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Michael McCracken : Citation Profile


Are you Michael McCracken?

Federal Reserve Bank of St. Louis

16

H index

21

i10 index

1649

Citations

RESEARCH PRODUCTION:

33

Articles

46

Papers

2

Chapters

RESEARCH ACTIVITY:

   20 years (1997 - 2017). See details.
   Cites by year: 82
   Journals where Michael McCracken has often published
   Relations with other researchers
   Recent citing documents: 83.    Total self citations: 36 (2.14 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pmc81
   Updated: 2018-02-17    RAS profile: 2017-08-28    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Clark, Todd (5)

Goncalves, Silvia (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Michael McCracken.

Is cited by:

Swanson, Norman (75)

Rossi, Barbara (56)

Clark, Todd (55)

GUPTA, RANGAN (46)

Kilian, Lutz (45)

West, Kenneth (44)

Marcellino, Massimiliano (36)

Inoue, Atsushi (36)

Franses, Philip Hans (35)

Clements, Michael (34)

Pincheira, Pablo (33)

Cites to:

Clark, Todd (61)

West, Kenneth (55)

Watson, Mark (45)

Kilian, Lutz (40)

Stock, James (39)

Swanson, Norman (29)

Rogoff, Kenneth (24)

Diebold, Francis (23)

Corradi, Valentina (19)

White, Halbert (19)

Hansen, Bruce (18)

Main data


Where Michael McCracken has published?


Journals with more than one article published# docs
Economic Synopses7
Journal of Econometrics7
International Economic Review2
Econometric Reviews2
The Regional Economist2
Journal of Money, Credit and Banking2
Review2

Working Papers Series with more than one paper published# docs
Working Papers / Federal Reserve Bank of St. Louis22
Research Working Paper / Federal Reserve Bank of Kansas City11
Finance and Economics Discussion Series / Board of Governors of the Federal Reserve System (U.S.)3
Working Paper / Federal Reserve Bank of Cleveland3

Recent works citing Michael McCracken (2018 and 2017)


YearTitle of citing document
2017Statistical tests for equal predictive ability across multiple forecasting methods. (2017). Borup, Daniel ; Thyrsgaard, Martin. In: CREATES Research Papers. RePEc:aah:create:2017-19.

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2017Improving Forecast Accuracy of Financial Vulnerability: PLS Factor Model Approach. (2017). Kim, Hyeongwoo ; Ko, Kyunghwan . In: Auburn Economics Working Paper Series. RePEc:abn:wpaper:auwp2017-03.

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2017Media Network and Return Predictability. (2017). Tao, Yubo ; Guo, LI. In: Papers. RePEc:arx:papers:1703.02715.

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2017How well do experience curves predict technological progress? A method for making distributional forecasts. (2017). Lafond, François ; Rebois, Dylan ; Zadourian, Rubina ; Bailey, Aimee Gotway ; Farmer, Doyne J ; McSharry, Patrick ; Bakker, Jan David . In: Papers. RePEc:arx:papers:1703.05979.

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2017Murphy Diagrams: Forecast Evaluation of Expected Shortfall. (2017). Ziegel, Johanna F ; Fasciati, Fernando ; Jordan, Alexander ; Krueger, Fabian . In: Working Papers. RePEc:awi:wpaper:0632.

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2017Assessing the Business Outlook Survey Indicator Using Real-Time Data. (2017). Pichette, Lise ; Robitaille, Marie-Noelle . In: Discussion Papers. RePEc:bca:bocadp:17-5.

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2017Markov-Switching Three-Pass Regression Filter. (2017). Marcellino, Massimiliano ; Leiva-Leon, Danilo ; Guérin, Pierre ; Guerin, Pierre . In: Staff Working Papers. RePEc:bca:bocawp:17-13.

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2017The discontinuation of the EUR/CHF minimum exchange rate in January 2015: was it expected?. (2017). Moessner, Richhild ; Funke, Michael ; Loermann, Julius . In: BIS Working Papers. RePEc:bis:biswps:652.

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2017Uncertainty across volatility regimes. (2017). Fanelli, Luca ; Caggiano, Giovanni ; Bacchiocchi, Emanuele ; Angelini, Giovanni. In: Research Discussion Papers. RePEc:bof:bofrdp:2017_035.

