Details about James Mitchell
Access statistics for papers by James Mitchell.
Last updated 2024-11-06. Update your information in the RePEc Author Service.
Short-id: pmi127
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Working Papers
2025
- Monthly GDP Growth Estimates for the U.S. States
Papers, arXiv.org 
2024
- Practice Makes Perfect: Learning Effects with Household Point and Density Forecasts of Inflation
Working Papers, Federal Reserve Bank of Cleveland
- The Effects of Interest Rate Increases on Consumers' Inflation Expectations: The Roles of Informedness and Compliance
Working Papers, Federal Reserve Bank of Cleveland View citations (1)
Also in IDB Publications (Working Papers), Inter-American Development Bank (2024) View citations (1)
2023
- Bayesian Modeling of TVP-VARs Using Regression Trees
Papers, arXiv.org
Also in Working Papers, University of Strathclyde Business School, Department of Economics (2023)
- Bayesian Modeling of Time-Varying Parameters Using Regression Trees
Working Papers, Federal Reserve Bank of Cleveland
- Constructing Density Forecasts from Quantile Regressions: Multimodality in Macro-Financial Dynamics
Working Papers, Federal Reserve Bank of Cleveland View citations (2)
See also Journal Article Constructing density forecasts from quantile regressions: Multimodality in macrofinancial dynamics, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2024) View citations (1) (2024)
- Deep Neural Network Estimation in Panel Data Models
Working Papers, Federal Reserve Bank of Cleveland
Also in Papers, arXiv.org (2023)
- Incorporating Short Data into Large Mixed-Frequency VARs for Regional Nowcasting
Working Papers, University of Strathclyde Business School, Department of Economics View citations (1)
Also in Working Papers, Federal Reserve Bank of Cleveland (2023) View citations (2)
- Predictive Density Combination Using a Tree-Based Synthesis Function
Staff Working Papers, Bank of Canada
Also in Papers, arXiv.org (2023)
Working Papers, Federal Reserve Bank of Cleveland (2023)
- The Distributional Predictive Content of Measures of Inflation Expectations
Working Papers, Federal Reserve Bank of Cleveland View citations (1)
- The FOMC versus the Staff: Do Policymakers Add Value in Their Tales?
Working Papers, Federal Reserve Bank of Cleveland
2022
- Censored Density Forecasts: Production and Evaluation
Working Papers, Federal Reserve Bank of Cleveland
See also Journal Article Censored density forecasts: Production and evaluation, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2023) View citations (1) (2023)
- Communicating Data Uncertainty: Multi-Wave Experimental Evidence for UK GDP
Working Papers, Federal Reserve Bank of Cleveland View citations (1)
Also in Economic Statistics Centre of Excellence (ESCoE) Discussion Papers, Economic Statistics Centre of Excellence (ESCoE) (2021) View citations (1)
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2021)
See also Journal Article Communicating Data Uncertainty: Multiwave Experimental Evidence for UK GDP, Journal of Money, Credit and Banking, Blackwell Publishing (2024) (2024)
- Reconciled Estimates of Monthly GDP in the US
Working Papers, Federal Reserve Bank of Cleveland View citations (5)
Also in Economic Statistics Centre of Excellence (ESCoE) Discussion Papers, Economic Statistics Centre of Excellence (ESCoE) (2020) View citations (6)
- Using hierarchical aggregation constraints to nowcast regional economic aggregates
Economic Statistics Centre of Excellence (ESCoE) Discussion Papers, Economic Statistics Centre of Excellence (ESCoE) View citations (3)
- Using stochastic hierarchical aggregation constraints to nowcast regional economic aggregates
Working Papers, Federal Reserve Bank of Cleveland View citations (1)
See also Journal Article Using stochastic hierarchical aggregation constraints to nowcast regional economic aggregates, International Journal of Forecasting, Elsevier (2024) (2024)
2021
- Nowcasting 'true' monthly US GDP during the pandemic
CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University View citations (2)
See also Journal Article NOWCASTING ‘TRUE’ MONTHLY U.S. GDP DURING THE PANDEMIC, National Institute Economic Review, National Institute of Economic and Social Research (2021) View citations (2) (2021)
2019
- Communicating Data Uncertainty: Experimental Evidence for U.K. GDP
Economic Statistics Centre of Excellence (ESCoE) Discussion Papers, Economic Statistics Centre of Excellence (ESCoE) View citations (4)
- Measuring Data Uncertainty: An Application using the Bank of England's "Fan Charts" for Historical GDP Growth
Economic Statistics Centre of Excellence (ESCoE) Discussion Papers, Economic Statistics Centre of Excellence (ESCoE) View citations (6)
2018
- R2 bounds for predictive models: what univariate properties tell us about multivariate predictability
Birkbeck Working Papers in Economics and Finance, Birkbeck, Department of Economics, Mathematics & Statistics View citations (4)
See also Journal Article R2 Bounds for Predictive Models: What Univariate Properties Tell us About Multivariate Predictability, Journal of Business & Economic Statistics, Taylor & Francis Journals (2019) View citations (2) (2019)
