James Mitchell : Citation Profile


Are you James Mitchell?

16

H index

22

i10 index

981

Citations

RESEARCH PRODUCTION:

31

Articles

47

Papers

RESEARCH ACTIVITY:

   18 years (2002 - 2020). See details.
   Cites by year: 54
   Journals where James Mitchell has often published
   Relations with other researchers
   Recent citing documents: 70.    Total self citations: 37 (3.63 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pmi127
   Updated: 2021-02-20    RAS profile: 2021-02-01    
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Relations with other researchers


Works with:

McIntyre, Stuart (8)

Koop, Gary (7)

Galvão, Ana (5)

Poon, Aubrey (5)

wright, stephen (3)

Authors registered in RePEc who have co-authored more than one work in the last five years with James Mitchell.

Is cited by:

Ravazzolo, Francesco (90)

Claveria, Oscar (53)

Rossi, Barbara (43)

Casarin, Roberto (39)

van Dijk, Herman (31)

Proietti, Tommaso (23)

Aastveit, Knut Are (23)

Thorsrud, Leif (21)

van Dijk, Dick (20)

Marczak, Martyna (18)

Pettenuzzo, Davide (17)

Cites to:

Vahey, Shaun (43)

Clements, Michael (28)

Wallis, Kenneth (27)

Pesaran, M (24)

Croushore, Dean (21)

Clark, Todd (20)

Koop, Gary (18)

Watson, Mark (18)

Ravazzolo, Francesco (17)

Giacomini, Raffaella (17)

Diebold, Francis (16)

Main data


Where James Mitchell has published?


Journals with more than one article published# docs
National Institute Economic Review5
Economic Journal3
Journal of the Royal Statistical Society Series A3
International Journal of Forecasting3
Journal of Applied Econometrics3
Economics Letters2
Oxford Bulletin of Economics and Statistics2
Journal of Econometrics2

Working Papers Series with more than one paper published# docs
EMF Research Papers / Economic Modelling and Forecasting Group14
Economic Statistics Centre of Excellence (ESCoE) Discussion Papers / Economic Statistics Centre of Excellence (ESCoE)5

Recent works citing James Mitchell (2021 and 2020)


YearTitle of citing document
2020A Scoring Rule for Factor and Autoregressive Models Under Misspecification. (2020). Corradin, Fausto ; Casarin, Roberto ; Wong, Wing-Keung ; Sartore, Nguyen Domenico ; Ravazzolo, Francesco. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:24:y:2020:i:2:p:66-103.

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2020Model Averaging and Its Use in Economics. (2020). , Mark. In: Journal of Economic Literature. RePEc:aea:jeclit:v:58:y:2020:i:3:p:644-719.

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2020Examining the drivers of business cycle divergence between Euro Area and Romania. (2020). Jianu, Ionut. In: Theoretical and Applied Economics. RePEc:agr:journl:v:2(623):y:2020:i:2(623):p:19-32.

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2020A Scoring Rule for Factor and Autoregressive Models Under Misspecification. (2020). Wong, Wing-Keung ; Sartore, Nguyen Domenico ; Ravazzolo, Francesco ; Corradin, Fausto ; Casarin, Roberto. In: International Association of Decision Sciences. RePEc:ahq:wpaper:v:24:y:2020:i:2:p:66-103.

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2020“Measuring and assessing economic uncertainty”. (2020). Claveria, Oscar. In: AQR Working Papers. RePEc:aqr:wpaper:202003.

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2020Bayesian MIDAS Penalized Regressions: Estimation, Selection, and Prediction. (2019). Mogliani, Matteo. In: Papers. RePEc:arx:papers:1903.08025.

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2020Predictive properties of forecast combination, ensemble methods, and Bayesian predictive synthesis. (2019). McAlinn, Kenichiro ; Takanashi, Kosaku. In: Papers. RePEc:arx:papers:1911.08662.

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2020The Murphy Decomposition and the Calibration-Resolution Principle: A New Perspective on Forecast Evaluation. (2020). Pohle, Marc-Oliver. In: Papers. RePEc:arx:papers:2005.01835.

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2020Examining the drivers of business cycle divergence between Euro Area and Romania. (2020). Jianu, Ionut. In: Papers. RePEc:arx:papers:2007.11407.

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2020Measuring the Effectiveness of US Monetary Policy during the COVID-19 Recession. (2020). Pfarrhofer, Michael ; Huber, Florian ; Feldkircher, Martin. In: Papers. RePEc:arx:papers:2007.15419.

