Details about James Mitchell

Access statistics for papers by James Mitchell.

Last updated 2013-05-04. Update your information in the RePEc Author Service.

Short-id: pmi127

Working Papers

2012

1. A Nonlinear Panel Data Model of Cross-Sectional Dependence
   Discussion Papers in Economics, Department of Economics, University of Leicester
   Also in NIESR Discussion Papers, National Institute of Economic and Social Research (2010)

2011

2. Efficient Aggregation of Panel Qualitative Survey Data
   Discussion Papers in Economics, Department of Economics, University of Leicester
3. Measuring Output Gap Nowcast Uncertainty
   CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University
4. Monthly GDP Estimates for Inter-War Britain
   Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge
   Also in CESifo Working Paper Series, CESifo Group Munich (2011) View citations (1)
   See also Journal Article in Explorations in Economic History (2012)
5. Mortality in the British Panel Household Survey: a Test of a Standard Treatment for Non-Response
   NIESR Discussion Papers, National Institute of Economic and Social Research

2010

6. A Nonlinear Panel Model of Cross-sectional Dependence
   Working Papers, Queen Mary, University of London, School of Economics and Finance
7. Density nowcasts and model combination: nowcasting Euro-area GDP growth over the 2008-9 recession
   NIESR Discussion Papers, National Institute of Economic and Social Research View citations (1)
8. Measuring Output Gap Uncertainty
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (4)
   Also in Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand (2009) View citations (2)
   NIESR Discussion Papers, National Institute of Economic and Social Research (2009)
   Birkbeck Working Papers in Economics and Finance, Birkbeck, Department of Economics, Mathematics & Statistics (2009) View citations (4)
   NIESR Discussion Papers, National Institute of Economic and Social Research (2009) View citations (2)
9. Real-time Inflation Forecast Densities from Ensemble Phillips Curves
   CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University
   Also in Birkbeck Working Papers in Economics and Finance, Birkbeck, Department of Economics, Mathematics & Statistics (2009)
   See also Journal Article in The North American Journal of Economics and Finance (2011)

2009

10. Collective Sentiment in Qualitative Business Surveys
    NIESR Discussion Papers, National Institute of Economic and Social Research
11. Combining VAR and DSGE forecast densities
    Working Paper, Norges Bank View citations (3)
    See also Journal Article in Journal of Economic Dynamics and Control (2011)
12. Macro Modelling with Many Models
    NIESR Discussion Papers, National Institute of Economic and Social Research View citations (4)
    Also in Working Paper, Norges Bank (2009) View citations (6)
13. Monthly and Quarterly GDP Estimates for Interwar Britain
    Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge
    Also in NIESR Discussion Papers, National Institute of Economic and Social Research (2009) View citations (1)

2008

14. Combining Forecast Densities from VARs with Uncertain Instabilities
    Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand View citations (2)
    Also in NIESR Discussion Papers, National Institute of Economic and Social Research (2008) View citations (4)
    Working Paper, Norges Bank (2008) View citations (16)
    See also Journal Article in Journal of Applied Econometrics (2010)
15. Evaluating Density Forecasts: Forecast Combinations, Model Mixtures, Calibration and Sharpness
    NIESR Discussion Papers, National Institute of Economic and Social Research View citations (11)
    See also Journal Article in Journal of Applied Econometrics (2011)
16. Qualitative Business Surveys: Signal or Noise?
    NIESR Discussion Papers, National Institute of Economic and Social Research
    See also Journal Article in Journal of the Royal Statistical Society Series A (2011)

2007

17. Constructing bivariate density forecasts of inflation and output growth using copulae: modelling dependence using the Survey of Professional Forecasters
    NIESR Discussion Papers, National Institute of Economic and Social Research
18. Nowcasting and predicting data revisions in real time using qualitative panel survey data
    Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand View citations (1)
19. The rationality and reliability of expectations reported by British households: micro evidence from the British household panel survey
    Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, Research Centre View citations (5)

2005

20. Insights into Business Confidence from Firm-Level Panel Data
    Working Papers in Economics, University of Waikato, Department of Economics
21. Poverty and Debt
    NIESR Discussion Papers, National Institute of Economic and Social Research View citations (1)
22. Quantitative inference from qualitative business survey panel data: a microeconometric approach
    NIESR Discussion Papers, National Institute of Economic and Social Research View citations (1)
23. Should we be surprised by the unreliability of real-time output gap estimates? Density estimates for the Euro area
    Computing in Economics and Finance 2005, Society for Computational Economics
24. Uncertainty in UK manufacturing: evidence from qualitative survey data
    NIESR Discussion Papers, National Institute of Economic and Social Research
    See also Journal Article in Economics Letters (2007)

2004

25. Density Forecast Combination
    NIESR Discussion Papers, National Institute of Economic and Social Research View citations (3)
26. Optimal combination of density forecasts
    NIESR Discussion Papers, National Institute of Economic and Social Research
27. Reconsidering the evidence: are Eurozone business cycles converging?
    Money Macro and Finance (MMF) Research Group Conference 2003, Money Macro and Finance Research Group View citations (11)
    Also in ZEI Working Papers, ZEI - Center for European Integration Studies, University of Bonn (2003) View citations (13)
    NIESR Discussion Papers, National Institute of Economic and Social Research (2003) View citations (11)