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2017Improving Forecast Accuracy of Financial Vulnerability: Partial Least Squares Factor Model Approach. (2017). Kim, Hyeongwoo ; Ko, Kyunghwan . In: Working Papers. RePEc:bok:wpaper:1714.

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2017Multi-level factor analysis of bond risk premia. (2017). Kim, Dukpa ; Yuhyeon, Bak ; Yunjung, Kim. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:21:y:2017:i:5:p:19:n:2.

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2017Uncertainty Across Volatility Regimes. (2018). Angelini, Giovanni ; Fanelli, Luca ; Caggiano, Giovanni ; Bacchiocchi, Emanuele . In: CESifo Working Paper Series. RePEc:ces:ceswps:_6799.

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2017Market Timing under Limited Information: An Empirical Investigation in US Treasury Market. (2017). Tong, Guoshi. In: Annals of Economics and Finance. RePEc:cuf:journl:y:2017:v:18:i:1:tong.

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2017Measuring real business condition in China. (2017). Liu, Ping ; Hueng, James C. In: China Economic Review. RePEc:eee:chieco:v:46:y:2017:i:c:p:261-274.

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2017Transformed contribution ratio test for the number of factors in static approximate factor models. (2017). Xia, Qiang ; Wu, Jianhong ; Liang, Rubing . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:112:y:2017:i:c:p:235-241.

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2017Measuring the output gap in Switzerland with linear opinion pools. (2017). Buncic, Daniel ; Muller, Oliver . In: Economic Modelling. RePEc:eee:ecmode:v:64:y:2017:i:c:p:153-171.

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2017The new MIBA model: Real-time nowcasting of French GDP using the Banque de Frances monthly business survey. (2017). Mogliani, Matteo ; Darné, Olivier ; Pluyaud, Bertrand ; Darne, Olivier. In: Economic Modelling. RePEc:eee:ecmode:v:64:y:2017:i:c:p:26-39.

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2017An adaptive approach to forecasting three key macroeconomic variables for transitional China. (2017). Niu, Linlin ; Chen, Ying ; Xu, Xiu . In: Economic Modelling. RePEc:eee:ecmode:v:66:y:2017:i:c:p:201-213.

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2017Forecasting broad money velocity. (2017). Jung, Alexander. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:42:y:2017:i:c:p:421-432.

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2017Confidence intervals in regressions with estimated factors and idiosyncratic components. (2017). Fosten, Jack. In: Economics Letters. RePEc:eee:ecolet:v:157:y:2017:i:c:p:71-74.

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2017Rolling window selection for out-of-sample forecasting with time-varying parameters. (2017). Rossi, Barbara ; Inoue, Atsushi ; Jin, LU. In: Journal of Econometrics. RePEc:eee:econom:v:196:y:2017:i:1:p:55-67.

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2017Reverse adaptive krill herd locally weighted support vector regression for forecasting and trading exchange traded funds. (2017). Sermpinis, Georgios ; Hassanniakalager, Arman ; Stasinakis, Charalampos . In: European Journal of Operational Research. RePEc:eee:ejores:v:263:y:2017:i:2:p:540-558.

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2018Short-run electricity load forecasting with combinations of stationary wavelet transforms. (2018). Bessec, Marie ; Fouquau, Julien . In: European Journal of Operational Research. RePEc:eee:ejores:v:264:y:2018:i:1:p:149-164.

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2017Predicting international stock returns with conditional price-to-fundamental ratios. (2017). Lawrenz, Jochen ; Zorn, Josef. In: Journal of Empirical Finance. RePEc:eee:empfin:v:43:y:2017:i:c:p:159-184.

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2017The role of oil prices in the forecasts of South African interest rates: A Bayesian approach. (2017). Kotze, Kevin ; GUPTA, RANGAN. In: Energy Economics. RePEc:eee:eneeco:v:61:y:2017:i:c:p:270-278.

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2017Forecasting oil and stock returns with a Qual VAR using over 150years off data. (2017). Wohar, Mark ; GUPTA, RANGAN. In: Energy Economics. RePEc:eee:eneeco:v:62:y:2017:i:c:p:181-186.