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2020Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs. (2020). Pfarrhofer, Michael ; Huber, Florian ; Schreiner, Josef ; Onorante, Luca ; Koop, Gary. In: Papers. RePEc:arx:papers:2008.12706.

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2020Optimal probabilistic forecasts: When do they work?. (2020). Loaiza Maya, Rubén ; Frazier, David T ; Loaiza-Maya, Rub'En ; Martin, Gael M ; Hassan, Andr'Es Ram'Irez ; Maneesoonthorn, Worapree. In: Papers. RePEc:arx:papers:2009.09592.

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2020Synchronization of Prefectural Business Cycles in Japan 1978-2018. (2020). Onozaki, Tamotsu ; Muto, Makoto ; Saiki, Yoshitaka. In: Papers. RePEc:arx:papers:2010.08835.

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2020Capturing GDP nowcast uncertainty in real time. (2020). Labonne, Paul. In: Papers. RePEc:arx:papers:2012.02601.

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2021On the Aggregation of Probability Assessments: Regularized Mixtures of Predictive Densities for Eurozone Inflation and Real Interest Rates. (2021). Shin, Minchul ; Diebold, Francis X ; Zhang, Boyuan. In: Papers. RePEc:arx:papers:2012.11649.

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2020Can news help measure economic sentiment? An application in COVID-19 times. (2020). Urtasun, Alberto ; Pacce, Matias ; Ghirelli, Corinna ; Aguilar, Pablo. In: Working Papers. RePEc:bde:wpaper:2027.

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2020From Fixed-Event to Fixed-Horizon Density Forecasts: Obtaining Measures of Multi-Horizon Uncertainty from Survey Density Forecasts. (2020). Sekhposyan, Tatevik ; Rossi, Barbara ; Ganics, Gergely. In: Working Papers. RePEc:bge:wpaper:1142.

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2020Temporal disaggregation of overlapping noisy quarterly data: estimation of monthly output from UK value‐added tax data. (2020). Weale, Martin ; Labonne, Paul. In: Journal of the Royal Statistical Society Series A. RePEc:bla:jorssa:v:183:y:2020:i:3:p:1211-1230.

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2020Time-Varying Trend Models for Forecasting Inflation in Australia. (2020). Cross, Jamie ; Zhang, BO ; Guo, NA. In: Working Papers. RePEc:bny:wpaper:0092.

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2020Can Alternative Data Improve the Accuracy of Dynamic Factor Model Nowcasts?. (2020). Cristea, R G. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:20108.

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2020Macroeconomics, Nonlinearities, and the Business Cycle. (2020). Reif, Magnus. In: ifo Beiträge zur Wirtschaftsforschung. RePEc:ces:ifobei:87.

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2020Back testing fan charts of activity and inflation: the Chilean case. (2020). Gatty, Andres ; Fornero, Jorge. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:881.

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2020Does Scientific Uncertainty in News Articles Affect Readers’ Trust and Decision-Making?. (2020). Jucks, Regina ; Hendriks, Friederike. In: Media and Communication. RePEc:cog:meanco:v:8:y:2020:i:2:p:401-412.

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2020From Fixed-event to Fixed-horizon Density Forecasts: Obtaining Measures of Multi-horizon Uncertainty from Survey Density Forecasts. (2020). Sekhposyan, Tatevik ; Rossi, Barbara ; Ganics, Gergely. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14267.

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2020Forecasting in the Presence of Instabilities: How Do We Know Whether Models Predict Well and How to Improve Them. (2020). Rossi, Barbara. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14472.

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2020Exchange rate predictive densities and currency risks: A quantile regression approach. (2020). Joseph, Niango Ange. In: EconomiX Working Papers. RePEc:drm:wpaper:2020-16.

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2020Density forecast combinations: the real-time dimension. (2020). Warne, Anders ; McAdam, Peter. In: Working Paper Series. RePEc:ecb:ecbwps:20202378.

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2020Does the Phillips curve help to forecast euro area inflation?. (2020). BOBEICA, Elena ; Babura, Marta. In: Working Paper Series. RePEc:ecb:ecbwps:20202471.

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2020The contribution of intraday jumps to forecasting the density of returns. (2020). Sevi, Benoit ; Ielpo, Florian ; Chorro, Christophe. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:113:y:2020:i:c:s0165188920300233.

