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Michael McCracken

Personal Details

First Name:Michael
Middle Name:
Last Name:McCracken
Suffix:
RePEc Short-ID:pmc81
[This author has chosen not to make the email address public]
http://research.stlouisfed.org/econ/mccracken
Terminal Degree:1998 Economics Department; University of Wisconsin-Madison (from RePEc Genealogy)

Affiliation

Research Division
Federal Reserve Bank of St. Louis

St. Louis, Missouri (United States)
https://research.stlouisfed.org/
RePEc:edi:efrblus (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters

Working papers

  1. Michael W. McCracken & Trần Khánh Ngân, 2024. "Core Inflation Revisited: Forecast Accuracy across Horizons," On the Economy 97887, Federal Reserve Bank of St. Louis.
  2. Michael W. McCracken & Trần Khánh Ngân, 2023. "What Do Components of Key Inflation Measures Say about Future Inflation?," On the Economy 96234, Federal Reserve Bank of St. Louis.
  3. Silvia Goncalves & Michael W. McCracken & Yongxu Yao, 2023. "Bootstrapping out-of-sample predictability tests with real-time data," Working Papers 2023-029, Federal Reserve Bank of St. Louis.
  4. Michael W. McCracken & Trần Khánh Ngân, 2023. "Using Core Inflation to Predict Headline Inflation," On the Economy 97414, Federal Reserve Bank of St. Louis.
  5. Michael W. McCracken & Trần Khánh Ngân, 2023. "Will High Inflation Persist?," On the Economy 95505, Federal Reserve Bank of St. Louis.
  6. Aaron Amburgey & Michael W. McCracken, 2023. "Growth-at-Risk is Investment-at-Risk," Working Papers 2023-020, Federal Reserve Bank of St. Louis.
  7. Kevin L. Kliesen & Michael W. McCracken & Trần Khánh Ngân & Devin Werner, 2022. "What Are Financial Market Stress Indexes Showing?," On the Economy 94320, Federal Reserve Bank of St. Louis.
  8. Aaron Amburgey & Michael W. McCracken, 2022. "On the Real-Time Predictive Content of Financial Conditions Indices for Growth," Working Papers 2022-003, Federal Reserve Bank of St. Louis, revised 03 Jun 2022.
  9. Amy Y. Guisinger & Michael W. McCracken & Michael T. Owyang, 2022. "Reconsidering the Fed's Inflation Forecasting Advantage," Working Papers 2022-001, Federal Reserve Bank of St. Louis, revised 23 Oct 2023.
  10. Aaron Amburgey & Michael W. McCracken, 2021. "Market-Based Measures of Inflation Risks," On the Economy 93965, Federal Reserve Bank of St. Louis.
  11. Aaron Amburgey & Michael W. McCracken, 2021. "Price Volatility and Headline Inflation," On the Economy 94025, Federal Reserve Bank of St. Louis.
  12. Aaron Amburgey & Michael W. McCracken, 2021. "Inflation Expectations and the Fed’s New Monetary Framework," On the Economy 94012, Federal Reserve Bank of St. Louis.
  13. Aaron Amburgey & Michael W. McCracken, 2021. "How COVID-19 May Be Affecting Inflation," On the Economy 93953, Federal Reserve Bank of St. Louis.
  14. Michael W. McCracken, 2020. "Tests of Conditional Predictive Ability: Existence, Size, and Power," Working Papers 2020-050, Federal Reserve Bank of St. Louis.
  15. Aaron Amburgey & Kathryn Bokun & Kevin L. Kliesen & Michael W. McCracken, 2020. "The St. Louis Fed's Financial Stress Index, Version 2.0," On the Economy 87742, Federal Reserve Bank of St. Louis.
  16. Michael W. McCracken & Serena Ng, 2020. "FRED-QD: A Quarterly Database for Macroeconomic Research," Working Papers 2020-005, Federal Reserve Bank of St. Louis.
  17. Michael W. McCracken, 2020. "COVID-19: Forecasting with Slow and Fast Data," On the Economy 87752, Federal Reserve Bank of St. Louis.
  18. Michael W. McCracken, 2019. "Diverging Tests of Equal Predictive Ability," Working Papers 2019-018, Federal Reserve Bank of St. Louis, revised 09 Mar 2020.
  19. Michael W. McCracken, 2019. "Tests of Conditional Predictive Ability: Some Simulation Evidence," Working Papers 2019-11, Federal Reserve Bank of St. Louis.
  20. Michael W. McCracken & Joseph McGillicuddy & Michael T. Owyang, 2019. "Binary Conditional Forecasts," Working Papers 2019-029, Federal Reserve Bank of St. Louis, revised Apr 2021.
  21. Michael W. McCracken & Joseph McGillicuddy, 2017. "An Empirical Investigation of Direct and Iterated Multistep Conditional Forecasts," Working Papers 2017-40, Federal Reserve Bank of St. Louis.
  22. Todd E Clark & Michael W McCracken & Elmar Mertens, 2017. "Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors," BIS Working Papers 667, Bank for International Settlements.
  23. Michael W. McCracken & Michael T. Owyang & Tatevik Sekhposyan, 2015. "Real-Time Forecasting and Scenario Analysis using a Large Mixed-Frequency Bayesian VAR," Working Papers 2015-030, Federal Reserve Bank of St. Louis, revised 10 Apr 2020.
  24. Michael W. McCracken & Serena Ng, 2015. "FRED-MD: A Monthly Database for Macroeconomic Research," Working Papers 2015-12, Federal Reserve Bank of St. Louis.
  25. Silvia Goncalves & Michael W. McCracken & Benoit Perron, 2015. "Tests of Equal Accuracy for Nested Models with Estimated Factors," Working Papers 2015-25, Federal Reserve Bank of St. Louis.