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2017Forecasting the real prices of crude oil using forecast combinations over time-varying parameter models. (2017). Wang, Yudong ; Wu, Chongfeng ; Liu, LI. In: Energy Economics. RePEc:eee:eneeco:v:66:y:2017:i:c:p:337-348.

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2017Can investor attention predict oil prices?. (2017). Han, Liyan ; Yin, Libo ; Lv, Qiuna. In: Energy Economics. RePEc:eee:eneeco:v:66:y:2017:i:c:p:547-558.

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2017Persistence and cycles in the us federal funds rate. (2017). Gil-Alana, Luis ; Caporale, Guglielmo Maria. In: International Review of Financial Analysis. RePEc:eee:finana:v:52:y:2017:i:c:p:1-8.

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2017Gaussian estimation and forecasting of the U.K. yield curve with multi-factor continuous-time models. (2017). Tunaru, Diana . In: International Review of Financial Analysis. RePEc:eee:finana:v:52:y:2017:i:c:p:119-129.

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2017International stock return predictability: Evidence from new statistical tests. (2017). Kim, Jae ; Darné, Olivier ; Charles, Amelie ; Darne, Olivier. In: International Review of Financial Analysis. RePEc:eee:finana:v:54:y:2017:i:c:p:97-113.

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2017Do liquidity variables improve out-of-sample prediction of sovereign spreads during crisis periods?. (2017). Wagner, Niklas ; Hofstetter, Benedikt ; Kinateder, Harald. In: Finance Research Letters. RePEc:eee:finlet:v:21:y:2017:i:c:p:144-150.

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2017Equity premium prediction: The role of economic and statistical constraints. (2017). Tsiakas, Ilias ; Li, Jiahan. In: Journal of Financial Markets. RePEc:eee:finmar:v:36:y:2017:i:c:p:56-75.

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2017Forecasting market returns: bagging or combining?. (2017). Wohar, Mark ; Jordan, Steven J ; Vivian, Andrew . In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:1:p:102-120.

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2017Forecasting GDP with global components: This time is different. (2017). Thorsrud, Leif ; Ravazzolo, Francesco ; Bjørnland, Hilde. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:1:p:153-173.

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2017A mixed frequency approach to the forecasting of private consumption with ATM/POS data. (2017). Rodrigues, Paulo ; Duarte, Cláudia ; Rua, Antonio . In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:1:p:61-75.

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2017Improving the power of the Diebold–Mariano–West test for least squares predictions. (2017). Mayer, Walter J ; Dang, Xin ; Liu, Feng. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:3:p:618-626.

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2017VARX-L: Structured regularization for large vector autoregressions with exogenous variables. (2017). Nicholson, William B ; Bien, Jacob ; Matteson, David S. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:3:p:627-651.

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2017Forecast evaluation tests and negative long-run variance estimates in small samples. (2017). Leybourne, Stephen J ; Whitehouse, Emily J ; Harvey, David I. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:4:p:833-847.

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2017Do oil futures prices predict stock returns?. (2017). I-Hsuan Ethan Chiang, ; Hughen, Keener W. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:79:y:2017:i:c:p:129-141.

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2017Out-of-sample equity premium predictability and sample split–invariant inference. (2017). Karapandza, Rasa ; Kolev, Gueorgui I. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:84:y:2017:i:c:p:188-201.

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2018Information demand and stock return predictability. (2018). Chronopoulos, Dimitris K ; Vlastakis, Nikolaos ; Papadimitriou, Fotios I. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:80:y:2018:i:c:p:59-74.

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2017Market states and the risk-return tradeoff. (2017). Wang, Zijun ; Khan, Moosa M. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:65:y:2017:i:c:p:314-327.

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2017Yield spread and the income distribution. (2017). Berisha, Edmond . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:65:y:2017:i:c:p:363-377.

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2017Modeling and forecasting the volatility of carbon dioxide emission allowance prices: A review and comparison of modern volatility models. (2017). GUPTA, RANGAN ; Segnon, Mawuli ; Lux, Thomas. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:69:y:2017:i:c:p:692-704.

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2017Overnight returns of stock indexes: Evidence from ETFs and futures. (2017). Liu, Qingfu ; Tse, Yiuman. In: International Review of Economics & Finance. RePEc:eee:reveco:v:48:y:2017:i:c:p:440-451.

