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 1 6 146 2 5 21 249
Advances in forecast evaluation 0 0 1 153 1 1 8 233
An Empirical Investigation of Direct and Iterated Multistep Conditional Forecasts 1 4 10 81 1 6 26 57
Asymptotic Inference for Performance Fees and the Predictability of Asset Returns 0 1 5 61 0 1 7 85
Averaging forecasts from VARs with uncertain instabilities 0 0 0 84 0 1 3 188
Averaging forecasts from VARs with uncertain instabilities 0 0 0 63 0 3 6 162
Averaging forecasts from VARs with uncertain instabilities 0 0 0 79 0 1 3 241
Combining forecasts from nested models 1 2 2 105 4 14 29 395
Combining forecasts from nested models 0 0 0 48 0 2 3 117
Combining forecasts from nested models 0 0 0 146 1 4 23 562
Comment on "Taylor rule exchange rate forecasting during the financial crisis" 0 0 0 39 0 1 2 68
Consistent testing for structural change at the ends of the sample 0 1 1 124 0 0 2 54
Evaluating Conditional Forecasts from Vector Autoregressions 0 0 2 111 1 4 11 88
Evaluating Conditional Forecasts from Vector Autoregressions 0 0 1 89 0 1 9 117
Evaluating long-horizon forecasts 0 0 3 252 0 1 10 530
Evaluating the accuracy of forecasts from vector autoregressions 0 0 4 143 0 2 12 209
FRED-MD: A Monthly Database for Macroeconomic Research 0 7 13 143 8 23 84 301
Forecast disagreement among FOMC members 0 0 0 69 0 0 0 157
Forecast-based model selection in the presence of structural breaks 0 0 0 238 0 2 4 616
Forecasting of small macroeconomic VARs in the presence of instabilities 0 0 0 167 1 2 4 522
Forecasting with small macroeconomic VARs in the presence of instabilities 1 1 3 168 1 4 13 273
Improving forecast accuracy by combining recursive and rolling forecasts 0 1 6 623 1 6 20 2,096
Improving forecast accuracy by combining recursive and rolling forecasts 0 0 1 119 0 2 11 251
In-sample tests of predictive ability: a new approach 0 0 0 124 1 3 3 170
In-sample tests of predictive ability: a new approach 0 0 0 36 0 1 1 69
Inference about predictive ability 1 1 1 233 1 2 3 475
Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors 0 0 6 103 1 3 24 55
Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors 1 2 8 114 4 6 31 59
Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors 0 0 3 79 0 1 8 21
Multi-step ahead forecasting of vector time series 0 0 0 64 0 0 3 102
NEW MSE TESTS FOR EVALUATING FORECASTING PERFORMANCE: EMPIRICS AND BOOTSTRAP 0 1 2 65 0 3 4 214
Nested forecast model comparisons: a new approach to testing equal accuracy 0 0 2 127 1 4 12 246
Nested forecast model comparisons: a new approach to testing equal accuracy 0 0 1 74 1 3 6 163
Real-Time Forecasting with a Large, Mixed Frequency, Bayesian VAR 1 3 5 97 3 10 29 138
Real-time forecast averaging with ALFRED 0 0 0 45 0 0 0 76
Reality checks and nested forecast model comparisons 0 0 1 82 0 1 7 150
Regression-Based Tests of Predictive Ability 0 0 2 281 4 7 15 1,137
Regression-Based Tests of Predictive Ability 0 0 2 403 1 6 17 1,749
Testing for unconditional predictive ability 0 0 4 114 3 4 10 200
Tests of Conditional Predictive Ability: Some Simulation Evidence 1 25 25 25 2 10 10 10
Tests of Equal Accuracy for Nested Models with Estimated Factors 0 4 13 122 2 8 27 115
Tests of Equal Forecast Accuracy and Encompassing for Nested Models 0 1 3 1,266 0 3 10 3,849
Tests of Equal Forecast Accuracy and Encompassing for Nested Models 0 1 6 295 2 5 20 790
Tests of equal forecast accuracy and encompassing for nested models 0 0 6 487 1 5 23 1,352
Tests of equal forecast accuracy for overlapping models 0 0 0 67 1 1 2 130
Tests of equal forecast accuracy for overlapping models 0 0 0 79 2 2 8 151
Tests of equal predictive ability with real-time data 0 0 0 69 0 0 1 136
Tests of equal predictive ability with real-time data 0 0 1 176 0 1 6 407
The Predictive Content of the Output Gap for Inflation: Resolving In-Sample and Out-of-Sample Evidence 0 0 0 1 0 4 8 235
The predictive content of the output gap for inflation: resolving in-sample and out-of-sample evidence 0 2 2 156 1 4 5 460
Total Working Papers 7 58 151 8,035 52 183 604 20,230


