Michael W. McCracken 2007 - Central Bank Research Hub

Papers by year: All | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2004

Title Other author(s)

Evaluating the Accuracy of Forecasts from Vector Autoregressions

St Louis Fed Working Papers [View] (Paper: 2013-010, 28.02.2013)

Multi-Step Ahead Forecasting of Vector Time Series

St Louis Fed Working Papers [View] (Paper: 2012-060, 05.12.2012)

Testing the Economic Value of Asset Return Predictability

St Louis Fed Working Papers [View] (Paper: 2012-049, 24.10.2012)

Comment on "Taylor Rule Exchange Rate Forecasting During the Financial Crisis"

St Louis Fed Working Papers [View] (Paper: 2012-030, 06.09.2012)

Tests of Equal Forecast Accuracy for Overlapping Models

St Louis Fed Working Papers [View] (Paper: 2011-024, 29.09.2011)

Advances in Forecast Evaluation

St Louis Fed Working Papers [View] (Paper: 2011-025, 29.09.2011)

Testing for Unconditional Predictive Ability

St Louis Fed Working Papers [View] (Paper: 2010-031, 05.10.2010)

Reality Checks and Nested Forecast Model Comparisons

St Louis Fed Working Papers [View] (Paper: 2010-032, 05.10.2010)

Real-Time Forecast Averaging with ALFRED

St Louis Fed Working Papers [View] (Paper: 2010-033, 05.10.2010)

Forecast Disagreement Among FOMC Members

St Louis Fed Working Papers [View] (Paper: 2009-059, 08.12.2009)

Nested Forecast Model Comparisons: A New Approach to Testing Equal Accuracy

St Louis Fed Working Papers [View] (Paper: 2009-050, 15.10.2009)

In-Sample Tests of Predictive Ability: A New Approach

St Louis Fed Working Papers [View] (Paper: 2009-051, 15.10.2009)

In-Sample Tests of Predictive Ability: A New Approach

Kansas City Fed Working Papers [View] (Paper: 09-10, 19.08.2009)

Nested Forecast Model Comparisons: A New Approach to Testing Equal Accuracy

Kansas City Fed Working Papers [View] (Paper: 09-11, 19.08.2009)

Combining Forecasts From Nested Models

St Louis Fed Working Papers [View] (Paper: 2008-037, 23.10.2008)

Averaging Forecasts from VARs with Uncertain Instabilities

St Louis Fed Working Papers [View] (Paper: 2008-030, 26.08.2008)

JEL: C32, C53, E37

Improving Forecast Accuracy by Combining Recursive and Rolling Forecasts

St Louis Fed Working Papers [View] (Paper: 2008-028, 22.08.2008)

Tests of Equal Predictive Ability with Real-Time Data

St Louis Fed Working Papers [View] (Paper: 2008-029, 22.08.2008)

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

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

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

Tests of Equal Predictive Ability with Real-Time Data

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

Papers by year: All | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2004