Michael McCracken : Citation Profile

Federal Reserve Bank of St. Louis

21

H index

30

i10 index

3305

Citations

RESEARCH PRODUCTION:

46

Articles

73

Papers

5

Chapters

RESEARCH ACTIVITY:

   27 years (1997 - 2024). See details.
   Cites by year: 122
   Journals where Michael McCracken has often published
   Relations with other researchers
   Recent citing documents: 192.    Total self citations: 49 (1.46 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pmc81
   Updated: 2025-04-19    RAS profile: 2023-08-11    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

Owyang, Michael (5)

Ng, Serena (3)

Sekhposyan, Tatevik (2)

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

Is cited by:

GUPTA, RANGAN (89)

Swanson, Norman (84)

Rossi, Barbara (81)

Clark, Todd (74)

Pincheira, Pablo (65)

Marcellino, Massimiliano (61)

Clements, Michael (49)

Kilian, Lutz (46)

West, Kenneth (44)

Wohar, Mark (42)

Franses, Philip Hans (42)

Cites to:

Clark, Todd (86)

West, Kenneth (83)

Watson, Mark (58)

Kilian, Lutz (51)

Stock, James (47)

Swanson, Norman (39)

Diebold, Francis (36)

Giannone, Domenico (30)

Rogoff, Kenneth (24)

Rossi, Barbara (24)

Corradi, Valentina (23)

Main data

Where Michael McCracken has published?

Journals with more than one article published# docs
Journal of Econometrics7
Economic Synopses7
Journal of Business & Economic Statistics5
Journal of Applied Econometrics5
Review4
International Economic Review2
Journal of Money, Credit and Banking2
The Regional Economist2
Econometric Reviews2

Working Papers Series with more than one paper published# docs
Working Papers / Federal Reserve Bank of St. Louis32
On the Economy / Federal Reserve Bank of St. Louis13
Research Working Paper / Federal Reserve Bank of Kansas City11
Working Papers (Old Series) / Federal Reserve Bank of Cleveland4
Finance and Economics Discussion Series / Board of Governors of the Federal Reserve System (U.S.)3

Recent works citing Michael McCracken (2025 and 2024)

YearTitle of citing document
2025Asymmetric Roles of Macroeconomic Variables in the Real Exchange Rate: Insights from U.S.-Korea Data. (2025). Kim, Hyeongwoo ; Behera, Sarthak. In: Auburn Economics Working Paper Series. RePEc:abn:wpaper:auwp2025-01.

Full description at Econpapers || Download paper

2025Distributional Dynamics. (2025). Kuhn, Moritz ; Calderon, Luis ; Bayer, Christian. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:351.

Full description at Econpapers || Download paper

2024Sophisticated and small versus simple and sizeable: When does it pay off to introduce drifting coefficients in Bayesian VARs?. (2017). Kastner, Gregor ; Huber, Florian ; Feldkircher, Martin. In: Papers. RePEc:arx:papers:1711.00564.

Full description at Econpapers || Download paper

2024Extended MinP Tests of Multiple Hypotheses. (2019). Lu, Zeng-Hua. In: Papers. RePEc:arx:papers:1911.04696.

Full description at Econpapers || Download paper

2024To Bag is to Prune. (2020). Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2008.07063.

Full description at Econpapers || Download paper

2024Time-Varying Parameters as Ridge Regressions. (2020). Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2009.00401.

Full description at Econpapers || Download paper

2024Financial-cycle ratios and multi-year predictions of GDP: Evidence from the United States. (2021). Moramarco, Graziano. In: Papers. RePEc:arx:papers:2111.00822.

Full description at Econpapers || Download paper

2024A Neural Phillips Curve and a Deep Output Gap. (2022). Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2202.04146.

Full description at Econpapers || Download paper

2025Forecasting macroeconomic data with Bayesian VARs: Sparse or dense? It depends!. (2022). Kastner, Gregor ; Gruber, Luis. In: Papers. RePEc:arx:papers:2206.04902.

Full description at Econpapers || Download paper

2024Local Projection Inference in High Dimensions. (2022). Wilms, Ines ; Smeekes, Stephan ; Adamek, Robert. In: Papers. RePEc:arx:papers:2209.03218.

