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 0 0 3 282
A Nonlinear Panel Data Model of Cross-sectional Dependence 0 0 0 21 0 0 2 60
A Nonlinear Panel Model of Cross-sectional Dependence 0 0 1 2 1 1 4 15
Are Revisions to State-Level GDP Data in the US Well Behaved? 0 11 24 24 0 8 15 15
Bayesian Modeling of TVP-VARs Using Regression Trees 0 0 2 111 0 0 8 54
Bayesian Modeling of Time-Varying Parameters Using Regression Trees 0 0 2 89 0 1 5 41
Bayesian Modelling of TVP-VARs Using Regression Trees 0 0 0 0 1 1 3 54
Censored Density Forecasts: Production and Evaluation 0 0 0 22 0 1 4 30
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 1 305
Combining forecast densities from VARs with uncertain instabilities 0 0 0 71 0 0 2 188
Communicating Data Uncertainty: Experimental Evidence for U.K. GDP 0 0 1 32 0 0 5 116
Communicating Data Uncertainty: Multi-Wave Experimental Evidence for U.K. GDP 0 0 0 3 0 1 2 12
Communicating Data Uncertainty: Multi-Wave Experimental Evidence for U.K. GDP 0 0 0 2 0 0 3 15
Communicating Data Uncertainty: Multi-Wave Experimental Evidence for UK GDP 0 1 2 5 0 2 5 18
Constructing Density Forecasts from Quantile Regressions: Multimodality in Macro-Financial Dynamics 0 0 1 34 0 0 4 61
Deep Neural Network Estimation in Panel Data Models 1 1 3 7 2 3 9 23
Deep Neural Network Estimation in Panel Data Models 0 0 0 26 0 1 9 32
Efficient Aggregation of Panel Qualitative Survey Data 0 0 0 74 0 0 0 149
Generalised Density Forecast Combinations 0 0 0 119 0 0 0 179
Generalised density forecast combinations 0 0 1 44 1 2 5 104
Incorporating Short Data into Large Mixed-Frequency VARs for Regional Nowcasting 0 1 1 9 0 1 2 18
Incorporating Short Data into Large Mixed-Frequency VARs for Regional Nowcasting 0 0 5 28 1 2 13 28
Insights into Business Confidence from Firm-Level Panel Data 0 0 2 89 0 1 4 433
Macro Modelling with Many Models 0 0 0 108 0 0 0 96
Macro modelling with many models 0 0 0 200 0 0 5 395
Measuring Data Uncertainty: An Application using the Bank of England's "Fan Charts" for Historical GDP Growth 0 0 2 25 0 0 6 111
Measuring Output Gap Nowcast Uncertainty 0 0 1 85 0 0 4 239
Measuring Output Gap Uncertainty 0 0 0 106 0 0 0 344
Measuring Output Gap Uncertainty 0 0 0 20 0 0 2 120
Measuring Output Gap Uncertainty 0 0 0 54 0 0 1 109
Measuring output gap uncertainty 0 0 0 79 0 1 2 195
Monthly GDP Estimates for Inter-War Britain 0 0 0 102 0 0 0 166
Monthly GDP Estimates for Inter-War Britain 0 1 2 145 1 2 4 480
Monthly GDP Growth Estimates for the U.S. States 0 1 5 5 2 8 14 14
Monthly and Quarterly GDP Estimates for Interwar Britain 0 0 0 143 0 0 1 289
Monthly and quarterly GDP estimates for interwar Britain 0 0 0 1 1 2 3 9
Mortality in the British Panel Household Survey: a Test of a Standard Treatment for Non-Response 0 0 0 18 1 1 1 31
Nowcasting 'true' monthly US GDP during the pandemic 0 0 0 60 1 1 3 87
Nowcasting and predicting data revisions in real time using qualitative panel survey data 0 0 1 92 0 0 3 308
Optimal combination of density forecasts 0 0 0 96 0 0 2 222
Poverty and Debt 0 0 0 65 0 0 3 382
Practice Makes Perfect: Learning Effects with Household Point and Density Forecasts of Inflation 0 0 12 12 2 4 29 29
Predictive Density Combination Using a Tree-Based Synthesis Function 0 0 0 17 0 1 4 16
Predictive Density Combination Using a Tree-Based Synthesis Function 0 0 0 10 0 0 4 18