2003

28. Should we be surprised by the unreliability of real-time output gap estimates? Density estimates for the Eurozone
    NIESR Discussion Papers, National Institute of Economic and Social Research View citations (1)
29. The Determinants of International Migration into the UK: A Panel Based Modelling Approach
    NIESR Discussion Papers, National Institute of Economic and Social Research View citations (5)

2002

30. Aggregate versus Disaggregate Survey-Based Indicators of Economic Activity
    NIESR Discussion Papers, National Institute of Economic and Social Research View citations (2)

2001

31. Quantification of qualitative firm-level survey data
    NIESR Discussion Papers, National Institute of Economic and Social Research View citations (1)
    See also Journal Article in Economic Journal (2002)

2000

32. The importance of long run structure for impulse response analysis in VAR models
    NIESR Discussion Papers, National Institute of Economic and Social Research View citations (1)

Journal Articles

2012

1. Monthly GDP estimates for inter-war Britain
   Explorations in Economic History, 2012, 49, (4), 543-556
   See also Working Paper (2011)

2011

2. Combining VAR and DSGE forecast densities
   Journal of Economic Dynamics and Control, 2011, 35, (10), 1659-1670 View citations (2)
   See also Working Paper (2009)
3. Evaluating density forecasts: forecast combinations, model mixtures, calibration and sharpness
   Journal of Applied Econometrics, 2011, 26, (6), 1023-1040 View citations (3)
   See also Working Paper (2008)
4. Qualitative business surveys: signal or noise?
   Journal of the Royal Statistical Society Series A, 2011, 174, (2), 327-348 View citations (1)
   See also Working Paper (2008)
5. Real-time inflation forecast densities from ensemble Phillips curves
   The North American Journal of Economics and Finance, 2011, 22, (1), 77-87 View citations (1)
   See also Working Paper (2010)
6. The drivers of international migration to the UK: A panel‐based Bayesian model averaging approach
   Economic Journal, 2011, 121, (557), 1398-1444 View citations (1)
7. The utility of expectational data: Firm-level evidence using matched qualitative-quantitative UK surveys
   International Journal of Forecasting, 2011, 27, (4), 1128-1146 View citations (2)

2010

8. Combining forecast densities from VARs with uncertain instabilities
   Journal of Applied Econometrics, 2010, 25, (4), 621-634 View citations (18)
   See also Working Paper (2008)
9. Nowcasting and predicting data revisions using panel survey data
   Journal of Forecasting, 2010, 29, (3), 313-330 View citations (2)

2009

10. ARCHITECTS AS NOWCASTERS OF HOUSING CONSTRUCTION
    National Institute Economic Review, 2009, 210, (1), 111-122
11. CONFIDENCE AND LEADING INDICATORS: INTRODUCTION
    National Institute Economic Review, 2009, 210, (1), 61-62

2008

12. Incidence-based estimates of life expectancy of the healthy for the UK: coherence between transition probabilities and aggregate life-tables
    Journal of the Royal Statistical Society Series A, 2008, 171, (1), 203-222
13. Introduction: Recent Developments in Economic Forecasting
    National Institute Economic Review, 2008, 203, (1), 57-58

2007

14. Combining density forecasts
    International Journal of Forecasting, 2007, 23, (1), 1-13 View citations (36)
15. Uncertainty in UK manufacturing: Evidence from qualitative survey data
    Economics Letters, 2007, 94, (2), 245-252 View citations (1)
    See also Working Paper (2005)

2005

16. An Indicator of Monthly GDP and an Early Estimate of Quarterly GDP Growth
    Economic Journal, 2005, 115, (501), F108-F129 View citations (15)
17. Evaluating, Comparing and Combining Density Forecasts Using the KLIC with an Application to the Bank of England and NIESR 'Fan' Charts of Inflation
    Oxford Bulletin of Economics and Statistics, 2005, 67, (s1), 995-1033 View citations (7)
18. FORECASTING MANUFACTURING OUTPUT GROWTH USING FIRM-LEVEL SURVEY DATA
    Manchester School, 2005, 73, (4), 479-499 View citations (6)
19. The National Institute Density Forecasts of Inflation
    National Institute Economic Review, 2005, 193, (1), 60-69

2004

20. Reconsidering the Evidence: Are Euro Area Business Cycles Converging?
    Journal of Business Cycle Measurement and Analysis, 2004, 2004, (3), 275-307 View citations (10)

2003

21. Business Cycles and Turning Points: A Survey of Statistical Techniques
    National Institute Economic Review, 2003, 183, (1), 90-106

2002

22. Have UK and Eurozone Business Cycles Become More Correlated?
    National Institute Economic Review, 2002, 182, (1), 58-71
23. Quantification of Qualitative Firm-Level Survey Data
    Economic Journal, 2002, 112, (478), C117-C135 View citations (11)
    See also Working Paper (2001)
24. The use of non-normal distributions in quantifying qualitative survey data on expectations
    Economics Letters, 2002, 76, (1), 101-107 View citations (8)