Concepedia

Michael W. McCracken

MW

54

Publications

4.3K

Citations

27

H-Index

1982

Active since

Affiliations

Federal Reserve Bank of St. Louis(Current)

Federal Reserve Bank of Cleveland

Federal Reserve

Federal Reserve Bank of Kansas City

University of Missouri

Michael W. McCracken is an author at Federal Reserve Bank of St. Louis specializing in statistics, forecasting, and econometrics.

Top concepts

StatisticsBusinessEngineeringForecastingEconometricsPredictive AnalyticsEconomicsFinanceMacroeconomicsEconomic Analysis

Publications per year

1982–2022

54

Publications

54

FRED-MD: A Monthly Database for Macroeconomic Research

Michael W. McCracken, Serena Ng · Journal of Business and Economic Statistics · 2015 · 855 citations

Macroeconomic Forecasting, Economic Fluctuation, Time Series Econometrics +19

Asymptotics for out of sample tests of Granger causality

Michael W. McCracken · Journal of Econometrics · 2006 · 736 citations

Granger Causality, Causality, Panel Data +3

Tests of Equal Forecast Accuracy and Encompassing for Nested Models

Todd E. Clark, Michael W. McCracken · SSRN Electronic Journal · 1999 · 281 citations · Full text

Forecasting Methodology, Economics, Probabilistic Forecasting +10

Evaluating Direct Multistep Forecasts

Todd E. Clark, Michael W. McCracken · Econometric Reviews · 2005 · 250 citations

Forecasting Methodology, Engineering, Finite-sample Size +18

Robust out-of-sample inference

Michael W. McCracken · Journal of Econometrics · 2000 · 229 citations

Engineering, Robust Statistic, Robust Out-of-sample Inference +3

Rows per page

1–5 of 54