Predictive Density Combination Using a Tree-Based Synthesis Function 0 0 0 9 0 0 3 10
Qualitative Business Surveys: Signal or Noise? 0 0 0 28 1 1 2 75
Qualitative Expectational Data as Predictors of Income and Consumption Growth: Micro Evidence from the British Household Panel Survey 0 0 0 12 0 1 1 37
Quantification of qualitative firm-level survey data 0 0 0 112 0 0 2 353
R2 bounds for predictive models: what univariate properties tell us about multivariate predictability 0 0 1 64 0 0 2 71
Real-time Inflation Forecast Densities from Ensemble Phillips Curves 0 0 0 74 0 0 4 136
Real-time Inflation Forecast Densities from Ensemble Phillips Curves 0 0 0 133 0 0 2 367
Reconciled Estimates of Monthly GDP in the US 0 0 0 9 0 1 5 27
Reconciled Estimates of Monthly GDP in the US 0 0 0 47 0 2 5 117
Reconsidering the evidence: Are Eurozone business cycles converging 0 0 1 42 0 1 2 195
Reconsidering the evidence: are Eurozone business cycles converging? 0 0 0 120 1 1 3 332
Regional Output Growth in the United Kingdom: More Timely and Higher Frequency Estimates, 1970-2017 0 0 3 104 0 3 14 156
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 1 1 11
The Effects of Interest Rate Increases on Consumers' Inflation Expectations: The Roles of Informedness and Compliance 0 0 1 17 0 2 10 31
The Effects of Interest Rate Increases on Consumers’ Inflation Expectations: The Roles of Informedness and Compliance 0 0 2 5 0 0 4 13
The Evolution of Forecast Density Combinations in Economics 0 1 4 138 2 4 14 234
The FOMC versus the Staff: Do Policymakers Add Value in Their Tales? 0 0 0 31 1 1 3 22
The Rationality and Reliability of Expectations Reported by British Households: Micro Evidence from the British Household Panel Survey 0 0 0 20 0 0 1 61
The rationality and reliability of expectations reported by British households: micro evidence from the British household panel survey 0 1 3 98 1 4 9 274
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 1 1 1 120 1 1 3 99
UK regional nowcasting using a mixed frequency vector autoregressive model 1 1 2 69 1 1 3 115
Uncertainty in UK manufacturing: evidence from qualitative survey data 0 0 0 39 0 0 1 132
Using hierarchical aggregation constraints to nowcast regional economic aggregates 0 0 0 18 0 0 3 26
Using stochastic hierarchical aggregation constraints to nowcast regional economic aggregates 0 0 1 52 1 1 3 36
Total Working Papers 3 20 88 4,102 23 70 299 9,148
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 2 13 1 1 14 63
A nonlinear panel data model of cross-sectional dependence 0 0 1 90 0 0 1 247
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 0 1 13 1,098
Architects as Nowcasters of Housing Construction 0 0 0 0 0 0 1 5
Business Cycles and Turning Points: A Survey of Statistical Techniques 0 0 2 4 0 1 3 6
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 0 0 1 16
Censored density forecasts: Production and evaluation 0 0 0 4 0 0 2 13
Combining VAR and DSGE forecast densities 0 0 0 82 1 1 3 308
Combining density forecasts 0 2 6 229 0 2 9 449
Combining forecast densities from VARs with uncertain instabilities 0 0 0 141 1 2 6 402
Communicating Data Uncertainty: Multiwave Experimental Evidence for UK GDP 0 0 1 3 2 3 7 12
Confidence and Leading Indicators: Introduction 0 0 0 0 0 0 0 3
Constructing density forecasts from quantile regressions: Multimodality in macrofinancial dynamics 0 1 3 3 2 4 18 18