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2017Macroeconomic factors and equity premium predictability. (2017). Buncic, Daniel ; Tischhauser, Martin . In: International Review of Economics & Finance. RePEc:eee:reveco:v:51:y:2017:i:c:p:621-644.

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2017Stock return predictability in emerging markets: Does the choice of predictors and models matter across countries?. (2017). Ftiti, Zied ; Hadhri, Sinda. In: Research in International Business and Finance. RePEc:eee:riibaf:v:42:y:2017:i:c:p:39-60.

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2017Forecast Performance in Times of Terrorism. (2017). El-Shagi, Makram ; Benchimol, Jonathan. In: CFDS Discussion Paper Series. RePEc:fds:dpaper:201701.

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2017Exploring the Nexus Between Inflation and Globalization Under Inflation Targeting Through the Lens of New Zealand’s Experience. (2017). Soytas, Mehmet ; Martínez García, Enrique ; Kabukcuoglu, Ayse ; Martinez-Garcia, Enrique . In: Globalization and Monetary Policy Institute Working Paper. RePEc:fip:feddgw:308.

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2017Do Phillips Curves Conditionally Help to Forecast Inflation?. (2017). Fujita, Shigeru ; Stark, Tom ; Dotsey, Michael . In: Working Papers. RePEc:fip:fedpwp:17-26.

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2017Forecasting Inflation in a Macroeconomic Framework: An Application to Tunisia. (2017). Zardi, Souhaib Chamseddine . In: IHEID Working Papers. RePEc:gii:giihei:heidwp07-2017.

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2017A Machine Learning Approach to the Forecast Combination Puzzle. (2017). Mandel, Antoine ; Sani, Amir . In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). RePEc:hal:cesptp:halshs-01317974.

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2017Predicting the Equity Market with Option Implied Variables. (2017). Prokopczuk, Marcel ; Simen, Chardin Wese ; Tharann, Bjorn. In: Hannover Economic Papers (HEP). RePEc:han:dpaper:dp-619.

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2017Forecasting growth of U.S. aggregate and household-sector M2 after 2000 using economic uncertainty measures. (2017). Tarassow, Artur. In: Macroeconomics and Finance Series. RePEc:hep:macppr:201702.

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2017Forecasting Home Sales in the Four Census Regions and the Aggregate US Economy Using Singular Spectrum Analysis. (2017). GUPTA, RANGAN ; Segnon, Mawuli ; Ghodsi, Zara ; Hassani, Hossein . In: Computational Economics. RePEc:kap:compec:v:49:y:2017:i:1:d:10.1007_s10614-015-9548-x.

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2017Predicting stock returns in the presence of uncertain structural changes and sample noise. (2017). Mantilla-Garcia, Daniel ; Vaidyanathan, Vijay . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:31:y:2017:i:3:d:10.1007_s11408-017-0290-3.

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2017The Role of Current Account Balance in Forecasting the US Equity Premium: Evidence From a Quantile Predictive Regression Approach. (2017). Wohar, Mark ; GUPTA, RANGAN ; Majumdar, Anandamayee . In: Open Economies Review. RePEc:kap:openec:v:28:y:2017:i:1:d:10.1007_s11079-016-9408-x.

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2017The Relevance of the Monetary Model for the Euro / USD Exchange Rate Determination: a Long Run Perspective. (2017). Kouretas, Georgios ; Georgoutsos, Dimitris A. In: Open Economies Review. RePEc:kap:openec:v:28:y:2017:i:5:d:10.1007_s11079-017-9468-6.

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2017Exploring the Nexus between Inflation and Globalization under Inflation Targeting through the Lens of New Zealand’s Experience. (2017). Soytas, Mehmet ; Martínez García, Enrique ; Martinez-Garcia, Enrique ; Kabukcuoglu, Ayse . In: Koç University-TUSIAD Economic Research Forum Working Papers. RePEc:koc:wpaper:1709.

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2017Intuitive and Reliable Estimates of the Output Gap from a Beveridge-Nelson Filter. (2017). Wong, Benjamin ; Morley, James ; Kamber, Gunes. In: Reserve Bank of New Zealand Discussion Paper Series. RePEc:nzb:nzbdps:2017/1.

