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Michael W. McCracken

SSRN Author Rank: 17,417 by Downloads and 1,127 by Citations

 

Federal Reserve Banks - Federal Reserve Bank of Saint Louis


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

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. Michael W. McCracken's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
1,968
Total
Citations
477
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
250
(90,295)
18

2.  
Tests of Equal Forecast Accuracy and Encompassing for Nested Models | Show Abstract | Download This Paper | Open PDF in Browser |
Federal Reserve Bank of Kansas City, Research Working Paper No. 99-11
Number of Pages in PDF File: 54
Clark, Todd E.
Federal Reserve Bank of Cleveland
McCracken, Michael W.
Federal Reserve Banks - Federal Reserve Bank of Saint Louis
Posted:
09 Nov 99
197
(111,947)
160

3.  
Evaluating Long-Horizon Forecasts | Show Abstract | Download This Paper | Open PDF in Browser |
FRB of Kansas City Research Working Paper No. 01-14
Number of Pages in PDF File: 35
Clark, Todd E.
Federal Reserve Bank of Cleveland
McCracken, Michael W.
Federal Reserve Banks - Federal Reserve Bank of Saint Louis
Posted:
16 Apr 02
171
(128,458)
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
148
(141,436)
23

5.   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
121
(173,568)
4

6.  
Forecast-Based Model Selection in the Presence of Structural Breaks | Show Abstract | Download This Paper | Open PDF in Browser |
FRB of Kansas City Working Paper No. 02-05
Number of Pages in PDF File: 52
Clark, Todd E.
Federal Reserve Bank of Cleveland
McCracken, Michael W.
Federal Reserve Banks - Federal Reserve Bank of Saint Louis
Posted:
23 Nov 02
111
(185,052)
4

7.   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
88
(216,670)
8

8.  
Averaging Forecasts from Vars with Uncertain Instabilities | Show Abstract | Download This Paper | Open PDF in Browser |
FRB of Kansas City Working Paper No. 06-12, FEDS Working Paper No. 2007-42, FRB of St. Louis Working Paper 2008-030B
Number of Pages in PDF File: 25
Clark, Todd E.
Federal Reserve Bank of Cleveland
McCracken, Michael W.
Federal Reserve Banks - Federal Reserve Bank of Saint Louis
Posted:
28 Dec 06
83
(215,212)
18

9.  
Forecasting with Small Macroeconomic VARs in the Presence of Instabilities | Show Abstract | Download This Paper | Open PDF in Browser |
FEDS Working Paper No. 2007-41, FRB of Kansas City Economic Research Paper No. 06-09
Number of Pages in PDF File: 66
Clark, Todd E.
Federal Reserve Bank of Cleveland
McCracken, Michael W.
Federal Reserve Banks - Federal Reserve Bank of Saint Louis
Posted:
18 Jul 06
74
(229,711)
10

10.   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
70
(248,040)
6

11.  
Multi-Step Ahead Forecasting of Vector Time Series | Show Abstract | Download This Paper | Open PDF in Browser |
FRB of St. Louis Working Paper No. 2012-060B
Number of Pages in PDF File: 29
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
69
(242,336)
 

12.  
Testing the Economic Value of Asset Return Predictability | Show Abstract | Download This Paper | Open PDF in Browser |
FRB of St. Louis Working Paper No. 2012-049A
Number of Pages in PDF File: 38
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
55
(249,987)
 

13.  
Tests of Equal Predictive Ability With Real-Time Data | Show Abstract | Download This Paper | Open PDF in Browser |
FRB of St. Louis Working Paper No. 2008-029
Number of Pages in PDF File: 32
Clark, Todd E.
Federal Reserve Bank of Cleveland
McCracken, Michael W.
Federal Reserve Banks - Federal Reserve Bank of Saint Louis
Posted:
10 Aug 07
44
(298,230)
10

14.  
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
(306,486)
4

15.  
Regression-Based Tests of Predictive Ability | Show Abstract | Download This Paper | Open PDF in Browser |
NBER Working Paper No. t0226
Number of Pages in PDF File: 60
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
(317,959)
51