  26. Todd E. Clark & Michael W. McCracken, 2014. "Evaluating Conditional Forecasts from Vector Autoregressions," Working Papers (Old Series) 1413, Federal Reserve Bank of Cleveland.
  27. Todd E. Clark & Michael W. McCracken, 2013. "Evaluating the accuracy of forecasts from vector autoregressions," Working Papers 2013-010, Federal Reserve Bank of St. Louis.
  28. Michael W. McCracken, 2012. "Comment on \"Taylor rule exchange rate forecasting during the financial crisis\"," Working Papers 2012-030, Federal Reserve Bank of St. Louis.
  29. Michael W. McCracken & Tucker S. McElroy, 2012. "Multi-step ahead forecasting of vector time series," Working Papers 2012-060, Federal Reserve Bank of St. Louis.
  30. Michael W. McCracken & Giorgio Valente, 2012. "Asymptotic Inference for Performance Fees and the Predictability of Asset Returns," Working Papers 2012-049, Federal Reserve Bank of St. Louis.
  31. Michael W. McCracken, 2012. "Consistent testing for structural change at the ends of the sample," Working Papers 2012-029, Federal Reserve Bank of St. Louis.
  32. Todd E. Clark & Michael W. McCracken, 2011. "Tests of equal forecast accuracy for overlapping models," Working Papers (Old Series) 1121, Federal Reserve Bank of Cleveland.
  33. Todd E. Clark & Michael W. McCracken, 2011. "Advances in forecast evaluation," Working Papers (Old Series) 1120, Federal Reserve Bank of Cleveland.
  34. Chanont Banternghansa & Michael W. McCracken, 2010. "Real-time forecast averaging with ALFRED," Working Papers 2010-033, Federal Reserve Bank of St. Louis.
  35. Todd E. Clark & Michael W. McCracken, 2010. "Reality checks and nested forecast model comparisons," Working Papers 2010-032, Federal Reserve Bank of St. Louis.
  36. Todd E. Clark & Michael W. McCracken, 2010. "Testing for unconditional predictive ability," Working Papers 2010-031, Federal Reserve Bank of St. Louis.
  37. Todd E. Clark & Michael W. McCracken, 2009. "Nested forecast model comparisons: a new approach to testing equal accuracy," Research Working Paper RWP 09-11, Federal Reserve Bank of Kansas City.
  38. Todd E. Clark & Michael W. McCracken, 2009. "In-sample tests of predictive ability: a new approach," Research Working Paper RWP 09-10, Federal Reserve Bank of Kansas City.
  39. Chanont Banternghansa & Michael W. McCracken, 2009. "Forecast disagreement among FOMC members," Working Papers 2009-059, Federal Reserve Bank of St. Louis.
  40. Todd E. Clark & Michael W. McCracken, 2007. "Averaging forecasts from VARs with uncertain instabilities," Finance and Economics Discussion Series 2007-42, Board of Governors of the Federal Reserve System (U.S.).
  41. Todd E. Clark & Michael W. McCracken, 2007. "Tests of equal predictive ability with real-time data," Research Working Paper RWP 07-06, Federal Reserve Bank of Kansas City.
  42. Todd E. Clark & Michael W. McCracken, 2007. "Forecasting with small macroeconomic VARs in the presence of instabilities," Finance and Economics Discussion Series 2007-41, Board of Governors of the Federal Reserve System (U.S.).
  43. Todd E. Clark & Michael W. McCracken, 2007. "Combining forecasts from nested models," Finance and Economics Discussion Series 2007-43, Board of Governors of the Federal Reserve System (U.S.).
  44. Todd E. Clark & Michael W. McCracken, 2006. "Forecasting of small macroeconomic VARs in the presence of instabilities," Research Working Paper RWP 06-09, Federal Reserve Bank of Kansas City.
  45. Todd E. Clark & Michael W. McCracken, 2004. "Improving forecast accuracy by combining recursive and rolling forecasts," Research Working Paper RWP 04-10, Federal Reserve Bank of Kansas City.
  46. Todd E. Clark & Michael W. McCracken, 2003. "The predictive content of the output gap for inflation : resolving in-sample and out-of-sample evidence," Research Working Paper RWP 03-06, Federal Reserve Bank of Kansas City.
  47. Todd E. Clark & Michael W. McCracken, 2002. "Forecast-based model selection in the presence of structural breaks," Research Working Paper RWP 02-05, Federal Reserve Bank of Kansas City.
  48. Todd E. Clark & Michael W. McCracken, 2001. "Evaluating long-horizon forecasts," Research Working Paper RWP 01-14, Federal Reserve Bank of Kansas City.
  49. Robledo, Carlos W. & Zapata, Hector O. & McCracken, Michael, 2001. "New Mse Tests For Evaluating Forecasting Performance: Empirics And Bootstrap," 2001 Annual meeting, August 5-8, Chicago, IL 20686, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  50. McCracken,M.W. & West,K.D., 2001. "Inference about predictive ability," Working papers 14, Wisconsin Madison - Social Systems.
  51. Todd E. Clark & Michael W. McCracken, 2000. "Tests of Equal Forecast Accuracy and Encompassing for Nested Models," Econometric Society World Congress 2000 Contributed Papers 0319, Econometric Society.
  52. West, K.D. & McCracken, M.W., 1997. "Regression-Based Tests of Predictive Ability," Working papers 9710, Wisconsin Madison - Social Systems.

