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 5 5 0 4 11 11
Advances in forecast evaluation 0 0 1 164 2 14 19 337
Advances in forecast evaluation 0 0 0 167 1 24 33 328
An Empirical Investigation of Direct and Iterated Multistep Conditional Forecasts 0 0 0 85 0 7 10 110
Are Continued Jobless Claims a Useful Gauge of Labor Market Conditions? 0 0 1 1 1 4 11 11
Are Initial Jobless Claims a Useful Gauge of Labor Market Conditions? 0 0 1 1 0 1 5 5
Asymptotic Inference for Performance Fees and the Predictability of Asset Returns 0 0 0 63 0 5 10 106
Averaging forecasts from VARs with uncertain instabilities 0 0 0 79 0 3 5 268
Averaging forecasts from VARs with uncertain instabilities 0 0 0 64 1 2 6 188
Averaging forecasts from VARs with uncertain instabilities 0 0 1 91 0 8 23 242
Binary Conditional Forecasts 0 0 0 55 1 5 12 82
Bootstrapping out-of-sample predictability tests with real-time data 0 1 2 32 1 5 11 56
COVID-19: Forecasting with Slow and Fast Data 0 0 0 0 1 4 6 6
Combining forecasts from nested models 0 0 0 107 0 4 6 433
Combining forecasts from nested models 0 0 0 147 4 11 14 620
Combining forecasts from nested models 0 0 0 48 0 5 7 138
Comment on 'Taylor rule exchange rate forecasting during the financial crisis' 0 0 0 41 0 4 7 81
Consistent testing for structural change at the ends of the sample 0 0 0 125 1 3 7 83
Core Inflation Revisited: Forecast Accuracy across Horizons 0 0 5 25 0 4 11 45
Diverging Tests of Equal Predictive Ability 0 0 1 60 1 9 15 65
Evaluating Conditional Forecasts from Vector Autoregressions 0 0 0 121 4 6 11 147
Evaluating Conditional Forecasts from Vector Autoregressions 0 0 1 101 5 10 16 179
Evaluating long-horizon forecasts 1 1 1 260 3 10 13 580
Evaluating the accuracy of forecasts from vector autoregressions 0 0 0 151 0 1 5 265
FRED-MD: A Monthly Database for Macroeconomic Research 2 5 28 277 17 47 147 993
FRED-QD: A Quarterly Database for Macroeconomic Research 0 1 2 32 7 16 22 148
FRED-QD: A Quarterly Database for Macroeconomic Research 0 0 1 61 1 7 17 110
Forecast disagreement among FOMC members 0 0 0 76 1 5 16 203
Forecast-based model selection in the presence of structural breaks 0 0 0 243 2 7 8 640
Forecasting of small macroeconomic VARs in the presence of instabilities 0 0 0 173 2 10 14 563
Forecasting with small macroeconomic VARs in the presence of instabilities 0 0 0 172 0 7 11 315
Growth-at-Risk is Investment-at-Risk 3 6 13 31 9 23 46 94
How COVID-19 May Be Affecting Inflation 0 0 0 2 0 1 2 6
How Well Are Inflation Expectations Anchored? Two Datasets Compared 0 1 10 10 1 6 18 18
Improving forecast accuracy by combining recursive and rolling forecasts 0 0 2 639 1 18 33 2,228
Improving forecast accuracy by combining recursive and rolling forecasts 0 1 1 124 1 10 14 306
In-sample tests of predictive ability: a new approach 0 0 0 125 0 1 4 200
In-sample tests of predictive ability: a new approach 0 0 0 36 0 2 5 82
Inference about predictive ability 0 0 0 237 12 26 26 527
Inflation Expectations and the Fed’s New Monetary Framework 0 0 1 1 0 4 6 8
Market-Based Measures of Inflation Risks 0 0 0 2 3 5 7 14
Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors 0 0 1 31 5 10 12 54
Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors 0 0 1 89 4 10 18 65
Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors 0 0 0 104 2 5 7 90
Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors 0 0 0 122 1 3 8 101
