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 3 7 7
Advances in forecast evaluation 0 0 0 167 2 5 9 304
Advances in forecast evaluation 0 0 3 164 1 1 7 323
An Empirical Investigation of Direct and Iterated Multistep Conditional Forecasts 0 0 0 85 1 2 6 103
Are Continued Jobless Claims a Useful Gauge of Labor Market Conditions? 0 1 1 1 1 4 7 7
Are Initial Jobless Claims a Useful Gauge of Labor Market Conditions? 0 0 1 1 1 1 4 4
Asymptotic Inference for Performance Fees and the Predictability of Asset Returns 0 0 0 63 1 3 5 101
Averaging forecasts from VARs with uncertain instabilities 0 0 0 79 1 2 2 265
Averaging forecasts from VARs with uncertain instabilities 0 0 0 64 1 2 5 186
Averaging forecasts from VARs with uncertain instabilities 0 1 3 91 4 11 17 234
Binary Conditional Forecasts 0 0 0 55 2 4 7 77
Bootstrapping out-of-sample predictability tests with real-time data 0 1 2 31 1 2 8 51
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 0 1 3 133
Combining forecasts from nested models 0 0 0 147 1 2 4 609
Combining forecasts from nested models 0 0 0 107 1 1 3 429
Comment on 'Taylor rule exchange rate forecasting during the financial crisis' 0 0 0 41 0 1 3 77
Consistent testing for structural change at the ends of the sample 0 0 0 125 0 4 5 80
Core Inflation Revisited: Forecast Accuracy across Horizons 0 2 8 25 0 4 12 41
Diverging Tests of Equal Predictive Ability 0 0 1 60 3 4 6 56
Evaluating Conditional Forecasts from Vector Autoregressions 0 0 0 121 1 5 5 141
Evaluating Conditional Forecasts from Vector Autoregressions 0 1 1 101 2 5 6 169
Evaluating long-horizon forecasts 0 0 0 259 1 2 3 570
Evaluating the accuracy of forecasts from vector autoregressions 0 0 0 151 0 3 5 264
FRED-MD: A Monthly Database for Macroeconomic Research 3 7 28 272 9 41 121 946
FRED-QD: A Quarterly Database for Macroeconomic Research 0 0 2 31 2 3 11 132
FRED-QD: A Quarterly Database for Macroeconomic Research 0 0 1 61 2 7 12 103
Forecast disagreement among FOMC members 0 0 1 76 6 8 12 198
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 2 2 4 553
Forecasting with small macroeconomic VARs in the presence of instabilities 0 0 0 172 1 2 5 308
Growth-at-Risk is Investment-at-Risk 1 2 11 25 4 9 33 71
How COVID-19 May Be Affecting Inflation 0 0 0 2 0 1 2 5
How Well Are Inflation Expectations Anchored? Two Datasets Compared 0 9 9 9 1 12 12 12
Improving forecast accuracy by combining recursive and rolling forecasts 0 1 2 639 4 8 16 2,210
Improving forecast accuracy by combining recursive and rolling forecasts 0 0 0 123 2 4 6 296
In-sample tests of predictive ability: a new approach 0 0 1 125 0 0 5 199
In-sample tests of predictive ability: a new approach 0 0 0 36 0 2 4 80
Inference about predictive ability 0 0 0 237 0 0 0 501
Inflation Expectations and the Fed’s New Monetary Framework 0 0 1 1 0 0 2 4
Market-Based Measures of Inflation Risks 0 0 0 2 0 1 2 9
Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors 0 0 1 31 0 1 2 44
Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors 0 0 0 122 1 4 5 98
Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors 0 0 1 89 3 5 9 55
Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors 0 0 1 104 1 1 3 85
Multi-step ahead forecasting of vector time series 0 0 1 70 0 5 7 128
NEW MSE TESTS FOR EVALUATING FORECASTING PERFORMANCE: EMPIRICS AND BOOTSTRAP 0 0 0 66 0 5 7 225
Nested forecast model comparisons: a new approach to testing equal accuracy 0 0 0 132 1 8 10 279
Nested forecast model comparisons: a new approach to testing equal accuracy 0 0 0 79 1 5 5 251
On the Real-Time Predictive Content of Financial Conditions Indices for Growth 1 1 2 36 3 7 10 81
Out-of-Sample Inference with Annual Benchmark Revisions 0 23 23 23 0 13 13 13
Price Volatility and Headline Inflation 0 0 2 3 1 2 7 9
Real-Time Forecasting and Scenario Analysis using a Large Mixed-Frequency Bayesian VAR 0 0 0 118 3 5 5 256
Real-time forecast averaging with ALFRED 0 1 2 48 1 5 6 99
Reality checks and nested forecast model comparisons 0 0 0 85 1 7 8 170
Reconsidering the Fed's Inflation Forecasting Advantage 1 1 3 52 4 6 15 62
Regression-Based Tests of Predictive Ability 0 0 0 413 4 4 7 1,808
Regression-Based Tests of Predictive Ability 0 0 1 286 0 0 1 1,193
Testing for unconditional predictive ability 0 0 0 118 1 3 5 225
Tests of Conditional Predictive Ability: Existence, Size, and Power 0 0 0 43 0 3 4 33
Tests of Conditional Predictive Ability: Some Simulation Evidence 0 0 1 39 1 2 3 53
Tests of Equal Accuracy for Nested Models with Estimated Factors 0 1 3 158 1 5 10 206
Tests of Equal Forecast Accuracy and Encompassing for Nested Models 0 1 1 1,287 7 17 25 3,972
Tests of Equal Forecast Accuracy and Encompassing for Nested Models 0 0 2 339 1 4 6 914
Tests of equal forecast accuracy and encompassing for nested models 0 1 2 498 0 5 7 1,430
Tests of equal forecast accuracy for overlapping models 0 0 0 70 0 2 5 164
Tests of equal forecast accuracy for overlapping models 0 0 0 81 1 6 7 214
Tests of equal predictive ability with real-time data 0 0 0 179 2 4 6 437
Tests of equal predictive ability with real-time data 0 0 0 76 1 2 4 166
The Predictive Content of the Output Gap for Inflation: Resolving In-Sample and Out-of-Sample Evidence 0 0 0 1 5 5 6 266
The St. Louis Fed's Financial Stress Index, Version 2.0 0 0 13 17 5 7 34 44
The predictive content of the output gap for inflation: resolving in-sample and out-of-sample evidence 0 2 2 167 5 9 11 510
Using Core Inflation to Predict Headline Inflation 0 2 6 35 0 4 19 61
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 2 5
Will High Inflation Persist? 0 1 1 8 1 3 3 16
Total Working Papers 6 60 148 9,093 114 337 666 24,069

