Feedback to SSRN

 
  • Selected
  • Entire List
 

McCracken, Michael W.


 SSRN Author Rank: 16,048 by Downloads
 

Federal Reserve Banks - Federal Reserve Bank of Saint Louis


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

  SSRN's personal information usage policy
Authors: If anything on this page requires updating or correction, please go to your SSRN User HeadQuarters and make the change.
The RSS feed for this author will notify you of all new papers and revisions as soon as they are added to the SSRN eLibrary.
Popular RSS readers
. McCracken, Michael W.'s Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
1,558
Total
Citations
484
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
230
(73,025)
17

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
190
(88,658)
164

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
154
(107,509)
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
135
(120,425)
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
104
(147,135)
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
82
(172,121)
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
78
(177,483)
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
73
(184,591)
4

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
72
(186,036)
10

10.  
Multi-Step Ahead Forecasting of Vector Time Series | Show Abstract | Download |
FRB of St. Louis Working Paper No. 2012-060A
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
53
(217,747)
 

11.  
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
44
(236,257)
 

12.  
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
40
(245,061)
9

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
39
(247,305)
6

14.   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
39
(247,305)
5

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
38
(249,653)
50

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
34
(259,600)
 

17.  
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
26
(283,746)
2

18.  
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
25
(287,190)
2

19.   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
24
(290,778)
135

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
24
(290,778)
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
18
(313,891)
 

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
15
(325,535)
 

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
13
(333,632)
 

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
8
(353,171)
 


Records 1 - 24 of 24 matches
[ 1 ]

© 2014 Social Science Electronic Publishing, Inc. All Rights Reserved.  FAQ   Terms of Use   Privacy Policy   Copyright   Contact Us
This page was processed by apollo6 in 0.468 seconds