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 0 132 0 0 14 296
A Nonlinear Panel Data Model of Cross-sectional Dependence 0 0 0 21 1 1 11 71
A Nonlinear Panel Model of Cross-sectional Dependence 0 0 0 2 0 1 11 27
Are Revisions to State-Level GDP Data in the US Well Behaved? 0 0 0 25 1 1 19 36
Bayesian Modeling of TVP-VARs Using Regression Trees 0 0 3 114 0 5 26 81
Bayesian Modeling of Time-Varying Parameters Using Regression Trees 0 0 1 90 0 0 11 53
Bayesian Modelling of TVP-VARs Using Regression Trees 0 0 1 1 0 2 26 81
Censored Density Forecasts: Production and Evaluation 0 0 0 22 0 0 14 44
Combining Forecast Densities from VARs with Uncertain Instabilities 0 0 0 39 0 1 12 149
Combining VAR and DSGE forecast densities 0 0 0 233 2 3 26 331
Combining forecast densities from VARs with uncertain instabilities 0 0 1 72 1 3 17 206
Communicating Data Uncertainty: Multi-Wave Experimental Evidence for U.K. GDP 0 0 0 2 1 2 10 25
Communicating Data Uncertainty: Multi-Wave Experimental Evidence for UK GDP 0 0 0 5 1 1 3 23
Constructing Density Forecasts from Quantile Regressions: Multimodality in Macro-Financial Dynamics 1 2 2 37 1 4 23 85
Deep Neural Network Estimation in Panel Data Models 0 0 0 26 0 1 19 52
Deep Neural Network Estimation in Panel Data Models 1 1 2 10 2 3 22 47
Efficient Aggregation of Panel Qualitative Survey Data 0 0 0 74 0 0 15 164
Generalised Density Forecast Combinations 0 0 0 119 0 2 10 189
Generalised density forecast combinations 0 0 1 45 0 1 12 116
Incorporating Micro Data into Macro Models Using Pseudo VARs 0 0 29 29 1 3 44 44
Incorporating Micro Data into Macro Models using Pseudo VARs 3 3 3 3 3 7 7 7
Incorporating Short Data into Large Mixed-Frequency VARs for Regional Nowcasting 0 0 0 0 2 3 3 3
Incorporating Short Data into Large Mixed-Frequency VARs for Regional Nowcasting 0 0 0 9 0 1 12 31
Incorporating Short Data into Large Mixed-Frequency VARs for Regional Nowcasting 0 0 0 28 0 1 10 44
Insights into Business Confidence from Firm-Level Panel Data 0 0 0 89 0 1 13 447
Macro Modelling with Many Models 0 0 0 108 0 0 23 120
Macro modelling with many models 0 0 0 200 0 3 22 420
Measuring Output Gap Nowcast Uncertainty 0 0 1 86 0 4 19 259
Measuring Output Gap Uncertainty 0 0 0 54 0 0 9 119
Measuring Output Gap Uncertainty 0 0 0 106 0 0 7 352
Measuring Output Gap Uncertainty 0 0 0 20 0 0 8 128
Measuring Sub-Regional Economic Activity: Missing Frequencies and Missing Data 3 14 14 14 2 9 9 9
Measuring output gap uncertainty 0 0 0 79 0 1 16 211
Monthly GDP Estimates for Inter-War Britain 0 0 0 145 0 0 8 488
Monthly GDP Estimates for Inter-War Britain 0 0 1 103 1 1 15 181
Monthly GDP Growth Estimates for the U.S. States 0 0 1 6 1 5 31 46
Monthly and Quarterly GDP Estimates for Interwar Britain 0 0 0 143 0 7 19 308
Monthly and quarterly GDP estimates for interwar Britain 0 0 0 1 0 0 14 24
Mortality in the British Panel Household Survey: a Test of a Standard Treatment for Non-Response 0 0 0 18 0 0 11 42
Nowcasting 'true' monthly US GDP during the pandemic 0 0 0 60 0 1 10 98
Nowcasting and predicting data revisions in real time using qualitative panel survey data 0 1 1 93 1 3 11 321
Optimal combination of density forecasts 0 0 0 96 0 0 12 234
Poverty and Debt 0 0 0 65 1 4 28 411
Practice Makes Perfect: Learning Effects with Household Point and Density Forecasts of Inflation 0 1 1 13 2 4 15 46
Predictive Density Combination Using a Tree-Based Synthesis Function 0 0 0 10 0 2 8 27
Predictive Density Combination Using a Tree-Based Synthesis Function 0 0 0 17 0 1 9 26
Predictive Density Combination Using a Tree-Based Synthesis Function 0 0 0 9 0 1 8 19
Qualitative Business Surveys: Signal or Noise? 0 0 0 28 0 3 18 94
Qualitative Expectational Data as Predictors of Income and Consumption Growth: Micro Evidence from the British Household Panel Survey 0 0 0 12 0 0 11 48