Multi-step ahead forecasting of vector time series 0 0 1 70 3 6 13 134
NEW MSE TESTS FOR EVALUATING FORECASTING PERFORMANCE: EMPIRICS AND BOOTSTRAP 0 0 0 66 0 5 11 230
Nested forecast model comparisons: a new approach to testing equal accuracy 0 0 0 79 0 5 10 256
Nested forecast model comparisons: a new approach to testing equal accuracy 0 0 0 132 1 5 15 284
On the Real-Time Predictive Content of Financial Conditions Indices for Growth 1 1 3 37 5 22 32 103
Out-of-Sample Inference with Annual Benchmark Revisions 0 0 23 23 0 4 17 17
Price Volatility and Headline Inflation 0 0 0 3 0 2 5 11
Real-Time Forecasting and Scenario Analysis using a Large Mixed-Frequency Bayesian VAR 0 0 0 118 2 5 10 261
Real-time forecast averaging with ALFRED 0 0 2 48 1 5 11 104
Reality checks and nested forecast model comparisons 0 0 0 85 0 3 11 173
Reconsidering the Fed's Inflation Forecasting Advantage 0 0 2 52 1 5 15 67
Regression-Based Tests of Predictive Ability 1 1 2 287 1 12 13 1,205
Regression-Based Tests of Predictive Ability 0 0 0 413 0 4 11 1,812
Testing for unconditional predictive ability 0 0 0 118 3 4 8 229
Tests of Conditional Predictive Ability: Existence, Size, and Power 0 0 0 43 2 6 10 39
Tests of Conditional Predictive Ability: Some Simulation Evidence 0 0 1 39 2 5 8 58
Tests of Equal Accuracy for Nested Models with Estimated Factors 0 0 3 158 0 2 10 208
Tests of Equal Forecast Accuracy and Encompassing for Nested Models 0 0 0 339 1 8 12 922
Tests of Equal Forecast Accuracy and Encompassing for Nested Models 0 1 2 1,288 22 91 116 4,063
Tests of equal forecast accuracy and encompassing for nested models 0 0 2 498 0 8 15 1,438
Tests of equal forecast accuracy for overlapping models 0 0 0 70 0 2 6 166
Tests of equal forecast accuracy for overlapping models 0 0 0 81 3 12 19 226
Tests of equal predictive ability with real-time data 0 0 0 179 0 2 7 439
Tests of equal predictive ability with real-time data 0 0 0 76 1 3 5 169
The Predictive Content of the Output Gap for Inflation: Resolving In-Sample and Out-of-Sample Evidence 0 0 0 1 2 4 10 270
The St. Louis Fed's Financial Stress Index, Version 2.0 1 1 11 18 5 22 45 66
The predictive content of the output gap for inflation: resolving in-sample and out-of-sample evidence 0 0 2 167 0 2 12 512
Using Core Inflation to Predict Headline Inflation 1 1 4 36 2 7 20 68
What Are Financial Market Stress Indexes Showing? 0 0 0 2 0 8 8 12
What Do Components of Key Inflation Measures Say about Future Inflation? 0 0 0 1 0 2 4 7
Will High Inflation Persist? 0 0 1 8 1 3 6 19
Total Working Papers 10 22 138 9,115 153 650 1,210 24,719

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 11 24 0 7 34 100
An empirical investigation of direct and iterated multistep conditional forecasts 0 0 2 17 2 2 10 64
Asymptotic Inference for Performance Fees and the Predictability of Asset Returns 0 0 0 3 0 5 8 38
Asymptotics for out of sample tests of Granger causality 1 2 6 720 1 10 23 1,358
Averaging forecasts from VARs with uncertain instabilities 0 0 1 131 1 7 14 393
Averaging forecasts from VARs with uncertain instabilities 0 0 0 2 0 5 10 25
Binary Conditional Forecasts 0 0 2 8 0 6 11 24
Bootstrapping out-of-sample predictability tests with real-time data 0 0 0 0 0 3 5 6
Combining Forecasts from Nested Models* 0 0 1 73 2 6 12 380
Comment 0 0 0 2 0 3 3 41
Disagreement at the FOMC: the dissenting votes are just part of the story 0 0 0 11 1 3 6 62
Diverging Tests of Equal Predictive Ability 0 0 0 8 0 4 7 44