Full description at Econpapers || Download paper

2024The boosted HP filter is more general than you might think. (2022). Shi, Zhentao ; PEter, ; Mei, Ziwei. In: Papers. RePEc:arx:papers:2209.09810.

Full description at Econpapers || Download paper

2024Prediction intervals for economic fixed-event forecasts. (2022). Plett, Hendrik ; Kruger, Fabian. In: Papers. RePEc:arx:papers:2210.13562.

Full description at Econpapers || Download paper

2024Reservoir Computing for Macroeconomic Forecasting with Mixed Frequency Data. (2022). Ortega, Juan-Pablo ; van Huellen, Sophie ; Hirt, Marcel ; Grigoryeva, Lyudmila ; Dellaportas, Petros ; Ballarin, Giovanni. In: Papers. RePEc:arx:papers:2211.00363.

Full description at Econpapers || Download paper

2024Enhanced Bayesian Neural Networks for Macroeconomics and Finance. (2022). Marcellino, Massimiliano ; Klieber, Karin ; Huber, Florian ; Hauzenberger, Niko. In: Papers. RePEc:arx:papers:2211.04752.

Full description at Econpapers || Download paper

2024On LASSO for High Dimensional Predictive Regression. (2022). Shi, Zhentao ; Mei, Ziwei. In: Papers. RePEc:arx:papers:2212.07052.

Full description at Econpapers || Download paper

2024Probabilistic quantile factor analysis. (2022). Korobilis, Dimitris ; Schroder, Maximilian. In: Papers. RePEc:arx:papers:2212.10301.

Full description at Econpapers || Download paper

2024Hierarchical Regularizers for Reverse Unrestricted Mixed Data Sampling Regressions. (2023). Hecq, Alain ; Wilms, Ines ; Ternes, Marie. In: Papers. RePEc:arx:papers:2301.10592.

Full description at Econpapers || Download paper

2025GDP nowcasting with artificial neural networks: How much does long-term memory matter?. (2023). Hadh, D'Aniel. In: Papers. RePEc:arx:papers:2304.05805.

Full description at Econpapers || Download paper

2024Does Principal Component Analysis Preserve the Sparsity in Sparse Weak Factor Models?. (2023). Zhang, Yonghui ; Wei, Jie. In: Papers. RePEc:arx:papers:2305.05934.

Full description at Econpapers || Download paper

2025Reconciling the Theory of Factor Sequences. (2023). Deistler, Manfred ; Rust, Christoph ; Gersing, Philipp. In: Papers. RePEc:arx:papers:2307.10067.

Full description at Econpapers || Download paper

2024Composite Quantile Factor Models. (2023). Huang, Xiao. In: Papers. RePEc:arx:papers:2308.02450.

Full description at Econpapers || Download paper

2024Linear Regression with Weak Exogeneity. (2023). Solvsten, Mikkel ; Mikusheva, Anna. In: Papers. RePEc:arx:papers:2308.08958.

Full description at Econpapers || Download paper

2024From Reactive to Proactive Volatility Modeling with Hemisphere Neural Networks. (2023). Frenette, Mikael ; Coulombe, Philippe Goulet ; Klieber, Karin. In: Papers. RePEc:arx:papers:2311.16333.

Full description at Econpapers || Download paper

2024Inference on common trends in functional time series. (2023). Seo, Won-Ki ; Nielsen, Morten Orregaard ; Seong, Dakyung. In: Papers. RePEc:arx:papers:2312.00590.

Full description at Econpapers || Download paper

2024Inflation Target at Risk: A Time-varying Parameter Distributional Regression. (2024). Zhu, Dan ; Oka, Tatsushi ; Wang, Yunyun. In: Papers. RePEc:arx:papers:2403.12456.

Full description at Econpapers || Download paper

2024Bayesian Bi-level Sparse Group Regressions for Macroeconomic Forecasting. (2024). Mogliani, Matteo ; Simoni, Anna. In: Papers. RePEc:arx:papers:2404.02671.

Full description at Econpapers || Download paper

2024Density forecast transformations. (2024). Odendahl, Florens ; Mogliani, Matteo. In: Papers. RePEc:arx:papers:2412.06092.

