James Mitchell
Names
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James |
last: |
Mitchell |
Contact
Affiliations
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Federal Reserve Bank of Cleveland
→ Economic Research
- website
- location: Cleveland, Ohio (United States)
Research profile
author of:
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The use of non-normal distributions in quantifying qualitative survey data on expectations
by Mitchell, James
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Quantification of Qualitative Firm-Level Survey Data
by James Mitchell & Richard J. Smith & Martin R. Weale
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Reconsidering the evidence: are Eurozone business cycles converging?
by James Mitchell & Michael Massmann
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An Indicator of Monthly GDP and an Early Estimate of Quarterly GDP Growth
by James Mitchell & Richard J. Smith & Martin R. Weale & Stephen Wright & Eduardo L. Salazar
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FORECASTING MANUFACTURING OUTPUT GROWTH USING FIRM‐LEVEL SURVEY DATA
by JAMES MITCHELL & RICHARD J. SMITH & MARTIN R. WEALE
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Evaluating, Comparing and Combining Density Forecasts Using the KLIC with an Application to the Bank of England and NIESR ‘Fan’ Charts of Inflation*
by James Mitchell & Stephen G. Hall
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Should we be surprised by the unreliability of real-time output gap estimates? Density estimates for the Euro area
by James Mitchell
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Insights into Business Confidence from Firm-Level Panel Data
by Brian Silverstone & James Mitchell
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Nowcasting and predicting data revisions in real time using qualitative panel survey data
by Troy Matheson & James Mitchell & Brian Silverstone
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Uncertainty in UK manufacturing: Evidence from qualitative survey data
by Mitchell, James & Mouratidis, Kostas & Weale, Martin
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Combining density forecasts
by Hall, Stephen G. & Mitchell, James
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The rationality and reliability of expectations reported by British households: micro evidence from the British household panel survey
by Mitchell, James & Weale, Martin R.
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Incidence‐based estimates of life expectancy of the healthy for the UK: coherence between transition probabilities and aggregate life‐tables
by Ehsan Khoman & James Mitchell & Martin Weale
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Combining forecast densities from VARs with uncertain instabilities
by Anne-Sofie Jore & James Mitchell & Shaun P. Vahey
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Combining Forecast Densities from VARs with Uncertain Instabilities
by Anne Sofie Jore & James Mitchell & Shaun Vahey
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Macro modelling with many models
by Ida Wolden Bache & James Mitchell & Francesco Ravazzolo & Shaun P. Vahey
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Real-time Inflation Forecast Densities from Ensemble Phillips Curves
by Anthony Garratt & James Mitchell & Shaun P. Vahey & Elizabeth C. Wakerly
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Measuring Output Gap Uncertainty
by Anthony Garratt & James Mitchell & Shaun P. Vahey
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Measuring output gap uncertainty
by Anthony Garratt & James Mitchell & Shaun P. Vahey
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Monthly and Quarterly GDP Estimates for Interwar Britain
by Mitchell, J. & Solomou, S. & Weale, M.
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Combining VAR and DSGE forecast densities
by Ida Wolden Bache & Anne Sofie Jore & James Mitchell & Shaun P. Vahey
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Nowcasting and predicting data revisions using panel survey data
by Troy D. Matheson & James Mitchell & Brian Silverstone
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Combining forecast densities from VARs with uncertain instabilities
by Anne Sofie Jore & James Mitchell & Shaun P. Vahey
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Measuring Output Gap Uncertainty
by Garratt, Anthony & Mitchell, James & Vahey, Shaun
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A Nonlinear Panel Model of Cross-sectional Dependence
by George Kapetanios & James Mitchell & Yongcheol Shin
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Reconsidering the evidence: Are Eurozone business cycles converging
by Massmann, Michael & Mitchell, James
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Reconsidering the Evidence: Are Euro Area Business Cycles Converging?
by Michael Massmann & James Mitchell
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Real-time inflation forecast densities from ensemble Phillips curves
by Garratt, Anthony & Mitchell, James & Vahey, Shaun P. & Wakerly, Elizabeth C.
