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Tests of equal accuracy for nested models with estimated factors
Gonçalves, Sílvia; McCracken, Michael W.; Perron, Benoit - 2015
Persistent link: https://www.econbiz.de/10011392844
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Averaging forecasts from VARs with uncertain instabilities
Clark, Todd E.; McCracken, Michael W. - 2007
Persistent link: https://www.econbiz.de/10003827262
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Testing the economic value of asset return predictability
McCracken, Michael W.; Valente, Giorgio - 2012
Persistent link: https://www.econbiz.de/10009632652
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Averaging forecasts from VARs with uncertain instabilities
Clark, Todd E. (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003736216
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Averaging forecasts from VARs with uncertain instabilities
Clark, Todd E. (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003783064
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Real-time forecasting with a large, mixed frequency, Bayesian VAR
McCracken, Michael W.; Owyang, Michael T.; Sekhposyan, … - 2015
Persistent link: https://www.econbiz.de/10011392887
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Evaluating conditional forecasts from vector autoregressions
Clark, Todd E.; McCracken, Michael W. - 2014
Persistent link: https://www.econbiz.de/10010423516
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FRED-MD : a monthly database for macroeconomic research
McCracken, Michael W.; Ng, Serena - 2015
Persistent link: https://www.econbiz.de/10011297664
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Modeling time-varying uncertainty of multiple-horizon forecast errors
Clark, Todd E.; McCracken, Michael W.; Mertens, Elmar - 2017 - This draft: August 31, 2017
Persistent link: https://www.econbiz.de/10011761422
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Modeling time-varying uncertainty of multiple-horizon forecast errors
Clark, Todd E.; McCracken, Michael W.; Mertens, Elmar - 2018
Persistent link: https://www.econbiz.de/10011878541