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 1 8 12 293
A Nonlinear Panel Data Model of Cross-sectional Dependence 0 0 0 21 0 5 5 65
A Nonlinear Panel Model of Cross-sectional Dependence 0 0 0 2 1 8 11 25
Are Revisions to State-Level GDP Data in the US Well Behaved? 0 0 25 25 1 12 30 30
Bayesian Modeling of TVP-VARs Using Regression Trees 0 0 2 113 0 5 19 69
Bayesian Modeling of Time-Varying Parameters Using Regression Trees 0 0 2 90 2 6 12 51
Bayesian Modelling of TVP-VARs Using Regression Trees 0 0 0 0 2 8 15 67
Censored Density Forecasts: Production and Evaluation 0 0 0 22 2 9 12 40
Combining Forecast Densities from VARs with Uncertain Instabilities 0 0 0 39 5 7 8 145
Combining VAR and DSGE forecast densities 0 0 0 233 2 8 11 315
Combining forecast densities from VARs with uncertain instabilities 0 0 0 71 0 2 3 191
Communicating Data Uncertainty: Experimental Evidence for U.K. GDP 0 0 0 32 0 4 8 123
Communicating Data Uncertainty: Multi-Wave Experimental Evidence for U.K. GDP 0 0 0 2 4 6 7 22
Communicating Data Uncertainty: Multi-Wave Experimental Evidence for U.K. GDP 1 1 1 4 1 5 8 19
Communicating Data Uncertainty: Multi-Wave Experimental Evidence for UK GDP 0 0 1 5 1 1 5 21
Constructing Density Forecasts from Quantile Regressions: Multimodality in Macro-Financial Dynamics 0 0 1 35 1 9 14 75
Deep Neural Network Estimation in Panel Data Models 0 0 2 8 3 10 20 39
Deep Neural Network Estimation in Panel Data Models 0 0 0 26 1 9 12 42
Efficient Aggregation of Panel Qualitative Survey Data 0 0 0 74 1 8 10 159
Generalised Density Forecast Combinations 0 0 0 119 0 3 4 183
Generalised density forecast combinations 0 1 1 45 1 9 13 115
Incorporating Micro Data into Macro Models Using Pseudo VARs 23 23 23 23 28 28 28 28
Incorporating Short Data into Large Mixed-Frequency VARs for Regional Nowcasting 0 0 1 9 2 7 11 28
Incorporating Short Data into Large Mixed-Frequency VARs for Regional Nowcasting 0 0 2 28 0 4 16 39
Insights into Business Confidence from Firm-Level Panel Data 0 0 1 89 0 4 10 441
Macro Modelling with Many Models 0 0 0 108 5 15 22 118
Macro modelling with many models 0 0 0 200 1 6 20 413
Measuring Data Uncertainty: An Application using the Bank of England's "Fan Charts" for Historical GDP Growth 0 0 0 25 1 5 10 120
Measuring Output Gap Nowcast Uncertainty 0 1 1 86 2 8 16 253
Measuring Output Gap Uncertainty 0 0 0 106 0 4 5 349
Measuring Output Gap Uncertainty 0 0 0 20 1 6 6 126
Measuring Output Gap Uncertainty 0 0 0 54 1 6 7 116
Measuring output gap uncertainty 0 0 0 79 0 9 14 208
Monthly GDP Estimates for Inter-War Britain 0 0 2 145 2 4 7 484
Monthly GDP Estimates for Inter-War Britain 1 1 1 103 1 9 11 177
Monthly GDP Growth Estimates for the U.S. States 0 0 2 5 3 8 25 28
Monthly and Quarterly GDP Estimates for Interwar Britain 0 0 0 143 2 9 9 298
Monthly and quarterly GDP estimates for interwar Britain 0 0 0 1 1 6 9 16
Mortality in the British Panel Household Survey: a Test of a Standard Treatment for Non-Response 0 0 0 18 0 8 11 41
Nowcasting 'true' monthly US GDP during the pandemic 0 0 0 60 1 5 7 93
Nowcasting and predicting data revisions in real time using qualitative panel survey data 0 0 0 92 0 3 10 316
Optimal combination of density forecasts 0 0 0 96 0 9 12 233
Poverty and Debt 0 0 0 65 3 9 15 397
Practice Makes Perfect: Learning Effects with Household Point and Density Forecasts of Inflation 0 0 1 12 0 5 19 40
Predictive Density Combination Using a Tree-Based Synthesis Function 0 0 0 10 0 4 7 23
Predictive Density Combination Using a Tree-Based Synthesis Function 0 0 0 17 1 4 9 24
Predictive Density Combination Using a Tree-Based Synthesis Function 0 0 0 9 2 5 8 17
Qualitative Business Surveys: Signal or Noise? 0 0 0 28 3 10 13 87
Qualitative Expectational Data as Predictors of Income and Consumption Growth: Micro Evidence from the British Household Panel Survey 0 0 0 12 0 4 9 45
