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Testing for unconditional predictive ability
Clark, Todd E.; McCracken, Michael W. - In: The Oxford handbook of economic forecasting. 2012
Persistent link: https://www.econbiz.de/10012882037
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Tests of predictive ability for vector autoregressions used for conditional forecasting
Clark, Todd E.; McCracken, Michael W. - In: Journal of applied econometrics 32 (2017) 3, pp. 533-553
Persistent link: https://www.econbiz.de/10011694662
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Modeling time-varying uncertainty of multiple-horizon forecast errors
Clark, Todd E.; McCracken, Michael W.; Mertens, Elmar - In: The review of economics and statistics 102 (2020) 1, pp. 17-33
Persistent link: https://www.econbiz.de/10012208035
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FRED-MD : a monthly database for macroeconomic research
McCracken, Michael W.; Ng, Serena - In: Journal of business & economic statistics : JBES ; a … 34 (2016) 4, pp. 574-589
Persistent link: https://www.econbiz.de/10011692412
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Multistep ahead forecasting of vector time series
McElroy, Tucker; McCracken, Michael W. - In: Econometric reviews 36 (2017) 5, pp. 495-513
Persistent link: https://www.econbiz.de/10011795256
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Tests of equal accuracy for nested models with estimated factors
Gonçalves, Sílvia; McCracken, Michael W.; Perron, Benoit - In: Journal of econometrics 198 (2017) 2, pp. 231-252
Persistent link: https://www.econbiz.de/10011818789
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Asymptotic inference for performance fees and the predictability of asset returns
McCracken, Michael W.; Valente, Giorgio - In: Journal of business & economic statistics : JBES ; a … 36 (2018) 3, pp. 426-437
Persistent link: https://www.econbiz.de/10012249170
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Editorial : Central bank forecasting
Giannone, Domenico; Kapetanios, George; McCracken, … - In: International journal of forecasting 35 (2019) 4, pp. 1561-1563
Persistent link: https://www.econbiz.de/10012305391
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Reconsidering the Fed's inflation forecasting advantage
Guisinger, Amy Y.; McCracken, Michael W.; Owyang, Michael T. - 2025
Persistent link: https://www.econbiz.de/10015396778
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On the real-time predictive content of financial condition indices for growth
Amburgey, Aaron J.; McCracken, Michael W. - In: Journal of applied econometrics 38 (2023) 2, pp. 137-163
Persistent link: https://www.econbiz.de/10014287960