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McCracken, Michael W.


 SSRN Author Rank: 16,299 by Downloads
 

Federal Reserve Banks - Federal Reserve Bank of Saint Louis


 411 Locust St
 Saint Louis, MO 63011
 United States
 email address

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. McCracken, Michael W.'s Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
1,627
Total
Citations
501
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.   Incl. Electronic Paper
Clark, Todd E.
Federal Reserve Bank of Cleveland
McCracken, Michael W.
Federal Reserve Banks - Federal Reserve Bank of Saint Louis
Posted:
08 Nov 04
Last Revised:
11 Jun 09
233
(76,362)
18

2.  
Tests of Equal Forecast Accuracy and Encompassing for Nested Models | Show Abstract | Download |
Federal Reserve Bank of Kansas City, Research Working Paper No. 99-11
Working Paper Series
Clark, Todd E.
Federal Reserve Bank of Cleveland
McCracken, Michael W.
Federal Reserve Banks - Federal Reserve Bank of Saint Louis
Posted:
09 Nov 99
194
(92,028)
169

3.  
Evaluating Long-Horizon Forecasts | Show Abstract | Download |
FRB of Kansas City Research Working Paper No. 01-14
Working Paper Series
Clark, Todd E.
Federal Reserve Bank of Cleveland
McCracken, Michael W.
Federal Reserve Banks - Federal Reserve Bank of Saint Louis
Posted:
16 Apr 02
160
(110,050)
19

4.  
Clark, Todd E.
Federal Reserve Bank of Cleveland
McCracken, Michael W.
Federal Reserve Banks - Federal Reserve Bank of Saint Louis
Posted:
15 Jun 04
137
(125,816)
24

5.  
Forecast-Based Model Selection in the Presence of Structural Breaks | Show Abstract | Download |
FRB of Kansas City Working Paper No. 02-05
Working Paper Series
Clark, Todd E.
Federal Reserve Bank of Cleveland
McCracken, Michael W.
Federal Reserve Banks - Federal Reserve Bank of Saint Louis
Posted:
23 Nov 02
108
(151,139)
4

6.   Incl. Electronic Paper
Clark, Todd E.
Federal Reserve Bank of Cleveland
McCracken, Michael W.
Federal Reserve Banks - Federal Reserve Bank of Saint Louis
Posted:
22 Mar 06
Last Revised:
08 Jun 09
85
(177,666)
9

7.  
Averaging Forecasts from Vars with Uncertain Instabilities | Show Abstract | Download |
FRB of Kansas City Working Paper No. 06-12, FEDS Working Paper No. 2007-42, FRB of St. Louis Working Paper 2008-030B
Working Paper Series
Clark, Todd E.
Federal Reserve Bank of Cleveland
McCracken, Michael W.
Federal Reserve Banks - Federal Reserve Bank of Saint Louis
Posted:
28 Dec 06
80
(184,464)
18

8.   Incl. Electronic Paper
Clark, Todd E.
Federal Reserve Bank of Cleveland
McCracken, Michael W.
Federal Reserve Banks - Federal Reserve Bank of Saint Louis
Posted:
08 Sep 11
Last Revised:
24 Oct 12
77
(188,779)
5

9.  
Forecasting with Small Macroeconomic VARs in the Presence of Instabilities | Show Abstract | Download |
FEDS Working Paper No. 2007-41, FRB of Kansas City Economic Research Paper No. 06-09
Working Paper Series
Clark, Todd E.
Federal Reserve Bank of Cleveland
McCracken, Michael W.
Federal Reserve Banks - Federal Reserve Bank of Saint Louis
Posted:
18 Jul 06
73
(194,738)
10

10.  
Multi-Step Ahead Forecasting of Vector Time Series | Show Abstract | Download |
FRB of St. Louis Working Paper No. 2012-060B
Working Paper Series
McElroy, Tucker
U.S. Census Bureau - Center for Statistical Research and Methodology
McCracken, Michael W.
Federal Reserve Banks - Federal Reserve Bank of Saint Louis
Posted:
08 Dec 12
Last Revised:
26 Sep 14
59
(218,225)
 

11.   Incl. Electronic Paper
Clark, Todd E.
Federal Reserve Bank of Cleveland
McCracken, Michael W.
Federal Reserve Banks - Federal Reserve Bank of Saint Louis
Posted:
20 Aug 09
Last Revised:
12 Mar 13
47
(242,538)
6

12.  
Testing the Economic Value of Asset Return Predictability | Show Abstract | Download |
FRB of St. Louis Working Paper No. 2012-049A
Working Paper Series
McCracken, Michael W.
Federal Reserve Banks - Federal Reserve Bank of Saint Louis
Valente, Giorgio
City University of Hong Kong (CityUHK) - Department of Economics & Finance
Posted:
24 Oct 12
45
(246,989)
 