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Monthly GDP Estimates for Inter-War Britain
by Mitchell, J. & Solomou, S. & Weale, M.
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Qualitative business surveys: signal or noise?
by Silvia Lui & James Mitchell & Martin Weale
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Combining VAR and DSGE forecast densities
by Wolden Bache, Ida & Sofie Jore, Anne & Mitchell, James & Vahey, Shaun P.
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The utility of expectational data: Firm-level evidence using matched qualitative-quantitative UK surveys
by Lui, Silvia & Mitchell, James & Weale, Martin
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Monthly GDP Estimates for Inter-War Britain
by James Mitchell & Solomos Solomou & Martin Weale
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Efficient Aggregation of Panel Qualitative Survey Data
by James Mitchell & Richard J. Smith & Martin R. Weale
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Evaluating density forecasts: forecast combinations, model mixtures, calibration and sharpness
by James Mitchell & Kenneth F. Wallis
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The drivers of international migration to the UK: A panel‐based Bayesian model averaging approach
by James Mitchell & Nigel Pain & Rebecca Riley
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A Nonlinear Panel Data Model of Cross-Sectional Dependence
by James Mitchell & George Kapetanios & Yongcheol Shin
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Monthly GDP estimates for inter-war Britain
by Mitchell, James & Solomou, Solomos & Weale, Martin
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Real-time Inflation Forecast Densities from Ensemble Phillips Curves
by Anthony Garratt & James Mitchell & Shaun P. Vahey & Elizabeth C. Wakerly
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Have UK and Eurozone Business Cycles Become More Correlated?
by Michael Massmann & James Mitchell
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ARCHITECTS AS NOWCASTERS OF HOUSING CONSTRUCTION
by Mark J. Holmes & James Mitchell & Brian Silverstone
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Measuring Output Gap Nowcast Uncertainty
by Anthony Garratt & James Mitchell & Shaun P. Vahey
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The National Institute Density Forecasts of Inflation
by James Mitchell
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Business Cycles and Turning Points: A Survey of Statistical Techniques
by Michael Massmann & James Mitchell & Martin Weale
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EFFICIENT AGGREGATION OF PANEL QUALITATIVE SURVEY DATA
by James Mitchell & Richard J. Smith & Martin R. Weale
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Generalised Density Forecast Combinations
by N. Fawcett & G. Kapetanios & J. Mitchell & S. Price
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A nonlinear panel data model of cross-sectional dependence
by Kapetanios, George & Mitchell, James & Shin, Yongcheol
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Measuring output gap nowcast uncertainty
by Garratt, Anthony & Mitchell, James & Vahey, Shaun P.
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Generalised density forecast combinations
by Fawcett, Nicholas & Kapetanios, George & Mitchell, James & Price, Simon
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WHERE ARE WE NOW? THE UK RECESSION AND NOWCASTING GDP GROWTH USING STATISTICAL MODELS
by James Mitchell
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Density Nowcasts and Model Combination: Nowcasting Euro-Area GDP Growth over the 2008–09 Recession
by Gian Luigi Mazzi & James Mitchell & Gaetana Montana
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Generalised density forecast combinations
by Kapetanios, G. & Mitchell, J. & Price, S. & Fawcett, N.
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Generalised Density Forecast Combinations
by Fawcett, Nicholas & Kapetanios, George & Mitchell, James & Price, Simon
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What univariate models tell us about multivariate macroeconomic models
by Mitchell, James & Robertson, Donald & Wright, Stephen
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A Nonlinear Panel Data Model of Cross-Sectional Dependence
by Kapetanios, George & James Mitchell & Yongcheol Shin
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Measuring Output Gap Nowcast Uncertainty
by Garratt, Anthony & Mitchell, James & Vahey, Shaun
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The Recalibrated and Copula Opinion Pools
by Mitchell, James
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Probability Forecasting for Inflation Warnings from the Federal Reserve
by Garratt, Anthony & Mitchell, James & Vahey, Shaun P.