Quantification of qualitative firm-level survey data 0 0 0 112 0 14 16 368
R2 bounds for predictive models: what univariate properties tell us about multivariate predictability 0 0 1 64 1 7 10 80
Real-time Inflation Forecast Densities from Ensemble Phillips Curves 0 0 0 133 2 8 11 378
Real-time Inflation Forecast Densities from Ensemble Phillips Curves 0 0 0 74 0 4 4 140
Reconciled Estimates of Monthly GDP in the US 0 0 1 48 2 14 20 133
Reconciled Estimates of Monthly GDP in the US 0 0 0 9 0 6 9 35
Reconsidering the evidence: Are Eurozone business cycles converging 0 1 1 43 2 7 14 208
Reconsidering the evidence: are Eurozone business cycles converging? 0 0 0 120 1 8 11 342
Regional Output Growth in the United Kingdom: More Timely and Higher Frequency Estimates, 1970-2017 0 0 1 104 0 4 17 169
Should we be surprised by the unreliability of real-time output gap estimates? Density estimates for the Euro area 0 0 0 39 4 13 16 138
The Causal Effects of Tariff Uncertainty on Consumers' Macroeconomic Expectations and Spending Plans 4 4 4 4 6 6 6 6
The Distributional Predictive Content of Measures of Inflation Expectations 0 0 1 12 2 6 9 19
The Effects of Interest Rate Increases on Consumers' Inflation Expectations: The Roles of Informedness and Compliance 0 0 0 17 0 7 15 43
The Effects of Interest Rate Increases on Consumers’ Inflation Expectations: The Roles of Informedness and Compliance 0 0 0 5 0 4 7 20
The Evolution of Forecast Density Combinations in Economics 0 1 4 141 5 22 42 272
The FOMC versus the Staff: Do Policymakers Add Value in Their Tales? 0 0 0 31 3 7 13 33
The Rationality and Reliability of Expectations Reported by British Households: Micro Evidence from the British Household Panel Survey 0 0 0 20 0 6 10 71
The rationality and reliability of expectations reported by British households: micro evidence from the British household panel survey 0 1 3 99 2 7 14 283
The utility of expectational data: Firm-level evidence using matched qualitative-quantitative UK surveys 0 0 0 32 0 9 10 77
UK Regional Nowcasting using a Mixed Frequency Vector Autoregressive Model 0 0 1 120 0 2 6 104
UK regional nowcasting using a mixed frequency vector autoregressive model 0 0 1 69 2 5 7 121
Uncertainty in UK manufacturing: evidence from qualitative survey data 0 0 0 39 0 6 7 139
Using hierarchical aggregation constraints to nowcast regional economic aggregates 1 1 1 19 2 6 8 34
Using stochastic hierarchical aggregation constraints to nowcast regional economic aggregates 0 0 0 52 2 6 9 44
Total Working Papers 30 35 88 4,147 125 530 876 9,904
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 2 7 16 77
A nonlinear panel data model of cross-sectional dependence 0 0 1 91 1 9 16 263
ARCHITECTS AS NOWCASTERS OF HOUSING CONSTRUCTION 0 0 0 3 0 8 9 37
An Indicator of Monthly GDP and an Early Estimate of Quarterly GDP Growth 0 0 0 279 4 12 19 1,115
Architects as Nowcasters of Housing Construction 0 0 0 0 0 4 5 10
Are revisions to state-level GDP data in the US well behaved? 1 1 3 3 1 11 24 24
Business Cycles and Turning Points: A Survey of Statistical Techniques 0 0 1 4 0 4 9 13
Business Cycles and Turning Points: A Survey of Statistical Techniques 0 0 0 31 0 2 2 62
CONFIDENCE AND LEADING INDICATORS: INTRODUCTION 0 0 0 0 1 2 2 18
Censored density forecasts: Production and evaluation 0 0 0 4 0 5 10 23
Combining VAR and DSGE forecast densities 0 0 0 82 0 4 14 321
Combining density forecasts 0 1 4 231 3 15 26 473
Combining forecast densities from VARs with uncertain instabilities 0 0 0 141 1 3 20 418
Communicating Data Uncertainty: Multiwave Experimental Evidence for UK GDP 0 0 0 3 3 8 11 20
Confidence and Leading Indicators: Introduction 0 0 0 0 2 3 4 7
Constructing density forecasts from quantile regressions: Multimodality in macrofinancial dynamics 0 0 1 3 1 8 19 31