Full description at Econpapers || Download paper

2024Probabilistic Targeted Factor Analysis. (2024). Montoya-Bland, Santiago ; Herculano, Miguel C. In: Papers. RePEc:arx:papers:2412.06688.

Full description at Econpapers || Download paper

2024Machine Learning the Macroeconomic Effects of Financial Shocks. (2024). Klieber, Karin ; Huber, Florian ; Hauzenberger, Niko ; Marcellino, Massimiliano. In: Papers. RePEc:arx:papers:2412.07649.

Full description at Econpapers || Download paper

2024Dual Interpretation of Machine Learning Forecasts. (2024). Goebel, Maximilian ; Coulombe, Philippe Goulet ; Klieber, Karin. In: Papers. RePEc:arx:papers:2412.13076.

Full description at Econpapers || Download paper

2024A large non-Gaussian structural VAR with application to Monetary Policy. (2024). Pruser, Jan. In: Papers. RePEc:arx:papers:2412.17598.

Full description at Econpapers || Download paper

2025An Adaptive Moving Average for Macroeconomic Monitoring. (2025). Klieber, Karin ; Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2501.13222.

Full description at Econpapers || Download paper

2025Generalized Factor Neural Network Model for High-dimensional Regression. (2025). Shestopaloff, Alexander Y ; Cucuringu, Mihai ; Guo, Zichuan. In: Papers. RePEc:arx:papers:2502.11310.

Full description at Econpapers || Download paper

2025A Supervised Screening and Regularized Factor-Based Method for Time Series Forecasting. (2025). Gao, Zhaoxing ; Tu, Sihan. In: Papers. RePEc:arx:papers:2502.15275.

Full description at Econpapers || Download paper

2025Singularity-Based Consistent QML Estimation of Multiple Breakpoints in High-Dimensional Factor Models. (2025). Duan, Jiangtao ; Bai, Jushan ; Han, XU. In: Papers. RePEc:arx:papers:2503.06645.

Full description at Econpapers || Download paper

2025Tactical Asset Allocation with Macroeconomic Regime Detection. (2025). Oliveira, Daniel Cunha ; Sandfelder, Dylan ; Dong, Xiaowen ; Cucuringu, Mihai. In: Papers. RePEc:arx:papers:2503.11499.

Full description at Econpapers || Download paper

2025Minnesota BART. (2025). Carvalho, Carlos M ; Lima, Pedro A ; Herren, Andrew ; Lopes, Hedibert F. In: Papers. RePEc:arx:papers:2503.13759.

Full description at Econpapers || Download paper

2025Simultaneous Inference Bands for Autocorrelations. (2025). Zahn, Tanja ; Pohle, Marc-Oliver ; Hassler, Uwe. In: Papers. RePEc:arx:papers:2503.18560.

Full description at Econpapers || Download paper

2024.

Full description at Econpapers || Download paper

2024.

Full description at Econpapers || Download paper

2024How certain are we about the role of uncertainty in the economy?. (2024). Lange, Alexander ; Herwartz, Helmut. In: Economic Inquiry. RePEc:bla:ecinqu:v:62:y:2024:i:1:p:126-149.

Full description at Econpapers || Download paper

2025Distributional Dynamics. (2025). Bayer, Christian ; Calderon, Luis ; Kuhn, Moritz. In: CRC TR 224 Discussion Paper Series. RePEc:bon:boncrc:crctr224_2025_625.

Full description at Econpapers || Download paper

2024Merging Structural and Reduced-Form Models for Forecasting. (2024). Massimo, Piersanti Fabio ; Luca, Onorante ; Richard, Morris ; Jaime, Martinez-Martin. In: The B.E. Journal of Macroeconomics. RePEc:bpj:bejmac:v:24:y:2024:i:1:p:399-437:n:2.

Full description at Econpapers || Download paper

2024Risk Scenarios and Macroeconomic Forecasts. (2024). Stevanovic, Dalibor ; Moran, Kevin ; Surprenant, Stphane. In: CIRANO Working Papers. RePEc:cir:cirwor:2024s-03.

Full description at Econpapers || Download paper

2025Inflation, Attention and Expectations. (2025). Stevanovic, Dalibor ; Marcellino, Massimiliano ; Briand, Etienne. In: CIRANO Working Papers. RePEc:cir:cirwor:2025s-01.