- Regional Output Growth in the United Kingdom: More Timely and Higher Frequency Estimates, 1970-2017
Economic Statistics Centre of Excellence (ESCoE) Discussion Papers, Economic Statistics Centre of Excellence (ESCoE) View citations (8)
- The Evolution of Forecast Density Combinations in Economics
Tinbergen Institute Discussion Papers, Tinbergen Institute View citations (15)
- UK Regional Nowcasting using a Mixed Frequency Vector Autoregressive Model
Economic Statistics Centre of Excellence (ESCoE) Discussion Papers, Economic Statistics Centre of Excellence (ESCoE) View citations (3)
Also in Working Papers, University of Strathclyde Business School, Department of Economics (2018) View citations (3)
2014
- Generalised Density Forecast Combinations
CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University View citations (10)
Also in Bank of England working papers, Bank of England (2014) View citations (4)
See also Journal Article Generalised density forecast combinations, Journal of Econometrics, Elsevier (2015) View citations (51) (2015)
2012
- A Nonlinear Panel Data Model of Cross-Sectional Dependence
Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester View citations (1)
Also in National Institute of Economic and Social Research (NIESR) Discussion Papers, National Institute of Economic and Social Research (2010)
See also Journal Article A nonlinear panel data model of cross-sectional dependence, Journal of Econometrics, Elsevier (2014) View citations (18) (2014)
2011
- Efficient Aggregation of Panel Qualitative Survey Data
Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester
See also Journal Article EFFICIENT AGGREGATION OF PANEL QUALITATIVE SURVEY DATA, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2013) View citations (3) (2013)
- Measuring Output Gap Nowcast Uncertainty
CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University View citations (1)
See also Journal Article Measuring output gap nowcast uncertainty, International Journal of Forecasting, Elsevier (2014) View citations (23) (2014)
- 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 (2011) View citations (4)
See also Journal Article Monthly GDP estimates for inter-war Britain, Explorations in Economic History, Elsevier (2012) View citations (10) (2012)
- Mortality in the British Panel Household Survey: a Test of a Standard Treatment for Non-Response
National Institute of Economic and Social Research (NIESR) Discussion Papers, National Institute of Economic and Social Research
2010
- A Nonlinear Panel Model of Cross-sectional Dependence
Working Papers, Queen Mary University of London, School of Economics and Finance
- Measuring Output Gap Uncertainty
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (7)
Also in Birkbeck Working Papers in Economics and Finance, Birkbeck, Department of Economics, Mathematics & Statistics (2009) View citations (12)
Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand (2009) View citations (10)
National Institute of Economic and Social Research (NIESR) Discussion Papers, National Institute of Economic and Social Research (2009) View citations (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 View citations (3)
Also in Birkbeck Working Papers in Economics and Finance, Birkbeck, Department of Economics, Mathematics & Statistics (2009) View citations (4)
See also Journal Article Real-time inflation forecast densities from ensemble Phillips curves, The North American Journal of Economics and Finance, Elsevier (2011) View citations (21) (2011)
2009
- Combining VAR and DSGE forecast densities
Working Paper, Norges Bank View citations (12)
See also Journal Article Combining VAR and DSGE forecast densities, Journal of Economic Dynamics and Control, Elsevier (2011) View citations (30) (2011)
- Macro Modelling with Many Models
National Institute of Economic and Social Research (NIESR) Discussion Papers, National Institute of Economic and Social Research View citations (12)
Also in Working Paper, Norges Bank (2009) View citations (14)
- Monthly and Quarterly GDP Estimates for Interwar Britain
Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge View citations (1)
Also in National Institute of Economic and Social Research (NIESR) Discussion Papers, National Institute of Economic and Social Research (2009) View citations (1)
- The utility of expectational data: Firm-level evidence using matched qualitative-quantitative UK surveys
National Institute of Economic and Social Research (NIESR) Discussion Papers, National Institute of Economic and Social Research
See also Journal Article The utility of expectational data: Firm-level evidence using matched qualitative-quantitative UK surveys, International Journal of Forecasting, Elsevier (2011) View citations (28) (2011)
2008
- Combining Forecast Densities from VARs with Uncertain Instabilities
Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand View citations (13)
Also in Working Paper, Norges Bank (2008) View citations (55)
See also Journal Article Combining forecast densities from VARs with uncertain instabilities, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2010) View citations (140) (2010)
- Qualitative Business Surveys: Signal or Noise?
