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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:
Laura Girresch
Office: (314) 444-6166
Cell: (314) 348-3639

Selected Publications

"Asymptotics for Out-of-Sample Tests of Granger Causality"
Journal of Econometrics, October 2007,140(2), pp. 719-52.

"Tests of Equal Forecast Accuracy and Encompassing for Nested Models"
with Todd E. Clark
Journal of Econometrics, November 2001, 105(1), pp. 85-110.

"Regression-Based Tests of Predictive Ability"
with Kenneth D. West
International Economic Review, November 1998, 39(4), pp. 817-40.

"Advances in Forecast Evaluation"
with Todd E. Clark.
Handbook of Economic Forecasting, 2, pp. 1107-1201, September 2013.

"Reality Checks and Nested Forecast Model Comparisons"
with Todd E. Clark.
Journal of Business and Economic Statistics, 30(1), pp. 53-66, 2012.


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