Density Nowcasts and Model Combination: Nowcasting Euro-Area GDP Growth over the 2008–09 Recession 0 0 2 27 0 2 8 89
Does judgment improve macroeconomic density forecasts? 0 0 0 14 1 11 17 50
EFFICIENT AGGREGATION OF PANEL QUALITATIVE SURVEY DATA 0 0 0 0 8 18 19 98
Evaluating density forecasts: forecast combinations, model mixtures, calibration and sharpness 0 0 0 0 1 3 11 158
Evaluating, Comparing and Combining Density Forecasts Using the KLIC with an Application to the Bank of England and NIESR ‘Fan’ Charts of Inflation* 1 1 2 93 3 11 14 269
FORECASTING MANUFACTURING OUTPUT GROWTH USING FIRM‐LEVEL SURVEY DATA 1 1 1 35 2 6 9 222
Forecasting US Recessions in Real-Time Using Regional Economic Sentiment 0 0 0 0 1 2 3 3
Generalised density forecast combinations 0 0 1 49 3 8 13 151
Have UK and Eurozone Business Cycles Become More Correlated? 0 0 0 4 1 5 8 39
Have UK and Eurozone Business Cycles Become More Correlated? 0 0 0 0 0 3 7 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 1 4 7 114
Introduction: Recent Developments in Economic Forecasting 0 0 0 3 3 7 7 28
Measuring and Communicating the Uncertainty in Official Economic Statistics 0 0 1 2 4 10 14 25
Measuring and Communicating the Uncertainty in Official Economic Statistics 0 0 0 6 0 1 1 18
Measuring output gap nowcast uncertainty 0 0 0 39 0 4 12 149
Monthly GDP estimates for inter-war Britain 3 3 14 140 8 18 38 354
NOWCASTING ‘TRUE’ MONTHLY U.S. GDP DURING THE PANDEMIC 0 0 1 10 3 6 11 34
Nowcasting and predicting data revisions using panel survey data 0 0 0 32 2 6 9 102
Prudence and UK Trend Growth 0 0 0 0 0 1 1 1
Prudence and UK Trend Growth 0 0 0 0 0 1 2 6
Qualitative business surveys: signal or noise? 0 0 0 0 3 7 12 117
Quantification of Qualitative Firm-Level Survey Data 0 0 0 69 2 10 12 372
R2 Bounds for Predictive Models: What Univariate Properties Tell us About Multivariate Predictability 0 0 0 4 0 6 9 36
RECONCILED ESTIMATES AND NOWCASTS OF REGIONAL OUTPUT IN THE UK 0 0 1 2 0 2 4 8
Real-time inflation forecast densities from ensemble Phillips curves 0 0 0 33 0 5 18 159
Real‐Time Perceptions of Historical GDP Data Uncertainty 1 1 1 5 3 9 13 29
Reconciled Estimates of Monthly GDP in the United States 0 0 2 3 0 7 15 27
Reconsidering the Evidence: Are Euro Area Business Cycles Converging? 0 0 1 90 2 6 9 244
Regional Economic Sentiment: Constructing Quantitative Estimates from the Beige Book and Testing Their Ability to Forecast Recessions 1 2 5 7 8 17 29 41
Regional output growth in the United Kingdom: More timely and higher frequency estimates from 1970 0 0 4 28 4 10 23 99
The National Institute Density Forecasts of Inflation 0 0 0 9 0 4 5 34
The National Institute Density Forecasts of Inflation 0 0 0 0 3 9 12 15
The drivers of international migration to the UK: A panel‐based Bayesian model averaging approach 0 0 0 49 2 9 11 172
The use of non-normal distributions in quantifying qualitative survey data on expectations 0 0 0 56 0 7 10 310
The utility of expectational data: Firm-level evidence using matched qualitative-quantitative UK surveys 0 0 0 30 0 2 4 138
UK regional nowcasting using a mixed frequency vector auto‐regressive model with entropic tilting 0 0 0 9 0 6 11 42
Uncertainty in UK manufacturing: Evidence from qualitative survey data 0 0 0 17 0 3 8 105
Using stochastic hierarchical aggregation constraints to nowcast regional economic aggregates 0 0 0 2 1 7 9 16
WHERE ARE WE NOW? THE UK RECESSION AND NOWCASTING GDP GROWTH USING STATISTICAL MODELS 0 0 3 43 0 6 12 104
Where are we now? The UK Recession and Nowcasting GDP Growth Using Statistical Models 0 0 0 1 0 2 4 9
Total Journal Articles 8 10 49 1,820 88 366 647 6,910

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 0 8 20 1 8 22 49
Recent Developments in Density Forecasting 0 0 0 0 1 6 8 15
Total Chapters 0 0 8 20 2 14 30 64
1 registered items for which data could not be found
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