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 2 3 5 285
A Nonlinear Panel Data Model of Cross-sectional Dependence 0 0 0 21 0 0 0 60
A Nonlinear Panel Model of Cross-sectional Dependence 0 0 0 2 1 2 4 17
Are Revisions to State-Level GDP Data in the US Well Behaved? 0 1 25 25 1 2 18 18
Bayesian Modeling of TVP-VARs Using Regression Trees 2 2 3 113 8 10 17 64
Bayesian Modeling of Time-Varying Parameters Using Regression Trees 1 1 2 90 3 3 6 45
Bayesian Modelling of TVP-VARs Using Regression Trees 0 0 0 0 3 4 8 59
Censored Density Forecasts: Production and Evaluation 0 0 0 22 1 1 4 31
Combining Forecast Densities from VARs with Uncertain Instabilities 0 0 0 39 1 1 1 138
Combining VAR and DSGE forecast densities 0 0 0 233 1 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 1 32 0 2 7 119
Communicating Data Uncertainty: Multi-Wave Experimental Evidence for U.K. GDP 0 0 0 2 1 1 3 16
Communicating Data Uncertainty: Multi-Wave Experimental Evidence for U.K. GDP 0 0 0 3 1 2 3 14
Communicating Data Uncertainty: Multi-Wave Experimental Evidence for UK GDP 0 0 1 5 0 1 5 20
Constructing Density Forecasts from Quantile Regressions: Multimodality in Macro-Financial Dynamics 0 1 2 35 4 5 7 66
Deep Neural Network Estimation in Panel Data Models 0 0 0 26 0 0 6 33
Deep Neural Network Estimation in Panel Data Models 0 0 4 8 4 4 13 29
Efficient Aggregation of Panel Qualitative Survey Data 0 0 0 74 1 2 2 151
Generalised Density Forecast Combinations 0 0 0 119 1 1 1 180
Generalised density forecast combinations 0 0 0 44 2 2 5 106
Incorporating Short Data into Large Mixed-Frequency VARs for Regional Nowcasting 0 0 4 28 1 3 17 35
Incorporating Short Data into Large Mixed-Frequency VARs for Regional Nowcasting 0 0 1 9 1 2 5 21
Insights into Business Confidence from Firm-Level Panel Data 0 0 1 89 1 4 7 437
Macro Modelling with Many Models 0 0 0 108 5 6 7 103
Macro modelling with many models 0 0 0 200 6 10 15 407
Measuring Data Uncertainty: An Application using the Bank of England's "Fan Charts" for Historical GDP Growth 0 0 0 25 3 4 5 115
Measuring Output Gap Nowcast Uncertainty 0 0 0 85 3 5 9 245
Measuring Output Gap Uncertainty 0 0 0 20 0 0 1 120
Measuring Output Gap Uncertainty 0 0 0 106 0 0 1 345
Measuring Output Gap Uncertainty 0 0 0 54 0 0 1 110
Measuring output gap uncertainty 0 0 0 79 3 4 6 199
Monthly GDP Estimates for Inter-War Britain 0 0 2 145 0 0 4 480
Monthly GDP Estimates for Inter-War Britain 0 0 0 102 1 2 2 168
Monthly GDP Growth Estimates for the U.S. States 0 0 5 5 4 6 20 20
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 0 1 4 10
Mortality in the British Panel Household Survey: a Test of a Standard Treatment for Non-Response 0 0 0 18 2 2 3 33
Nowcasting 'true' monthly US GDP during the pandemic 0 0 0 60 0 1 2 88
Nowcasting and predicting data revisions in real time using qualitative panel survey data 0 0 0 92 2 4 7 313
Optimal combination of density forecasts 0 0 0 96 1 2 3 224
Poverty and Debt 0 0 0 65 3 6 6 388
Practice Makes Perfect: Learning Effects with Household Point and Density Forecasts of Inflation 0 0 10 12 3 4 31 35
Predictive Density Combination Using a Tree-Based Synthesis Function 0 0 0 9 1 2 4 12
Predictive Density Combination Using a Tree-Based Synthesis Function 0 0 0 17 1 3 7 20
Predictive Density Combination Using a Tree-Based Synthesis Function 0 0 0 10 0 1 4 19
Qualitative Business Surveys: Signal or Noise? 0 0 0 28 1 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 2 4 5 41
