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~person:"McCracken, Michael W."
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ECONIS (ZBW)
118
RePEc
13
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1
Evaluating conditional forecasts from vector autoregressions
Clark, Todd E.
;
McCracken, Michael W.
-
2014
Persistent link: https://www.econbiz.de/10010423516
Saved in:
2
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
Saved in:
3
Advances in
forecast
evaluation
Clark, Todd E.
;
McCracken, Michael W.
-
2011
population-level, unconditional
forecast
evaluation to the case of conditional
forecast
evaluation. …
Persistent link: https://www.econbiz.de/10009312828
Saved in:
4
Advances in
forecast
evaluation
Clark, Todd E.
;
McCracken, Michael W.
-
2013
Persistent link: https://www.econbiz.de/10011507044
Saved in:
5
Advances in
forecast
evaluation
Clark, Todd E.
;
McCracken, Michael W.
-
2011
population-level, unconditional
forecast
evaluation to the case of conditional
forecast
evaluation. …
Persistent link: https://www.econbiz.de/10009296629
Saved in:
6
Advances in
Forecast
Evaluation
McCracken, Michael W.
-
2012
population-level, unconditional
forecast
evaluation to the case of conditional
forecast
evaluation …
Persistent link: https://www.econbiz.de/10013107785
Saved in:
7
An empirical investigation of direct and iterated multistep conditional forecasts
McCracken, Michael W.
;
McGillicuddy, Joseph
-
2017
find a marked improvement in the DMS approach relative to IMS. The distinction is particularly clear when we
forecast
…
Persistent link: https://www.econbiz.de/10011782870
Saved in:
8
Advances in
Forecast
Evaluation
Clark, Todd E.
;
McCracken, Michael W.
-
2011
population-level, unconditional
forecast
evaluation to the case of conditional
forecast
evaluation …
Persistent link: https://www.econbiz.de/10014177872
Saved in:
9
Averaging forecasts from VARs with uncertain instabilities
Clark, Todd E.
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003783064
Saved in:
10
Averaging forecasts from VARs with uncertain instabilities
Clark, Todd E.
;
McCracken, Michael W.
- In:
Journal of applied econometrics
25
(
2010
)
1
,
pp. 5-29
Persistent link: https://www.econbiz.de/10008666818
Saved in:
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