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Details about James Mitchell

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Homepage:http://www.wbs.ac.uk
Workplace:Warwick Business School, University of Warwick, (more information at EDIRC)

Access statistics for papers by James Mitchell.

Last updated 2014-03-23. Update your information in the RePEc Author Service.

Short-id: pmi127


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Working Papers

2014

  1. Generalised Density Forecast Combinations
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University Downloads

2012

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

2011

  1. Efficient Aggregation of Panel Qualitative Survey Data
    Discussion Papers in Economics, Department of Economics, University of Leicester Downloads
    See also Journal Article in Journal of Applied Econometrics (2013)
  2. Measuring Output Gap Nowcast Uncertainty
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University Downloads
  3. Monthly GDP Estimates for Inter-War Britain
    Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge Downloads
    Also in CESifo Working Paper Series, CESifo Group Munich (2011) Downloads View citations (3)

    See also Journal Article in Explorations in Economic History (2012)
  4. 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 Downloads

2010

  1. A Nonlinear Panel Model of Cross-sectional Dependence
    Working Papers, Queen Mary, University of London, School of Economics and Finance Downloads
  2. 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 Downloads View citations (1)
  3. Measuring Output Gap Uncertainty
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (6)
    Also in Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand (2009) Downloads View citations (2)
    NIESR Discussion Papers, National Institute of Economic and Social Research (2009) Downloads
    NIESR Discussion Papers, National Institute of Economic and Social Research (2009) Downloads View citations (3)
    Birkbeck Working Papers in Economics and Finance, Birkbeck, Department of Economics, Mathematics & Statistics (2009) Downloads View citations (4)
  4. 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 Downloads View citations (1)
    Also in Birkbeck Working Papers in Economics and Finance, Birkbeck, Department of Economics, Mathematics & Statistics (2009) Downloads View citations (3)

    See also Journal Article in The North American Journal of Economics and Finance (2011)

2009

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

2008

  1. Combining Forecast Densities from VARs with Uncertain Instabilities
    Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand Downloads View citations (2)
    Also in NIESR Discussion Papers, National Institute of Economic and Social Research (2008) Downloads View citations (6)
    Working Paper, Norges Bank (2008) Downloads View citations (27)

    See also Journal Article in Journal of Applied Econometrics (2010)
  2. Evaluating Density Forecasts: Forecast Combinations, Model Mixtures, Calibration and Sharpness
    NIESR Discussion Papers, National Institute of Economic and Social Research Downloads View citations (10)
    See also Journal Article in Journal of Applied Econometrics (2011)
  3. Qualitative Business Surveys: Signal or Noise?
    NIESR Discussion Papers, National Institute of Economic and Social Research Downloads
    See also Journal Article in Journal of the Royal Statistical Society Series A (2011)

2007

  1. 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 Downloads
  2. 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 Downloads View citations (1)
  3. The Rationality and Reliability of Expectations Reported by British Households: Micro Evidence from the British Household Panel Survey
    NIESR Discussion Papers, National Institute of Economic and Social Research Downloads
    Also in Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, Research Centre (2007) Downloads View citations (5)

2005

  1. Insights into Business Confidence from Firm-Level Panel Data
    Working Papers in Economics, University of Waikato, Department of Economics Downloads
  2. Poverty and Debt
    NIESR Discussion Papers, National Institute of Economic and Social Research Downloads View citations (1)
  3. Quantitative inference from qualitative business survey panel data: a microeconometric approach
    NIESR Discussion Papers, National Institute of Economic and Social Research Downloads View citations (1)
  4. 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 Downloads
  5. Uncertainty in UK manufacturing: evidence from qualitative survey data
    NIESR Discussion Papers, National Institute of Economic and Social Research Downloads
    See also Journal Article in Economics Letters (2007)