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2017Generalizing Smooth Transition Autoregressions. (2017). Zanetti Chini, Emilio. In: DEM Working Papers Series. RePEc:pav:demwpp:demwp0138.

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2017Nowcasting Building Permits with Google Trends. (2017). Pincheira, Pablo ; Coble, David. In: MPRA Paper. RePEc:pra:mprapa:76514.

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2017A Power Booster Factor for Out-of-Sample Tests of Predictability. (2017). Pincheira, Pablo. In: MPRA Paper. RePEc:pra:mprapa:77027.

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2017An Efficient Bayesian Approach to Multiple Structural Change in Multivariate Time Series. (2017). Song, Yong ; Maheu, John. In: MPRA Paper. RePEc:pra:mprapa:79211.

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2017Government spending, GDP and exchange rate in Zero Lower Bound: measuring causality at multiple horizons. (2017). MAO TAKONGMO, Charles Olivier. In: MPRA Paper. RePEc:pra:mprapa:79703.

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2017Forecasting Inflation in Latin America with Core Measures. (2017). Pincheira, Pablo ; Nolazco, Jose ; Selaive, Jorge . In: MPRA Paper. RePEc:pra:mprapa:80496.

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2018Forecasting Base Metal Prices with Commodity Currencies. (2018). Pincheira, Pablo ; Hardy, Nicolas. In: MPRA Paper. RePEc:pra:mprapa:83564.

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2017Does Inequality Help in Forecasting Equity Premium in a Panel of G7 Countries?. (2017). GUPTA, RANGAN ; JAWADI, Fredj ; Christou, Christina. In: Working Papers. RePEc:pre:wpaper:201720.

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2017Monetary Policy, Financial Frictions and Structural Changes: A Markov-Switching DSGE Approach. (2017). Kotze, Kevin ; GUPTA, RANGAN ; Anguyo, Francis Leni . In: Working Papers. RePEc:pre:wpaper:201748.

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2017The Role of Economic Uncertainty in Forecasting Exchange Rate Returns and Realized Volatility: Evidence from Quantile Predictive Regressions. (2017). GUPTA, RANGAN ; Suleman, Tahir ; Hassapis, Christis ; Christou, Christina. In: Working Papers. RePEc:pre:wpaper:201774.

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2017Model Selection in Factor-Augmented Regressions with Estimated Factors. (2017). Djogbenou, Antoine. In: Working Papers. RePEc:qed:wpaper:1391.

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2017Data Revisions and Real-time Probabilistic Forecasting of Macroeconomic Variables. (2017). Galvão, Ana ; Clements, Michael ; Galvao, Ana Beatriz . In: ICMA Centre Discussion Papers in Finance. RePEc:rdg:icmadp:icma-dp2017-01.

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2017Labor Hiring, Aggregate Dividends, and Return Predictability in the Time Series. (2017). Lin, Xiaoji ; Belo, Frederico ; Donangelo, Andres ; Luo, Ding. In: 2017 Meeting Papers. RePEc:red:sed017:885.

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2017FORECASTING WITH GARCH MODELS UNDER STRUCTURAL BREAKS: AN APPROACH BASED ON COMBINATIONS ACROSS ESTIMATION WINDOWS. (2017). De Gaetano, Davide. In: Departmental Working Papers of Economics - University 'Roma Tre'. RePEc:rtr:wpaper:0219.

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2017A nonparametric approach to identifying a subset of forecasters that outperforms the simple average. (2017). Sinclair, Tara ; Bürgi, Constantin ; Bürgi, Constantin ; Bürgi, Constantin ; Burgi, Constantin . In: Empirical Economics. RePEc:spr:empeco:v:53:y:2017:i:1:d:10.1007_s00181-016-1152-y.

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2017Stickiness of employee expenses and implications for stock returns. (2017). Taussig, Roi D. In: Eurasian Economic Review. RePEc:spr:eurase:v:7:y:2017:i:2:d:10.1007_s40822-017-0070-4.

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2017Intuitive and Reliable Estimates of the Output Gap from a Beveridge-Nelson Filter. (2017). Wong, Benjamin ; Morley, James ; Kamber, Gunes. In: Discussion Papers. RePEc:swe:wpaper:2016-09a.