13.  
Clark, Todd E.
Federal Reserve Bank of Cleveland
McCracken, Michael W.
Federal Reserve Banks - Federal Reserve Bank of Saint Louis
Posted:
05 Oct 10
42
(253,873)
6

14.  
Tests of Equal Predictive Ability With Real-Time Data | Show Abstract | Download |
FRB of St. Louis Working Paper No. 2008-029
Working Paper Series
Clark, Todd E.
Federal Reserve Bank of Cleveland
McCracken, Michael W.
Federal Reserve Banks - Federal Reserve Bank of Saint Louis
Posted:
10 Aug 07
41
(256,138)
10

15.  
Regression-Based Tests of Predictive Ability | Show Abstract | Download |
NBER Working Paper No. t0226
Working Paper Series
West, Kenneth D.
University of Wisconsin - Madison - Department of Economics
McCracken, Michael W.
Federal Reserve Banks - Federal Reserve Bank of Saint Louis
Posted:
12 Jul 00
41
(256,138)
51

16.  
Pairwise Tests of Equal Forecast Accuracy | Show Abstract | Download |
Quantile Journal, Vol. 1, pp. 53-62, 2006
Accepted Paper Series
McCracken, Michael W.
Federal Reserve Banks - Federal Reserve Bank of Saint Louis
Posted:
20 Oct 06
36
(268,829)
 

17.   Incl. Electronic Paper
Clark, Todd E.
Federal Reserve Bank of Cleveland
McCracken, Michael W.
Federal Reserve Banks - Federal Reserve Bank of Saint Louis
Posted:
08 Sep 11
Last Revised:
12 Apr 12
27
(296,224)
141

18.  
Testing for Unconditional Predictive Ability | Show Abstract | Download |
Federal Reserve Bank of St. Louis Working Paper No. 2010-031A
Working Paper Series
Clark, Todd E.
Federal Reserve Bank of Cleveland
McCracken, Michael W.
Federal Reserve Banks - Federal Reserve Bank of Saint Louis
Posted:
05 Oct 10
27
(296,224)
3

19.  
In-Sample Tests of Predictive Ability: A New Approach | Show Abstract | Download |
Federal Reserve Bank of Kansas City, Economic Research Department Research Working Paper No. 2009-051A
Working Paper Series
Clark, Todd E.
Federal Reserve Bank of Cleveland
McCracken, Michael W.
Federal Reserve Banks - Federal Reserve Bank of Saint Louis
Posted:
20 Aug 09
27
(296,224)
2

20.  
Forecast Disagreement Among FOMC Members | Show Abstract | Download |
Federal Reserve Bank of St. Louis Working Paper No. 2009-059A
Working Paper Series
Banternghansa, Chanont
Federal Reserve Bank of St. Louis
McCracken, Michael W.
Federal Reserve Banks - Federal Reserve Bank of Saint Louis
Posted:
08 Dec 09
25
(303,618)
4

21.  
Comment on 'Taylor Rule Exchange Rate Forecasting During the Financial Crisis' | Show Abstract | Download |
FRB of St. Louis Working Paper No. 2012-030A
Working Paper Series
McCracken, Michael W.
Federal Reserve Banks - Federal Reserve Bank of Saint Louis
Posted:
19 Sep 12
20
(323,797)
 

22.  
Evaluating the Accuracy of Forecasts from Vector Autoregressions | Show Abstract | Download |
FRB of St. Louis Working Paper No. 2013-010A
Working Paper Series
Clark, Todd E.
Federal Reserve Bank of Cleveland
McCracken, Michael W.
Federal Reserve Banks - Federal Reserve Bank of Saint Louis
Posted:
01 Mar 13
16
(340,602)
 

23.  
Real-Time Forecast Averaging with ALFRED | Show Abstract | Download |
FRB of St. Louis Working Paper No. 2010-033A
Working Paper Series
Banternghansa, Chanont
Federal Reserve Bank of St. Louis
McCracken, Michael W.
Federal Reserve Banks - Federal Reserve Bank of Saint Louis
Posted:
05 Oct 10
Last Revised:
10 Oct 10
15
(344,805)
 

24.  
Consistent Testing for Structural Change at the Ends of the Sample | Show Abstract | Download |
FRB of St. Louis Working Paper No. 2012-029A
Working Paper Series
McCracken, Michael W.
Federal Reserve Banks - Federal Reserve Bank of Saint Louis
Posted:
30 Aug 12
10
(366,512)
 

25.  
Evaluating Conditional Forecasts from Vector Autoregressions | Show Abstract | Download |
FRB of Cleveland Working Paper No. 14-13
Working Paper Series
Clark, Todd E.
Federal Reserve Bank of Cleveland
McCracken, Michael W.
Federal Reserve Banks - Federal Reserve Bank of Saint Louis
Posted:
04 Oct 14
2
(401,857)
 


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