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Michael W. McCracken

Assistant Vice-President


Ph.D. Economics
University of Wisconsin-Madison

B.S. Mathematics
University of Kansas

Contact Info

Phone: (314) 444-8594
Fax: (314) 444-8731

Research Division
Federal Reserve Bank of St. Louis
P.O. Box 442
St. Louis, MO 63166-0442

For media inquiries, contact:
Karen Mracek
Phone: (314) 444-3911

Other Publications

"Advances in Forecast Evaluation"
with Todd E. Clark
Elsevier Handbook of Economic Forecasting, September 2013, Vol. 2B, pp. 1107-1202

"Comment on 'Taylor Rule Exchange Rate Forecasting During the Financial Crisis'"
NBER International Seminar on Macroeconomics, July 2013, Vol. 9, pp. 98-105

"Testing for Unconditional Predictive Ability"
with Todd E. Clark
Oxford Handbook on Economic Forecasting, July 2011, pp. 415-440

"Forecasting with Small Macroeconomic VARs in the Presence of Instabilities"
with Todd E. Clark
in D.E. Rapach and M.E. Wohar, ed., Frontiers of economics and globalization: forecasting in the presence of structural breaks and model uncertainty, Amsterdam
2008, pp. 93-147

"Pairwise Tests of Equal Forecast Accuracy"
Quantile, 2006, Vol. 1, pp. 53-62

International Library of Critical Writings in Econometrics: Recent Developments In Time Series
with Todd E. Clark

"Inference About Predictive Ability"
with Kenneth D. West
in Michael Clements and David Henry, ed., A Companion to Economic Forecasting
Oxford, U.K.: Blackwell Publishers, 2001, Vol. 2001, pp. 299-321

"An Out-of-Sample Nonparametric Test of the Martingale Difference Hypothesis"
in Thomas Fomby and Carter Hill, ed., Advances in Econometrics: Applying Kernel and Nonparametric Estimation to Economic Topics
Stamford, CT.: JAI Press, 2000


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