National Institute of Economic and Social Research (NIESR) Discussion Papers, National Institute of Economic and Social Research View citations (3)
See also Journal Article Qualitative business surveys: signal or noise?, Journal of the Royal Statistical Society Series A, Royal Statistical Society (2011) View citations (32) (2011)
2007
- 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 (2)
- Qualitative Expectational Data as Predictors of Income and Consumption Growth: Micro Evidence from the British Household Panel Survey
National Institute of Economic and Social Research (NIESR) Discussion Papers, National Institute of Economic and Social Research
- The Rationality and Reliability of Expectations Reported by British Households: Micro Evidence from the British Household Panel Survey
National Institute of Economic and Social Research (NIESR) Discussion Papers, National Institute of Economic and Social Research View citations (9)
Also in Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank (2007) View citations (10)
2005
- Insights into Business Confidence from Firm-Level Panel Data
Working Papers in Economics, University of Waikato
- Poverty and Debt
National Institute of Economic and Social Research (NIESR) Discussion Papers, National Institute of Economic and Social Research View citations (1)
- 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 View citations (1)
- Uncertainty in UK manufacturing: evidence from qualitative survey data
National Institute of Economic and Social Research (NIESR) Discussion Papers, National Institute of Economic and Social Research
See also Journal Article Uncertainty in UK manufacturing: Evidence from qualitative survey data, Economics Letters, Elsevier (2007) View citations (18) (2007)
2004
- Optimal combination of density forecasts
National Institute of Economic and Social Research (NIESR) Discussion Papers, National Institute of Economic and Social Research View citations (5)
- 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 (57)
Also in ZEI Working Papers, University of Bonn, ZEI - Center for European Integration Studies (2003) View citations (25)
2001
- Quantification of qualitative firm-level survey data
National Institute of Economic and Social Research (NIESR) Discussion Papers, National Institute of Economic and Social Research View citations (1)
See also Journal Article Quantification of Qualitative Firm-Level Survey Data, Economic Journal, Royal Economic Society (2002) View citations (29) (2002)
Journal Articles
2024
- Communicating Data Uncertainty: Multiwave Experimental Evidence for UK GDP
Journal of Money, Credit and Banking, 2024, 56, (1), 81-114
See also Working Paper Communicating Data Uncertainty: Multi-Wave Experimental Evidence for UK GDP, Working Papers (2022) View citations (1) (2022)
- Constructing density forecasts from quantile regressions: Multimodality in macrofinancial dynamics
Journal of Applied Econometrics, 2024, 39, (5), 790-812 View citations (1)
See also Working Paper Constructing Density Forecasts from Quantile Regressions: Multimodality in Macro-Financial Dynamics, Working Papers (2023) View citations (2) (2023)
- Regional Economic Sentiment: Constructing Quantitative Estimates from the Beige Book and Testing Their Ability to Forecast Recessions
Economic Commentary, 2024, 2024, (08), 8 View citations (2)
- Using stochastic hierarchical aggregation constraints to nowcast regional economic aggregates
International Journal of Forecasting, 2024, 40, (2), 626-640
See also Working Paper Using stochastic hierarchical aggregation constraints to nowcast regional economic aggregates, Working Papers (2022) View citations (1) (2022)
2023
- Censored density forecasts: Production and evaluation
Journal of Applied Econometrics, 2023, 38, (5), 714-734 View citations (1)
See also Working Paper Censored Density Forecasts: Production and Evaluation, Working Papers (2022) (2022)
- Real‐Time Perceptions of Historical GDP Data Uncertainty
Oxford Bulletin of Economics and Statistics, 2023, 85, (3), 457-481
- Reconciled Estimates of Monthly GDP in the United States
Journal of Business & Economic Statistics, 2023, 41, (2), 563-577 View citations (2)
2022
- A New Measure of Consumers’ (In)Attention to Inflation
Economic Commentary, 2022, 2022, (14), 7 View citations (1)
2021
- Does judgment improve macroeconomic density forecasts?
