Mike McCracken

Standard Vita

IDEAS

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
Email: Michael.W.McCracken@stls.frb.org

Research Division
Federal Reserve Bank of St. Louis
P.O. Box 442
St. Louis, MO 63166-0442

For media inquiries contact:
Laura Girresch
mediainquiries@stls.frb.org
Office: (314) 444-6166
Cell: (314) 348-3639

Michael W. McCracken

Assistant Vice-President

Published Articles

"Nested Forecast Model Comparisons: A New Approach to Testing Equal Accuracy"
with Todd E. Clark
FORTHCOMING: Journal of Econometrics.

"Multi-Step Ahead Forecasting of Vector Time Series"
with Tucker McElroy
FORTHCOMING: Econometric Reviews.

"Tests of Equal Forecast Accuracy for Overlapping Models"
with Todd E. Clark
Journal of Applied Econometrics, April/May 2014, 29(3), pp. 415-430.

"Evaluating the Accuracy of Forecasts from Vector Autoregressions"
with Todd E. Clark
Advances in econometrics, 2013, 32, pp. 117-168.

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

"Comment on "Taylor Rule Exchange Rate Forecasting During the Financial Crisis""
NBER International Seminar on Macroeconomics, July 2013, 9, pp. 98-105.

"In-Sample Tests of Predictive Ability: A New Approach"
with Todd E. Clark
Journal of Econometrics, September 2012, 170(1), pp. 1-14.

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

"Consistent Testing for Structural Change at the Ends of the Sample"
Advances in econometrics, 2012, 30, pp. 133-169.

"Testing for Unconditional Predictive Ability"
with Todd E. Clark
Oxford Handbook on Economic Forecasting, July 2011, pp. 415-40.

"Averaging Forecasts from VARs with Uncertain Instabilities"
with Todd E. Clark
Journal of Applied Econometrics, January/February 2010, 25(1), pp. 5-29.

"Combining Forecasts From Nested Models"
with Todd E. Clark
Oxford Bulletin of Economics and Statistics, June 2009, 71(3), pp. 303-29.

"Improving Forecast Accuracy by Combining Recursive and Rolling Forecasts"
with Todd E. Clark
International Economic Review, May 2009, 50(2), pp. 363-95.

"Tests of Equal Predictive Ability with Real-Time Data"
with Todd E. Clark
Journal of Business and Economic Statistics, January 2009, 27(4), pp. 441-54.

View More

Working Papers

"Asymptotic Inference for Performance Fees and the Predictability of Asset Returns"
with Giorgio Valente
Working Paper 2012-049B, posted October 2012, updated October 2014.

"Evaluating Conditional Forecasts from Vector Autoregressions"
with Todd E. Clark
Working Paper 2014-025A, posted September 2014.

"Real-Time Forecast Averaging with ALFRED"
with Chanont Banternghansa
Working Paper 2010-033A, posted August 2010.

"Forecast Disagreement Among FOMC Members"
with Chanont Banternghansa
Working Paper 2009-059A, posted December 2009.

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The Regional Economist Articles

"Disagreement at the FOMC: The Dissenting Votes Are Just Part of the Story"
Federal Reserve Bank of St. Louis The Regional Economist, October 2010, pp. 10-16.

 

Federal Reserve Bank of St. Louis Review Articles

"Factor-Based Prediction of Industry-Wide Bank Stress,"
with Sean Grover
St. Louis Federal Reserve Bank Review 96, 173-194, June 2014.

"Real-Time Forecast Averaging with ALFRED?"
with Chanont Banternghansa
Federal Reserve Bank of St. Louis Review, January/February 2011, 93(1), pp. 49-66.

 

Recent Commentary

"Following the Fed with a News Tracker"
Federal Reserve Bank of St. Louis Economic Synopses, 2012, No. 3.

"Initial Claims and Employment Growth: Are We at the Threshold?"
with Kevin L. Kliesen and Linpeng Zheng
Federal Reserve Bank of St. Louis Economic Synopses, 2011, No. 41.

"Should Food Be Excluded from Core CPI"
Federal Reserve Bank of St. Louis Economic Synopses, 2011, No. 28.

"Housing's Role in a Recovery"
Federal Reserve Bank of St. Louis Economic Synopses, 2011, No. 6.

"Using Stock Market Liquidity to Forecast Recessions"
Federal Reserve Bank of St. Louis Economic Synopses, 2010, No. 20.

"Using FOMC Forecasts to Forecast the Economy"
Federal Reserve Bank of St. Louis Economic Synopses, 2010, No. 5.

"Uncertainty About When the Fed Will Raise Interest Rates"
Federal Reserve Bank of St. Louis Economic Synopses, 2009, No. 29.

"How Accurate Are Forecasts in a Recession?"
Federal Reserve Bank of St. Louis Economic Synopses, 2009, No. 9.


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