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 4 7 9 289
A Nonlinear Panel Data Model of Cross-sectional Dependence 0 0 0 21 2 2 2 62
A Nonlinear Panel Model of Cross-sectional Dependence 0 0 0 2 3 4 7 20
Are Revisions to State-Level GDP Data in the US Well Behaved? 0 0 25 25 5 6 23 23
Bayesian Modeling of TVP-VARs Using Regression Trees 0 2 3 113 2 11 18 66
Bayesian Modeling of Time-Varying Parameters Using Regression Trees 0 1 2 90 2 5 8 47
Bayesian Modelling of TVP-VARs Using Regression Trees 0 0 0 0 2 6 10 61
Censored Density Forecasts: Production and Evaluation 0 0 0 22 2 3 6 33
Combining Forecast Densities from VARs with Uncertain Instabilities 0 0 0 39 0 1 1 138
Combining VAR and DSGE forecast densities 0 0 0 233 0 2 3 307
Combining forecast densities from VARs with uncertain instabilities 0 0 0 71 0 0 3 189
Communicating Data Uncertainty: Experimental Evidence for U.K. GDP 0 0 0 32 1 3 7 120
Communicating Data Uncertainty: Multi-Wave Experimental Evidence for U.K. GDP 0 0 0 2 1 2 4 17
Communicating Data Uncertainty: Multi-Wave Experimental Evidence for U.K. GDP 0 0 0 3 2 4 5 16
Communicating Data Uncertainty: Multi-Wave Experimental Evidence for UK GDP 0 0 1 5 0 0 5 20
Constructing Density Forecasts from Quantile Regressions: Multimodality in Macro-Financial Dynamics 0 0 2 35 1 5 7 67
Deep Neural Network Estimation in Panel Data Models 0 0 3 8 1 5 13 30
Deep Neural Network Estimation in Panel Data Models 0 0 0 26 3 3 9 36
Efficient Aggregation of Panel Qualitative Survey Data 0 0 0 74 2 4 4 153
Generalised Density Forecast Combinations 0 0 0 119 1 2 2 181
Generalised density forecast combinations 1 1 1 45 2 4 7 108
Incorporating Short Data into Large Mixed-Frequency VARs for Regional Nowcasting 0 0 3 28 1 2 17 36
Incorporating Short Data into Large Mixed-Frequency VARs for Regional Nowcasting 0 0 1 9 2 4 7 23
Insights into Business Confidence from Firm-Level Panel Data 0 0 1 89 1 4 7 438
Macro Modelling with Many Models 0 0 0 108 2 8 9 105
Macro modelling with many models 0 0 0 200 2 11 17 409
Measuring Data Uncertainty: An Application using the Bank of England's "Fan Charts" for Historical GDP Growth 0 0 0 25 1 5 6 116
Measuring Output Gap Nowcast Uncertainty 0 0 0 85 1 6 10 246
Measuring Output Gap Uncertainty 0 0 0 106 1 1 2 346
Measuring Output Gap Uncertainty 0 0 0 54 2 2 3 112
Measuring Output Gap Uncertainty 0 0 0 20 2 2 3 122
Measuring output gap uncertainty 0 0 0 79 1 5 7 200
Monthly GDP Estimates for Inter-War Britain 0 0 0 102 3 5 5 171
Monthly GDP Estimates for Inter-War Britain 0 0 2 145 0 0 4 480
Monthly GDP Growth Estimates for the U.S. States 0 0 5 5 1 6 21 21
Monthly and Quarterly GDP Estimates for Interwar Britain 0 0 0 143 2 2 3 291
Monthly and quarterly GDP estimates for interwar Britain 0 0 0 1 1 1 5 11
Mortality in the British Panel Household Survey: a Test of a Standard Treatment for Non-Response 0 0 0 18 3 5 6 36
Nowcasting 'true' monthly US GDP during the pandemic 0 0 0 60 1 1 3 89
Nowcasting and predicting data revisions in real time using qualitative panel survey data 0 0 0 92 0 3 7 313
Optimal combination of density forecasts 0 0 0 96 3 5 6 227
Poverty and Debt 0 0 0 65 3 8 9 391
Practice Makes Perfect: Learning Effects with Household Point and Density Forecasts of Inflation 0 0 3 12 3 7 29 38
Predictive Density Combination Using a Tree-Based Synthesis Function 0 0 0 17 0 3 7 20
Predictive Density Combination Using a Tree-Based Synthesis Function 0 0 0 10 3 3 7 22
Predictive Density Combination Using a Tree-Based Synthesis Function 0 0 0 9 1 2 4 13
Qualitative Business Surveys: Signal or Noise? 0 0 0 28 0 1 4 77
Qualitative Expectational Data as Predictors of Income and Consumption Growth: Micro Evidence from the British Household Panel Survey 0 0 0 12 0 4 5 41