Density Nowcasts and Model Combination: Nowcasting Euro-Area GDP Growth over the 2008–09 Recession 0 1 4 26 0 1 5 82
Does judgment improve macroeconomic density forecasts? 0 0 1 14 0 1 4 35
EFFICIENT AGGREGATION OF PANEL QUALITATIVE SURVEY DATA 0 0 0 0 0 0 1 79
Evaluating density forecasts: forecast combinations, model mixtures, calibration and sharpness 0 0 0 0 0 0 2 148
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 91 0 0 4 255
FORECASTING MANUFACTURING OUTPUT GROWTH USING FIRM‐LEVEL SURVEY DATA 0 0 0 34 1 1 2 214
Generalised density forecast combinations 0 0 0 48 1 1 3 139
Have UK and Eurozone Business Cycles Become More Correlated? 0 0 0 0 0 1 1 5
Have UK and Eurozone Business Cycles Become More Correlated? 0 0 0 4 1 1 2 32
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 2 108
Introduction: Recent Developments in Economic Forecasting 0 0 0 3 0 0 0 21
Measuring and Communicating the Uncertainty in Official Economic Statistics 0 1 1 2 1 2 3 14
Measuring and Communicating the Uncertainty in Official Economic Statistics 0 0 0 6 0 0 0 17
Measuring output gap nowcast uncertainty 0 0 1 39 0 0 1 137
Monthly GDP estimates for inter-war Britain 0 7 14 136 0 12 25 333
NOWCASTING ‘TRUE’ MONTHLY U.S. GDP DURING THE PANDEMIC 0 0 0 9 2 2 4 25
Nowcasting and predicting data revisions using panel survey data 0 0 0 32 0 0 1 94
Prudence and UK Trend Growth 0 0 0 0 0 0 0 0
Prudence and UK Trend Growth 0 0 0 0 0 0 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 2 361
R2 Bounds for Predictive Models: What Univariate Properties Tell us About Multivariate Predictability 0 0 0 4 2 2 8 29
RECONCILED ESTIMATES AND NOWCASTS OF REGIONAL OUTPUT IN THE UK 0 1 1 2 0 1 1 5
Real-time inflation forecast densities from ensemble Phillips curves 0 0 2 33 0 1 8 147
Real‐Time Perceptions of Historical GDP Data Uncertainty 0 0 0 4 0 1 3 18
Reconciled Estimates of Monthly GDP in the United States 0 0 0 1 0 1 3 13
Reconsidering the Evidence: Are Euro Area Business Cycles Converging? 0 1 2 90 1 2 6 237
Regional Economic Sentiment: Constructing Quantitative Estimates from the Beige Book and Testing Their Ability to Forecast Recessions 0 1 3 4 1 2 10 15
Regional output growth in the United Kingdom: More timely and higher frequency estimates from 1970 0 1 3 25 2 4 9 81
The National Institute Density Forecasts of Inflation 0 0 0 0 0 0 0 3
The National Institute Density Forecasts of Inflation 0 0 0 9 0 0 2 29
The drivers of international migration to the UK: A panel‐based Bayesian model averaging approach 0 0 0 49 0 0 1 161
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 0 30 0 0 1 134
UK regional nowcasting using a mixed frequency vector auto‐regressive model with entropic tilting 0 0 1 9 0 0 6 31
Uncertainty in UK manufacturing: Evidence from qualitative survey data 0 0 0 17 0 0 1 97
Using stochastic hierarchical aggregation constraints to nowcast regional economic aggregates 0 0 2 2 0 0 7 7
WHERE ARE WE NOW? THE UK RECESSION AND NOWCASTING GDP GROWTH USING STATISTICAL MODELS 1 3 4 43 1 5 7 97
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 1 19 56 1,795 20 57 217 6,345

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 2 12 15 1 3 18 31
Recent Developments in Density Forecasting 0 0 0 0 0 0 0 7
Total Chapters 0 2 12 15 1 3 18 38
1 registered items for which data could not be found
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