James Mitchell

Names

Contact

Affiliations

• Federal Reserve Bank of Cleveland → Economic Research
  • website
  • location: Cleveland, Ohio (United States)

Research profile

author of:

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