Access Statistics for James Mitchell

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Nonlinear Panel Data Model of Cross-Sectional Dependence 0 0 1 132 1 2 3 282
A Nonlinear Panel Data Model of Cross-sectional Dependence 0 0 0 21 0 0 3 60
A Nonlinear Panel Model of Cross-sectional Dependence 0 0 1 2 0 1 3 14
Are Revisions to State-Level GDP Data in the US Well Behaved? 13 13 13 13 7 7 7 7
Bayesian Modeling of TVP-VARs Using Regression Trees 0 1 3 111 1 6 12 54
Bayesian Modeling of Time-Varying Parameters Using Regression Trees 0 1 4 89 0 1 9 40
Bayesian Modelling of TVP-VARs Using Regression Trees 0 0 0 0 0 1 4 53
Censored Density Forecasts: Production and Evaluation 0 0 0 22 0 1 3 29
Combining Forecast Densities from VARs with Uncertain Instabilities 0 0 0 39 0 0 0 137
Combining VAR and DSGE forecast densities 0 0 0 233 1 1 1 305
Combining forecast densities from VARs with uncertain instabilities 0 0 0 71 0 1 2 188
Communicating Data Uncertainty: Experimental Evidence for U.K. GDP 0 0 2 32 0 2 7 116
Communicating Data Uncertainty: Multi-Wave Experimental Evidence for U.K. GDP 0 0 0 2 0 2 7 15
Communicating Data Uncertainty: Multi-Wave Experimental Evidence for U.K. GDP 0 0 0 3 0 0 1 11
Communicating Data Uncertainty: Multi-Wave Experimental Evidence for UK GDP 0 0 1 4 0 1 5 16
Constructing Density Forecasts from Quantile Regressions: Multimodality in Macro-Financial Dynamics 0 0 1 34 0 0 8 61
Deep Neural Network Estimation in Panel Data Models 0 0 2 6 0 1 8 20
Deep Neural Network Estimation in Panel Data Models 0 0 0 26 0 2 10 31
Efficient Aggregation of Panel Qualitative Survey Data 0 0 1 74 0 0 1 149
Generalised Density Forecast Combinations 0 0 0 119 0 0 0 179
Generalised density forecast combinations 0 0 1 44 0 0 3 102
Incorporating Short Data into Large Mixed-Frequency VARs for Regional Nowcasting 0 3 6 28 1 7 12 26
Incorporating Short Data into Large Mixed-Frequency VARs for Regional Nowcasting 0 0 1 8 0 1 4 17
Insights into Business Confidence from Firm-Level Panel Data 0 1 2 89 0 1 4 432
Macro Modelling with Many Models 0 0 0 108 0 0 0 96
Macro modelling with many models 0 0 0 200 1 3 5 395
Measuring Data Uncertainty: An Application using the Bank of England's "Fan Charts" for Historical GDP Growth 0 0 2 25 1 1 6 111
Measuring Output Gap Nowcast Uncertainty 0 0 1 85 1 2 4 239
Measuring Output Gap Uncertainty 0 0 0 54 0 0 1 109
Measuring Output Gap Uncertainty 0 0 0 106 0 0 0 344
Measuring Output Gap Uncertainty 0 0 0 20 0 1 2 120
Measuring output gap uncertainty 0 0 0 79 0 1 1 194
Monthly GDP Estimates for Inter-War Britain 0 1 2 144 0 2 3 478
Monthly GDP Estimates for Inter-War Britain 0 0 1 102 0 0 4 166
Monthly GDP Growth Estimates for the U.S. States 1 1 4 4 3 4 6 6
Monthly and Quarterly GDP Estimates for Interwar Britain 0 0 0 143 0 0 3 289
Monthly and quarterly GDP estimates for interwar Britain 0 0 0 1 0 0 1 7
Mortality in the British Panel Household Survey: a Test of a Standard Treatment for Non-Response 0 0 0 18 0 0 0 30
Nowcasting 'true' monthly US GDP during the pandemic 0 0 0 60 0 0 3 86
Nowcasting and predicting data revisions in real time using qualitative panel survey data 0 0 1 92 0 2 3 308
Optimal combination of density forecasts 0 0 0 96 1 1 2 222
Poverty and Debt 0 0 0 65 0 0 3 382
Practice Makes Perfect: Learning Effects with Household Point and Density Forecasts of Inflation 1 2 12 12 3 9 25 25
Predictive Density Combination Using a Tree-Based Synthesis Function 0 0 0 9 1 1 5 10
Predictive Density Combination Using a Tree-Based Synthesis Function 0 0 0 10 1 3 4 18
Predictive Density Combination Using a Tree-Based Synthesis Function 0 0 0 17 0 1 4 15
Qualitative Business Surveys: Signal or Noise? 0 0 0 28 0 1 1 74
Qualitative Expectational Data as Predictors of Income and Consumption Growth: Micro Evidence from the British Household Panel Survey 0 0 0 12 0 0 0 36
