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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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FRED-QD: a quarterly database for macroeconomic research
McCracken, Michael W.; Ng, Serena - 2020
literature. Finally, we show that factors extracted from our data set are useful for forecasting a range of macroeconomic series …
Persistent link: https://www.econbiz.de/10012216764
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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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Regression-based tests of predictive ability
West, Kenneth D.; McCracken, Michael W. - 1998
Persistent link: https://www.econbiz.de/10000985905
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Regression-based tests of predictive ability
West, Kenneth D.; McCracken, Michael W. - 1997 - Rev
Persistent link: https://www.econbiz.de/10000971577
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Regression-based tests of predictive ability
West, Kenneth D. - In: International economic review 39 (1998) 4, pp. 817-840
Persistent link: https://www.econbiz.de/10001338812
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Advances in forecast evaluation
Clark, Todd E.; McCracken, Michael W. - 2013
Persistent link: https://www.econbiz.de/10011507044
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Nested forecast model comparisons : a new approach to testing equal accuracy
Clark, Todd E.; McCracken, Michael W. - In: Journal of econometrics 186 (2015) 1, pp. 160-177
Persistent link: https://www.econbiz.de/10011349515