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2020Computationally efficient inference in large Bayesian mixed frequency VARs. (2020). Poon, Aubrey ; Koop, Gary ; Gefang, Deborah. In: Economics Letters. RePEc:eee:ecolet:v:191:y:2020:i:c:s0165176520301014.

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2020Partially censored posterior for robust and efficient risk evaluation. (2020). Hoogerheide, Lennart ; Borowska, Agnieszka ; van Dijk, Herman K ; Koopman, Siem Jan. In: Journal of Econometrics. RePEc:eee:econom:v:217:y:2020:i:2:p:335-355.

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2020The Multivariate Linear Prediction Problem: Model-Based and Direct Filtering Solutions. (2020). Wildi, Marc ; McElroy, Tucker S. In: Econometrics and Statistics. RePEc:eee:ecosta:v:14:y:2020:i:c:p:112-130.

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2021Quantitative portfolio selection: Using density forecasting to find consistent portfolios. (2021). Beasley, John ; Meade, N ; Adcock, C J. In: European Journal of Operational Research. RePEc:eee:ejores:v:288:y:2021:i:3:p:1053-1067.

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2020The response of CO2 emissions to the business cycle: New evidence for the U.S.. (2020). Klarl, Torben. In: Energy Economics. RePEc:eee:eneeco:v:85:y:2020:i:c:s014098831930355x.

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2020Forecast combinations for value at risk and expected shortfall. (2020). Taylor, James W. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:2:p:428-441.

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2020Comparing density forecasts in a risk management context. (2020). Fang, Hao ; Diks, Cees. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:2:p:531-551.

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2020Forecasting commodity prices out-of-sample: Can technical indicators help?. (2020). Wang, Yudong ; Wu, Chongfeng ; Liu, LI. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:2:p:666-683.

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2020A three-frequency dynamic factor model for nowcasting Canadian provincial GDP growth. (2020). Cheung, Calista ; Chernis, Tony ; Velasco, Gabriella. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:3:p:851-872.

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2020Stochastic volatility models with ARMA innovations: An application to G7 inflation forecasts. (2020). Chan, Joshua ; Cross, Jamie L ; Zhang, BO. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:4:p:1318-1328.

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2020A strategic predictive distribution for tests of probabilistic calibration. (2020). Taylor, James W. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:4:p:1380-1388.

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2020Price-setting and economic slack: Evidence from firm-level survey data. (2020). Frohm, Erik. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:65:y:2020:i:c:s0164070420301610.

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2020Sovereign spreads in the Euro area: Cross border transmission and macroeconomic implications. (2020). Bahaj, Saleem. In: Journal of Monetary Economics. RePEc:eee:moneco:v:110:y:2020:i:c:p:116-135.

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2020Real-Time Density Nowcasts of US Inflation: A Model-Combination Approach. (2020). Zaman, Saeed ; Knotek, Edward. In: Working Papers. RePEc:fip:fedcwq:88961.

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2020Time-varying Uncertainty of the Federal Reserve’s Output Gap Estimate. (2020). Berge, Travis J. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2020-12.

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2020Forecast Accuracy Matters for Hurricane Damage. (2020). Martinez, Andrew. In: Econometrics. RePEc:gam:jecnmx:v:8:y:2020:i:2:p:18-:d:357835.

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2020Forecast Accuracy Matters for Hurricane Damages. (2020). Martinez, Andrew. In: Working Papers. RePEc:gwc:wpaper:2020-003.

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2020Modelling Returns in US Housing Prices – You’re the One for Me, Fat Tails. (2020). Österholm, Pär ; Osterholm, Par ; Nguyen, Hoang ; Kiss, Tamas. In: Working Papers. RePEc:hhs:oruesi:2020_013.

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2020A Review of Probabilistic Opinion Pooling Algorithms with Application to Insider Threat Detection. (2020). Buede, Dennis M ; Ronald, ; Beekman, Jared A. In: Decision Analysis. RePEc:inm:ordeca:v:17:y:2020:i:1:p:39-55.

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2020Measuring and assessing economic uncertainty. (2020). Claveria, Oscar. In: IREA Working Papers. RePEc:ira:wpaper:202011.

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2020The effects of trade deficit on output and employment: evidence from the U.S.’s economy. (2020). Le, Tuan ; Baker, William . In: International Economics and Economic Policy. RePEc:kap:iecepo:v:17:y:2020:i:4:d:10.1007_s10368-020-00464-4.

