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Michael W. McCracken

Senior Economic Policy Advisor

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




Working Papers

"Bootstrapping out-of-sample predictability tests with real-time data"
with  Silvia Goncalves and  Yongxu Yao
Federal Reserve Bank of St. Louis Working Paper 2023-029A, December 2023

"Growth-at-Risk is Investment-at-Risk"
with  Aaron Amburgey
Federal Reserve Bank of St. Louis Working Paper 2023-020A, August 2023

"Tests of Conditional Predictive Ability: Existence, Size, and Power"
Federal Reserve Bank of St. Louis Working Paper 2020-050A, December 2020

"Tests of Conditional Predictive Ability: Some Simulation Evidence"
Federal Reserve Bank of St. Louis Working Paper 2019-011C, April 2019

"Real-Time Forecast Averaging with ALFRED"
with  Chanont Banternghansa
Federal Reserve Bank of St. Louis Working Paper 2010-033A, September 2010

"Forecast Disagreement Among FOMC Members"
with  Chanont Banternghansa
Federal Reserve Bank of St. Louis Working Paper 2009-059A, December 2009

"Improving Forecast Accuracy by Combining Recursive and Rolling Forecasts"
with  Todd E. Clark
Federal Reserve Bank of St. Louis Working Paper 2008-028A, August 2008