Articles

  1. Aaron J. Amburgey & Michael W. McCracken, 2023. "On the real‐time predictive content of financial condition indices for growth," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 38(2), pages 137-163, March.
  2. Michael W. McCracken & Joseph T. McGillicuddy & Michael T. Owyang, 2022. "Binary Conditional Forecasts," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 40(3), pages 1246-1258, June.
  3. Michael W. McCracken & Serena Ng, 2021. "FRED-QD: A Quarterly Database for Macroeconomic Research," Review, Federal Reserve Bank of St. Louis, vol. 103(1), pages 1-44, January.
  4. Michael W. McCracken & Michael T. Owyang & Tatevik Sekhposyan, 2021. "Real-Time Forecasting and Scenario Analysis Using a Large Mixed-Frequency Bayesian VAR," International Journal of Central Banking, International Journal of Central Banking, vol. 17(71), pages 1-41, December.
  5. Michael W. McCracken, 2020. "Diverging Tests of Equal Predictive Ability," Econometrica, Econometric Society, vol. 88(4), pages 1753-1754, July.
  6. Todd E. Clark & Michael W. McCracken & Elmar Mertens, 2020. "Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors," The Review of Economics and Statistics, MIT Press, vol. 102(1), pages 17-33, March.
  7. Michael W. McCracken & Joseph T. McGillicuddy, 2019. "An empirical investigation of direct and iterated multistep conditional forecasts," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 34(2), pages 181-204, March.
  8. Michael W. McCracken & Giorgio Valente, 2018. "Asymptotic Inference for Performance Fees and the Predictability of Asset Returns," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 36(3), pages 426-437, July.
  9. Todd E. Clark & Michael W. McCracken, 2017. "Tests of Predictive Ability for Vector Autoregressions Used for Conditional Forecasting," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 32(3), pages 533-553, April.
  10. Gonçalves, Sílvia & McCracken, Michael W. & Perron, Benoit, 2017. "Tests of equal accuracy for nested models with estimated factors," Journal of Econometrics, Elsevier, vol. 198(2), pages 231-252.
  11. Tucker McElroy & Michael W. McCracken, 2017. "Multistep ahead forecasting of vector time series," Econometric Reviews, Taylor & Francis Journals, vol. 36(5), pages 495-513, May.
  12. Kevin L. Kliesen & Michael W. McCracken, 2016. "Tracking the U.S. Economy with Nowcasts," The Regional Economist, Federal Reserve Bank of St. Louis, issue April.
  13. Michael W. McCracken & Serena Ng, 2016. "FRED-MD: A Monthly Database for Macroeconomic Research," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 34(4), pages 574-589, October.
  14. Sean P. Grover & Kevin L. Kliesen & Michael W. McCracken, 2016. "A Macroeconomic News Index for Constructing Nowcasts of U.S. Real Gross Domestic Product Growth," Review, Federal Reserve Bank of St. Louis, vol. 98(4), pages 277-296.
  15. Clark, Todd E. & McCracken, Michael W., 2015. "Nested forecast model comparisons: A new approach to testing equal accuracy," Journal of Econometrics, Elsevier, vol. 186(1), pages 160-177.
  16. Sean P. Grover & Michael W. McCracken, 2014. "Factor-based prediction of industry-wide bank stress," Review, Federal Reserve Bank of St. Louis, vol. 96(2), pages 173-194.
  17. Todd E. Clark & Michael W. Mccracken, 2014. "Tests Of Equal Forecast Accuracy For Overlapping Models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 29(3), pages 415-430, April.
  18. Michael W. McCracken, 2013. "Comment," NBER International Seminar on Macroeconomics, University of Chicago Press, vol. 9(1), pages 98-105.
  19. Michael W. McCracken, 2012. "Following the Fed with a news tracker," Economic Synopses, Federal Reserve Bank of St. Louis.
  20. Clark, Todd E. & McCracken, Michael W., 2012. "In-sample tests of predictive ability: A new approach," Journal of Econometrics, Elsevier, vol. 170(1), pages 1-14.
  21. Michael W. McCracken, 2011. "Housing's role in a recovery," Economic Synopses, Federal Reserve Bank of St. Louis.
