Access Statistics for James Mitchell

Author contact details at EconPapers.

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 3 14 296
A Nonlinear Panel Data Model of Cross-sectional Dependence 0 0 0 21 1 5 10 70
A Nonlinear Panel Model of Cross-sectional Dependence 0 0 0 2 1 1 12 26
Are Revisions to State-Level GDP Data in the US Well Behaved? 0 0 1 25 2 4 19 34
Bayesian Modeling of TVP-VARs Using Regression Trees 0 1 3 114 0 5 20 74
Bayesian Modeling of Time-Varying Parameters Using Regression Trees 0 0 1 90 1 2 13 53
Bayesian Modelling of TVP-VARs Using Regression Trees 1 1 1 1 2 9 23 76
Censored Density Forecasts: Production and Evaluation 0 0 0 22 1 3 14 43
Combining Forecast Densities from VARs with Uncertain Instabilities 0 0 0 39 0 3 11 148
Combining VAR and DSGE forecast densities 0 0 0 233 2 13 23 328
Combining forecast densities from VARs with uncertain instabilities 0 0 0 71 4 10 13 201
Communicating Data Uncertainty: Experimental Evidence for U.K. GDP 0 0 0 32 1 6 13 129
Communicating Data Uncertainty: Multi-Wave Experimental Evidence for U.K. GDP 0 0 1 4 0 0 7 19
Communicating Data Uncertainty: Multi-Wave Experimental Evidence for U.K. GDP 0 0 0 2 1 1 8 23
Communicating Data Uncertainty: Multi-Wave Experimental Evidence for UK GDP 0 0 0 5 1 1 4 22
Constructing Density Forecasts from Quantile Regressions: Multimodality in Macro-Financial Dynamics 0 0 1 35 0 4 18 79
Deep Neural Network Estimation in Panel Data Models 0 1 3 9 0 5 23 44
Deep Neural Network Estimation in Panel Data Models 0 0 0 26 2 9 19 51
Efficient Aggregation of Panel Qualitative Survey Data 0 0 0 74 2 4 14 163
Generalised Density Forecast Combinations 0 0 0 119 0 4 8 187
Generalised density forecast combinations 0 0 1 45 0 0 13 115
Incorporating Micro Data into Macro Models Using Pseudo VARs 3 6 29 29 3 12 40 40
Incorporating Short Data into Large Mixed-Frequency VARs for Regional Nowcasting 0 0 0 28 0 3 15 42
Incorporating Short Data into Large Mixed-Frequency VARs for Regional Nowcasting 0 0 1 9 0 0 11 28
Insights into Business Confidence from Firm-Level Panel Data 0 0 0 89 0 4 13 445
Macro Modelling with Many Models 0 0 0 108 1 2 24 120
Macro modelling with many models 0 0 0 200 1 4 22 417
Measuring Data Uncertainty: An Application using the Bank of England's "Fan Charts" for Historical GDP Growth 0 1 1 26 0 4 13 124
Measuring Output Gap Nowcast Uncertainty 0 0 1 86 0 2 16 255
Measuring Output Gap Uncertainty 0 0 0 106 0 3 8 352
Measuring Output Gap Uncertainty 0 0 0 20 1 1 7 127
Measuring Output Gap Uncertainty 0 0 0 54 0 2 9 118
Measuring output gap uncertainty 0 0 0 79 0 1 14 209
Monthly GDP Estimates for Inter-War Britain 0 0 1 145 1 4 10 488
Monthly GDP Estimates for Inter-War Britain 0 0 1 103 0 3 14 180
Monthly GDP Growth Estimates for the U.S. States 0 0 0 5 2 12 31 40
Monthly and Quarterly GDP Estimates for Interwar Britain 0 0 0 143 1 3 12 301
Monthly and quarterly GDP estimates for interwar Britain 0 0 0 1 0 8 16 24
Mortality in the British Panel Household Survey: a Test of a Standard Treatment for Non-Response 0 0 0 18 0 1 12 42
Nowcasting 'true' monthly US GDP during the pandemic 0 0 0 60 0 3 10 96
Nowcasting and predicting data revisions in real time using qualitative panel survey data 0 0 0 92 1 2 10 318
Optimal combination of density forecasts 0 0 0 96 0 1 12 234
Poverty and Debt 0 0 0 65 9 10 25 407
Practice Makes Perfect: Learning Effects with Household Point and Density Forecasts of Inflation 0 0 0 12 0 2 16 42
Predictive Density Combination Using a Tree-Based Synthesis Function 0 0 0 17 0 1 9 25
Predictive Density Combination Using a Tree-Based Synthesis Function 0 0 0 9 0 1 8 18
Predictive Density Combination Using a Tree-Based Synthesis Function 0 0 0 10 0 2 7 25
Qualitative Business Surveys: Signal or Noise? 0 0 0 28 0 3 16 90
Qualitative Expectational Data as Predictors of Income and Consumption Growth: Micro Evidence from the British Household Panel Survey 0 0 0 12 1 3 11 48