Evaluating Direct Multistep Forecasts 0 0 2 217 0 5 12 470
Evaluating the Predictability of Exchange Rates Using Long-Horizon Regressions: Mind Your p's and q's! 0 0 0 0 2 6 9 235
FRED-MD: A Monthly Database for Macroeconomic Research 9 23 82 439 26 73 274 1,422
FRED-QD: A Quarterly Database for Macroeconomic Research 1 2 15 65 21 62 153 531
Factor-based prediction of industry-wide bank stress 0 0 0 17 1 6 7 100
Following the Fed with a news tracker 0 0 0 3 0 3 5 41
Housing's role in a recovery 0 0 0 7 0 1 1 45
How accurate are forecasts in a recession? 0 0 1 50 4 9 10 132
IMPROVING FORECAST ACCURACY BY COMBINING RECURSIVE AND ROLLING FORECASTS 0 0 0 109 3 9 23 404
In-sample tests of predictive ability: A new approach 0 1 1 46 2 7 10 123
Initial claims and employment growth: are we at the threshold? 0 0 1 12 1 2 7 57
Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors 0 0 2 45 5 14 20 183
Multistep ahead forecasting of vector time series 0 0 0 17 1 6 8 58
Nested forecast model comparisons: A new approach to testing equal accuracy 0 0 0 62 1 7 8 201
On the real‐time predictive content of financial condition indices for growth 0 0 1 5 3 6 13 42
Pairwise tests of equal forecast accuracy (in Russian) 0 0 0 28 0 6 6 100
Parameter estimation and tests of equal forecast accuracy between non-nested models 1 2 4 88 1 9 14 224
Real-Time Forecasting and Scenario Analysis Using a Large Mixed-Frequency Bayesian VAR 1 1 5 18 1 13 29 95
Real-time forecast averaging with ALFRED 0 0 0 19 1 5 5 113
Reality Checks and Comparisons of Nested Predictive Models 0 0 0 14 2 3 4 55
Reality Checks and Comparisons of Nested Predictive Models 0 0 1 4 3 7 11 21
Reconsidering the Fed's Inflation Forecasting Advantage 0 0 5 6 2 5 15 17
Regression-Based Tests of Predictive Ability 0 0 0 3 4 13 21 664
Robust out-of-sample inference 0 1 2 185 1 6 11 395
Should food be excluded from core CPI? 0 0 0 8 3 3 3 40
TESTS OF EQUAL FORECAST ACCURACY FOR OVERLAPPING MODELS 0 0 0 23 1 4 8 103
Tests of Equal Predictive Ability With Real-Time Data 0 0 0 114 1 5 7 268
Tests of Predictive Ability for Vector Autoregressions Used for Conditional Forecasting 0 0 0 3 0 2 5 37
Tests of equal accuracy for nested models with estimated factors 0 0 2 70 0 5 12 154
Tests of equal forecast accuracy and encompassing for nested models 0 0 2 823 1 7 33 2,021
The Predictive Content of the Output Gap for Inflation: Resolving In-Sample and Out-of-Sample Evidence 0 0 1 169 2 5 10 464
The power of tests of predictive ability in the presence of structural breaks 0 0 1 141 2 8 10 299
Tracking the U.S. Economy with Nowcasts 0 0 0 10 0 2 2 44
Uncertainty about when the Fed will raise interest rates 0 0 0 9 1 1 1 54
Using FOMC forecasts to forecast the economy 0 0 0 33 2 5 6 84
Using stock market liquidity to forecast recessions 0 0 0 23 2 6 6 77
Total Journal Articles 13 32 151 3,884 107 397 922 11,908

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Advances in Forecast Evaluation 0 3 4 151 3 34 49 458
Chapter 3 Forecasting with Small Macroeconomic VARs in the Presence of Instabilities 0 0 1 3 1 5 9 13
Comment on "Taylor Rule Exchange Rate Forecasting during the Financial Crisis" 0 0 0 6 0 5 5 42
Consistent Testing for Structural Change at the Ends of the Sample 0 0 0 1 1 2 4 6
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 3 5 161 5 46 68 521

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