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McCracken, Michael W.'s
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
1,487 |
Total
Citations
458 |
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1.
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Improving Forecast Accuracy by Combining Recursive and Rolling Forecasts
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Clark, Todd E.
Federal Reserve Bank of Cleveland McCracken, Michael W.
Federal Reserve Banks - Federal Reserve Bank of Saint Louis
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Posted:
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08 Nov 04
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Last Revised:
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11 Jun 09
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227
(65,610)
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16
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Clark, Todd E.
Federal Reserve Bank of Cleveland McCracken, Michael W.
Federal Reserve Banks - Federal Reserve Bank of Saint Louis
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1
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16
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Clark, Todd E.
Federal Reserve Bank of Cleveland McCracken, Michael W.
Federal Reserve Banks - Federal Reserve Bank of Saint Louis
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226
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16
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Structural breaks, forecasting, model averaging
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2.
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Clark, Todd E.
Federal Reserve Bank of Cleveland McCracken, Michael W.
Federal Reserve Banks - Federal Reserve Bank of Saint Louis
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187
(79,833)
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155
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3.
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Clark, Todd E.
Federal Reserve Bank of Cleveland McCracken, Michael W.
Federal Reserve Banks - Federal Reserve Bank of Saint Louis
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147
(99,603)
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19
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Forecast Evaluation, Prediction, Causality
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4.
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Clark, Todd E.
Federal Reserve Bank of Cleveland McCracken, Michael W.
Federal Reserve Banks - Federal Reserve Bank of Saint Louis
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134
(107,805)
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24
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Phillips Curve, Forecasts, Causality, Break Test
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5.
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Clark, Todd E.
Federal Reserve Bank of Cleveland McCracken, Michael W.
Federal Reserve Banks - Federal Reserve Bank of Saint Louis
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104
(131,486)
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4
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Power, Structural Breaks, Forecast Evaluation, Model Selection
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6.
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Combining Forecasts from Nested Models
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Clark, Todd E.
Federal Reserve Bank of Cleveland McCracken, Michael W.
Federal Reserve Banks - Federal Reserve Bank of Saint Louis
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Posted:
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22 Mar 06
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Last Revised:
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08 Jun 09
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80
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9
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Clark, Todd E.
Federal Reserve Bank of Cleveland McCracken, Michael W.
Federal Reserve Banks - Federal Reserve Bank of Saint Louis
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3
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9
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Clark, Todd E.
Federal Reserve Bank of Cleveland McCracken, Michael W.
Federal Reserve Banks - Federal Reserve Bank of Saint Louis
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77
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9
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Forecast Combination, Predictability, Forecast Evaluation
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7.
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Clark, Todd E.
Federal Reserve Bank of Cleveland McCracken, Michael W.
Federal Reserve Banks - Federal Reserve Bank of Saint Louis
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74
(163,836)
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17
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Forecast combination, real-time data, structural change
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8.
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Advances in Forecast Evaluation
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Clark, Todd E.
Federal Reserve Bank of Cleveland McCracken, Michael W.
Federal Reserve Banks - Federal Reserve Bank of Saint Louis
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Posted:
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08 Sep 11
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Last Revised:
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24 Oct 12
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71
(167,859)
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3
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McCracken, Michael W.
Federal Reserve Banks - Federal Reserve Bank of Saint Louis Clark, Todd E.
Federal Reserve Bank of Cleveland
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13 Jun 12
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Last Revised:
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24 Oct 12
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20
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3
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Prediction, equal accuracy
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Clark, Todd E.
Federal Reserve Bank of Cleveland McCracken, Michael W.
Federal Reserve Banks - Federal Reserve Bank of Saint Louis
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51
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3
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Prediction, equal accuracy
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9.
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Clark, Todd E.
Federal Reserve Bank of Cleveland McCracken, Michael W.
Federal Reserve Banks - Federal Reserve Bank of Saint Louis
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68
(171,972)
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10
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Real-time Data, Prediction, Structural Change
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10.
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McElroy, Tucker
U.S. Census Bureau - Center for Statistical Research and Methodology McCracken, Michael W.
Federal Reserve Banks - Federal Reserve Bank of Saint Louis
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51
(198,542)
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Euro Area, Fertility Rates, Frequency Domain, Housing Starts, Multivariate Time Series, VAR Models
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11.
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Clark, Todd E.
Federal Reserve Bank of Cleveland McCracken, Michael W.
Federal Reserve Banks - Federal Reserve Bank of Saint Louis
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38
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6
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Forecasting, Prediction, mean square error, causality
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12.