Quantification of qualitative firm-level survey data 0 0 0 112 4 5 7 358
R2 bounds for predictive models: what univariate properties tell us about multivariate predictability 0 0 1 64 2 3 5 75
Real-time Inflation Forecast Densities from Ensemble Phillips Curves 0 0 0 133 2 5 7 372
Real-time Inflation Forecast Densities from Ensemble Phillips Curves 0 0 0 74 1 1 4 137
Reconciled Estimates of Monthly GDP in the US 0 0 1 48 3 3 9 122
Reconciled Estimates of Monthly GDP in the US 0 0 0 9 4 5 9 33
Reconsidering the evidence: Are Eurozone business cycles converging 0 0 1 42 2 6 10 203
Reconsidering the evidence: are Eurozone business cycles converging? 0 0 0 120 2 4 6 336
Regional Output Growth in the United Kingdom: More Timely and Higher Frequency Estimates, 1970-2017 0 0 2 104 3 8 18 168
Should we be surprised by the unreliability of real-time output gap estimates? Density estimates for the Euro area 0 0 0 39 2 3 5 127
The Distributional Predictive Content of Measures of Inflation Expectations 0 1 1 12 1 3 4 14
The Effects of Interest Rate Increases on Consumers' Inflation Expectations: The Roles of Informedness and Compliance 0 0 0 17 3 7 12 39
The Effects of Interest Rate Increases on Consumers’ Inflation Expectations: The Roles of Informedness and Compliance 0 0 1 5 1 4 5 17
The Evolution of Forecast Density Combinations in Economics 1 3 6 141 8 24 32 258
The FOMC versus the Staff: Do Policymakers Add Value in Their Tales? 0 0 0 31 1 4 8 27
The Rationality and Reliability of Expectations Reported by British Households: Micro Evidence from the British Household Panel Survey 0 0 0 20 4 8 9 69
The rationality and reliability of expectations reported by British households: micro evidence from the British household panel survey 1 1 4 99 1 2 10 277
The utility of expectational data: Firm-level evidence using matched qualitative-quantitative UK surveys 0 0 0 32 4 5 5 72
UK Regional Nowcasting using a Mixed Frequency Vector Autoregressive Model 0 0 1 120 0 2 4 102
UK regional nowcasting using a mixed frequency vector autoregressive model 0 0 1 69 0 0 2 116
Uncertainty in UK manufacturing: evidence from qualitative survey data 0 0 0 39 0 0 2 133
Using hierarchical aggregation constraints to nowcast regional economic aggregates 0 0 0 18 1 2 3 29
Using stochastic hierarchical aggregation constraints to nowcast regional economic aggregates 0 0 0 52 2 3 6 40
Total Working Papers 3 9 71 4,115 127 292 548 9,501
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 6 14 70
A nonlinear panel data model of cross-sectional dependence 0 1 1 91 1 6 8 255
ARCHITECTS AS NOWCASTERS OF HOUSING CONSTRUCTION 0 0 0 3 5 6 6 34
An Indicator of Monthly GDP and an Early Estimate of Quarterly GDP Growth 0 0 0 279 6 10 18 1,109
Architects as Nowcasters of Housing Construction 0 0 0 0 1 2 3 7
Are revisions to state-level GDP data in the US well behaved? 0 2 2 2 2 11 15 15
Business Cycles and Turning Points: A Survey of Statistical Techniques 0 0 1 4 1 3 6 10
Business Cycles and Turning Points: A Survey of Statistical Techniques 0 0 0 31 1 1 1 61
CONFIDENCE AND LEADING INDICATORS: INTRODUCTION 0 0 0 0 0 0 1 16
Censored density forecasts: Production and evaluation 0 0 0 4 0 4 6 18
Combining VAR and DSGE forecast densities 0 0 0 82 2 10 12 319
Combining density forecasts 1 2 4 231 6 13 18 464
Combining forecast densities from VARs with uncertain instabilities 0 0 0 141 2 13 19 417
Communicating Data Uncertainty: Multiwave Experimental Evidence for UK GDP 0 0 1 3 0 0 5 12
Confidence and Leading Indicators: Introduction 0 0 0 0 0 1 1 4
Constructing density forecasts from quantile regressions: Multimodality in macrofinancial dynamics 0 0 1 3 0 2 13 23
