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 1 1 5 5 3 5 11 11
Advances in forecast evaluation 0 0 0 167 11 25 32 327
Advances in forecast evaluation 0 0 1 164 6 13 17 335
An Empirical Investigation of Direct and Iterated Multistep Conditional Forecasts 0 0 0 85 4 8 10 110
Are Continued Jobless Claims a Useful Gauge of Labor Market Conditions? 0 0 1 1 2 4 10 10
Are Initial Jobless Claims a Useful Gauge of Labor Market Conditions? 0 0 1 1 0 2 5 5
Asymptotic Inference for Performance Fees and the Predictability of Asset Returns 0 0 0 63 4 6 10 106
Averaging forecasts from VARs with uncertain instabilities 0 0 0 64 0 2 5 187
Averaging forecasts from VARs with uncertain instabilities 0 0 0 79 3 4 5 268
Averaging forecasts from VARs with uncertain instabilities 0 0 1 91 4 12 23 242
Binary Conditional Forecasts 0 0 0 55 3 6 11 81
Bootstrapping out-of-sample predictability tests with real-time data 0 1 2 32 0 5 11 55
COVID-19: Forecasting with Slow and Fast Data 0 0 0 0 3 3 5 5
Combining forecasts from nested models 0 0 0 48 3 5 7 138
Combining forecasts from nested models 0 0 0 107 2 5 7 433
Combining forecasts from nested models 0 0 0 147 3 8 11 616
Comment on 'Taylor rule exchange rate forecasting during the financial crisis' 0 0 0 41 3 4 7 81
Consistent testing for structural change at the ends of the sample 0 0 0 125 1 2 6 82
Core Inflation Revisited: Forecast Accuracy across Horizons 0 0 5 25 2 4 12 45
Diverging Tests of Equal Predictive Ability 0 0 1 60 8 11 14 64
Evaluating Conditional Forecasts from Vector Autoregressions 0 0 1 101 1 7 11 174
Evaluating Conditional Forecasts from Vector Autoregressions 0 0 0 121 2 3 7 143
Evaluating long-horizon forecasts 0 0 0 259 6 8 10 577
Evaluating the accuracy of forecasts from vector autoregressions 0 0 0 151 1 1 5 265
FRED-MD: A Monthly Database for Macroeconomic Research 1 6 28 275 11 39 137 976
FRED-QD: A Quarterly Database for Macroeconomic Research 1 1 3 32 7 11 18 141
FRED-QD: A Quarterly Database for Macroeconomic Research 0 0 1 61 4 8 16 109
Forecast disagreement among FOMC members 0 0 0 76 3 10 15 202
Forecast-based model selection in the presence of structural breaks 0 0 0 243 3 5 6 638
Forecasting of small macroeconomic VARs in the presence of instabilities 0 0 0 173 3 10 12 561
Forecasting with small macroeconomic VARs in the presence of instabilities 0 0 0 172 5 8 12 315
Growth-at-Risk is Investment-at-Risk 2 4 10 28 7 18 41 85
How COVID-19 May Be Affecting Inflation 0 0 0 2 0 1 2 6
How Well Are Inflation Expectations Anchored? Two Datasets Compared 1 1 10 10 4 6 17 17
Improving forecast accuracy by combining recursive and rolling forecasts 0 1 1 124 6 11 13 305
Improving forecast accuracy by combining recursive and rolling forecasts 0 0 2 639 7 21 32 2,227
In-sample tests of predictive ability: a new approach 0 0 0 125 1 1 4 200
In-sample tests of predictive ability: a new approach 0 0 0 36 2 2 5 82
Inference about predictive ability 0 0 0 237 13 14 14 515
Inflation Expectations and the Fed’s New Monetary Framework 0 0 1 1 3 4 6 8
Market-Based Measures of Inflation Risks 0 0 0 2 1 2 4 11
Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors 0 0 0 104 3 4 5 88
Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors 0 0 0 122 2 3 7 100
Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors 0 0 1 31 3 5 7 49
Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors 0 0 1 89 5 9 15 61