Full description at Econpapers || Download paper

2024Improving the robustness of Markov-switching dynamic factor models with time-varying volatility. (2024). Royer, Julien ; Aumond, Romain. In: Working Papers. RePEc:crs:wpaper:2024-04.

Full description at Econpapers || Download paper

2024Detecting turning points in the inflation cycle. (2024). van den End, Jan Willem ; Hoeberichts, Marco. In: Working Papers. RePEc:dnb:dnbwpp:808.

Full description at Econpapers || Download paper

2025Forecasting Dutch inflation using machine learning methods. (2025). de Winter, Jasper ; Rasiawan, Rajni ; Berben, Robert-Paul. In: Working Papers. RePEc:dnb:dnbwpp:828.

Full description at Econpapers || Download paper

2024Inference for high-dimensional linear expectile regression with de-biasing method. (2024). Li, Yu-Ning ; Zhang, Li-Xin ; Zhao, Jun. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:198:y:2024:i:c:s0167947324000811.

Full description at Econpapers || Download paper

2024Non-linear dimension reduction in factor-augmented vector autoregressions. (2024). Klieber, Karin. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:159:y:2024:i:c:s0165188923002063.

Full description at Econpapers || Download paper

2024Multibenchmark reality checks. (2024). Matilla-Garcia, Mariano ; Arbues, Ignacio. In: Economic Modelling. RePEc:eee:ecmode:v:140:y:2024:i:c:s0264999324002050.

Full description at Econpapers || Download paper

2025The biodiversity premium. (2025). Zerbib, Olivier ; Giroux, Thomas ; Coqueret, Guillaume. In: Ecological Economics. RePEc:eee:ecolec:v:228:y:2025:i:c:s092180092400332x.

Full description at Econpapers || Download paper

2024Forecasting inflation using sentiment. (2024). Uhl, Matthias W ; Eugster, Patrick. In: Economics Letters. RePEc:eee:ecolet:v:236:y:2024:i:c:s0165176524000582.

Full description at Econpapers || Download paper

2024Asset pricing with neural networks: Significance tests. (2024). Lin, Xin ; Franstianto, Vincentius ; Fallahgoul, Hasan. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:1:s0304407623002907.

Full description at Econpapers || Download paper

2024Advances in nowcasting economic activity: The role of heterogeneous dynamics and fat tails. (2024). Petrella, Ivan ; Drechsel, Thomas ; Antolin-Diaz, Juan. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:2:s0304407623003500.

Full description at Econpapers || Download paper

2024Time-varying forecast combination for factor-augmented regressions with smooth structural changes. (2024). Li, Haiqi ; Hong, Yongmiao ; Chen, Qitong. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:1:s0304407624000393.

Full description at Econpapers || Download paper

2024Predictive ability tests with possibly overlapping models. (2024). Gutknecht, Daniel ; Fosten, Jack ; Corradi, Valentina. In: Journal of Econometrics. RePEc:eee:econom:v:241:y:2024:i:1:s0304407624000629.

Full description at Econpapers || Download paper

2024Bayesian estimation of cluster covariance matrices of unknown form. (2024). Kim, Jaeho ; Creal, Drew. In: Journal of Econometrics. RePEc:eee:econom:v:241:y:2024:i:1:s030440762400071x.

Full description at Econpapers || Download paper

2024On LASSO for high dimensional predictive regression. (2024). Mei, Ziwei ; Shi, Zhentao. In: Journal of Econometrics. RePEc:eee:econom:v:242:y:2024:i:2:s0304407624001556.

Full description at Econpapers || Download paper

2024Testing for sparse idiosyncratic components in factor-augmented regression models. (2024). Striaukas, Jonas ; Beyhum, Jad. In: Journal of Econometrics. RePEc:eee:econom:v:244:y:2024:i:1:s0304407624001908.

Full description at Econpapers || Download paper

2024A portfolio-level, sum-of-the-parts approach to return predictability. (2024). Katselas, Dean ; Xu, Hongyi ; Drienko, JO. In: Journal of Empirical Finance. RePEc:eee:empfin:v:78:y:2024:i:c:s0927539824000604.