  22. Kevin L. Kliesen & Michael W. McCracken & Linpeng Zheng, 2011. "Initial claims and employment growth: are we at the threshold?," Economic Synopses, Federal Reserve Bank of St. Louis.
  23. Chanont Banternghansa & Michael W. McCracken, 2011. "Real-time forecast averaging with ALFRED," Review, Federal Reserve Bank of St. Louis, vol. 93(Jan), pages 49-66.
  24. Michael W. McCracken, 2011. "Should food be excluded from core CPI?," Economic Synopses, Federal Reserve Bank of St. Louis.
  25. Todd E. Clark & Michael W. McCracken, 2011. "Reality Checks and Comparisons of Nested Predictive Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 30(1), pages 53-66, February.
  26. Michael W. McCracken, 2010. "Using FOMC forecasts to forecast the economy," Economic Synopses, Federal Reserve Bank of St. Louis.
  27. Todd E. Clark & Michael W. McCracken, 2010. "Averaging forecasts from VARs with uncertain instabilities," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 25(1), pages 5-29.
  28. Michael W. McCracken, 2010. "Using stock market liquidity to forecast recessions," Economic Synopses, Federal Reserve Bank of St. Louis.
  29. Michael W. McCracken, 2010. "Disagreement at the FOMC: the dissenting votes are just part of the story," The Regional Economist, Federal Reserve Bank of St. Louis, issue Oct, pages 10-16.
  30. Clark, Todd E. & McCracken, Michael W., 2009. "Tests of Equal Predictive Ability With Real-Time Data," Journal of Business & Economic Statistics, American Statistical Association, vol. 27(4), pages 441-454.
  31. Michael W. McCracken, 2009. "Uncertainty about when the Fed will raise interest rates," Economic Synopses, Federal Reserve Bank of St. Louis.
  32. Michael W. McCracken, 2009. "How accurate are forecasts in a recession?," National Economic Trends, Federal Reserve Bank of St. Louis, issue Feb.
  33. Todd E. Clark & Michael W. McCracken, 2009. "Improving Forecast Accuracy By Combining Recursive And Rolling Forecasts," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 50(2), pages 363-395, May.
  34. Todd E. Clark & Michael W. McCracken, 2009. "Combining Forecasts from Nested Models," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 71(3), pages 303-329, June.
  35. McCracken, Michael W., 2007. "Asymptotics for out of sample tests of Granger causality," Journal of Econometrics, Elsevier, vol. 140(2), pages 719-752, October.
  36. Clark, Todd E. & McCracken, Michael W., 2006. "The Predictive Content of the Output Gap for Inflation: Resolving In-Sample and Out-of-Sample Evidence," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 38(5), pages 1127-1148, August.
  37. Michael McCracken, 2006. "Pairwise tests of equal forecast accuracy (in Russian)," Quantile, Quantile, issue 1, pages 53-62, September.
  38. Clark, Todd E. & McCracken, Michael W., 2005. "The power of tests of predictive ability in the presence of structural breaks," Journal of Econometrics, Elsevier, vol. 124(1), pages 1-31, January.
  39. Todd Clark & Michael McCracken, 2005. "Evaluating Direct Multistep Forecasts," Econometric Reviews, Taylor & Francis Journals, vol. 24(4), pages 369-404.
  40. McCracken, Michael W & Sapp, Stephen G, 2005. "Evaluating the Predictability of Exchange Rates Using Long-Horizon Regressions: Mind Your p's and q's!," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 37(3), pages 473-494, June.
  41. McCracken, Michael W., 2004. "Parameter estimation and tests of equal forecast accuracy between non-nested models," International Journal of Forecasting, Elsevier, vol. 20(3), pages 503-514.
  42. Clark, Todd E. & McCracken, Michael W., 2001. "Tests of equal forecast accuracy and encompassing for nested models," Journal of Econometrics, Elsevier, vol. 105(1), pages 85-110, November.
  43. Mc Cracken, Michael W., 2000. "Robust out-of-sample inference," Journal of Econometrics, Elsevier, vol. 99(2), pages 195-223, December.
  44. West, Kenneth D & McCracken, Michael W, 1998. "Regression-Based Tests of Predictive Ability," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 39(4), pages 817-840, November.

