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Michael W. McCracken

Assistant Vice-President

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

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

For media inquiries, contact:
Shera Dalin
mediainquiries@stls.frb.org
Phone: (314) 444-3911




Selected Publications

"Diverging Tests of Equal Predictive Ability"
Econometrica, July, Vol. 88, No. 4, pp. 1753-1754
Working Paper
https://doi.org/10.3982/ecta17523

"FRED-QD: A Quarterly Database for Macroeconomic Research"
with  Serena Ng
FORTHCOMING: Federal Reserve Bank of St. Louis Review

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

"Asymptotics for Out-of-Sample Tests of Granger Causality"
Journal of Econometrics, October 2007, Vol. 140, No. 2, pp. 719-752

"Tests of Equal Forecast Accuracy and Encompassing for Nested Models"
with  Todd E. Clark
Journal of Econometrics, November 2001, Vol. 105, No. 1, pp. 85-110

"Regression-Based Tests of Predictive Ability"
with  Kenneth D. West
International Economic Review, November 1998, Vol. 39, No. 4, pp. 817-40