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
11782001
Asymptotics for out of sample tests of Granger causality
MW McCracken
Journal of econometrics 140 (2), 719-752, 2007
8082007
Asymptotics for out of sample tests of Granger causality
MW McCracken
Journal of econometrics 140 (2), 719-752, 2007
8082007
FRED-MD: A monthly database for macroeconomic research
MW McCracken, S Ng
Journal of Business & Economic Statistics 34 (4), 574-589, 2016
5792016
Regression-based tests of predictive ability
KD West, MW McCracken
National Bureau of Economic Research, 1998
3211998
Evaluating direct multistep forecasts
TE Clark, MW McCracken
Econometric Reviews 24 (4), 369-404, 2005
2492005
Evaluating direct multistep forecasts
TE Clark, MW McCracken
Econometric Reviews 24 (4), 369-404, 2005
2492005
Robust out-of-sample inference
MW McCracken
Journal of Econometrics 99 (2), 195-223, 2000
2412000
Advances in forecast evaluation
T Clark, M McCracken
Handbook of economic forecasting 2, 1107-1201, 2013
2032013
Advances in forecast evaluation
T Clark, M McCracken
Handbook of economic forecasting 2, 1107-1201, 2013
2032013
Advances in forecast evaluation
T Clark, M McCracken
Handbook of economic forecasting 2, 1107-1201, 2013
2032013
Improving forecast accuracy by combining recursive and rolling forecasts
TE Clark, MW McCracken
International Economic Review 50 (2), 363-395, 2009
1912009
Improving forecast accuracy by combining recursive and rolling forecasts
TE Clark, MW McCracken
International Economic Review 50 (2), 363-395, 2009
1912009
Averaging forecasts from VARs with uncertain instabilities
TE Clark, MW McCracken
Journal of Applied Econometrics 25 (1), 5-29, 2010
1342010
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
1282006
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
1282006
Tests of equal predictive ability with real-time data
TE Clark, MW McCracken
Journal of Business & Economic Statistics 27 (4), 441-454, 2009
1042009
Evaluating long-horizon forecasts
TE Clark, MW McCracken
FRB of Kansas City Research Working Paper, 2001
1012001
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
992005
Nested forecast model comparisons: a new approach to testing equal accuracy
TE Clark, MW McCracken
Journal of Econometrics 186 (1), 160-177, 2015
922015
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Articles 1–20