Quantification of qualitative firm-level survey data 0 0 0 112 1 1 3 354
R2 bounds for predictive models: what univariate properties tell us about multivariate predictability 0 0 1 64 1 1 3 73
Real-time Inflation Forecast Densities from Ensemble Phillips Curves 0 0 0 74 0 0 3 136
Real-time Inflation Forecast Densities from Ensemble Phillips Curves 0 0 0 133 2 3 5 370
Reconciled Estimates of Monthly GDP in the US 0 0 1 48 0 0 6 119
Reconciled Estimates of Monthly GDP in the US 0 0 0 9 1 1 5 29
Reconsidering the evidence: Are Eurozone business cycles converging 0 0 1 42 3 5 8 201
Reconsidering the evidence: are Eurozone business cycles converging? 0 0 0 120 1 2 4 334
Regional Output Growth in the United Kingdom: More Timely and Higher Frequency Estimates, 1970-2017 0 0 2 104 1 8 15 165
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 3 125
The Distributional Predictive Content of Measures of Inflation Expectations 1 1 1 12 1 2 3 13
The Effects of Interest Rate Increases on Consumers' Inflation Expectations: The Roles of Informedness and Compliance 0 0 0 17 3 5 9 36
The Effects of Interest Rate Increases on Consumers’ Inflation Expectations: The Roles of Informedness and Compliance 0 0 1 5 3 3 4 16
The Evolution of Forecast Density Combinations in Economics 2 2 5 140 12 16 27 250
The FOMC versus the Staff: Do Policymakers Add Value in Their Tales? 0 0 0 31 2 3 7 26
The Rationality and Reliability of Expectations Reported by British Households: Micro Evidence from the British Household Panel Survey 0 0 0 20 2 4 5 65
The rationality and reliability of expectations reported by British households: micro evidence from the British household panel survey 0 0 3 98 0 1 9 276
The utility of expectational data: Firm-level evidence using matched qualitative-quantitative UK surveys 0 0 0 32 1 1 1 68
UK Regional Nowcasting using a Mixed Frequency Vector Autoregressive Model 0 0 1 120 2 2 5 102
UK regional nowcasting using a mixed frequency vector autoregressive model 0 0 1 69 0 0 3 116
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 0 2 3 28
Using stochastic hierarchical aggregation constraints to nowcast regional economic aggregates 0 0 0 52 1 2 4 38
Total Working Papers 6 8 78 4,112 116 189 439 9,374
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 14 70
A nonlinear panel data model of cross-sectional dependence 0 1 1 91 3 5 7 254
ARCHITECTS AS NOWCASTERS OF HOUSING CONSTRUCTION 0 0 0 3 0 1 1 29
An Indicator of Monthly GDP and an Early Estimate of Quarterly GDP Growth 0 0 0 279 2 5 14 1,103
Architects as Nowcasters of Housing Construction 0 0 0 0 1 1 2 6
Are revisions to state-level GDP data in the US well behaved? 1 2 2 2 7 12 13 13
Business Cycles and Turning Points: A Survey of Statistical Techniques 0 0 0 31 0 0 0 60
Business Cycles and Turning Points: A Survey of Statistical Techniques 0 0 2 4 1 2 6 9
CONFIDENCE AND LEADING INDICATORS: INTRODUCTION 0 0 0 0 0 0 1 16
Censored density forecasts: Production and evaluation 0 0 0 4 4 4 6 18
Combining VAR and DSGE forecast densities 0 0 0 82 2 9 10 317
Combining density forecasts 0 1 4 230 4 8 14 458
Combining forecast densities from VARs with uncertain instabilities 0 0 0 141 4 12 18 415
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 1 3 14 23
Density Nowcasts and Model Combination: Nowcasting Euro-Area GDP Growth over the 2008–09 Recession 0 1 3 27 1 4 8 87