Multi-step ahead forecasting of vector time series 0 0 1 70 2 3 10 131
NEW MSE TESTS FOR EVALUATING FORECASTING PERFORMANCE: EMPIRICS AND BOOTSTRAP 0 0 0 66 2 5 11 230
Nested forecast model comparisons: a new approach to testing equal accuracy 0 0 0 132 2 5 14 283
Nested forecast model comparisons: a new approach to testing equal accuracy 0 0 0 79 3 6 10 256
On the Real-Time Predictive Content of Financial Conditions Indices for Growth 0 1 2 36 9 20 27 98
Out-of-Sample Inference with Annual Benchmark Revisions 0 0 23 23 1 4 17 17
Price Volatility and Headline Inflation 0 0 0 3 2 3 5 11
Real-Time Forecasting and Scenario Analysis using a Large Mixed-Frequency Bayesian VAR 0 0 0 118 3 6 8 259
Real-time forecast averaging with ALFRED 0 0 2 48 1 5 10 103
Reality checks and nested forecast model comparisons 0 0 0 85 1 4 11 173
Reconsidering the Fed's Inflation Forecasting Advantage 0 1 3 52 4 8 18 66
Regression-Based Tests of Predictive Ability 0 0 0 413 4 8 11 1,812
Regression-Based Tests of Predictive Ability 0 0 1 286 8 11 12 1,204
Testing for unconditional predictive ability 0 0 0 118 1 2 5 226
Tests of Conditional Predictive Ability: Existence, Size, and Power 0 0 0 43 2 4 8 37
Tests of Conditional Predictive Ability: Some Simulation Evidence 0 0 1 39 1 4 6 56
Tests of Equal Accuracy for Nested Models with Estimated Factors 0 0 3 158 0 3 11 208
Tests of Equal Forecast Accuracy and Encompassing for Nested Models 0 0 1 339 4 8 12 921
Tests of Equal Forecast Accuracy and Encompassing for Nested Models 0 1 2 1,288 65 76 94 4,041
Tests of equal forecast accuracy and encompassing for nested models 0 0 2 498 3 8 15 1,438
Tests of equal forecast accuracy for overlapping models 0 0 0 70 2 2 7 166
Tests of equal forecast accuracy for overlapping models 0 0 0 81 7 10 16 223
Tests of equal predictive ability with real-time data 0 0 0 179 1 4 7 439
Tests of equal predictive ability with real-time data 0 0 0 76 2 3 5 168
The Predictive Content of the Output Gap for Inflation: Resolving In-Sample and Out-of-Sample Evidence 0 0 0 1 0 7 8 268
The St. Louis Fed's Financial Stress Index, Version 2.0 0 0 11 17 5 22 42 61
The predictive content of the output gap for inflation: resolving in-sample and out-of-sample evidence 0 0 2 167 1 7 12 512
Using Core Inflation to Predict Headline Inflation 0 0 3 35 3 5 19 66
What Are Financial Market Stress Indexes Showing? 0 0 0 2 6 8 8 12
What Do Components of Key Inflation Measures Say about Future Inflation? 0 0 0 1 2 2 4 7
Will High Inflation Persist? 0 0 1 8 1 3 5 18
Total Working Papers 6 18 134 9,105 316 611 1,088 24,566

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 12 24 5 9 37 100
An empirical investigation of direct and iterated multistep conditional forecasts 0 0 2 17 0 1 9 62
Asymptotic Inference for Performance Fees and the Predictability of Asset Returns 0 0 0 3 3 6 8 38
Asymptotics for out of sample tests of Granger causality 0 1 6 719 6 13 24 1,357
Averaging forecasts from VARs with uncertain instabilities 0 0 0 2 3 6 10 25
Averaging forecasts from VARs with uncertain instabilities 0 0 1 131 3 11 14 392
Binary Conditional Forecasts 0 0 2 8 3 7 11 24
Bootstrapping out-of-sample predictability tests with real-time data 0 0 0 0 2 4 6 6
Combining Forecasts from Nested Models* 0 0 1 73 3 4 11 378
Comment 0 0 0 2 3 3 3 41
Disagreement at the FOMC: the dissenting votes are just part of the story 0 0 0 11 2 3 5 61