Density Nowcasts and Model Combination: Nowcasting Euro-Area GDP Growth over the 2008–09 Recession 0 0 2 27 2 3 8 89
Does judgment improve macroeconomic density forecasts? 0 0 0 14 3 7 9 42
EFFICIENT AGGREGATION OF PANEL QUALITATIVE SURVEY DATA 0 0 0 0 0 1 1 80
Evaluating density forecasts: forecast combinations, model mixtures, calibration and sharpness 0 0 0 0 1 7 10 156
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 92 3 5 9 261
FORECASTING MANUFACTURING OUTPUT GROWTH USING FIRM‐LEVEL SURVEY DATA 0 0 0 34 2 4 5 218
Forecasting US Recessions in Real-Time Using Regional Economic Sentiment 0 0 0 0 0 1 1 1
Generalised density forecast combinations 0 1 1 49 1 4 7 144
Have UK and Eurozone Business Cycles Become More Correlated? 0 0 0 0 0 3 4 8
Have UK and Eurozone Business Cycles Become More Correlated? 0 0 0 4 1 3 5 35
Incidence‐based estimates of life expectancy of the healthy for the UK: coherence between transition probabilities and aggregate life‐tables 0 0 0 21 2 3 5 112
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 1 2 3 4 7 18
Measuring and Communicating the Uncertainty in Official Economic Statistics 0 0 0 6 1 1 1 18
Measuring output gap nowcast uncertainty 0 0 0 39 0 7 8 145
Monthly GDP estimates for inter-war Britain 0 1 14 137 1 4 28 337
NOWCASTING ‘TRUE’ MONTHLY U.S. GDP DURING THE PANDEMIC 0 0 1 10 0 2 7 28
Nowcasting and predicting data revisions using panel survey data 0 0 0 32 0 2 3 96
Prudence and UK Trend Growth 0 0 0 0 0 1 3 5
Prudence and UK Trend Growth 0 0 0 0 0 0 0 0
Qualitative business surveys: signal or noise? 0 0 0 0 0 4 5 110
Quantification of Qualitative Firm-Level Survey Data 0 0 0 69 0 0 2 362
R2 Bounds for Predictive Models: What Univariate Properties Tell us About Multivariate Predictability 0 0 0 4 0 1 6 30
RECONCILED ESTIMATES AND NOWCASTS OF REGIONAL OUTPUT IN THE UK 0 0 1 2 2 3 4 8
Real-time inflation forecast densities from ensemble Phillips curves 0 0 1 33 1 8 15 155
Real‐Time Perceptions of Historical GDP Data Uncertainty 0 0 0 4 1 3 6 21
Reconciled Estimates of Monthly GDP in the United States 0 1 2 3 3 7 12 23
Reconsidering the Evidence: Are Euro Area Business Cycles Converging? 0 0 2 90 1 2 7 239
Regional Economic Sentiment: Constructing Quantitative Estimates from the Beige Book and Testing Their Ability to Forecast Recessions 1 2 4 6 4 10 16 28
Regional output growth in the United Kingdom: More timely and higher frequency estimates from 1970 0 2 4 28 1 7 14 90
The National Institute Density Forecasts of Inflation 0 0 0 9 2 3 4 32
The National Institute Density Forecasts of Inflation 0 0 0 0 0 3 3 6
The drivers of international migration to the UK: A panel‐based Bayesian model averaging approach 0 0 0 49 1 3 3 164
The use of non-normal distributions in quantifying qualitative survey data on expectations 0 0 0 56 1 4 4 304
The utility of expectational data: Firm-level evidence using matched qualitative-quantitative UK surveys 0 0 0 30 1 3 3 137
UK regional nowcasting using a mixed frequency vector auto‐regressive model with entropic tilting 0 0 0 9 1 3 10 37
Uncertainty in UK manufacturing: Evidence from qualitative survey data 0 0 0 17 0 4 5 102
Using stochastic hierarchical aggregation constraints to nowcast regional economic aggregates 0 0 0 2 2 4 8 11
WHERE ARE WE NOW? THE UK RECESSION AND NOWCASTING GDP GROWTH USING STATISTICAL MODELS 0 0 3 43 4 5 10 102
Where are we now? The UK Recession and Nowcasting GDP Growth Using Statistical Models 0 0 0 1 0 2 2 7
Total Journal Articles 2 12 48 1,812 72 229 406 6,616

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 0 4 9 20 4 12 20 45
Recent Developments in Density Forecasting 0 0 0 0 1 3 3 10
Total Chapters 0 4 9 20 5 15 23 55
1 registered items for which data could not be found
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