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Michael Mccracken
Michael Mccracken
Verified email at stls.frb.org - Homepage
Title
Cited by
Cited by
Year
Tests of equal forecast accuracy and encompassing for nested models
TE Clark, MW McCracken
Journal of econometrics 105 (1), 85-110, 2001
13502001
FRED-MD: A monthly database for macroeconomic research
MW McCracken, S Ng
Journal of Business & Economic Statistics 34 (4), 574-589, 2016
10682016
Asymptotics for out of sample tests of Granger causality
MW McCracken
Journal of econometrics 140 (2), 719-752, 2007
9412007
Regression-based tests of predictive ability
KD West, MW McCracken
National Bureau of Economic Research, 1998
3391998
Advances in forecast evaluation
T Clark, M McCracken
Handbook of economic forecasting 2, 1107-1201, 2013
2832013
Evaluating direct multistep forecasts
TE Clark, MW McCracken
Econometric Reviews 24 (4), 369-404, 2005
2792005
Robust out-of-sample inference
MW McCracken
Journal of Econometrics 99 (2), 195-223, 2000
2592000
Improving forecast accuracy by combining recursive and rolling forecasts
TE Clark, MW McCracken
International Economic Review 50 (2), 363-395, 2009
2432009
FRED-QD: A quarterly database for macroeconomic research
M McCracken, S Ng
National Bureau of Economic Research, 2020
1982020
Averaging forecasts from VARs with uncertain instabilities
TE Clark, MW McCracken
Journal of Applied Econometrics 25 (1), 5-29, 2010
1672010
The predictive content of the output gap for inflation: Resolving in-sample and out-of-sample evidence
TE Clark, MW McCracken
Journal of Money, Credit and Banking, 1127-1148, 2006
1672006
Tests of equal predictive ability with real-time data
TE Clark, MW McCracken
Journal of Business & Economic Statistics 27 (4), 441-454, 2009
1202009
Nested forecast model comparisons: a new approach to testing equal accuracy
TE Clark, MW McCracken
Journal of Econometrics 186 (1), 160-177, 2015
1182015
The power of tests of predictive ability in the presence of structural breaks
TE Clark, MW McCracken
Journal of Econometrics 124 (1), 1-31, 2005
1112005
Evaluating long-horizon forecasts
TE Clark, MW McCracken
FRB of Kansas City Research Working Paper, 2001
1102001
Chapter 3 Forecasting with Small Macroeconomic VARs in the Presence of Instabilities
TE Clark, MW McCracken
Forecasting in the presence of structural breaks and model uncertainty, 93-147, 2008
76*2008
Reality checks and comparisons of nested predictive models
TE Clark, MW McCracken
Journal of Business & Economic Statistics 30 (1), 53-66, 2012
672012
Real-time forecasting and scenario analysis using a large mixed-frequency Bayesian VAR
MW McCracken, M Owyang, T Sekhposyan
FRB St. Louis Working Paper, 2015
66*2015
Testing for unconditional predictive ability
TE Clark, MW McCracken
Federal Reserve Bank of St. Louis Working Paper No, 2010
662010
Modeling time-varying uncertainty of multiple-horizon forecast errors
TE Clark, MW McCracken, E Mertens
Review of Economics and Statistics 102 (1), 17-33, 2020
632020
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