Education
Ph.D. Economics
University of Wisconsin–Madison
1998
B.S. Mathematics
University of Kansas
1989
Contact Info
Phone: (314) 444-8594
Fax: (314) 444-8731
Email: Michael.W.McCracken@stls.frb.org
Research Division
Federal Reserve Bank of St. Louis
P.O. Box 442
St. Louis, MO 63166-0442
For media inquiries contact:
Adam Allington
mediainquiries@stls.frb.org
Office: (314) 444-8783
Cell: (314) 313-3783
Michael W. McCracken
Working Papers
"Evaluating the Accuracy of Forecasts from Vector Autoregressions"
with Todd E. Clark
Working Paper 2013-010A, posted February 2013.
"Multi-Step Ahead Forecasting of Vector Time Series"
with Tucker McElroy
Working Paper 2012-060A, posted December 2012.
"Testing the Economic Value of Asset Return Predictability"
with Giorgio Valente
Working Paper 2012-049A, posted October 2012.
"Nested Forecast Model Comparisons: A New Approach to Testing Equal Accuracy"
with Todd E. Clark
Working Paper 2009-050B, posted October 2009, updated August 2012.
"Real-Time Forecast Averaging with ALFRED"
with Chanont Banternghansa
Working Paper 2010-033A, posted August 2010.
"Forecast Disagreement Among FOMC Members"
with Chanont Banternghansa
Working Paper 2009-059A, posted December 2009.