Chapters

  1. Clark, Todd & McCracken, Michael, 2013. "Advances in Forecast Evaluation," Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 2, chapter 0, pages 1107-1201, Elsevier.
  2. Todd E. Clark & Michael W. McCracken, 2013. "Evaluating 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 Clev," Advances in Econometrics, in: VAR Models in Macroeconomics – New Developments and Applications: Essays in Honor of Christopher A. Sims, volume 32, pages 117-168, Emerald Group Publishing Limited.
  3. Michael W. McCracken, 2012. "Consistent Testing for Structural Change at the Ends of the Sample," Advances in Econometrics, in: 30th Anniversary Edition, pages 133-169, Emerald Group Publishing Limited.
  4. Michael W. McCracken, 2012. "Comment on "Taylor Rule Exchange Rate Forecasting during the Financial Crisis"," NBER Chapters, in: NBER International Seminar on Macroeconomics 2012, pages 98-105, National Bureau of Economic Research, Inc.
  5. Todd E. Clark & Michael W. McCracken, 2008. "Chapter 3 Forecasting with Small Macroeconomic VARs in the Presence of Instabilities," Frontiers of Economics and Globalization, in: Forecasting in the Presence of Structural Breaks and Model Uncertainty, pages 93-147, Emerald Group Publishing Limited.

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This author is among the top 5% authors according to these criteria:
  1. Average Rank Score
  2. Number of Works
  3. Number of Distinct Works, Weighted by Simple Impact Factor
  4. Number of Distinct Works, Weighted by Recursive Impact Factor
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  6. Number of Distinct Works, Weighted by Number of Authors and Simple Impact Factors
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  10. Number of Citations, Weighted by Simple Impact Factor
  11. Number of Citations, Weighted by Simple Impact Factor, Discounted by Citation Age
  12. Number of Citations, Weighted by Recursive Impact Factor
  13. Number of Citations, Weighted by Recursive Impact Factor, Discounted by Citation Age
  14. Number of Citations, Weighted by Number of Authors
  15. Number of Citations, Weighted by Number of Authors, Discounted by Citation Age
  16. Number of Citations, Weighted by Number of Authors and Simple Impact Factors
  17. Number of Citations, Weighted by Number of Authors and Simple Impact Factors, Discounted by Citation Age
  18. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors
  19. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors, Discounted by Citation Age
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Co-authorship network on CollEc