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West, Kenneth D.
University of Wisconsin - Madison - Department of Economics McCracken, Michael W.
Federal Reserve Banks - Federal Reserve Bank of Saint Louis
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37
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48
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13.
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McCracken, Michael W.
Federal Reserve Banks - Federal Reserve Bank of Saint Louis Valente, Giorgio
Essex Business School
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36
(228,363)
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Utility-based comparisons, economic value, out-of-sample forecasting, predictability
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14.
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Clark, Todd E.
Federal Reserve Bank of Cleveland McCracken, Michael W.
Federal Reserve Banks - Federal Reserve Bank of Saint Louis
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36
(228,363)
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5
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Prediction, forecast evaluation, equal accuracy
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15.
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Nested Forecast Model Comparisons: A New Approach to Testing Equal Accuracy
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Show Abstracts |
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Versions (2)
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hide multiple versions |
Export Bibliographic Info |
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Clark, Todd E.
Federal Reserve Bank of Cleveland McCracken, Michael W.
Federal Reserve Banks - Federal Reserve Bank of Saint Louis
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Posted:
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20 Aug 09
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Last Revised:
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12 Mar 13
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35
(230,698)
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5
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Clark, Todd E.
Federal Reserve Bank of Cleveland McCracken, Michael W.
Federal Reserve Banks - Federal Reserve Bank of Saint Louis
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13
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5
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mean square error, prediction, reality check
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Clark, Todd E.
Federal Reserve Bank of Cleveland McCracken, Michael W.
Federal Reserve Banks - Federal Reserve Bank of Saint Louis
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22
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5
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mean square error, prediction, reality check
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16.
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McCracken, Michael W.
Federal Reserve Banks - Federal Reserve Bank of Saint Louis
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33
(235,417)
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17.
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Clark, Todd E.
Federal Reserve Bank of Cleveland McCracken, Michael W.
Federal Reserve Banks - Federal Reserve Bank of Saint Louis
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24
(261,301)
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1
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Predictability, Forecast Accuracy, Testing
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18.
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Banternghansa, Chanont
Federal Reserve Bank of St. Louis McCracken, Michael W.
Federal Reserve Banks - Federal Reserve Bank of Saint Louis
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23
(264,737)
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3
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FOMC, forecast accuracy, forecast disagreement
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19.
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Clark, Todd E.
Federal Reserve Bank of Cleveland McCracken, Michael W.
Federal Reserve Banks - Federal Reserve Bank of Saint Louis
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23
(264,737)
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1
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predictability, forecast accuracy, in-sample
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20.
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Tests of Equal Forecast Accuracy for Overlapping Models
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Show Abstracts |
Hide Abstracts |
Versions (2)
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hide multiple versions |
Export Bibliographic Info |
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Clark, Todd E.
Federal Reserve Bank of Cleveland McCracken, Michael W.
Federal Reserve Banks - Federal Reserve Bank of Saint Louis
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Posted:
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08 Sep 11
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Last Revised:
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12 Apr 12
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20
(275,036)
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130
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Clark, Todd E.
Federal Reserve Bank of Cleveland McCracken, Michael W.
Federal Reserve Banks - Federal Reserve Bank of Saint Louis
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9
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130
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overlapping models, prediction, out-of-sample
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Clark, Todd E.
Federal Reserve Bank of Cleveland McCracken, Michael W.
Federal Reserve Banks - Federal Reserve Bank of Saint Louis
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11
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130
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overlapping models, prediction, out-of-sample
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21.
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McCracken, Michael W.
Federal Reserve Banks - Federal Reserve Bank of Saint Louis
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12
(303,476)
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forecasting, exchange rates, inference
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22.
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Banternghansa, Chanont
Federal Reserve Bank of St. Louis McCracken, Michael W.
Federal Reserve Banks - Federal Reserve Bank of Saint Louis
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05 Oct 10
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Last Revised:
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10 Oct 10
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11
(306,905)
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forecast averaging, real-time data, forecast accuracy
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23.
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Clark, Todd E.
Federal Reserve Bank of Cleveland McCracken, Michael W.
Federal Reserve Banks - Federal Reserve Bank of Saint Louis
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10
(310,192)
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prediction, forecasting, out-of-sample
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24.
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McCracken, Michael W.
Federal Reserve Banks - Federal Reserve Bank of Saint Louis
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6
(322,331)
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Structural change, Chow test, Predictive test, intercept correction
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