International Journal of Forecasting, 2021, 37, (3), 1247-1260 View citations (12)
- Measuring and Communicating the Uncertainty in Official Economic Statistics
Journal of Official Statistics, 2021, 37, (2), 289-316 View citations (1)
Also in Journal of Official Statistics, 2021, 37, (2), 289-316 (2021) View citations (1)
- NOWCASTING ‘TRUE’ MONTHLY U.S. GDP DURING THE PANDEMIC
National Institute Economic Review, 2021, 256, 44-70 View citations (2)
See also Working Paper Nowcasting 'true' monthly US GDP during the pandemic, CAMA Working Papers (2021) View citations (2) (2021)
2020
- RECONCILED ESTIMATES AND NOWCASTS OF REGIONAL OUTPUT IN THE UK
National Institute Economic Review, 2020, 253, R44-R59 View citations (13)
- Regional output growth in the United Kingdom: More timely and higher frequency estimates from 1970
Journal of Applied Econometrics, 2020, 35, (2), 176-197 View citations (39)
- UK regional nowcasting using a mixed frequency vector auto‐regressive model with entropic tilting
Journal of the Royal Statistical Society Series A, 2020, 183, (1), 91-119 View citations (14)
2019
- R2 Bounds for Predictive Models: What Univariate Properties Tell us About Multivariate Predictability
Journal of Business & Economic Statistics, 2019, 37, (4), 681-695 View citations (2)
See also Working Paper R2 bounds for predictive models: what univariate properties tell us about multivariate predictability, Birkbeck Working Papers in Economics and Finance (2018) View citations (4) (2018)
2015
- Generalised density forecast combinations
Journal of Econometrics, 2015, 188, (1), 150-165 View citations (51)
See also Working Paper Generalised Density Forecast Combinations, CAMA Working Papers (2014) View citations (10) (2014)
2014
- A nonlinear panel data model of cross-sectional dependence
Journal of Econometrics, 2014, 179, (2), 134-157 View citations (18)
See also Working Paper A Nonlinear Panel Data Model of Cross-Sectional Dependence, Discussion Papers in Economics (2012) View citations (1) (2012)
- Density Nowcasts and Model Combination: Nowcasting Euro-Area GDP Growth over the 2008–09 Recession
Oxford Bulletin of Economics and Statistics, 2014, 76, (2), 233-256 View citations (21)
- Measuring output gap nowcast uncertainty
International Journal of Forecasting, 2014, 30, (2), 268-279 View citations (23)
See also Working Paper Measuring Output Gap Nowcast Uncertainty, CAMA Working Papers (2011) View citations (1) (2011)
2013
- EFFICIENT AGGREGATION OF PANEL QUALITATIVE SURVEY DATA
Journal of Applied Econometrics, 2013, 28, (4), 580-603 View citations (3)
See also Working Paper Efficient Aggregation of Panel Qualitative Survey Data, Discussion Papers in Economics (2011) (2011)
2012
- Monthly GDP estimates for inter-war Britain
Explorations in Economic History, 2012, 49, (4), 543-556 View citations (10)
See also Working Paper Monthly GDP Estimates for Inter-War Britain, Cambridge Working Papers in Economics (2011) (2011)
2011
- Combining VAR and DSGE forecast densities
Journal of Economic Dynamics and Control, 2011, 35, (10), 1659-1670 View citations (30)
See also Working Paper Combining VAR and DSGE forecast densities, Working Paper (2009) View citations (12) (2009)
- Evaluating density forecasts: forecast combinations, model mixtures, calibration and sharpness
Journal of Applied Econometrics, 2011, 26, (6), 1023-1040 View citations (89)
- Qualitative business surveys: signal or noise?