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 0 5 0 2 2 22
Asymptotic Inference for Performance Fees and the Predictability of Asset Returns 0 0 0 0 0 0 11 11
Asymptotics for out of sample tests of Granger causality 1 16 54 556 5 27 105 990
Averaging forecasts from VARs with uncertain instabilities 0 1 1 119 0 3 8 330
Combining Forecasts from Nested Models 0 0 0 72 1 5 25 337
Comment 0 0 0 2 0 0 1 18
Disagreement at the FOMC: the dissenting votes are just part of the story 0 0 0 11 0 0 0 43
Evaluating Direct Multistep Forecasts 3 5 15 169 7 12 29 343
Evaluating the Predictability of Exchange Rates Using Long-Horizon Regressions: Mind Your p's and q's! 0 0 0 0 1 2 7 207
FRED-MD: A Monthly Database for Macroeconomic Research 2 3 7 8 3 13 34 40
Factor-based prediction of industry-wide bank stress 0 0 1 12 0 1 7 59
Following the Fed with a news tracker 0 0 0 3 0 0 0 30
Housing's role in a recovery 0 0 0 7 0 0 0 36
How accurate are forecasts in a recession? 0 1 1 46 0 2 3 112
IMPROVING FORECAST ACCURACY BY COMBINING RECURSIVE AND ROLLING FORECASTS 0 0 2 103 1 4 18 312
In-sample tests of predictive ability: A new approach 1 2 6 29 1 4 9 73
Initial claims and employment growth: are we at the threshold? 0 0 0 8 0 0 1 37
Multistep ahead forecasting of vector time series 0 0 0 12 1 3 7 33
Nested forecast model comparisons: A new approach to testing equal accuracy 0 3 6 45 2 8 19 126
Pairwise tests of equal forecast accuracy (in Russian) 0 0 0 26 0 0 2 85
Parameter estimation and tests of equal forecast accuracy between non-nested models 0 1 1 54 0 2 3 142
Real-time forecast averaging with ALFRED 0 0 0 18 0 1 3 90
Reality Checks and Comparisons of Nested Predictive Models 0 0 0 11 0 1 2 40
Regression-Based Tests of Predictive Ability 0 0 0 3 2 5 11 554
Robust out-of-sample inference 0 0 3 157 0 2 7 317
Should food be excluded from core CPI? 0 0 1 8 0 0 4 32
TESTS OF EQUAL FORECAST ACCURACY FOR OVERLAPPING MODELS 0 0 0 22 0 0 3 60
Tests of Equal Predictive Ability With Real-Time Data 1 1 6 102 1 4 16 224
Tests of Predictive Ability for Vector Autoregressions Used for Conditional Forecasting 0 0 2 2 1 2 9 13
Tests of equal accuracy for nested models with estimated factors 3 4 7 18 3 5 17 46
Tests of equal forecast accuracy and encompassing for nested models 6 14 41 569 17 49 105 1,361
The Predictive Content of the Output Gap for Inflation: Resolving In-Sample and Out-of-Sample Evidence 1 2 2 157 1 3 7 401
The power of tests of predictive ability in the presence of structural breaks 0 0 3 124 1 1 9 247
Tracking the U.S. Economy with Nowcasts 0 0 2 5 0 2 8 27
Uncertainty about when the Fed will raise interest rates 0 0 0 7 0 0 2 49
Using FOMC forecasts to forecast the economy 0 1 2 30 0 1 2 65
Using stock market liquidity to forecast recessions 0 1 2 19 0 1 5 58
Total Journal Articles 18 55 165 2,539 48 165 501 6,970


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Advances in Forecast Evaluation 5 5 15 58 10 18 56 162
Comment on "Taylor Rule Exchange Rate Forecasting during the Financial Crisis" 0 0 0 6 0 0 1 30
Total Chapters 5 5 15 64 10 18 57 192


Statistics updated 2019-06-03