Quantification of qualitative firm-level survey data 0 0 0 112 0 1 19 372
R2 bounds for predictive models: what univariate properties tell us about multivariate predictability 0 0 1 65 0 4 16 88
Real-time Inflation Forecast Densities from Ensemble Phillips Curves 0 0 0 74 0 2 6 142
Real-time Inflation Forecast Densities from Ensemble Phillips Curves 0 0 0 133 1 3 17 384
Reconciled Estimates of Monthly GDP in the US 0 0 0 9 2 3 16 44
Reconsidering the evidence: Are Eurozone business cycles converging 0 0 1 43 0 1 12 209
Reconsidering the evidence: are Eurozone business cycles converging? 0 0 0 120 0 1 11 343
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 16 140
The Causal Effects of Tariff Uncertainty on Consumers' Macroeconomic Expectations and Spending Plans 0 0 5 5 4 5 17 17
The Distributional Predictive Content of Measures of Inflation Expectations 0 0 1 12 1 1 13 24
The Effects of Interest Rate Increases on Consumers' Inflation Expectations: The Roles of Informedness and Compliance 0 0 0 17 0 2 19 51
The Effects of Interest Rate Increases on Consumers’ Inflation Expectations: The Roles of Informedness and Compliance 0 0 0 5 0 3 13 26
The Evolution of Forecast Density Combinations in Economics 1 2 5 143 1 2 48 282
The FOMC versus the Staff: Do Policymakers Add Value in Their Tales? 1 1 1 32 2 2 19 42
The Rationality and Reliability of Expectations Reported by British Households: Micro Evidence from the British Household Panel Survey 0 0 0 20 0 1 11 72
The rationality and reliability of expectations reported by British households: micro evidence from the British household panel survey 0 0 1 99 0 2 13 288
The utility of expectational data: Firm-level evidence using matched qualitative-quantitative UK surveys 0 0 0 32 0 0 15 82
UK regional nowcasting using a mixed frequency vector autoregressive model 0 0 0 69 1 1 7 123
Uncertainty in UK manufacturing: evidence from qualitative survey data 0 0 0 39 0 0 8 141
Using stochastic hierarchical aggregation constraints to nowcast regional economic aggregates 0 0 0 52 0 1 9 46
Total Working Papers 10 25 77 3,833 36 131 1,036 9,599
23 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 0 13 0 1 15 79
A nonlinear panel data model of cross-sectional dependence 0 0 1 91 0 0 21 270
ARCHITECTS AS NOWCASTERS OF HOUSING CONSTRUCTION 0 0 0 3 1 1 15 43
An Indicator of Monthly GDP and an Early Estimate of Quarterly GDP Growth 0 0 0 279 0 1 23 1,122
Architects as Nowcasters of Housing Construction 0 0 0 0 0 0 6 11
Are revisions to state-level GDP data in the US well behaved? 0 0 3 3 1 1 23 27
Business Cycles and Turning Points: A Survey of Statistical Techniques 0 0 0 31 0 0 5 65
Business Cycles and Turning Points: A Survey of Statistical Techniques 0 0 0 4 0 0 11 18
CONFIDENCE AND LEADING INDICATORS: INTRODUCTION 0 0 0 0 1 1 4 20
Censored density forecasts: Production and evaluation 0 0 0 4 0 1 12 26
Combining VAR and DSGE forecast densities 0 0 0 82 2 3 21 330
Combining density forecasts 0 0 2 231 1 2 29 480
Combining forecast densities from VARs with uncertain instabilities 0 1 2 143 1 4 26 430
Communicating Data Uncertainty: Multiwave Experimental Evidence for UK GDP 0 0 0 3 1 2 15 27
Confidence and Leading Indicators: Introduction 0 0 0 0 1 1 6 9
Constructing density forecasts from quantile regressions: Multimodality in macrofinancial dynamics 0 0 0 3 0 1 16 37
Density Nowcasts and Model Combination: Nowcasting Euro-Area GDP Growth over the 2008–09 Recession 0 0 0 27 0 0 5 91
Does judgment improve macroeconomic density forecasts? 0 0 0 14 0 0 20 55
EFFICIENT AGGREGATION OF PANEL QUALITATIVE SURVEY DATA 0 0 0 0 0 0 23 102
Evaluating density forecasts: forecast combinations, model mixtures, calibration and sharpness 0 0 0 0 0 2 14 163
Evaluating, Comparing and Combining Density Forecasts Using the KLIC with an Application to the Bank of England and NIESR ‘Fan’ Charts of Inflation* 0 1 2 94 3 8 25 281