Quantification of qualitative firm-level survey data 0 0 0 112 0 2 2 353
R2 bounds for predictive models: what univariate properties tell us about multivariate predictability 0 1 2 64 0 1 3 71
Real-time Inflation Forecast Densities from Ensemble Phillips Curves 0 0 0 133 0 1 2 367
Real-time Inflation Forecast Densities from Ensemble Phillips Curves 0 0 1 74 0 3 5 136
Reconciled Estimates of Monthly GDP in the US 0 0 0 47 2 2 4 115
Reconciled Estimates of Monthly GDP in the US 0 0 0 9 0 1 5 26
Reconsidering the evidence: Are Eurozone business cycles converging 0 1 1 42 0 1 1 194
Reconsidering the evidence: are Eurozone business cycles converging? 0 0 0 120 0 0 2 331
Regional Output Growth in the United Kingdom: More Timely and Higher Frequency Estimates, 1970-2017 1 2 3 104 1 3 13 153
Should we be surprised by the unreliability of real-time output gap estimates? Density estimates for the Euro area 0 0 0 39 0 0 0 122
The Distributional Predictive Content of Measures of Inflation Expectations 0 0 0 11 0 0 1 10
The Effects of Interest Rate Increases on Consumers' Inflation Expectations: The Roles of Informedness and Compliance 0 0 1 17 1 2 11 29
The Effects of Interest Rate Increases on Consumers’ Inflation Expectations: The Roles of Informedness and Compliance 0 1 2 5 0 1 4 13
The Evolution of Forecast Density Combinations in Economics 0 1 4 137 0 3 13 230
The FOMC versus the Staff: Do Policymakers Add Value in Their Tales? 0 0 0 31 0 2 3 21
The Rationality and Reliability of Expectations Reported by British Households: Micro Evidence from the British Household Panel Survey 0 0 0 20 0 1 1 61
The rationality and reliability of expectations reported by British households: micro evidence from the British household panel survey 0 2 2 97 0 2 8 270
The utility of expectational data: Firm-level evidence using matched qualitative-quantitative UK surveys 0 0 0 32 0 0 0 67
UK Regional Nowcasting using a Mixed Frequency Vector Autoregressive Model 0 0 1 119 0 0 3 98
UK regional nowcasting using a mixed frequency vector autoregressive model 0 0 1 68 0 0 4 114
Uncertainty in UK manufacturing: evidence from qualitative survey data 0 0 0 39 0 0 1 132
Using hierarchical aggregation constraints to nowcast regional economic aggregates 0 0 0 18 0 0 4 26
Using stochastic hierarchical aggregation constraints to nowcast regional economic aggregates 0 0 1 52 0 1 2 35
Total Working Papers 16 31 81 4,082 27 96 295 9,078
16 registered items for which data could not be found

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A New Measure of Consumers’ (In)Attention to Inflation 0 0 3 13 1 5 15 62
A nonlinear panel data model of cross-sectional dependence 0 0 1 90 0 0 2 247
ARCHITECTS AS NOWCASTERS OF HOUSING CONSTRUCTION 0 0 0 3 0 0 0 28
An Indicator of Monthly GDP and an Early Estimate of Quarterly GDP Growth 0 0 0 279 1 2 16 1,097
Architects as Nowcasters of Housing Construction 0 0 0 0 0 0 1 5
Business Cycles and Turning Points: A Survey of Statistical Techniques 0 0 0 31 0 0 0 60
Business Cycles and Turning Points: A Survey of Statistical Techniques 1 1 2 4 1 1 2 5
CONFIDENCE AND LEADING INDICATORS: INTRODUCTION 0 0 0 0 0 1 1 16
Censored density forecasts: Production and evaluation 0 0 1 4 0 1 3 13
Combining VAR and DSGE forecast densities 0 0 0 82 0 0 3 307
Combining density forecasts 0 0 6 227 0 1 9 447
Combining forecast densities from VARs with uncertain instabilities 0 0 0 141 1 2 8 400
Communicating Data Uncertainty: Multiwave Experimental Evidence for UK GDP 0 0 2 3 0 0 8 9
Confidence and Leading Indicators: Introduction 0 0 0 0 0 0 0 3
Constructing density forecasts from quantile regressions: Multimodality in macrofinancial dynamics 0 0 2 2 2 4 14 14
Density Nowcasts and Model Combination: Nowcasting Euro-Area GDP Growth over the 2008–09 Recession 0 0 4 25 0 0 5 81