16.  
Testing for Unconditional Predictive Ability | Show Abstract | Download This Paper | Open PDF in Browser |
Federal Reserve Bank of St. Louis Working Paper No. 2010-031A
Number of Pages in PDF File: 32
Clark, Todd E.
Federal Reserve Bank of Cleveland
McCracken, Michael W.
Federal Reserve Banks - Federal Reserve Bank of Saint Louis
Posted:
05 Oct 10
37
(285,438)
4

17.  
McCracken, Michael W.
Federal Reserve Banks - Federal Reserve Bank of Saint Louis
Posted:
20 Oct 06
36
(333,377)
 

18.   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
31
(350,630)
131

19.  
Forecast Disagreement Among FOMC Members | Show Abstract | Download This Paper | Open PDF in Browser |
Federal Reserve Bank of St. Louis Working Paper No. 2009-059A
Number of Pages in PDF File: 43
Banternghansa, Chanont
Federal Reserve Bank of St. Louis
McCracken, Michael W.
Federal Reserve Banks - Federal Reserve Bank of Saint Louis
Posted:
08 Dec 09
29
(320,952)
3

20.  
In-Sample Tests of Predictive Ability: A New Approach | Show Abstract | Download This Paper | Open PDF in Browser |
Federal Reserve Bank of Kansas City, Economic Research Department Research Working Paper No. 2009-051A
Number of Pages in PDF File: 36
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
(362,265)
1

21.  
McCracken, Michael W.
Federal Reserve Banks - Federal Reserve Bank of Saint Louis
Posted:
19 Sep 12
23
(379,693)
 

22.  
Evaluating the Accuracy of Forecasts from Vector Autoregressions | Show Abstract | Download This Paper | Open PDF in Browser |
FRB of St. Louis Working Paper No. 2013-010A
Number of Pages in PDF File: 47
Clark, Todd E.
Federal Reserve Bank of Cleveland
McCracken, Michael W.
Federal Reserve Banks - Federal Reserve Bank of Saint Louis
Posted:
01 Mar 13
19
(393,910)
 

23.  
McCracken, Michael W.
Federal Reserve Banks - Federal Reserve Bank of Saint Louis
Ng, Serena
Columbia Business School - Economics Department
Posted:
19 Aug 15
17
(379,693)
 

24.  
Real-Time Forecast Averaging with ALFRED | Show Abstract | Download This Paper | Open PDF in Browser |
FRB of St. Louis Working Paper No. 2010-033A
Number of Pages in PDF File: 27
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
17
(389,041)
 

25.  
Evaluating Conditional Forecasts from Vector Autoregressions | Show Abstract | Download This Paper | Open PDF in Browser |
FRB of Cleveland Working Paper No. 14-13
Number of Pages in PDF File: 52
Clark, Todd E.
Federal Reserve Bank of Cleveland
McCracken, Michael W.
Federal Reserve Banks - Federal Reserve Bank of Saint Louis
Posted:
04 Oct 14
15
(362,265)
 

26.  
Consistent Testing for Structural Change at the Ends of the Sample | Show Abstract | Download This Paper | Open PDF in Browser |
FRB of St. Louis Working Paper No. 2012-029A
Number of Pages in PDF File: 47
McCracken, Michael W.
Federal Reserve Banks - Federal Reserve Bank of Saint Louis
Posted:
30 Aug 12
10
(443,230)
 

27.  
McCracken, Michael W.
Federal Reserve Banks - Federal Reserve Bank of Saint Louis
Owyang, Michael
Federal Reserve Bank of St. Louis - Research Division
Sekhposyan, Tatevik
Texas A&M University - Department of Economics
Posted:
14 Oct 15
0
(370,668)
1

28.  
Gonçalves, Sílvia
University of Montreal - Department of Economics
McCracken, Michael W.
Federal Reserve Banks - Federal Reserve Bank of Saint Louis
Perron, Benoit
University of Montreal - Department of Economics
Posted:
06 Oct 15
0
(462,580)
 


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