Full description at Econpapers || Download paper

2024Forecasting oil prices: Can large BVARs help?. (2024). Sun, Chuanwang ; Zhang, BO ; Nguyen, Bao H. In: Energy Economics. RePEc:eee:eneeco:v:137:y:2024:i:c:s0140988324005139.

Full description at Econpapers || Download paper

2024Benefits and costs: The impact of capital control on growth-at-risk in China. (2024). Zhou, Yang. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924000930.

Full description at Econpapers || Download paper

2024Machine-learning stock market volatility: Predictability, drivers, and economic value. (2024). Cabrera, Gabriel ; Hansen, Erwin ; Diaz, Juan D. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002187.

Full description at Econpapers || Download paper

2024From macro to micro: Sparse macroeconomic risks and the cross-section of stock returns. (2024). Zhu, Lin ; Tang, Guohao ; Jiang, Fuwei ; Jin, Fujing. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s105752192400365x.

Full description at Econpapers || Download paper

2024Macro-Driven Stock Market Volatility Prediction: Insights from a New Hybrid Machine Learning Approach. (2024). Lin, YU ; Xu, Jin ; Lu, Xinjie ; Zeng, Qing. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924006434.

Full description at Econpapers || Download paper

2024Fan charts in era of big data and learning. (2024). Hanus, Lubo ; Barunik, Jozef. In: Finance Research Letters. RePEc:eee:finlet:v:61:y:2024:i:c:s1544612324000333.

Full description at Econpapers || Download paper

2024Avoiding jumps in the rotation matrix of time-varying factor models. (2024). Cheung, Ying Lun. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pb:s1544612324008997.

Full description at Econpapers || Download paper

2024Unlocking the black box of sentiment and cryptocurrency: What, which, why, when and how?. (2024). Strauss, Jack ; Mekelburg, Erik ; Bennett, Donyetta ; Williams, T H. In: Global Finance Journal. RePEc:eee:glofin:v:60:y:2024:i:c:s1044028324000176.

Full description at Econpapers || Download paper

2024Do industries predict stock market volatility? Evidence from machine learning models. (2024). Demirer, Riza ; Suleman, Muhammad Tahir ; Niu, Zibo ; Zhu, Xuehong ; Zhang, Hongwei. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:90:y:2024:i:c:s1042443123001713.

Full description at Econpapers || Download paper

2024How local is the local inflation factor? Evidence from emerging European countries. (2024). Clements, Michael ; Cepni, Oguzhan. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:1:p:160-183.

Full description at Econpapers || Download paper

2024Equal predictive ability tests based on panel data with applications to OECD and IMF forecasts. (2024). Akgun, Oguzhan ; Pirotte, Alain ; Yang, Zhenlin ; Urga, Giovanni. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:1:p:202-228.

Full description at Econpapers || Download paper

2024A time-varying skewness model for Growth-at-Risk. (2024). Iseringhausen, Martin. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:1:p:229-246.

Full description at Econpapers || Download paper

2024Forecasting the equity premium with frequency-decomposed technical indicators. (2024). Stein, Tobias. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:1:p:6-28.

Full description at Econpapers || Download paper

2024Forecasting in factor augmented regressions under structural change. (2024). Kapetanios, George ; Massacci, Daniele. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:1:p:62-76.

Full description at Econpapers || Download paper

2024Using stochastic hierarchical aggregation constraints to nowcast regional economic aggregates. (2024). Mitchell, James ; Poon, Aubrey ; McIntyre, Stuart ; Koop, Gary. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:626-640.

Full description at Econpapers || Download paper

More than 100 citations found, this list is not complete...

Works by Michael McCracken:

