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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

Selected Publications

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

"Reality Checks and Comparisons of Nested Predictive Models"
with Todd E. Clark
Journal of Business & Economic Statistics, 2012, Vol. 30, No. 1, pp. 53-66
Working Paper

"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