E-LIB Suche - Ergebnisse für: McCracken, Michael W.

1

Reconsidering the Fed's Inflation Forecasting Advantage:

GUISINGER, AMY Y. ; MCCRACKEN, MICHAEL W. ; OWYANG, MICHAEL T.
Journal of Money, Credit and Banking. , 2024

Link: https://doi.org/10.1111/..

2

On the real‐time predictive content of financial condition ..:

Amburgey, Aaron J. ; McCracken, Michael W.
Journal of Applied Econometrics. 38 (2022) 2 - p. 137-163 , 2022

Link: https://doi.org/10.1002/..

3

Binary Conditional Forecasts:

McCracken, Michael W. ; McGillicuddy, Joseph T. ; Owyang, Michael T.
Journal of Business & Economic Statistics. 40 (2021) 3 - p. 1246-1258 , 2021

Link: https://doi.org/10.1080/..

4

Diverging Tests of Equal Predictive Ability:

McCracken, Michael W.
Econometrica. 88 (2020) 4 - p. 1753-1754 , 2020

Link: https://doi.org/10.3982/..

5

DIVERGING TESTS OF EQUAL PREDICTIVE ABILITY:

McCracken, Michael W.
Econometrica. 88 (2020) 4 - p. 1753-1754 , 2020

Link: https://www.jstor.org/st..

6

Editorial: Central bank forecasting:

Giannone, Domenico ; Kapetanios, George ; McCracken, Michael W.
International Journal of Forecasting. 35 (2019) 4 - p. 1561-1563 , 2019

Link: https://doi.org/10.1016/..

7

An empirical investigation of direct and iterated multistep..:

McCracken, Michael W. ; McGillicuddy, Joseph T.
Journal of Applied Econometrics. 34 (2018) 2 - p. 181-204 , 2018

Link: https://doi.org/10.1002/..

8

Asymptotic Inference for Performance Fees and the Predictab..:

McCracken, Michael W. ; Valente, Giorgio
Journal of Business & Economic Statistics. 36 (2018) 3 - p. 426-437 , 2018

Link: https://www.jstor.org/st..

9

Tests of equal accuracy for nested models with estimated fa..:

Gonçalves, Sílvia ; McCracken, Michael W. ; Perron, Benoit
Journal of Econometrics. 198 (2017) 2 - p. 231-252 , 2017

Link: https://doi.org/10.1016/..

10

TESTS OF PREDICTIVE ABILITY FOR VECTOR AUTOREGRESSIONS USED..:

CLARK, TODD E. ; McCRACKEN, MICHAEL W.
Journal of Applied Econometrics. 32 (2017) 3 - p. 533-553 , 2017

Link: https://www.jstor.org/st..

11

Asymptotic Inference for Performance Fees and the Predictab..:

McCracken, Michael W. ; Valente, Giorgio
Journal of Business & Economic Statistics. 36 (2017) 3 - p. 426-437 , 2017

Link: https://doi.org/10.1080/..

12

FRED-MD: A Monthly Database for Macroeconomic Research:

McCracken, Michael W. ; Ng, Serena
Journal of Business & Economic Statistics. 34 (2016) 4 - p. 574-589 , 2016

Link: https://doi.org/10.1080/..

13

Tests of Predictive Ability for Vector Autoregressions Used..:

Clark, Todd E. ; McCracken, Michael W.
Journal of Applied Econometrics. 32 (2016) 3 - p. 533-553 , 2016

Link: https://doi.org/10.1002/..

14

A Macroeconomic News Index for Constructing Nowcasts of U.S..:

Grover, Sean ; Kliesen, Kevin L. ; McCracken, Michael W.
Review. 98 (2016) 4 - p. 277-296 , 2016

Link: https://ssrn.com/abstrac..

15

FRED-MD: A Monthly Database for Macroeconomic Research:

McCracken, Michael W. ; Ng, Serena
Journal of Business & Economic Statistics. 34 (2016) 4 - p. 574-589 , 2016

Link: http://www.jstor.org/sta..