Michael W. McCracken 2007 - Central Bank Research Hub

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Title Other author(s)

Combining Forecasts From Nested Models

Board of Governors of the Federal Reserve System FEDS series [View] (Paper: 2007-43, 21.09.2007)

JEL: C52, C53

Averaging Forecasts from VARs with Uncertain Instabilities

Board of Governors of the Federal Reserve System FEDS series [View] (Paper: 2007-42, 13.09.2007)

JEL: C32, C53, E37

Forecasting with Small Macroeconomic VARs in the Presence of Instabilities

Board of Governors of the Federal Reserve System FEDS series [View] (Paper: 2007-41, 13.09.2007)

JEL: C53, E17, E37

Tests of Equal Predictive Ability with Real-Time Data

Kansas City Fed Working Papers [View] (Paper: RWP07-06, 08.08.2007)

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