Michael McCracken

Global rank #1666 98%

Institution: Federal Reserve Bank of St. Louis

Primary Field: Econometrics (weighted toward more recent publications)

Homepage: http://research.stlouisfed.org/econ/mccracken

First Publication: 2000

Most Recent: 2025

RePEc ID: pmc81 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period	S (4x)	A (2x)	B (1x)	Total
Last 5 Years	0.00	1.34	2.35	5.03
Last 10 Years	2.01	4.69	4.36	21.78
All Time	2.01	14.75	9.38	46.92

Publication Statistics

Raw Publications 24

Coauthorship-Adjusted Count 26.25

Publications (24)

Year	Article	Journal	Tier	Authors
2025	Reconsidering the Fed's Inflation Forecasting Advantage	Journal of Money, Credit, and Banking	B	3
2025	Bootstrapping out-of-sample predictability tests with real-time data	Journal of Econometrics	A	3
2023	On the real‐time predictive content of financial condition indices for growth	Journal of Applied Econometrics	B	2
2022	Binary Conditional Forecasts	Journal of Business & Economic Statistics	A	3
2021	Real-Time Forecasting and Scenario Analysis Using a Large Mixed-Frequency Bayesian VAR	International Journal of Central Banking	B	3
2020	Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors	Review of Economics and Statistics	A	3
2020	Diverging Tests of Equal Predictive Ability	Econometrica	S	1
2019	An empirical investigation of direct and iterated multistep conditional forecasts	Journal of Applied Econometrics	B	2
2018	Asymptotic Inference for Performance Fees and the Predictability of Asset Returns	Journal of Business & Economic Statistics	A	2
2017	Tests of Predictive Ability for Vector Autoregressions Used for Conditional Forecasting	Journal of Applied Econometrics	B	2
2017	Tests of equal accuracy for nested models with estimated factors	Journal of Econometrics	A	3
2016	FRED-MD: A Monthly Database for Macroeconomic Research	Journal of Business & Economic Statistics	A	2
2015	Nested forecast model comparisons: A new approach to testing equal accuracy	Journal of Econometrics	A	2
2014	TESTS OF EQUAL FORECAST ACCURACY FOR OVERLAPPING MODELS	Journal of Applied Econometrics	B	2
2012	In-sample tests of predictive ability: A new approach	Journal of Econometrics	A	2
2012	Reality Checks and Comparisons of Nested Predictive Models	Journal of Business & Economic Statistics	A	2
2011	Reality Checks and Comparisons of Nested Predictive Models	Journal of Business & Economic Statistics	A	2
2010	Averaging forecasts from VARs with uncertain instabilities	Journal of Applied Econometrics	B	2
2009	Combining Forecasts from Nested Models*	Oxford Bulletin of Economics and Statistics	B	2
2007	Asymptotics for out of sample tests of Granger causality	Journal of Econometrics	A	1
2005	The power of tests of predictive ability in the presence of structural breaks	Journal of Econometrics	A	2
2004	Parameter estimation and tests of equal forecast accuracy between non-nested models	International Journal of Forecasting	B	1
2001	Tests of equal forecast accuracy and encompassing for nested models	Journal of Econometrics	A	2
2000	Robust out-of-sample inference	Journal of Econometrics	A	1