Journal of the Royal Statistical Society Series A, 2011, 174, (2), 327-348 View citations (32)
See also Working Paper Qualitative Business Surveys: Signal or Noise?, National Institute of Economic and Social Research (NIESR) Discussion Papers (2008) View citations (3) (2008)
- Real-time inflation forecast densities from ensemble Phillips curves
The North American Journal of Economics and Finance, 2011, 22, (1), 77-87 View citations (21)
See also Working Paper Real-time Inflation Forecast Densities from Ensemble Phillips Curves, CAMA Working Papers (2010) View citations (3) (2010)
- The drivers of international migration to the UK: A panel‐based Bayesian model averaging approach
Economic Journal, 2011, 121, (557), 1398-1444 View citations (12)
- 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 (28)
See also Working Paper The utility of expectational data: Firm-level evidence using matched qualitative-quantitative UK surveys, National Institute of Economic and Social Research (NIESR) Discussion Papers (2009) (2009)
2010
- Combining forecast densities from VARs with uncertain instabilities
Journal of Applied Econometrics, 2010, 25, (4), 621-634 View citations (140)
See also Working Paper Combining Forecast Densities from VARs with Uncertain Instabilities, Reserve Bank of New Zealand Discussion Paper Series (2008) View citations (13) (2008)
- Nowcasting and predicting data revisions using panel survey data
Journal of Forecasting, 2010, 29, (3), 313-330 View citations (10)
2009
- ARCHITECTS AS NOWCASTERS OF HOUSING CONSTRUCTION
National Institute Economic Review, 2009, 210, (1), 111-122 View citations (2)
Also in National Institute Economic Review, 2009, 210, 111-122 (2009) View citations (1)
- CONFIDENCE AND LEADING INDICATORS: INTRODUCTION
National Institute Economic Review, 2009, 210, (1), 61-62
Also in National Institute Economic Review, 2009, 210, 61-62 (2009)
- WHERE ARE WE NOW? THE UK RECESSION AND NOWCASTING GDP GROWTH USING STATISTICAL MODELS
National Institute Economic Review, 2009, 209, (1), 60-69 View citations (17)
Also in National Institute Economic Review, 2009, 209, 60-69 (2009) View citations (1)
2008
- 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 View citations (6)
- Introduction: Recent Developments in Economic Forecasting
National Institute Economic Review, 2008, 203, (1), 57-58
2007
- Combining density forecasts
International Journal of Forecasting, 2007, 23, (1), 1-13 View citations (229)
- Uncertainty in UK manufacturing: Evidence from qualitative survey data
Economics Letters, 2007, 94, (2), 245-252 View citations (18)
See also Working Paper Uncertainty in UK manufacturing: evidence from qualitative survey data, National Institute of Economic and Social Research (NIESR) Discussion Papers (2005) (2005)
2006
- Prudence and UK Trend Growth
National Institute Economic Review, 2006, 197, (1), 58-64
Also in National Institute Economic Review, 2006, 197, 58-64 (2006)
2005
- An Indicator of Monthly GDP and an Early Estimate of Quarterly GDP Growth
Economic Journal, 2005, 115, (501), F108-F129 View citations (86)
- 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 (179)
- FORECASTING MANUFACTURING OUTPUT GROWTH USING FIRM‐LEVEL SURVEY DATA
Manchester School, 2005, 73, (4), 479-499 View citations (26)
- Reconsidering the Evidence: Are Euro Area Business Cycles Converging?
Journal of Business Cycle Measurement and Analysis, 2005, 2004, (3), 275-307 View citations (25)
- The National Institute Density Forecasts of Inflation
National Institute Economic Review, 2005, 193, (1), 60-69 View citations (3)
Also in National Institute Economic Review, 2005, 193, 60-69 (2005)
2003
- Business Cycles and Turning Points: A Survey of Statistical Techniques
National Institute Economic Review, 2003, 183, 90-106
Also in National Institute Economic Review, 2003, 183, (1), 90-106 (2003) View citations (17)
2002
- Have UK and Eurozone Business Cycles Become More Correlated?
National Institute Economic Review, 2002, 182, 58-71
Also in National Institute Economic Review, 2002, 182, (1), 58-71 (2002) View citations (12)
- Quantification of Qualitative Firm-Level Survey Data
Economic Journal, 2002, 112, (478), C117-C135 View citations (29)
See also Working Paper Quantification of qualitative firm-level survey data, National Institute of Economic and Social Research (NIESR) Discussion Papers (2001) View citations (1) (2001)
- The use of non-normal distributions in quantifying qualitative survey data on expectations
Economics Letters, 2002, 76, (1), 101-107 View citations (27)
Chapters
2022
- Nowcasting Euro Area GDP Growth Using Bayesian Quantile Regression
A chapter in Essays in Honor of M. Hashem Pesaran: Prediction and Macro Modeling, 2022, vol. 43A, pp 51-72 View citations (1)
2009
- Recent Developments in Density Forecasting
Palgrave Macmillan View citations (11)
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