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Ph.D. EconomicsUniversity of Wisconsin-Madison1998
B.S. MathematicsUniversity of Kansas1989
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Michael W. McCracken
FRED-MD and FRED-QD: Monthly and Quarterly Databases for Macroeconomic Research
"Advances in Forecast Evaluation,"with Todd E. Clark.Handbook of Economic Forecasting, 2, pp. 1107-1201, September 2013.
"Reality Checks and Comparisons of Nested Predictive Models,"with Todd E. Clark.Journal of Business and Economic Statistics, 30(1), pp. 53-66, 2012.
"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.