  We introduce a new operator $\Gamma$ on symmetric functions, which enables us
to obtain a creation formula for Macdonald polynomials. This formula provides a
connection between the theory of Macdonald operators initiated by Bergeron,
Garsia, Haiman and Tesler, and shifted Macdonald polynomials introduced by
Knop, Lassalle, Okounkov and Sahi.
  We use this formula to introduce a two-parameter generalization of Jack
characters, which we call Macdonald characters. Finally, we provide a change of
variables in order to formulate several positivity conjectures related to these
generalized characters. Our conjectures extend some important open problems on
Jack polynomials, including some famous conjectures of Goulden and Jackson.
