Assistant Vice-President
Ph.D. Economics
University of Wisconsin-Madison
1998
B.S. Mathematics
University of Kansas
1989
For media inquiries, contact:
Shera Dalin
mediainquiries@stls.frb.org
Phone: (314) 444-3911
Assistant Vice-President
"Binary Conditional Forecasts"
with
Joseph McGillicuddy and Michael T. Owyang
FORTHCOMING: Journal of Business & Economic Statistics
"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