YearTitleTypeCited
2001NEW MSE TESTS FOR EVALUATING FORECASTING PERFORMANCE: EMPIRICS AND BOOTSTRAP In: 2001 Annual meeting, August 5-8, Chicago, IL.
[Full Text][Citation analysis]		paper0
2001Inference about predictive ability In: Working papers.
[Full Text][Citation analysis]		paper10
1997Regression-Based Tests of Predictive Ability. In: Working papers.
[Full Text][Citation analysis]		paper162
1998Regression-Based Tests of Predictive Ability..(1998) In: International Economic Review.
[Citation analysis]
This paper has nother version. Agregated cites: 162		article
1998Regression-Based Tests of Predictive Ability.(1998) In: NBER Technical Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 162		paper
2009Tests of Equal Predictive Ability With Real-Time Data In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article86
2007Tests of equal predictive ability with real-time data.(2007) In: Research Working Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 86		paper
2008Tests of equal predictive ability with real-time data.(2008) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 86		paper
2017Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors In: BIS Working Papers.
[Full Text][Citation analysis]		paper31
2017Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors.(2017) In: Working Papers (Old Series).
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 31		paper
2017Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors.(2017) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 31		paper
2017Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors.(2017) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 31		paper
2020Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors.(2020) In: The Review of Economics and Statistics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 31		article
2009Combining Forecasts from Nested Models* In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article18
2007Combining forecasts from nested models.(2007) In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 18		paper
2006Combining forecasts from nested models.(2006) In: Research Working Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 18		paper
2008Combining forecasts from nested models.(2008) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 18		paper
2000Tests of Equal Forecast Accuracy and Encompassing for Nested Models In: Econometric Society World Congress 2000 Contributed Papers.
[Full Text][Citation analysis]		paper745
2001Tests of equal forecast accuracy and encompassing for nested models.(2001) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 745		article
1999Tests of equal forecast accuracy and encompassing for nested models.(1999) In: Research Working Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 745		paper
1999Tests of Equal Forecast Accuracy and Encompassing for Nested Models.(1999) In: Computing in Economics and Finance 1999.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 745		paper
2013Advances in Forecast Evaluation In: Handbook of Economic Forecasting.
[Full Text][Citation analysis]		chapter124
2011Advances in forecast evaluation.(2011) In: Working Papers (Old Series).
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 124		paper
2011Advances in forecast evaluation.(2011) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 124		paper
2005The power of tests of predictive ability in the presence of structural breaks In: Journal of Econometrics.
[Full Text][Citation analysis]		article66
2007Asymptotics for out of sample tests of Granger causality In: Journal of Econometrics.
[Full Text][Citation analysis]		article427
2012In-sample tests of predictive ability: A new approach In: Journal of Econometrics.
[Full Text][Citation analysis]		article21
2009In-sample tests of predictive ability: a new approach.(2009) In: Research Working Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 21		paper
2009In-sample tests of predictive ability: a new approach.(2009) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 21		paper
2015Nested forecast model comparisons: A new approach to testing equal accuracy In: Journal of Econometrics.
[Full Text][Citation analysis]		article71
2009Nested forecast model comparisons: a new approach to testing equal accuracy.(2009) In: Research Working Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 71		paper
2009Nested forecast model comparisons: a new approach to testing equal accuracy.(2009) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 71		paper
2017Tests of equal accuracy for nested models with estimated factors In: Journal of Econometrics.
[Full Text][Citation analysis]		article20
2015Tests of Equal Accuracy for Nested Models with Estimated Factors.(2015) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 20		paper
2000Robust out-of-sample inference In: Journal of Econometrics.
[Full Text][Citation analysis]		article124
2004Parameter estimation and tests of equal forecast accuracy between non-nested models In: International Journal of Forecasting.
[Full Text][Citation analysis]		article21
2012Consistent Testing for Structural Change at the Ends of the Sample In: Advances in Econometrics.
[Full Text][Citation analysis]		chapter1