Does judgment improve macroeconomic density forecasts? 0 0 3 14 1 1 5 34
EFFICIENT AGGREGATION OF PANEL QUALITATIVE SURVEY DATA 0 0 0 0 0 0 2 79
Evaluating density forecasts: forecast combinations, model mixtures, calibration and sharpness 0 0 0 0 1 2 2 148
Evaluating, Comparing and Combining Density Forecasts Using the KLIC with an Application to the Bank of England and NIESR ‘Fan’ Charts of Inflation* 0 0 2 91 0 1 5 255
FORECASTING MANUFACTURING OUTPUT GROWTH USING FIRM‐LEVEL SURVEY DATA 0 0 0 34 0 0 1 213
Generalised density forecast combinations 0 0 0 48 0 0 2 138
Have UK and Eurozone Business Cycles Become More Correlated? 0 0 0 4 0 1 1 31
Have UK and Eurozone Business Cycles Become More Correlated? 0 0 0 0 0 0 0 4
Incidence‐based estimates of life expectancy of the healthy for the UK: coherence between transition probabilities and aggregate life‐tables 0 0 0 21 0 0 1 107
Introduction: Recent Developments in Economic Forecasting 0 0 0 3 0 0 0 21
Measuring and Communicating the Uncertainty in Official Economic Statistics 0 0 0 6 0 0 1 17
Measuring and Communicating the Uncertainty in Official Economic Statistics 0 0 0 1 1 1 2 12
Measuring output gap nowcast uncertainty 0 0 1 39 0 0 1 137
Monthly GDP estimates for inter-war Britain 2 6 16 129 3 11 26 321
NOWCASTING ‘TRUE’ MONTHLY U.S. GDP DURING THE PANDEMIC 0 0 0 9 0 0 2 23
Nowcasting and predicting data revisions using panel survey data 0 0 0 32 0 1 1 94
Prudence and UK Trend Growth 0 0 0 0 0 0 0 0
Prudence and UK Trend Growth 0 0 0 0 0 1 2 4
Qualitative business surveys: signal or noise? 0 0 0 0 0 0 0 105
Quantification of Qualitative Firm-Level Survey Data 0 0 0 69 0 1 2 361
R2 Bounds for Predictive Models: What Univariate Properties Tell us About Multivariate Predictability 0 0 0 4 0 2 7 27
RECONCILED ESTIMATES AND NOWCASTS OF REGIONAL OUTPUT IN THE UK 0 0 0 1 0 0 1 4
Real-time inflation forecast densities from ensemble Phillips curves 0 0 2 33 1 5 7 146
Real‐Time Perceptions of Historical GDP Data Uncertainty 0 0 2 4 0 2 4 17
Reconciled Estimates of Monthly GDP in the United States 0 0 0 1 0 1 2 12
Reconsidering the Evidence: Are Euro Area Business Cycles Converging? 0 1 3 89 0 2 8 235
Regional Economic Sentiment: Constructing Quantitative Estimates from the Beige Book and Testing Their Ability to Forecast Recessions 1 1 3 3 1 1 13 13
Regional output growth in the United Kingdom: More timely and higher frequency estimates from 1970 0 0 2 24 1 1 5 77
The National Institute Density Forecasts of Inflation 0 0 0 0 0 0 0 3
The National Institute Density Forecasts of Inflation 0 0 0 9 0 0 2 29
The drivers of international migration to the UK: A panel‐based Bayesian model averaging approach 0 0 0 49 0 0 2 161
The use of non-normal distributions in quantifying qualitative survey data on expectations 0 0 0 56 0 0 2 300
The utility of expectational data: Firm-level evidence using matched qualitative-quantitative UK surveys 0 0 1 30 0 0 3 134
UK regional nowcasting using a mixed frequency vector auto‐regressive model with entropic tilting 0 0 1 9 0 2 6 31
Uncertainty in UK manufacturing: Evidence from qualitative survey data 0 0 0 17 0 0 1 97
Using stochastic hierarchical aggregation constraints to nowcast regional economic aggregates 0 0 2 2 0 4 7 7
WHERE ARE WE NOW? THE UK RECESSION AND NOWCASTING GDP GROWTH USING STATISTICAL MODELS 0 0 1 40 0 0 3 92
Where are we now? The UK Recession and Nowcasting GDP Growth Using Statistical Models 0 0 0 1 0 0 0 5
Total Journal Articles 4 9 60 1,776 15 57 216 6,288

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Nowcasting Euro Area GDP Growth Using Bayesian Quantile Regression 1 2 10 13 1 2 17 28
Recent Developments in Density Forecasting 0 0 0 0 0 0 1 7
Total Chapters 1 2 10 13 1 2 18 35
1 registered items for which data could not be found
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