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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
13452001
FRED-MD: A monthly database for macroeconomic research
MW McCracken, S Ng
Journal of Business & Economic Statistics 34 (4), 574-589, 2016
9802016
Asymptotics for out of sample tests of Granger causality
MW McCracken
Journal of econometrics 140 (2), 719-752, 2007
9212007
Asymptotics for out of sample tests of Granger causality
MW McCracken
Journal of econometrics 140 (2), 719-752, 2007
9212007
Regression-based tests of predictive ability
KD West, MW McCracken
National Bureau of Economic Research, 1998
3361998
Evaluating direct multistep forecasts
TE Clark, MW McCracken
Econometric Reviews 24 (4), 369-404, 2005
2792005
Evaluating direct multistep forecasts
TE Clark, MW McCracken
Econometric Reviews 24 (4), 369-404, 2005
2792005
Advances in forecast evaluation
T Clark, M McCracken
Handbook of economic forecasting 2, 1107-1201, 2013
2742013
Advances in forecast evaluation
T Clark, M McCracken
Handbook of economic forecasting 2, 1107-1201, 2013
2742013
Advances in forecast evaluation
T Clark, M McCracken
Handbook of economic forecasting 2, 1107-1201, 2013
2742013
Robust out-of-sample inference
MW McCracken
Journal of Econometrics 99 (2), 195-223, 2000
2632000
Improving forecast accuracy by combining recursive and rolling forecasts
TE Clark, MW McCracken
International Economic Review 50 (2), 363-395, 2009
2382009
Improving forecast accuracy by combining recursive and rolling forecasts
TE Clark, MW McCracken
International Economic Review 50 (2), 363-395, 2009
2382009
Averaging forecasts from VARs with uncertain instabilities
TE Clark, MW McCracken
Journal of Applied Econometrics 25 (1), 5-29, 2010
1622010
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
1622006
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
1622006
FRED-QD: A quarterly database for macroeconomic research
M McCracken, S Ng
National Bureau of Economic Research, 2020
1602020
Tests of equal predictive ability with real-time data
TE Clark, MW McCracken
Journal of Business & Economic Statistics 27 (4), 441-454, 2009
1182009
Nested forecast model comparisons: a new approach to testing equal accuracy
TE Clark, MW McCracken
Journal of Econometrics 186 (1), 160-177, 2015
1122015
Nested forecast model comparisons: a new approach to testing equal accuracy
TE Clark, MW McCracken
Journal of Econometrics 186 (1), 160-177, 2015
1122015
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