2012Consistent testing for structural change at the ends of the sample.(2012) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		paper
2013Evaluating the Accuracy of Forecasts from Vector Autoregressions☆The views expressed herein are solely those of the authors and do not necessarily reflect the views of the Federal Reserve Bank of Cleveland, Federal Reserve Bank of St. Louis, Federal Reserve System, or any of its staff. In: Advances in Econometrics.
[Full Text][Citation analysis]		chapter0
In: .
[Full Text][Citation analysis]		chapter1
2011Tests of equal forecast accuracy for overlapping models In: Working Papers (Old Series).
[Full Text][Citation analysis]		paper11
2011Tests of equal forecast accuracy for overlapping models.(2011) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 11		paper
2014TESTS OF EQUAL FORECAST ACCURACY FOR OVERLAPPING MODELS.(2014) In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 11		article
2014Evaluating Conditional Forecasts from Vector Autoregressions In: Working Papers (Old Series).
[Full Text][Citation analysis]		paper12
2014Evaluating Conditional Forecasts from Vector Autoregressions.(2014) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 12		paper
2007Forecasting with small macroeconomic VARs in the presence of instabilities In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]		paper16
2007Averaging forecasts from VARs with uncertain instabilities In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]		paper137
2006Averaging forecasts from VARs with uncertain instabilities.(2006) In: Research Working Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 137		paper
2008Averaging forecasts from VARs with uncertain instabilities.(2008) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 137		paper
2010Averaging forecasts from VARs with uncertain instabilities.(2010) In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 137		article
2010Averaging forecasts from VARs with uncertain instabilities.(2010) In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 137		article
2001Evaluating long-horizon forecasts In: Research Working Paper.
[Full Text][Citation analysis]		paper24
2002Forecast-based model selection in the presence of structural breaks In: Research Working Paper.
[Full Text][Citation analysis]		paper9
2003The predictive content of the output gap for inflation : resolving in-sample and out-of-sample evidence In: Research Working Paper.
[Full Text][Citation analysis]		paper115
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.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 115		article
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.
[Citation analysis]
This paper has nother version. Agregated cites: 115		paper
2004Improving forecast accuracy by combining recursive and rolling forecasts In: Research Working Paper.
[Full Text][Citation analysis]		paper106
2008Improving forecast accuracy by combining recursive and rolling forecasts.(2008) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 106		paper
2009IMPROVING FORECAST ACCURACY BY COMBINING RECURSIVE AND ROLLING FORECASTS.(2009) In: International Economic Review.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 106		article
2006Forecasting of small macroeconomic VARs in the presence of instabilities In: Research Working Paper.
[Full Text][Citation analysis]		paper4
2009Uncertainty about when the Fed will raise interest rates In: Economic Synopses.
[Full Text][Citation analysis]		article0
2010Using stock market liquidity to forecast recessions In: Economic Synopses.
[Full Text][Citation analysis]		article1
2010Using FOMC forecasts to forecast the economy In: Economic Synopses.
[Full Text][Citation analysis]		article10
2011Should food be excluded from core CPI? In: Economic Synopses.
[Full Text][Citation analysis]		article0
2011Initial claims and employment growth: are we at the threshold? In: Economic Synopses.
[Full Text][Citation analysis]		article2
2011Housings role in a recovery In: Economic Synopses.
[Full Text][Citation analysis]		article1
2012Following the Fed with a news tracker In: Economic Synopses.
[Full Text][Citation analysis]		article0
2009How accurate are forecasts in a recession? In: National Economic Trends.
[Full Text][Citation analysis]		article1
2016Tracking the U.S. Economy with Nowcasts In: The Regional Economist.
[Full Text][Citation analysis]		article0
2010Disagreement at the FOMC: the dissenting votes are just part of the story In: The Regional Economist.
[Full Text][Citation analysis]		article12
2014Factor-based prediction of industry-wide bank stress In: Review.
[Full Text][Citation analysis]		article7
2016A Macroeconomic News Index for Constructing Nowcasts of U.S. Real Gross Domestic Product Growth In: Review.
[Full Text][Citation analysis]		article2
2021FRED-QD: A Quarterly Database for Macroeconomic Research In: Review.
[Full Text][Citation analysis]		article93
2020FRED-QD: A Quarterly Database for Macroeconomic Research.(2020) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 93		paper
2020FRED-QD: A Quarterly Database for Macroeconomic Research.(2020) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 93		paper
2011Real-time forecast averaging with ALFRED In: Review.
[Full Text][Citation analysis]		article5