FORECASTING MANUFACTURING OUTPUT GROWTH USING FIRM‐LEVEL SURVEY DATA 0 0 1 35 0 2 13 227
Forecasting US Recessions in Real-Time Using Regional Economic Sentiment 0 0 1 1 2 4 12 12
Generalised density forecast combinations 0 0 1 49 1 3 19 159
Have UK and Eurozone Business Cycles Become More Correlated? 0 0 0 4 0 1 10 42
Have UK and Eurozone Business Cycles Become More Correlated? 0 0 0 0 0 0 6 11
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 1 9 118
Introduction: Recent Developments in Economic Forecasting 0 0 0 3 0 0 13 34
Measuring and Communicating the Uncertainty in Official Economic Statistics 0 0 0 2 1 3 19 33
Measuring and Communicating the Uncertainty in Official Economic Statistics 0 0 0 6 0 0 5 22
Measuring output gap nowcast uncertainty 2 2 2 41 3 3 21 159
Monthly GDP estimates for inter-war Britain 0 0 5 141 0 3 32 365
NOWCASTING ‘TRUE’ MONTHLY U.S. GDP DURING THE PANDEMIC 0 0 0 10 1 2 14 40
Nowcasting and predicting data revisions using panel survey data 0 0 0 32 1 1 11 105
PREDICTIVE DENSITY COMBINATION USING BAYESIAN MACHINE LEARNING 0 0 1 1 1 5 25 25
Practice makes perfect: Learning effects with household point and density forecasts of inflation 1 1 1 1 2 2 3 3
Prudence and UK Trend Growth 0 0 0 0 0 0 4 8
Prudence and UK Trend Growth 0 0 0 0 0 0 2 2
Qualitative business surveys: signal or noise? 0 0 0 0 1 1 15 121
Quantification of Qualitative Firm-Level Survey Data 0 0 0 69 0 0 11 373
R2 Bounds for Predictive Models: What Univariate Properties Tell us About Multivariate Predictability 0 0 1 5 0 0 14 43
RECONCILED ESTIMATES AND NOWCASTS OF REGIONAL OUTPUT IN THE UK 0 0 1 3 0 0 4 9
Real-time inflation forecast densities from ensemble Phillips curves 0 0 0 33 1 2 18 165
Real‐Time Perceptions of Historical GDP Data Uncertainty 0 0 1 5 0 0 15 33
Reconciled Estimates of Monthly GDP in the United States 0 0 2 4 1 2 18 34
Reconsidering the Evidence: Are Euro Area Business Cycles Converging? 0 0 0 90 0 2 12 249
Regional Economic Sentiment: Constructing Quantitative Estimates from the Beige Book and Testing Their Ability to Forecast Recessions 0 1 4 8 2 3 35 53
Regional output growth in the United Kingdom: More timely and higher frequency estimates from 1970 0 0 3 29 0 1 20 103
The National Institute Density Forecasts of Inflation 0 0 0 9 0 0 8 37
The National Institute Density Forecasts of Inflation 0 0 0 0 0 2 16 19
The drivers of international migration to the UK: A panel‐based Bayesian model averaging approach 0 0 0 49 1 3 16 177
The use of non-normal distributions in quantifying qualitative survey data on expectations 0 0 0 56 0 0 16 316
The utility of expectational data: Firm-level evidence using matched qualitative-quantitative UK surveys 0 0 0 30 0 1 7 141
UK regional nowcasting using a mixed frequency vector auto‐regressive model with entropic tilting 0 0 0 9 1 1 17 51
Uncertainty in UK manufacturing: Evidence from qualitative survey data 0 0 0 17 0 1 10 108
Using stochastic hierarchical aggregation constraints to nowcast regional economic aggregates 0 0 0 2 0 2 13 20
WHERE ARE WE NOW? THE UK RECESSION AND NOWCASTING GDP GROWTH USING STATISTICAL MODELS 0 0 0 43 1 1 9 106
Where are we now? The UK Recession and Nowcasting GDP Growth Using Statistical Models 0 0 1 2 0 1 7 12
Total Journal Articles 3 6 35 1,835 32 82 834 7,221

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Measuring Subregional Economic Activity: Missing Frequencies and Missing Data 0 0 0 0 1 2 9 9
Nowcasting Euro Area GDP Growth Using Bayesian Quantile Regression 0 0 4 20 0 0 18 51
Recent Developments in Density Forecasting 0 0 0 0 0 1 12 19
Total Chapters 0 0 4 20 1 3 39 79
1 registered items for which data could not be found
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Statistics updated 2026-10-11