2004

  1. Density Forecast Combination
    NIESR Discussion Papers, National Institute of Economic and Social Research Downloads View citations (3)
  2. Optimal combination of density forecasts
    NIESR Discussion Papers, National Institute of Economic and Social Research Downloads
  3. Reconsidering the evidence: are Eurozone business cycles converging?
    Money Macro and Finance (MMF) Research Group Conference 2003, Money Macro and Finance Research Group Downloads View citations (17)
    Also in ZEI Working Papers, ZEI - Center for European Integration Studies, University of Bonn (2003) Downloads View citations (16)
    NIESR Discussion Papers, National Institute of Economic and Social Research (2003) Downloads View citations (10)

2003

  1. 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 Downloads View citations (1)
  2. The Determinants of International Migration into the UK: A Panel Based Modelling Approach
    NIESR Discussion Papers, National Institute of Economic and Social Research Downloads View citations (7)

2002

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

2001

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

2000

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

Journal Articles

2013

  1. EFFICIENT AGGREGATION OF PANEL QUALITATIVE SURVEY DATA
    Journal of Applied Econometrics, 2013, 28, (4), 580-603
    See also Working Paper (2011)

2012

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

2011

  1. Combining VAR and DSGE forecast densities
    Journal of Economic Dynamics and Control, 2011, 35, (10), 1659-1670 Downloads View citations (4)
    See also Working Paper (2009)
  2. Evaluating density forecasts: forecast combinations, model mixtures, calibration and sharpness
    Journal of Applied Econometrics, 2011, 26, (6), 1023-1040 View citations (13)
    See also Working Paper (2008)
  3. Qualitative business surveys: signal or noise?
    Journal of the Royal Statistical Society Series A, 2011, 174, (2), 327-348 View citations (6)
    See also Working Paper (2008)
  4. Real-time inflation forecast densities from ensemble Phillips curves
    The North American Journal of Economics and Finance, 2011, 22, (1), 77-87 Downloads View citations (1)
    See also Working Paper (2010)
  5. The drivers of international migration to the UK: A panel‐based Bayesian model averaging approach
    Economic Journal, 2011, 121, (557), 1398-1444 Downloads View citations (1)
  6. The utility of expectational data: Firm-level evidence using matched qualitative-quantitative UK surveys
    International Journal of Forecasting, 2011, 27, (4), 1128-1146 Downloads View citations (5)

2010

  1. Combining forecast densities from VARs with uncertain instabilities
    Journal of Applied Econometrics, 2010, 25, (4), 621-634 Downloads View citations (37)
    See also Working Paper (2008)
  2. Nowcasting and predicting data revisions using panel survey data
    Journal of Forecasting, 2010, 29, (3), 313-330 Downloads View citations (3)

2009

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

2008

  1. 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 Downloads
  2. Introduction: Recent Developments in Economic Forecasting
    National Institute Economic Review, 2008, 203, (1), 57-58 Downloads

2007

  1. Combining density forecasts
    International Journal of Forecasting, 2007, 23, (1), 1-13 Downloads View citations (51)
  2. Uncertainty in UK manufacturing: Evidence from qualitative survey data
    Economics Letters, 2007, 94, (2), 245-252 Downloads View citations (2)
    See also Working Paper (2005)

2005

  1. An Indicator of Monthly GDP and an Early Estimate of Quarterly GDP Growth
    Economic Journal, 2005, 115, (501), F108-F129 Downloads View citations (20)
  2. 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 Downloads View citations (18)
  3. FORECASTING MANUFACTURING OUTPUT GROWTH USING FIRM-LEVEL SURVEY DATA
    Manchester School, 2005, 73, (4), 479-499 Downloads View citations (8)
  4. The National Institute Density Forecasts of Inflation
    National Institute Economic Review, 2005, 193, (1), 60-69 Downloads

2004

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

2003

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

2002

  1. Have UK and Eurozone Business Cycles Become More Correlated?
    National Institute Economic Review, 2002, 182, (1), 58-71 Downloads View citations (1)
  2. Quantification of Qualitative Firm-Level Survey Data
    Economic Journal, 2002, 112, (478), C117-C135 Downloads View citations (13)
    See also Working Paper (2001)
  3. The use of non-normal distributions in quantifying qualitative survey data on expectations
    Economics Letters, 2002, 76, (1), 101-107 Downloads View citations (10)
 
Page updated 2014-04-23