Quantification of qualitative firm-level survey data 0 0 0 112 0 3 18 371
R2 bounds for predictive models: what univariate properties tell us about multivariate predictability 0 0 0 64 0 3 12 83
Real-time Inflation Forecast Densities from Ensemble Phillips Curves 0 0 0 74 0 0 4 140
Real-time Inflation Forecast Densities from Ensemble Phillips Curves 0 0 0 133 0 3 14 381
Reconciled Estimates of Monthly GDP in the US 2 2 3 50 2 7 25 140
Reconciled Estimates of Monthly GDP in the US 0 0 0 9 0 6 15 41
Reconsidering the evidence: Are Eurozone business cycles converging 0 0 1 43 0 0 13 208
Reconsidering the evidence: are Eurozone business cycles converging? 0 0 0 120 0 0 11 342
Regional Output Growth in the United Kingdom: More Timely and Higher Frequency Estimates, 1970-2017 0 0 0 104 3 4 18 173
Should we be surprised by the unreliability of real-time output gap estimates? Density estimates for the Euro area 0 0 0 39 0 2 18 140
The Causal Effects of Tariff Uncertainty on Consumers' Macroeconomic Expectations and Spending Plans 0 1 5 5 2 5 11 11
The Distributional Predictive Content of Measures of Inflation Expectations 0 0 1 12 0 3 12 22
The Effects of Interest Rate Increases on Consumers' Inflation Expectations: The Roles of Informedness and Compliance 0 0 0 17 1 5 18 48
The Effects of Interest Rate Increases on Consumers’ Inflation Expectations: The Roles of Informedness and Compliance 0 0 0 5 1 3 10 23
The Evolution of Forecast Density Combinations in Economics 0 0 4 141 3 7 49 279
The FOMC versus the Staff: Do Policymakers Add Value in Their Tales? 0 0 0 31 0 7 19 40
The Rationality and Reliability of Expectations Reported by British Households: Micro Evidence from the British Household Panel Survey 0 0 0 20 0 0 10 71
The rationality and reliability of expectations reported by British households: micro evidence from the British household panel survey 0 0 1 99 1 3 15 286
The utility of expectational data: Firm-level evidence using matched qualitative-quantitative UK surveys 0 0 0 32 0 3 13 80
UK Regional Nowcasting using a Mixed Frequency Vector Autoregressive Model 0 0 1 120 0 4 10 108
UK regional nowcasting using a mixed frequency vector autoregressive model 0 0 1 69 0 1 8 122
Uncertainty in UK manufacturing: evidence from qualitative survey data 0 0 0 39 0 1 8 140
Using hierarchical aggregation constraints to nowcast regional economic aggregates 0 0 1 19 1 3 11 37
Using stochastic hierarchical aggregation constraints to nowcast regional economic aggregates 0 0 0 52 1 1 10 45
Total Working Papers 6 13 64 4,160 57 263 1,062 10,167
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 0 13 0 1 16 78
A nonlinear panel data model of cross-sectional dependence 0 0 1 91 0 7 23 270
ARCHITECTS AS NOWCASTERS OF HOUSING CONSTRUCTION 0 0 0 3 2 5 14 42
An Indicator of Monthly GDP and an Early Estimate of Quarterly GDP Growth 0 0 0 279 1 3 21 1,118
Architects as Nowcasters of Housing Construction 0 0 0 0 0 1 6 11
Are revisions to state-level GDP data in the US well behaved? 0 0 3 3 1 2 26 26
Business Cycles and Turning Points: A Survey of Statistical Techniques 0 0 0 31 0 3 5 65
Business Cycles and Turning Points: A Survey of Statistical Techniques 0 0 0 4 0 5 12 18
CONFIDENCE AND LEADING INDICATORS: INTRODUCTION 0 0 0 0 0 1 3 19
Censored density forecasts: Production and evaluation 0 0 0 4 1 2 12 25
Combining VAR and DSGE forecast densities 0 0 0 82 1 3 17 324
Combining density forecasts 0 0 2 231 1 4 28 477
Combining forecast densities from VARs with uncertain instabilities 1 1 1 142 2 8 26 426
Communicating Data Uncertainty: Multiwave Experimental Evidence for UK GDP 0 0 0 3 1 5 15 25
Confidence and Leading Indicators: Introduction 0 0 0 0 0 1 5 8
Constructing density forecasts from quantile regressions: Multimodality in macrofinancial dynamics 0 0 1 3 0 5 21 36
Density Nowcasts and Model Combination: Nowcasting Euro-Area GDP Growth over the 2008–09 Recession 0 0 2 27 0 1 9 90