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UK Regional Nowcasting using a Mixed Frequency Vector Autoregressive Model
by Gary Koop & Stuart McIntyre & James Mitchell
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R2 bounds for predictive models: what univariate properties tell us about multivariate predictability
by Stephen Wright & James Mitchell & Donald Robertson
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UK regional nowcasting using a mixed frequency vector autoregressive model
by Gary Koop & Stuart McIntyre & James Mitchell
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The Evolution of Forecast Density Combinations in Economics
by Knut Are Aastveit & James Mitchell & Francesco Ravazzolo & Herman van Dijk
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Regional Output Growth in the United Kingdom: More Timely and Higher Frequency Estimates, 1970-2017
by Gary Koop & Stuart McIntyre & James Mitchell & Aubrey Poon
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Communicating uncertainty about facts, numbers, and science
by van der Bles, Anne Marthe & van der Liden, Sander & Freeman, Alessandra L. J. & Mitchell, James & Galvao, Ana Beatriz & Spiegelhalter, David J.
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Regional Output Growth in the United Kingdom: More Timely and Higher Frequency Estimates, 1970-2017
by Koop, Gary & McIntyre, Stuart & Mitchell, James & Poon, Aubrey
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A Nonlinear Panel Model of Cross-sectional Dependence
by George Kapetanios & James Mitchell & Yongcheol Shin
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Measuring Data Uncertainty : An Application using the Bank of England’s “Fan Charts” for Historical GDP Growth
by Galvao, Ana Beatriz & Mitchell, James
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Measuring Data Uncertainty: An Application using the Bank of England's "Fan Charts" for Historical GDP Growth
by Ana Beatriz Galvão & James Mitchell
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Forecasting with Unknown Unknowns: Censoring and Fat Tails on the Bank of England's Monetary Policy Committee
by Mitchell, James & Weale, Martin
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R2 Bounds for Predictive Models: What Univariate Properties Tell us About Multivariate Predictability
by James Mitchell & Donald Robertson & Stephen Wright
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Regional output growth in the United Kingdom: More timely and higher frequency estimates from 1970
by Gary Koop & Stuart McIntyre & James Mitchell & Aubrey Poon
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Communicating Data Uncertainty: Experimental Evidence for U.K. GDP
by Galvao, Ana Beatriz & Mitchell, James & Runge, Johnny
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UK regional nowcasting using a mixed frequency vector auto‐regressive model with entropic tilting
by Gary Koop & Stuart McIntyre & James Mitchell
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Communicating Data Uncertainty: Experimental Evidence for U.K. GDP
by Ana Beatriz Galvão & James Mitchell & Johnny Runge
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Does Judgment Improve Macroeconomic Density Forecasts?
by Galvao, Ana Beatriz & Garratt, Anthony & Mitchell, James
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Reconciled Estimates of Monthly GDP in the US
by Koop, Gary & McIntyre, Stuart & Mitchell, James & Poon, Aubrey
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Real-Time Perceptions of Historical GDP Data Uncertainty
by Galvao, Ana Beatriz & Mitchell, James
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Reconciled Estimates of Monthly GDP in the US
by James Mitchell & Gary Koop & Stuart McIntyre & Aubrey Poon
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Nowcasting 'true' monthly US GDP during the pandemic
by Gary Koop & Stuart McIntyre & James Mitchell & Aubrey Poon
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Censored Density Forecasts: Production and Evaluation
by James Mitchell & Martin Weale
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Quantification of qualitative firm-level survey data
by Dr Martin Weale & Dr. James Mitchell
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Qualitative Expectational Data as Predictors of Income and Consumption Growth: Micro Evidence from the British Household Panel Survey
by Dr Martin Weale & Dr. James Mitchell
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Monthly and quarterly GDP estimates for interwar Britain
by Dr Martin Weale & Dr. James Mitchell
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A Nonlinear Panel Data Model of Cross-sectional Dependence
by Dr. James Mitchell
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Qualitative Business Surveys: Signal or Noise?