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 3 14 24 2 11 32 93
An empirical investigation of direct and iterated multistep conditional forecasts 0 1 2 17 1 3 9 62
Asymptotic Inference for Performance Fees and the Predictability of Asset Returns 0 0 0 3 1 1 3 33
Asymptotics for out of sample tests of Granger causality 0 0 8 718 4 6 22 1,348
Averaging forecasts from VARs with uncertain instabilities 0 0 1 131 5 5 8 386
Averaging forecasts from VARs with uncertain instabilities 0 0 0 2 1 2 5 20
Binary Conditional Forecasts 0 1 2 8 1 4 5 18
Bootstrapping out-of-sample predictability tests with real-time data 0 0 0 0 1 1 3 3
Combining Forecasts from Nested Models* 0 0 1 73 0 2 7 374
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 1 2 3 59
Diverging Tests of Equal Predictive Ability 0 0 0 8 0 0 3 40
Evaluating Direct Multistep Forecasts 1 1 4 217 1 2 9 465
Evaluating the Predictability of Exchange Rates Using Long-Horizon Regressions: Mind Your p's and q's! 0 0 0 0 2 2 3 229
FRED-MD: A Monthly Database for Macroeconomic Research 13 22 81 416 28 74 264 1,349
FRED-QD: A Quarterly Database for Macroeconomic Research 0 4 14 63 6 29 122 469
Factor-based prediction of industry-wide bank stress 0 0 0 17 0 0 2 94
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 0 0 1 123
IMPROVING FORECAST ACCURACY BY COMBINING RECURSIVE AND ROLLING FORECASTS 0 0 0 109 3 5 14 395
In-sample tests of predictive ability: A new approach 0 0 0 45 1 1 5 116
Initial claims and employment growth: are we at the threshold? 0 0 2 12 1 1 6 55
Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors 0 0 3 45 2 2 7 169
Multistep ahead forecasting of vector time series 0 0 0 17 0 1 3 52
Nested forecast model comparisons: A new approach to testing equal accuracy 0 0 0 62 0 0 3 194
On the real‐time predictive content of financial condition indices for growth 0 0 1 5 2 4 13 36
Pairwise tests of equal forecast accuracy (in Russian) 0 0 0 28 0 0 1 94
Parameter estimation and tests of equal forecast accuracy between non-nested models 0 0 2 86 0 0 5 215
Real-Time Forecasting and Scenario Analysis Using a Large Mixed-Frequency Bayesian VAR 0 1 4 17 1 5 19 82
Real-time forecast averaging with ALFRED 0 0 0 19 0 0 1 108
Reality Checks and Comparisons of Nested Predictive Models 0 1 1 4 0 2 7 14
Reality Checks and Comparisons of Nested Predictive Models 0 0 1 14 0 0 4 52
Reconsidering the Fed's Inflation Forecasting Advantage 1 2 6 6 3 5 12 12
Regression-Based Tests of Predictive Ability 0 0 0 3 2 7 10 651
Robust out-of-sample inference 0 0 1 184 2 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 0 1 3 35
Tests of equal accuracy for nested models with estimated factors 0 1 3 70 0 3 9 149
Tests of equal forecast accuracy and encompassing for nested models 0 1 3 823 7 18 37 2,014
The Predictive Content of the Output Gap for Inflation: Resolving In-Sample and Out-of-Sample Evidence 0 0 1 169 2 3 9 459
The power of tests of predictive ability in the presence of structural breaks 0 0 1 141 0 0 2 291
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 15 38 157 3,852 80 206 689 11,511

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 3 6 26 424
Chapter 3 Forecasting with Small Macroeconomic VARs in the Presence of Instabilities 0 0 1 3 1 1 5 8
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 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 0 0 6 158 4 8 35 475

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Statistics updated 2025-12-06