2010Real-time forecast averaging with ALFRED.(2010) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5		paper
2009Forecast disagreement among FOMC members In: Working Papers.
[Full Text][Citation analysis]		paper23
2010Testing for unconditional predictive ability In: Working Papers.
[Full Text][Citation analysis]		paper8
2010Reality checks and nested forecast model comparisons In: Working Papers.
[Full Text][Citation analysis]		paper5
2012Comment on \Taylor rule exchange rate forecasting during the financial crisis\ In: Working Papers.
[Full Text][Citation analysis]		paper0
2012Comment on Taylor Rule Exchange Rate Forecasting during the Financial Crisis.(2012) In: NBER Chapters.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		chapter
2012Asymptotic Inference for Performance Fees and the Predictability of Asset Returns In: Working Papers.
[Full Text][Citation analysis]		paper9
2018Asymptotic Inference for Performance Fees and the Predictability of Asset Returns.(2018) In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 9		article
2012Multi-step ahead forecasting of vector time series In: Working Papers.
[Full Text][Citation analysis]		paper4
2017Multistep ahead forecasting of vector time series.(2017) In: Econometric Reviews.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		article
2013Evaluating the accuracy of forecasts from vector autoregressions In: Working Papers.
[Full Text][Citation analysis]		paper7
2015FRED-MD: A Monthly Database for Macroeconomic Research In: Working Papers.
[Full Text][Citation analysis]		paper487
2016FRED-MD: A Monthly Database for Macroeconomic Research.(2016) In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 487		article
2020Real-Time Forecasting and Scenario Analysis using a Large Mixed-Frequency Bayesian VAR In: Working Papers.
[Full Text][Citation analysis]		paper15
2021Real-Time Forecasting and Scenario Analysis Using a Large Mixed-Frequency Bayesian VAR.(2021) In: International Journal of Central Banking.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 15		article
2017An Empirical Investigation of Direct and Iterated Multistep Conditional Forecasts In: Working Papers.
[Full Text][Citation analysis]		paper9
2019An empirical investigation of direct and iterated multistep conditional forecasts.(2019) In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 9		article
2019Tests of Conditional Predictive Ability: Some Simulation Evidence In: Working Papers.
[Full Text][Citation analysis]		paper6
2020Diverging Tests of Equal Predictive Ability In: Working Papers.
[Full Text][Citation analysis]		paper8
2020Diverging Tests of Equal Predictive Ability.(2020) In: Econometrica.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 8		article
2021Binary Conditional Forecasts In: Working Papers.
[Full Text][Citation analysis]		paper0
2022Binary Conditional Forecasts.(2022) In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		article
2020Tests of Conditional Predictive Ability: Existence, Size, and Power In: Working Papers.
[Full Text][Citation analysis]		paper0
2022Reconsidering the Feds Inflation Forecasting Advantage In: Working Papers.
[Full Text][Citation analysis]		paper0
2022On the Real-Time Predictive Content of Financial Conditions Indices for Growth In: Working Papers.
[Full Text][Citation analysis]		paper8
2023On the real‐time predictive content of financial condition indices for growth.(2023) In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 8		article
2024Growth-at-Risk is Investment-at-Risk In: Working Papers.
[Full Text][Citation analysis]		paper1
2024Bootstrapping out-of-sample predictability tests with real-time data In: Working Papers.
[Full Text][Citation analysis]		paper0
In: .
[Full Text][Citation analysis]		paper0
In: .
[Full Text][Citation analysis]		paper0
In: .
[Full Text][Citation analysis]		paper0
In: .
[Full Text][Citation analysis]		paper0
In: .
[Full Text][Citation analysis]		paper0
In: .
[Full Text][Citation analysis]		paper0
In: .
[Full Text][Citation analysis]		paper0
In: .
[Full Text][Citation analysis]		paper0
In: .
[Full Text][Citation analysis]		paper0
In: .
[Full Text][Citation analysis]		paper0
In: .
[Full Text][Citation analysis]		paper0
In: .
[Full Text][Citation analysis]		paper0
In: .
[Full Text][Citation analysis]		paper0
2005Evaluating the Predictability of Exchange Rates Using Long-Horizon Regressions: Mind Your ps and qs! In: Journal of Money, Credit and Banking.
[Citation analysis]		article25
2006Pairwise tests of equal forecast accuracy (in Russian) In: Quantile.
[Full Text][Citation analysis]		article0
2005Evaluating Direct Multistep Forecasts In: Econometric Reviews.
[Full Text][Citation analysis]		article148
2011Reality Checks and Comparisons of Nested Predictive Models In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article40
2012Reality Checks and Comparisons of Nested Predictive Models.(2012) In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 40		article
2013Comment In: NBER International Seminar on Macroeconomics.
[Full Text][Citation analysis]		article0
2017Tests of Predictive Ability for Vector Autoregressions Used for Conditional Forecasting In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article6

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated April, 14 2025. Contact: CitEc Team