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 1 2 281
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 1 1 3 14
Bayesian Modeling of TVP-VARs Using Regression Trees 1 1 3 111 2 3 8 50
Bayesian Modeling of Time-Varying Parameters Using Regression Trees 0 0 4 88 0 0 10 39
Bayesian Modelling of TVP-VARs Using Regression Trees 0 0 0 0 0 1 5 52
Censored Density Forecasts: Production and Evaluation 0 0 0 22 0 1 2 28
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 0 0 0 304
Combining forecast densities from VARs with uncertain instabilities 0 0 0 71 1 2 2 188
Communicating Data Uncertainty: Experimental Evidence for U.K. GDP 0 1 2 32 1 3 6 115
Communicating Data Uncertainty: Multi-Wave Experimental Evidence for U.K. GDP 0 0 0 2 2 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 1 1 5 16
Constructing Density Forecasts from Quantile Regressions: Multimodality in Macro-Financial Dynamics 0 1 1 34 0 2 10 61
Deep Neural Network Estimation in Panel Data Models 0 0 0 26 1 3 12 30
Deep Neural Network Estimation in Panel Data Models 0 2 2 6 0 3 7 19
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 1 3 102
Incorporating Short Data into Large Mixed-Frequency VARs for Regional Nowcasting 1 2 4 26 4 5 10 23
Incorporating Short Data into Large Mixed-Frequency VARs for Regional Nowcasting 0 0 1 8 1 1 4 17
Insights into Business Confidence from Firm-Level Panel Data 0 0 1 88 0 1 3 431
Macro Modelling with Many Models 0 0 0 108 0 0 0 96
Macro modelling with many models 0 0 0 200 1 1 4 393
Measuring Data Uncertainty: An Application using the Bank of England's "Fan Charts" for Historical GDP Growth 0 0 2 25 0 0 6 110
Measuring Output Gap Nowcast Uncertainty 0 0 1 85 0 1 3 237
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 1 1 2 120
Measuring output gap uncertainty 0 0 0 79 1 1 1 194
Monthly GDP Estimates for Inter-War Britain 0 0 1 102 0 0 4 166
Monthly GDP Estimates for Inter-War Britain 0 0 1 143 1 1 3 477
Monthly and Quarterly GDP Estimates for Interwar Britain 0 0 0 143 0 1 4 289
Monthly and quarterly GDP estimates for interwar Britain 0 0 1 1 0 1 2 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 5 86
Nowcasting and predicting data revisions in real time using qualitative panel survey data 0 0 1 92 0 0 1 306
Optimal combination of density forecasts 0 0 0 96 0 0 1 221
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 9 11 11 5 17 21 21
Predictive Density Combination Using a Tree-Based Synthesis Function 0 0 0 10 1 1 3 16
Predictive Density Combination Using a Tree-Based Synthesis Function 0 0 0 9 0 1 4 9
Predictive Density Combination Using a Tree-Based Synthesis Function 0 0 1 17 1 2 5 15
Qualitative Business Surveys: Signal or Noise? 0 0 0 28 1 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 1 1 1 352
R2 bounds for predictive models: what univariate properties tell us about multivariate predictability 0 0 1 63 0 0 2 70
Real-time Inflation Forecast Densities from Ensemble Phillips Curves 0 0 0 133 1 2 2 367
Real-time Inflation Forecast Densities from Ensemble Phillips Curves 0 0 1 74 3 3 5 136
Reconciled Estimates of Monthly GDP in the US 0 0 0 47 0 0 2 113
Reconciled Estimates of Monthly GDP in the US 0 0 0 9 1 2 7 26
Reconsidering the evidence: Are Eurozone business cycles converging 1 1 1 42 1 1 1 194
Reconsidering the evidence: are Eurozone business cycles converging? 0 0 0 120 0 1 2 331
Regional Output Growth in the United Kingdom: More Timely and Higher Frequency Estimates, 1970-2017 1 1 2 103 2 2 14 152
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 3 10
The Effects of Interest Rate Increases on Consumers' Inflation Expectations: The Roles of Informedness and Compliance 0 0 1 17 1 1 15 28
The Effects of Interest Rate Increases on Consumers’ Inflation Expectations: The Roles of Informedness and Compliance 1 1 2 5 1 1 4 13
The Evolution of Forecast Density Combinations in Economics 1 2 4 137 3 7 13 230
The FOMC versus the Staff: Do Policymakers Add Value in Their Tales? 0 0 0 31 1 1 3 20
The Rationality and Reliability of Expectations Reported by British Households: Micro Evidence from the British Household Panel Survey 0 0 0 20 1 1 1 61