Does judgment improve macroeconomic density forecasts? 0 0 0 14 2 4 6 39
EFFICIENT AGGREGATION OF PANEL QUALITATIVE SURVEY DATA 0 0 0 0 1 1 1 80
Evaluating density forecasts: forecast combinations, model mixtures, calibration and sharpness 0 0 0 0 3 6 9 155
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 1 2 6 258
FORECASTING MANUFACTURING OUTPUT GROWTH USING FIRM‐LEVEL SURVEY DATA 0 0 0 34 2 2 3 216
Forecasting US Recessions in Real-Time Using Regional Economic Sentiment 0 0 0 0 1 1 1 1
Generalised density forecast combinations 0 1 1 49 2 4 6 143
Have UK and Eurozone Business Cycles Become More Correlated? 0 0 0 0 3 3 4 8
Have UK and Eurozone Business Cycles Become More Correlated? 0 0 0 4 1 2 4 34
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 2 3 110
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 6 0 0 0 17
Measuring and Communicating the Uncertainty in Official Economic Statistics 0 0 1 2 1 1 4 15
Measuring output gap nowcast uncertainty 0 0 0 39 3 7 8 145
Monthly GDP estimates for inter-war Britain 1 1 14 137 3 3 27 336
NOWCASTING ‘TRUE’ MONTHLY U.S. GDP DURING THE PANDEMIC 0 0 1 10 1 2 7 28
Nowcasting and predicting data revisions using panel survey data 0 0 0 32 1 2 3 96
Prudence and UK Trend Growth 0 0 0 0 0 0 0 0
Prudence and UK Trend Growth 0 0 0 0 1 1 3 5
Qualitative business surveys: signal or noise? 0 0 0 0 2 5 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 1 1 6 30
RECONCILED ESTIMATES AND NOWCASTS OF REGIONAL OUTPUT IN THE UK 0 0 1 2 1 1 2 6
Real-time inflation forecast densities from ensemble Phillips curves 0 0 1 33 2 7 14 154
Real‐Time Perceptions of Historical GDP Data Uncertainty 0 0 0 4 2 2 5 20
Reconciled Estimates of Monthly GDP in the United States 1 1 2 3 4 5 10 20
Reconsidering the Evidence: Are Euro Area Business Cycles Converging? 0 0 2 90 1 1 6 238
Regional Economic Sentiment: Constructing Quantitative Estimates from the Beige Book and Testing Their Ability to Forecast Recessions 1 1 3 5 6 8 12 24
Regional output growth in the United Kingdom: More timely and higher frequency estimates from 1970 1 3 5 28 2 7 15 89
The National Institute Density Forecasts of Inflation 0 0 0 9 1 1 2 30
The National Institute Density Forecasts of Inflation 0 0 0 0 2 3 3 6
The drivers of international migration to the UK: A panel‐based Bayesian model averaging approach 0 0 0 49 1 2 2 163
The use of non-normal distributions in quantifying qualitative survey data on expectations 0 0 0 56 2 3 3 303
The utility of expectational data: Firm-level evidence using matched qualitative-quantitative UK surveys 0 0 0 30 2 2 2 136
UK regional nowcasting using a mixed frequency vector auto‐regressive model with entropic tilting 0 0 0 9 1 4 10 36
Uncertainty in UK manufacturing: Evidence from qualitative survey data 0 0 0 17 4 5 5 102
Using stochastic hierarchical aggregation constraints to nowcast regional economic aggregates 0 0 2 2 1 2 8 9
WHERE ARE WE NOW? THE UK RECESSION AND NOWCASTING GDP GROWTH USING STATISTICAL MODELS 0 0 3 43 1 1 6 98
Where are we now? The UK Recession and Nowcasting GDP Growth Using Statistical Models 0 0 0 1 2 2 2 7
Total Journal Articles 5 12 52 1,810 97 179 349 6,544

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 3 5 10 20 5 9 17 41
Recent Developments in Density Forecasting 0 0 0 0 1 2 2 9
Total Chapters 3 5 10 20 6 11 19 50
1 registered items for which data could not be found
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