Diverging Tests of Equal Predictive Ability 0 0 0 8 2 4 7 44
Evaluating Direct Multistep Forecasts 0 1 3 217 4 6 13 470
Evaluating the Predictability of Exchange Rates Using Long-Horizon Regressions: Mind Your p's and q's! 0 0 0 0 1 6 7 233
FRED-MD: A Monthly Database for Macroeconomic Research 5 27 79 430 22 75 272 1,396
FRED-QD: A Quarterly Database for Macroeconomic Research 1 1 15 64 19 47 142 510
Factor-based prediction of industry-wide bank stress 0 0 0 17 3 5 6 99
Following the Fed with a news tracker 0 0 0 3 3 3 6 41
Housing's role in a recovery 0 0 0 7 1 1 1 45
How accurate are forecasts in a recession? 0 0 1 50 3 5 6 128
IMPROVING FORECAST ACCURACY BY COMBINING RECURSIVE AND ROLLING FORECASTS 0 0 0 109 5 9 20 401
In-sample tests of predictive ability: A new approach 0 1 1 46 2 6 8 121
Initial claims and employment growth: are we at the threshold? 0 0 1 12 1 2 6 56
Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors 0 0 2 45 8 11 15 178
Multistep ahead forecasting of vector time series 0 0 0 17 4 5 8 57
Nested forecast model comparisons: A new approach to testing equal accuracy 0 0 0 62 3 6 9 200
On the real‐time predictive content of financial condition indices for growth 0 0 1 5 3 5 14 39
Pairwise tests of equal forecast accuracy (in Russian) 0 0 0 28 5 6 7 100
Parameter estimation and tests of equal forecast accuracy between non-nested models 1 1 3 87 6 8 13 223
Real-Time Forecasting and Scenario Analysis Using a Large Mixed-Frequency Bayesian VAR 0 0 4 17 10 13 28 94
Real-time forecast averaging with ALFRED 0 0 0 19 3 4 4 112
Reality Checks and Comparisons of Nested Predictive Models 0 0 0 14 1 1 4 53
Reality Checks and Comparisons of Nested Predictive Models 0 0 1 4 4 4 9 18
Reconsidering the Fed's Inflation Forecasting Advantage 0 1 6 6 2 6 15 15
Regression-Based Tests of Predictive Ability 0 0 0 3 7 11 19 660
Robust out-of-sample inference 1 1 2 185 5 7 10 394
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 3 3 7 102
Tests of Equal Predictive Ability With Real-Time Data 0 0 0 114 4 4 6 267
Tests of Predictive Ability for Vector Autoregressions Used for Conditional Forecasting 0 0 0 3 1 2 5 37
Tests of equal accuracy for nested models with estimated factors 0 0 2 70 2 5 13 154
Tests of equal forecast accuracy and encompassing for nested models 0 0 2 823 4 13 40 2,020
The Predictive Content of the Output Gap for Inflation: Resolving In-Sample and Out-of-Sample Evidence 0 0 1 169 1 5 9 462
The power of tests of predictive ability in the presence of structural breaks 0 0 1 141 3 6 8 297
Tracking the U.S. Economy with Nowcasts 0 0 0 10 2 2 2 44
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 2 3 4 82
Using stock market liquidity to forecast recessions 0 0 0 23 3 4 4 75
Total Journal Articles 8 34 149 3,871 185 370 886 11,801

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Advances in Forecast Evaluation 1 3 6 151 12 34 52 455
Chapter 3 Forecasting with Small Macroeconomic VARs in the Presence of Instabilities 0 0 1 3 3 5 9 12
Comment on "Taylor Rule Exchange Rate Forecasting during the Financial Crisis" 0 0 0 6 3 5 5 42
Consistent Testing for Structural Change at the Ends of the Sample 0 0 1 1 1 1 4 5
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 1 3 8 161 19 45 71 516

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Statistics updated 2026-02-12