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2020Analysis of the Impact of China’s GDP Data Revision on Monetary Policy from the Perspective of Uncertainty. (2020). Lv, Guangming ; Zhu, Yuhan ; Yu, Xueting. In: Emerging Markets Finance and Trade. RePEc:mes:emfitr:v:56:y:2020:i:6:p:1251-1274.

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2020Optimal probabilistic forecasts: When do they work?. (2020). Maneesoonthorn, Worapree ; Frazier, David T ; Martin, Gael M ; Loaiza-Maya, Ruben ; Hassan, Andres Ramirez. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2020-33.

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2020Real-time Probabilistic Nowcasts of UK Quarterly GDP Growth using a Mixed-Frequency Bottom-up Approach. (2020). Lopresto, Marta ; Galvao, Ana Beatriz. In: Economic Statistics Centre of Excellence (ESCoE) Discussion Papers. RePEc:nsr:escoed:escoe-dp-2020-06.

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2020Computationally Efficient Inference in Large Bayesian Mixed Frequency VARs. (2020). Poon, Aubrey ; Gefang, Deborah ; Koop, Gary. In: Economic Statistics Centre of Excellence (ESCoE) Discussion Papers. RePEc:nsr:escoed:escoe-dp-2020-07.

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2020Public Understanding of Economics and Economic Statistics. (2020). Hudson-Sharp, Nathan ; Runge, Johnny. In: Economic Statistics Centre of Excellence (ESCoE) Occasional Papers. RePEc:nsr:escoeo:escoe-op-03.

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2020The CBI Suite of Business Surveys. (2020). Mizen, Paul ; Lee, Kevin ; Mahony, Michael. In: Economic Statistics Centre of Excellence (ESCoE) Technical Reports. RePEc:nsr:escoet:escoe-tr-08.

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2020The Jobless Recovery After the 1980-1981 UK Recession. (2020). Paker, Meredith M. In: Oxford Economic and Social History Working Papers. RePEc:oxf:esohwp:_182.

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2020Measuring Residents Satisfaction Levels of Public Housing in Maiduguri Metropolis of Borno State, Nigeria. (2020). Abdullahi, Umar ; Adam, Abdul Azeez ; Tukur, Sadiq ; Baba, Habu Mallam ; Mammadi, Abubakar. In: Traektoriâ Nauki = Path of Science. RePEc:pos:journl:56-1.

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2021Uncertainty and Forecastability of Regional Output Growth in the United Kingdom: Evidence from Machine Learning. (2021). Pierdzioch, Christian ; Gupta, Rangan ; Gabauer, David ; Balcilar, Mehmet. In: Working Papers. RePEc:pre:wpaper:202111.

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2020Assessing nowcast accuracy of US GDP growth in real time: the role of booms and busts. (2020). Siliverstovs, Boriss. In: Empirical Economics. RePEc:spr:empeco:v:58:y:2020:i:1:d:10.1007_s00181-019-01704-6.

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2020Aggregate density forecasting from disaggregate components using Bayesian VARs. (2020). Cobb, Marcus. In: Empirical Economics. RePEc:spr:empeco:v:58:y:2020:i:1:d:10.1007_s00181-019-01720-6.

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2020Nowcasting Finnish real economic activity: a machine learning approach. (2020). Fornaro, Paolo ; Luomaranta, Henri. In: Empirical Economics. RePEc:spr:empeco:v:58:y:2020:i:1:d:10.1007_s00181-019-01809-y.

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2020Higher Moment Constraints for Predictive Density Combinations. (2020). Vasnev, Andrey ; Radchenko, Peter ; Pauwels, Laurent. In: Working Papers. RePEc:syb:wpbsba:2123/22140.

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2020Macroeconomic forecasting in the euro area using predictive combinations of DSGE models. (2020). Hauzenberger, Niko ; Cuaresma, Jesus Crespo ; Capek, Jan ; Reichel, Vlastimil. In: Department of Economics Working Papers. RePEc:wiw:wiwwuw:wuwp305.

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2020Order‐invariant tests for proper calibration of multivariate density forecasts. (2020). Dovern, Jonas ; Manner, Hans. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:35:y:2020:i:4:p:440-456.

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2020Composite likelihood methods for large Bayesian VARs with stochastic volatility. (2020). Koop, Gary ; Chan, Joshua ; Hou, Chenghan ; Eisenstat, Eric. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:35:y:2020:i:6:p:692-711.

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2021What can we learn from the return predictability over the business cycle?. (2021). Pan, Zhiyuan ; Liu, LI ; Wang, Yudong. In: Journal of Forecasting. RePEc:wly:jforec:v:40:y:2021:i:1:p:108-131.