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2017Dynamic Predictive Density Combinations for Large Data Sets in Economics and Finance. (2017). van Dijk, Herman ; Ravazzolo, Francesco ; Grassi, Stefano ; Casarin, Roberto. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20150084.

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2017Forecasting Using Random Subspace Methods. (2017). Boot, Tom ; Nibbering, Didier . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20160073.

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2017A near optimal test for structural breaks when forecasting under square error loss. (2017). Boot, Tom ; Pick, Andreas. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20170039.

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2017Forecasting exchange rates: The time-varying relationship between exchange rates and Taylor rule fundamentals. (2017). Haskamp, Ulrich. In: Ruhr Economic Papers. RePEc:zbw:rwirep:704.

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2017Level and slope of volatility smiles in Long-Run Risk Models. (2017). Branger, Nicole ; Schlag, Christian ; Rodrigues, Paulo . In: SAFE Working Paper Series. RePEc:zbw:safewp:186.

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Works by Michael McCracken:


YearTitleTypeCited
2001NEW MSE TESTS FOR EVALUATING FORECASTING PERFORMANCE: EMPIRICS AND BOOTSTRAP In: 2001 Annual meeting, August 5-8, Chicago, IL.
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2001Inference about predictive ability In: Working papers.
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1997Regression-Based Tests of Predictive Ability. In: Working papers.
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paper122
1998Regression-Based Tests of Predictive Ability..(1998) In: International Economic Review.
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This paper has another version. Agregated cites: 122
article
1998Regression-Based Tests of Predictive Ability.(1998) In: NBER Technical Working Papers.
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This paper has another version. Agregated cites: 122
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2009Tests of Equal Predictive Ability With Real-Time Data In: Journal of Business & Economic Statistics.
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article54
2007Tests of equal predictive ability with real-time data.(2007) In: Research Working Paper.
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This paper has another version. Agregated cites: 54
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2008Tests of equal predictive ability with real-time data.(2008) In: Working Papers.
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This paper has another version. Agregated cites: 54
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2009Combining Forecasts from Nested Models In: Oxford Bulletin of Economics and Statistics.
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2007Combining forecasts from nested models.(2007) In: Finance and Economics Discussion Series.
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This paper has another version. Agregated cites: 16
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2006Combining forecasts from nested models.(2006) In: Research Working Paper.
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This paper has another version. Agregated cites: 16
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2008Combining forecasts from nested models.(2008) In: Working Papers.
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This paper has another version. Agregated cites: 16
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2000Tests of Equal Forecast Accuracy and Encompassing for Nested Models In: Econometric Society World Congress 2000 Contributed Papers.
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paper467
2001Tests of equal forecast accuracy and encompassing for nested models.(2001) In: Journal of Econometrics.
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1999Tests of equal forecast accuracy and encompassing for nested models.(1999) In: Research Working Paper.
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This paper has another version. Agregated cites: 467
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1999Tests of Equal Forecast Accuracy and Encompassing for Nested Models.(1999) In: Computing in Economics and Finance 1999.
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This paper has another version. Agregated cites: 467
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2013Advances in Forecast Evaluation In: Handbook of Economic Forecasting.
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2011Advances in forecast evaluation.(2011) In: Working Paper.
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This paper has another version. Agregated cites: 33
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2011Advances in forecast evaluation.(2011) In: Working Papers.
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This paper has another version. Agregated cites: 33
paper
2005The power of tests of predictive ability in the presence of structural breaks In: Journal of Econometrics.
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2009In-sample tests of predictive ability: a new approach.(2009) In: Research Working Paper.
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2009In-sample tests of predictive ability: a new approach.(2009) In: Working Papers.
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2015Nested forecast model comparisons: A new approach to testing equal accuracy In: Journal of Econometrics.
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2009Nested forecast model comparisons: a new approach to testing equal accuracy.(2009) In: Research Working Paper.
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2009Nested forecast model comparisons: a new approach to testing equal accuracy.(2009) In: Working Papers.
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2000Robust out-of-sample inference In: Journal of Econometrics.
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2004Parameter estimation and tests of equal forecast accuracy between non-nested models In: International Journal of Forecasting.
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2011Tests of equal forecast accuracy for overlapping models In: Working Paper.
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2011Tests of equal forecast accuracy for overlapping models.(2011) In: Working Papers.
