 1,808
Regression-Based Tests of Predictive Ability 0 0 1 286 3 3 4 1,196
Testing for unconditional predictive ability 0 0 0 118 0 3 4 225
Tests of Conditional Predictive Ability: Existence, Size, and Power 0 0 0 43 2 4 6 35
Tests of Conditional Predictive Ability: Some Simulation Evidence 0 0 1 39 2 4 5 55
Tests of Equal Accuracy for Nested Models with Estimated Factors 0 0 3 158 2 5 11 208
Tests of Equal Forecast Accuracy and Encompassing for Nested Models 1 1 2 1,288 4 19 29 3,976
Tests of Equal Forecast Accuracy and Encompassing for Nested Models 0 0 1 339 3 6 8 917
Tests of equal forecast accuracy and encompassing for nested models 0 0 2 498 5 7 12 1,435
Tests of equal forecast accuracy for overlapping models 0 0 0 81 2 8 9 216
Tests of equal forecast accuracy for overlapping models 0 0 0 70 0 1 5 164
Tests of equal predictive ability with real-time data 0 0 0 179 1 4 7 438
Tests of equal predictive ability with real-time data 0 0 0 76 0 2 4 166
The Predictive Content of the Output Gap for Inflation: Resolving In-Sample and Out-of-Sample Evidence 0 0 0 1 2 7 8 268
The St. Louis Fed's Financial Stress Index, Version 2.0 0 0 11 17 12 18 38 56
The predictive content of the output gap for inflation: resolving in-sample and out-of-sample evidence 0 2 2 167 1 10 11 511
Using Core Inflation to Predict Headline Inflation 0 2 5 35 2 5 19 63
What Are Financial Market Stress Indexes Showing? 0 0 0 2 2 2 2 6
What Do Components of Key Inflation Measures Say about Future Inflation? 0 0 0 1 0 1 2 5
Will High Inflation Persist? 0 0 1 8 1 3 4 17
Total Working Papers 6 37 139 9,099 181 449 804 24,250

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 14 24 2 7 34 95
An empirical investigation of direct and iterated multistep conditional forecasts 0 1 2 17 0 2 9 62
Asymptotic Inference for Performance Fees and the Predictability of Asset Returns 0 0 0 3 2 3 5 35
Asymptotics for out of sample tests of Granger causality 1 1 7 719 3 9 21 1,351
Averaging forecasts from VARs with uncertain instabilities 0 0 0 2 2 4 7 22
Averaging forecasts from VARs with uncertain instabilities 0 0 1 131 3 8 11 389
Binary Conditional Forecasts 0 0 2 8 3 5 8 21
Bootstrapping out-of-sample predictability tests with real-time data 0 0 0 0 1 2 4 4
Combining Forecasts from Nested Models* 0 0 1 73 1 3 8 375
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 2 3 59
Diverging Tests of Equal Predictive Ability 0 0 0 8 2 2 5 42
Evaluating Direct Multistep Forecasts 0 1 3 217 1 3 9 466
Evaluating the Predictability of Exchange Rates Using Long-Horizon Regressions: Mind Your p's and q's! 0 0 0 0 3 5 6 232
FRED-MD: A Monthly Database for Macroeconomic Research 9 24 80 425 25 72 269 1,374
FRED-QD: A Quarterly Database for Macroeconomic Research 0 1 14 63 22 44 131 491
Factor-based prediction of industry-wide bank stress 0 0 0 17 2 2 4 96
Following the Fed with a news tracker 0 0 0 3 0 1 3 38
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 2 2 3 125
IMPROVING FORECAST ACCURACY BY COMBINING RECURSIVE AND ROLLING FORECASTS 0 0 0 109 1 6 15 396
In-sample tests of predictive ability: A new approach 1 1 1 46 3 4 8 119
Initial claims and employment growth: are we at the threshold? 0 0 1 12 0 1 5 55
Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors 0 0 3 45 1 3 8 170
Multistep ahead forecasting of vector time series 0 0 0 17 1 2 4 53
Nested forecast model comparisons: A new approach to testing equal accuracy 0 0 0 62 3 3 6 197
On the real‐time predictive content of financial condition indices for growth 0 0 1 5 0 3 12 36
Pairwise tests of equal forecast accuracy (in Russian) 0 0 0 28 1 1 2 95
Parameter estimation and tests of equal forecast accuracy between non-nested models 0 0 2 86 2 2 7 217
Real-Time Forecasting and Scenario Analysis Using a Large Mixed-Frequency Bayesian VAR 0 1 4 17 2 5 20 84
Real-time forecast averaging with ALFRED 0 0 0 19 1 1 2 109
Reality Checks and Comparisons of Nested Predictive Models 0 0 0 14 0 0 3 52
Reality Checks and Comparisons of Nested Predictive Models 0 1 1 4 0 2 6 14
Reconsidering the Fed's Inflation Forecasting Advantage 0 2 6 6 1 5 13 13
Regression-Based Tests of Predictive Ability 0 0 0 3 2 9 12 653
Robust out-of-sample inference 0 0 1 184 0 2 5 389
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 0 5 99
Tests of Equal Predictive Ability With Real-Time Data 0 0 0 114 0 1 2 263
Tests of Predictive Ability for Vector Autoregressions Used for Conditional Forecasting 0 0 0 3 1 1 4 36
Tests of equal accuracy for nested models with estimated factors 0 0 3 70 3 4 12 152
Tests of equal forecast accuracy and encompassing for nested models 0 0 2 823 2 13 37 2,016
The Predictive Content of the Output Gap for Inflation: Resolving In-Sample and Out-of-Sample Evidence 0 0 1 169 2 4 10 461
The power of tests of predictive ability in the presence of structural breaks 0 0 1 141 3 3 5 294
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 1 1 2 80
Using stock market liquidity to forecast recessions 0 0 0 23 1 1 1 72
Total Journal Articles 11 33 152 3,863 105 253 748 11,616

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Advances in Forecast Evaluation 2 2 6 150 19 23 45 443
Chapter 3 Forecasting with Small Macroeconomic VARs in the Presence of Instabilities 0 0 1 3 1 2 6 9
Comment on "Taylor Rule Exchange Rate Forecasting during the Financial Crisis" 0 0 0 6 2 2 2 39
Consistent Testing for Structural Change at the Ends of the Sample 0 0 1 1 0 1 3 4
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 2 2 8 160 22 28 57 497

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Statistics updated 2026-01-09