The rationality and reliability of expectations reported by British households: micro evidence from the British household panel survey 1 1 1 96 1 2 8 269
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 1 3 98
UK regional nowcasting using a mixed frequency vector autoregressive model 0 0 1 68 0 1 4 114
Uncertainty in UK manufacturing: evidence from qualitative survey data 0 0 0 39 0 1 1 132
Using hierarchical aggregation constraints to nowcast regional economic aggregates 0 0 0 18 0 1 5 26
Using stochastic hierarchical aggregation constraints to nowcast regional economic aggregates 0 0 1 52 1 1 2 35
Total Working Papers 8 22 58 4,056 45 90 276 9,025
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 4 5 19 61
A nonlinear panel data model of cross-sectional dependence 0 0 2 90 0 0 4 247
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 7 20 1,096
Architects as Nowcasters of Housing Construction 0 0 0 0 0 1 1 5
Business Cycles and Turning Points: A Survey of Statistical Techniques 0 1 1 3 0 1 1 4
Business Cycles and Turning Points: A Survey of Statistical Techniques 0 0 0 31 0 0 0 60
CONFIDENCE AND LEADING INDICATORS: INTRODUCTION 0 0 0 0 1 1 1 16
Censored density forecasts: Production and evaluation 0 0 2 4 1 1 4 13
Combining VAR and DSGE forecast densities 0 0 0 82 0 0 3 307
Combining density forecasts 0 1 7 227 1 3 13 447
Combining forecast densities from VARs with uncertain instabilities 0 0 0 141 0 1 6 398
Communicating Data Uncertainty: Multiwave Experimental Evidence for UK GDP 0 1 3 3 0 2 9 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 3 12 12
Density Nowcasts and Model Combination: Nowcasting Euro-Area GDP Growth over the 2008–09 Recession 0 1 4 25 0 2 5 81
Does judgment improve macroeconomic density forecasts? 0 0 4 14 0 0 5 33
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 1 1 147
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 91 1 3 6 255
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 1 2 138
Have UK and Eurozone Business Cycles Become More Correlated? 0 0 0 4 1 1 2 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 1 0 0 1 11
Measuring and Communicating the Uncertainty in Official Economic Statistics 0 0 0 6 0 0 2 17
Measuring output gap nowcast uncertainty 0 0 1 39 0 0 2 137
Monthly GDP estimates for inter-war Britain 3 3 14 126 6 7 27 316
NOWCASTING ‘TRUE’ MONTHLY U.S. GDP DURING THE PANDEMIC 0 0 0 9 0 2 2 23
Nowcasting and predicting data revisions using panel survey data 0 0 0 32 0 0 0 93
Prudence and UK Trend Growth 0 0 0 0 0 0 0 0
Prudence and UK Trend Growth 0 0 0 0 1 2 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 0 2 360
R2 Bounds for Predictive Models: What Univariate Properties Tell us About Multivariate Predictability 0 0 0 4 2 3 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 1 2 33 0 1 2 141
Real‐Time Perceptions of Historical GDP Data Uncertainty 0 0 2 4 1 1 3 16
Reconciled Estimates of Monthly GDP in the United States 0 0 0 1 1 2 2 12
Reconsidering the Evidence: Are Euro Area Business Cycles Converging? 1 1 3 89 2 3 8 235
Regional Economic Sentiment: Constructing Quantitative Estimates from the Beige Book and Testing Their Ability to Forecast Recessions 0 0 2 2 0 0 12 12
Regional output growth in the United Kingdom: More timely and higher frequency estimates from 1970 0 1 2 24 0 2 8 76
The National Institute Density Forecasts of Inflation 0 0 0 9 0 1 2 29
The National Institute Density Forecasts of Inflation 0 0 0 0 0 0 0 3
The drivers of international migration to the UK: A panel‐based Bayesian model averaging approach 0 0 0 49 0 0 3 161
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 2 5 6 31
Uncertainty in UK manufacturing: Evidence from qualitative survey data 0 0 0 17 0 0 2 97
Using stochastic hierarchical aggregation constraints to nowcast regional economic aggregates 0 2 2 2 4 6 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 13 61 1,771 32 68 227 6,263

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 12 1 3 18 27
Recent Developments in Density Forecasting 0 0 0 0 0 0 1 7
Total Chapters 1 2 10 12 1 3 19 34
1 registered items for which data could not be found
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Statistics updated 2025-03-03