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2014TESTS OF EQUAL FORECAST ACCURACY FOR OVERLAPPING MODELS.(2014) In: Journal of Applied Econometrics.
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2014Evaluating Conditional Forecasts from Vector Autoregressions In: Working Paper.
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2014Evaluating Conditional Forecasts from Vector Autoregressions.(2014) In: Working Papers.
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2007Forecasting with small macroeconomic VARs in the presence of instabilities In: Finance and Economics Discussion Series.
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2007Averaging forecasts from VARs with uncertain instabilities In: Finance and Economics Discussion Series.
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2006Averaging forecasts from VARs with uncertain instabilities.(2006) In: Research Working Paper.
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2008Averaging forecasts from VARs with uncertain instabilities.(2008) In: Working Papers.
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2010Averaging forecasts from VARs with uncertain instabilities.(2010) In: Journal of Applied Econometrics.
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2001Evaluating long-horizon forecasts In: Research Working Paper.
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2002Forecast-based model selection in the presence of structural breaks In: Research Working Paper.
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2003The predictive content of the output gap for inflation : resolving in-sample and out-of-sample evidence In: Research Working Paper.
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2006The Predictive Content of the Output Gap for Inflation: Resolving In-Sample and Out-of-Sample Evidence.(2006) In: Journal of Money, Credit and Banking.
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2003The Predictive Content of the Output Gap for Inflation: Resolving In-Sample and Out-of-Sample Evidence.(2003) In: Computing in Economics and Finance 2003.
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2004Improving forecast accuracy by combining recursive and rolling forecasts In: Research Working Paper.
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2008Improving forecast accuracy by combining recursive and rolling forecasts.(2008) In: Working Papers.
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2009IMPROVING FORECAST ACCURACY BY COMBINING RECURSIVE AND ROLLING FORECASTS.(2009) In: International Economic Review.
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2006Forecasting of small macroeconomic VARs in the presence of instabilities In: Research Working Paper.
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2009Uncertainty about when the Fed will raise interest rates In: Economic Synopses.
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2010Using stock market liquidity to forecast recessions In: Economic Synopses.
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2010Using FOMC forecasts to forecast the economy In: Economic Synopses.
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2011Should food be excluded from core CPI? In: Economic Synopses.
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2011Initial claims and employment growth: are we at the threshold? In: Economic Synopses.
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2011Housings role in a recovery In: Economic Synopses.
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2012Following the Fed with a news tracker In: Economic Synopses.
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2009How accurate are forecasts in a recession? In: National Economic Trends.
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2016Tracking the U.S. Economy with Nowcasts In: The Regional Economist.
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2010Disagreement at the FOMC: the dissenting votes are just part of the story In: The Regional Economist.
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2014Factor-based prediction of industry-wide bank stress In: Review.
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2011Real-time forecast averaging with ALFRED In: Review.
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2010Real-time forecast averaging with ALFRED.(2010) In: Working Papers.
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2009Forecast disagreement among FOMC members In: Working Papers.
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2010Testing for unconditional predictive ability In: Working Papers.
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2010Reality checks and nested forecast model comparisons In: Working Papers.
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2012Consistent testing for structural change at the ends of the sample In: Working Papers.
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2012Comment on Taylor rule exchange rate forecasting during the financial crisis In: Working Papers.
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2012Comment on Taylor Rule Exchange Rate Forecasting during the Financial Crisis.(2012) In: NBER Chapters.
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2016Asymptotic Inference for Performance Fees and the Predictability of Asset Returns In: Working Papers.
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2017Multistep ahead forecasting of vector time series.(2017) In: Econometric Reviews.
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2013Evaluating the accuracy of forecasts from vector autoregressions In: Working Papers.
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2015FRED-MD: A Monthly Database for Macroeconomic Research In: Working Papers.
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2015Real-Time Forecasting with a Large, Mixed Frequency, Bayesian VAR In: Working Papers.
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2005Evaluating the Predictability of Exchange Rates Using Long-Horizon Regressions: Mind Your ps and qs! In: Journal of Money, Credit and Banking.
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2006Pairwise tests of equal forecast accuracy (in Russian) In: Quantile.
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2011Reality Checks and Comparisons of Nested Predictive Models In: Journal of Business & Economic Statistics.
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