Does judgment improve macroeconomic density forecasts? 0 0 0 14 0 2 18 52
EFFICIENT AGGREGATION OF PANEL QUALITATIVE SURVEY DATA 0 0 0 0 0 4 23 102
Evaluating density forecasts: forecast combinations, model mixtures, calibration and sharpness 0 0 0 0 1 3 13 161
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 93 3 4 18 273
FORECASTING MANUFACTURING OUTPUT GROWTH USING FIRM‐LEVEL SURVEY DATA 0 0 1 35 0 3 12 225
Forecasting US Recessions in Real-Time Using Regional Economic Sentiment 0 1 1 1 1 3 6 6
Generalised density forecast combinations 0 0 1 49 2 5 18 156
Have UK and Eurozone Business Cycles Become More Correlated? 0 0 0 0 0 0 7 11
Have UK and Eurozone Business Cycles Become More Correlated? 0 0 0 4 1 2 10 41
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 2 9 116
Introduction: Recent Developments in Economic Forecasting 0 0 0 3 0 6 13 34
Measuring and Communicating the Uncertainty in Official Economic Statistics 0 0 0 2 1 5 17 30
Measuring and Communicating the Uncertainty in Official Economic Statistics 0 0 0 6 1 4 5 22
Measuring output gap nowcast uncertainty 0 0 0 39 0 6 18 155
Monthly GDP estimates for inter-war Britain 0 1 8 141 0 7 33 361
NOWCASTING ‘TRUE’ MONTHLY U.S. GDP DURING THE PANDEMIC 0 0 1 10 0 4 15 38
Nowcasting and predicting data revisions using panel survey data 0 0 0 32 0 2 10 104
PREDICTIVE DENSITY COMBINATION USING BAYESIAN MACHINE LEARNING 0 1 1 1 2 6 20 20
Practice makes perfect: Learning effects with household point and density forecasts of inflation 0 0 0 0 0 1 1 1
Prudence and UK Trend Growth 0 0 0 0 0 1 2 2
Prudence and UK Trend Growth 0 0 0 0 1 2 4 8
Qualitative business surveys: signal or noise? 0 0 0 0 2 2 14 119
Quantification of Qualitative Firm-Level Survey Data 0 0 0 69 0 1 12 373
R2 Bounds for Predictive Models: What Univariate Properties Tell us About Multivariate Predictability 0 1 1 5 2 7 16 43
RECONCILED ESTIMATES AND NOWCASTS OF REGIONAL OUTPUT IN THE UK 0 1 1 3 0 1 4 9
Real-time inflation forecast densities from ensemble Phillips curves 0 0 0 33 1 4 17 163
Real‐Time Perceptions of Historical GDP Data Uncertainty 0 0 1 5 0 4 16 33
Reconciled Estimates of Monthly GDP in the United States 1 1 3 4 1 5 19 32
Reconsidering the Evidence: Are Euro Area Business Cycles Converging? 0 0 0 90 0 3 11 247
Regional Economic Sentiment: Constructing Quantitative Estimates from the Beige Book and Testing Their Ability to Forecast Recessions 0 0 3 7 2 9 36 50
Regional output growth in the United Kingdom: More timely and higher frequency estimates from 1970 0 1 4 29 0 3 24 102
The National Institute Density Forecasts of Inflation 0 0 0 9 1 3 8 37
The National Institute Density Forecasts of Inflation 0 0 0 0 0 2 14 17
The drivers of international migration to the UK: A panel‐based Bayesian model averaging approach 0 0 0 49 1 2 13 174
The use of non-normal distributions in quantifying qualitative survey data on expectations 0 0 0 56 1 4 14 314
The utility of expectational data: Firm-level evidence using matched qualitative-quantitative UK surveys 0 0 0 30 0 2 6 140
UK regional nowcasting using a mixed frequency vector auto‐regressive model with entropic tilting 0 0 0 9 0 8 19 50
Uncertainty in UK manufacturing: Evidence from qualitative survey data 0 0 0 17 0 1 9 106
Using stochastic hierarchical aggregation constraints to nowcast regional economic aggregates 0 0 0 2 1 2 11 18
WHERE ARE WE NOW? THE UK RECESSION AND NOWCASTING GDP GROWTH USING STATISTICAL MODELS 0 0 3 43 0 1 12 105
Where are we now? The UK Recession and Nowcasting GDP Growth Using Statistical Models 0 1 1 2 0 2 6 11
Total Journal Articles 2 9 42 1,829 35 195 812 7,119

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 0 4 6 6
Nowcasting Euro Area GDP Growth Using Bayesian Quantile Regression 0 0 6 20 0 2 22 51
Recent Developments in Density Forecasting 0 0 0 0 1 3 11 18
Total Chapters 0 0 6 20 1 9 39 75
1 registered items for which data could not be found
logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-06-04