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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 2014-05-08. 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
    Also in Bank of England working papers, Bank of England (2014) Downloads

2012

  1. A Nonlinear Panel Data Model of Cross-Sectional Dependence
    Discussion Papers in Economics, Department of Economics, University of Leicester Downloads
    See also Journal Article in Journal of Econometrics (2014)

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 View citations (1)
    See also Journal Article in International Journal of Forecasting (2014)
  3. Monthly GDP Estimates for Inter-War Britain
    CESifo Working Paper Series, CESifo Group Munich Downloads View citations (4)
    Also in Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge (2011) Downloads

    See also Journal Article in Explorations in Economic History (2012)

2010

  1. A Nonlinear Panel Model of Cross-sectional Dependence
    Working Papers, Queen Mary, University of London, School of Economics and Finance Downloads
  2. 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)
    Birkbeck Working Papers in Economics and Finance, Birkbeck, Department of Economics, Mathematics & Statistics (2009) Downloads View citations (4)
  3. 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. 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)
  2. Macro modelling with many models
    Working Paper, Norges Bank Downloads View citations (6)
  3. Monthly and Quarterly GDP Estimates for Interwar Britain
    Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge Downloads

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 Working Paper, Norges Bank (2008) Downloads View citations (32)

    See also Journal Article in Journal of Applied Econometrics (2010)

2007

  1. 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)
  2. 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 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. 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

2004

  1. 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)

2000

  1. From unemployment to self-employment: developing an effective structure of micro-finance support
    NIESR Discussion Papers, National Institute of Economic and Social Research View citations (1)

1999

  1. Employment Security and European Labour Demand: A Panel Study Across 16 Industries
    NIESR Discussion Papers, National Institute of Economic and Social Research View citations (3)

1997

  1. Filtered least squares and measurement error
    NIESR Discussion Papers, National Institute of Economic and Social Research View citations (10)
  2. UK Labour Market Reforms and Sectoral Wage Formation
    NIESR Discussion Papers, National Institute of Economic and Social Research View citations (8)
  3. Under-achievement and pedagogy
    NIESR Discussion Papers, National Institute of Economic and Social Research View citations (1)

Journal Articles

2014

  1. A nonlinear panel data model of cross-sectional dependence
    Journal of Econometrics, 2014, 179, (2), 134-157 Downloads
    See also Working Paper (2012)
  2. Measuring output gap nowcast uncertainty
    International Journal of Forecasting, 2014, 30, (2), 268-279 Downloads
    See also Working Paper (2011)

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 (2)
    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 (17)
  3. Qualitative business surveys: signal or noise?
    Journal of the Royal Statistical Society Series A, 2011, 174, (2), 327-348 View citations (6)
  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 (3)
    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 (40)
    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 (56)
  2. Uncertainty in UK manufacturing: Evidence from qualitative survey data
    Economics Letters, 2007, 94, (2), 245-252 Downloads View citations (2)

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 (21)
  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 (19)
  3. FORECASTING MANUFACTURING OUTPUT GROWTH USING FIRM-LEVEL SURVEY DATA
    Manchester School, 2005, 73, (4), 479-499 Downloads View citations (11)
  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 (5)

2002

  1. Have UK and Eurozone Business Cycles Become More Correlated?
    National Institute Economic Review, 2002, 182, (1), 58-71 Downloads View citations (2)
  2. Quantification of Qualitative Firm-Level Survey Data
    Economic Journal, 2002, 112, (478), C117-C135 Downloads View citations (14)
  3. The use of non-normal distributions in quantifying qualitative survey data on expectations
    Economics Letters, 2002, 76, (1), 101-107 Downloads View citations (12)
 
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