by Dr Silvia Lui & Dr Martin Weale & Dr. James Mitchell
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Poverty and Debt
by Dr Martin Weale & Dr. James Mitchell
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Optimal combination of density forecasts
by Dr. James Mitchell
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The Rationality and Reliability of Expectations Reported by British Households: Micro Evidence from the British Household Panel Survey
by Dr Martin Weale & Dr. James Mitchell
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A Bayesian Indicator of Manufacturing Output from Qualitative Business Panel Survey Data
by Dr Martin Weale & Dr. James Mitchell
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Recent Developments in Density Forecasting
by Stephen G. Hall & James Mitchell
edited by
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Mortality in the British Panel Household Survey: a Test of a Standard Treatment for Non-Response
by Dr Silvia Lui & Dr Martin Weale & Dr. James Mitchell
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Communicating Data Uncertainty: Multi-Wave Experimental Evidence for UK GDP
by Ana B. Galvão & James Mitchell
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Reconciled Estimates of Monthly GDP in the US
by Gary Koop & Stuart McIntyre & James Mitchell & Aubrey Poon
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Using stochastic hierarchical aggregation constraints to nowcast regional economic aggregates
by Gary Koop & Stuart McIntyre & James Mitchell & Aubrey Poon
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Measuring and Communicating the Uncertainty in Official Economic Statistics
by Mazzi Gian Luigi & Mitchell James & Carausu Florabela
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Measuring Output Gap Uncertainty
by Dr. James Mitchell
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Macro Modelling with Many Models
by Dr. James Mitchell
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Communicating Data Uncertainty: Multi-Wave Experimental Evidence for U.K. GDP
by Galvão, Ana Beatriz C. & Mitchell, James
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Confidence and Leading Indicators: Introduction
by Mitchell, James
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Does judgment improve macroeconomic density forecasts?
by Galvão, Ana Beatriz & Garratt, Anthony & Mitchell, James
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Prudence and UK Trend Growth
by Kirby, Simon & Mitchell, James
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The National Institute Density Forecasts of Inflation
by Mitchell, James
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Uncertainty in UK manufacturing: evidence from qualitative survey data
by Dr Martin Weale & Dr. James Mitchell
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NOWCASTING ‘TRUE’ MONTHLY U.S. GDP DURING THE PANDEMIC
by Koop, Gary & McIntyre, Stuart & Mitchell, James & Poon, Aubrey
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The utility of expectational data: Firm-level evidence using matched qualitative-quantitative UK surveys
by Dr Silvia Lui & Dr Martin Weale & Dr. James Mitchell
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Measuring and Communicating the Uncertainty in Official Economic Statistics
by Mazzi Gian Luigi & Mitchell James & Carausu Florabela
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Business Cycles and Turning Points: A Survey of Statistical Techniques
by Massmann, Michael & Mitchell, James & Weale, Martin
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RECONCILED ESTIMATES AND NOWCASTS OF REGIONAL OUTPUT IN THE UK
by Koop, Gary & McIntyre, Stuart & Mitchell, James & Poon, Aubrey
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Where are we now? The UK Recession and Nowcasting GDP Growth Using Statistical Models
by Mitchell, James
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Architects as Nowcasters of Housing Construction
by Holmes, Mark J. & Mitchell, James & Silverstone, Brian
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Have UK and Eurozone Business Cycles Become More Correlated?
by Massmann, Michael & Mitchell, James
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Constructing Density Forecasts from Quantile Regressions: Multimodality in Macro-Financial Dynamics
by James Mitchell & Aubrey Poon & Dan Zhu