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 0 1 3 15
Are Revisions to State-Level GDP Data in the US Well Behaved? 0 0 24 24 1 1 16 16
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 1 2 6 42
Bayesian Modelling of TVP-VARs Using Regression Trees 0 0 0 0 1 2 4 55
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 1 1 3 189
Communicating Data Uncertainty: Experimental Evidence for U.K. GDP 0 0 1 32 1 1 6 117
Communicating Data Uncertainty: Multi-Wave Experimental Evidence for U.K. GDP 0 0 0 3 0 0 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 0 1 5 1 1 4 19
Constructing Density Forecasts from Quantile Regressions: Multimodality in Macro-Financial Dynamics 0 0 1 34 0 0 2 61
Deep Neural Network Estimation in Panel Data Models 1 2 4 8 2 4 11 25
Deep Neural Network Estimation in Panel Data Models 0 0 0 26 1 1 9 33
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 0 44 0 2 3 104
Incorporating Short Data into Large Mixed-Frequency VARs for Regional Nowcasting 0 1 1 9 1 2 3 19
Incorporating Short Data into Large Mixed-Frequency VARs for Regional Nowcasting 0 0 5 28 4 5 17 32
Insights into Business Confidence from Firm-Level Panel Data 0 0 1 89 0 1 3 433
Macro Modelling with Many Models 0 0 0 108 1 1 1 97
Macro modelling with many models 0 0 0 200 2 2 7 397
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 1 1 5 240
Measuring Output Gap Uncertainty 0 0 0 54 1 1 1 110
Measuring Output Gap Uncertainty 0 0 0 106 1 1 1 345
Measuring Output Gap Uncertainty 0 0 0 20 0 0 2 120
Measuring output gap uncertainty 0 0 0 79 0 0 2 195
Monthly GDP Estimates for Inter-War Britain 0 1 2 145 0 2 4 480
Monthly GDP Estimates for Inter-War Britain 0 0 0 102 0 0 0 166
Monthly GDP Growth Estimates for the U.S. States 0 0 5 5 0 5 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 0 1 3 9
Mortality in the British Panel Household Survey: a Test of a Standard Treatment for Non-Response 0 0 0 18 0 1 1 31
Nowcasting 'true' monthly US GDP during the pandemic 0 0 0 60 0 1 3 87
Nowcasting and predicting data revisions in real time using qualitative panel survey data 0 0 1 92 1 1 4 309
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 5 31 31
Predictive Density Combination Using a Tree-Based Synthesis Function 0 0 0 10 0 0 3 18
Predictive Density Combination Using a Tree-Based Synthesis Function 0 0 0 9 0 0 3 10
Predictive Density Combination Using a Tree-Based Synthesis Function 0 0 0 17 1 1 5 17
Qualitative Business Surveys: Signal or Noise? 0 0 0 28 1 2 3 76
Qualitative Expectational Data as Predictors of Income and Consumption Growth: Micro Evidence from the British Household Panel Survey 0 0 0 12 0 0 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 1 1 3 72
Real-time Inflation Forecast Densities from Ensemble Phillips Curves 0 0 0 133 0 0 2 367
Real-time Inflation Forecast Densities from Ensemble Phillips Curves 0 0 0 74 0 0 3 136
Reconciled Estimates of Monthly GDP in the US 0 0 0 9 1 2 5 28
Reconciled Estimates of Monthly GDP in the US 1 1 1 48 2 4 7 119
Reconsidering the evidence: Are Eurozone business cycles converging 0 0 1 42 1 1 3 196
Reconsidering the evidence: are Eurozone business cycles converging? 0 0 0 120 0 1 3 332
Regional Output Growth in the United Kingdom: More Timely and Higher Frequency Estimates, 1970-2017 0 0 3 104 1 2 11 157
Should we be surprised by the unreliability of real-time output gap estimates? Density estimates for the Euro area 0 0 0 39 1 1 1 123
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 1 9 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 3 138 0 4 13 234
The FOMC versus the Staff: Do Policymakers Add Value in Their Tales? 0 0 0 31 1 2 4 23
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 0 3 98 1 4 10 275
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 1 1 120 1 2 4 100
UK regional nowcasting using a mixed frequency vector autoregressive model 0 1 2 69 1 2 4 116
Uncertainty in UK manufacturing: evidence from qualitative survey data 0 0 0 39 1 1 2 133
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 0 1 3 36
Total Working Papers 2 8 86 4,104 37 80 317 9,185
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 1 11 63
A nonlinear panel data model of cross-sectional dependence 0 0 1 90 2 2 3 249
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 12 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 1 1 4 7
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 1 1 3 14
Combining VAR and DSGE forecast densities 0 0 0 82 0 1 1 308
Combining density forecasts 0 0 3 229 1 1 7 450
Combining forecast densities from VARs with uncertain instabilities 0 0 0 141 1 3 7 403
Communicating Data Uncertainty: Multiwave Experimental Evidence for UK GDP 0 0 1 3 0 2 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 5 20 20
Density Nowcasts and Model Combination: Nowcasting Euro-Area GDP Growth over the 2008–09 Recession 0 1 4 26 1 2 6 83
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 1 1 3 149
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 92 1 1 4 256
FORECASTING MANUFACTURING OUTPUT GROWTH USING FIRM‐LEVEL SURVEY DATA 0 0 0 34 0 1 1 214
Generalised density forecast combinations 0 0 0 48 0 1 2 139
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 0 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 0 0 6 0 0 0 17
Measuring and Communicating the Uncertainty in Official Economic Statistics 0 0 1 2 0 1 3 14
Measuring output gap nowcast uncertainty 0 0 1 39 1 1 2 138
Monthly GDP estimates for inter-war Britain 0 3 13 136 0 5 24 333
NOWCASTING ‘TRUE’ MONTHLY U.S. GDP DURING THE PANDEMIC 1 1 1 10 1 3 5 26
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 1 1 3 362
R2 Bounds for Predictive Models: What Univariate Properties Tell us About Multivariate Predictability 0 0 0 4 0 2 7 29
RECONCILED ESTIMATES AND NOWCASTS OF REGIONAL OUTPUT IN THE UK 0 0 1 2 0 0 1 5
Real-time inflation forecast densities from ensemble Phillips curves 0 0 1 33 0 1 7 147
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 1 1 1 2 2 2 5 15
Reconsidering the Evidence: Are Euro Area Business Cycles Converging? 0 0 2 90 0 1 6 237
Regional Economic Sentiment: Constructing Quantitative Estimates from the Beige Book and Testing Their Ability to Forecast Recessions 0 0 3 4 1 2 11 16
Regional output growth in the United Kingdom: More timely and higher frequency estimates from 1970 0 0 2 25 1 4 8 82
The National Institute Density Forecasts of Inflation 0 0 0 9 0 0 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 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 1 1 7 32
Uncertainty in UK manufacturing: Evidence from qualitative survey data 0 0 0 17 0 0 0 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 0 3 3 43 0 4 6 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 3 11 49 1,798 19 57 217 6,364

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 1 11 15 1 3 16 32
Recent Developments in Density Forecasting 0 0 0 0 0 0 0 7
Total Chapters 0 1 11 15 1 3 16 39
1 registered items for which data could not be found
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