List Editorship

This author manages the following RePEc Biblio topics, reading lists or publication compilations:
  1. RePEc Biblio > Econometrics > Forecasting

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 57 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ECM: Econometrics (37) 2000-01-31 2001-10-29 2002-10-18 2005-05-23 2006-04-01 2006-07-09 2006-11-25 2007-08-18 2007-09-24 2007-09-24 2007-10-06 2008-09-05 2009-09-11 2009-09-11 2009-10-31 2009-10-31 2010-10-16 2010-10-16 2010-10-30 2011-10-09 2011-10-09 2012-09-16 2012-11-11 2013-01-07 2013-03-23 2014-11-01 2015-06-27 2015-09-18 2015-10-25 2017-09-10 2017-11-12 2017-12-03 2019-04-15 2019-08-12 2019-11-11 2021-01-04 2023-12-18. Author is listed
  2. NEP-ETS: Econometric Time Series (37) 1999-07-12 2000-01-31 2001-10-29 2002-04-25 2002-10-18 2005-05-23 2006-04-01 2006-07-09 2006-11-25 2007-08-18 2007-09-24 2007-09-24 2007-10-06 2008-09-05 2008-09-05 2008-11-04 2009-09-11 2009-09-11 2009-10-31 2010-10-16 2010-10-16 2011-10-09 2011-10-09 2013-01-07 2013-03-23 2014-11-01 2014-11-07 2015-10-25 2017-10-01 2017-11-12 2017-12-03 2019-04-15 2019-08-12 2019-11-11 2020-03-23 2021-01-04 2023-12-18. Author is listed
  3. NEP-FOR: Forecasting (36) 2006-04-01 2006-07-09 2006-11-25 2007-08-18 2007-09-24 2007-09-24 2007-10-06 2008-09-05 2008-09-05 2008-09-05 2008-11-04 2009-09-11 2009-09-11 2009-10-31 2009-10-31 2010-01-16 2010-10-16 2010-10-16 2010-10-30 2011-10-09 2011-10-09 2011-10-09 2012-09-30 2012-11-11 2013-01-07 2013-03-23 2014-11-01 2014-11-07 2015-06-27 2015-09-18 2015-10-25 2017-09-10 2017-10-01 2017-11-12 2017-12-03 2019-01-14. Author is listed
  4. NEP-CBA: Central Banking (13) 2006-07-09 2007-09-24 2008-09-05 2009-09-11 2009-09-11 2009-10-31 2009-10-31 2010-01-16 2010-10-30 2011-10-09 2011-10-09 2019-11-11 2022-01-24. Author is listed
  5. NEP-MAC: Macroeconomics (13) 2006-07-09 2006-11-25 2007-08-18 2007-09-24 2007-09-24 2008-09-05 2010-01-16 2017-09-10 2017-10-01 2017-11-12 2019-01-14 2020-04-13 2022-01-24. Author is listed
  6. NEP-ORE: Operations Research (13) 2008-09-05 2011-10-09 2014-11-01 2014-11-07 2015-06-27 2015-10-25 2017-09-10 2017-10-01 2017-11-12 2019-01-14 2019-04-15 2019-08-12 2019-11-11. Author is listed
  7. NEP-MON: Monetary Economics (8) 2010-01-16 2012-09-30 2017-09-10 2017-10-01 2022-01-24 2023-11-27 2023-11-27 2024-01-01. Author is listed
  8. NEP-RMG: Risk Management (5) 2017-09-10 2017-11-12 2019-01-14 2022-02-14 2023-09-11. Author is listed
  9. NEP-FDG: Financial Development and Growth (2) 2022-02-14 2023-09-11
  10. NEP-MST: Market Microstructure (2) 2012-09-30 2015-10-25
  11. NEP-CFN: Corporate Finance (1) 2023-09-11
  12. NEP-CWA: Central and Western Asia (1) 2022-01-24
  13. NEP-ENE: Energy Economics (1) 2024-01-01
  14. NEP-FIN: Finance (1) 2005-05-23
  15. NEP-HIS: Business, Economic and Financial History (1) 2022-02-14
  16. NEP-MIC: Microeconomics (1) 2009-09-11
  17. NEP-PKE: Post Keynesian Economics (1) 2015-06-27

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