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2020People, Pipelines, and Probabilities: Clarifying Significance and Uncertainty in Environmental Impact Assessments. (2020). Boyd, David R ; Satterfield, Theresa ; Gregory, Robin. In: Risk Analysis. RePEc:wly:riskan:v:40:y:2020:i:2:p:218-226.

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2020Examining the drivers of business cycle divergence between Euro Area and Romania. (2020). Jianu, Ionut. In: EconStor Open Access Articles. RePEc:zbw:espost:218859.

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2020Forecast combinations for value at risk and expected shortfall. (2020). Taylor, James W. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:2:p:428-441.

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Works by James Mitchell:


YearTitleTypeCited
2009Measuring Output Gap Uncertainty In: Birkbeck Working Papers in Economics and Finance.
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paper12
2010Measuring Output Gap Uncertainty.(2010) In: CEPR Discussion Papers.
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2009Measuring output gap uncertainty.(2009) In: Reserve Bank of New Zealand Discussion Paper Series.
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2009Real-time Inflation Forecast Densities from Ensemble Phillips Curves In: Birkbeck Working Papers in Economics and Finance.
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paper18
2011Real-time inflation forecast densities from ensemble Phillips curves.(2011) In: The North American Journal of Economics and Finance.
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article
2010Real-time Inflation Forecast Densities from Ensemble Phillips Curves.(2010) In: CAMA Working Papers.
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2018R2 bounds for predictive models: what univariate properties tell us about multivariate predictability In: Birkbeck Working Papers in Economics and Finance.
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paper2
2019R2 Bounds for Predictive Models: What Univariate Properties Tell us About Multivariate Predictability.(2019) In: Journal of Business & Economic Statistics.
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This paper has another version. Agregated cites: 2
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2008Incidence‐based estimates of life expectancy of the healthy for the UK: coherence between transition probabilities and aggregate life‐tables In: Journal of the Royal Statistical Society Series A.
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article5
2011Qualitative business surveys: signal or noise? In: Journal of the Royal Statistical Society Series A.
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article20
2020UK regional nowcasting using a mixed frequency vector auto‐regressive model with entropic tilting In: Journal of the Royal Statistical Society Series A.
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article2
2005FORECASTING MANUFACTURING OUTPUT GROWTH USING FIRM‐LEVEL SURVEY DATA In: Manchester School.
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article22
2005Evaluating, Comparing and Combining Density Forecasts Using the KLIC with an Application to the Bank of England and NIESR ‘Fan’ Charts of Inflation* In: Oxford Bulletin of Economics and Statistics.
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article92
2014Density Nowcasts and Model Combination: Nowcasting Euro-Area GDP Growth over the 2008–09 Recession In: Oxford Bulletin of Economics and Statistics.
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article12
2008Combining forecast densities from VARs with uncertain instabilities In: Working Paper.
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2010Combining forecast densities from VARs with uncertain instabilities.(2010) In: Journal of Applied Econometrics.
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2008Combining Forecast Densities from VARs with Uncertain Instabilities.(2008) In: Reserve Bank of New Zealand Discussion Paper Series.
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2009Macro modelling with many models In: Working Paper.
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paper6
2009Combining VAR and DSGE forecast densities In: Working Paper.
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2011Combining VAR and DSGE forecast densities.(2011) In: Journal of Economic Dynamics and Control.
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This paper has another version. Agregated cites: 32
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2014Generalised density forecast combinations In: Bank of England working papers.
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2015Generalised density forecast combinations.(2015) In: Journal of Econometrics.
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2014Generalised Density Forecast Combinations.(2014) In: CAMA Working Papers.
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2013Generalised Density Forecast Combinations.(2013) In: EMF Research Papers.
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2009Monthly and Quarterly GDP Estimates for Interwar Britain In: Cambridge Working Papers in Economics.
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2011Monthly GDP Estimates for Inter-War Britain In: Cambridge Working Papers in Economics.
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paper9
2011Monthly GDP Estimates for Inter-War Britain.(2011) In: CESifo Working Paper Series.
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2012Monthly GDP estimates for inter-war Britain.(2012) In: Explorations in Economic History.
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2002Quantification of Qualitative Firm-Level Survey Data In: Economic Journal.
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article27
2005An Indicator of Monthly GDP and an Early Estimate of Quarterly GDP Growth In: Economic Journal.
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article55
2011The drivers of international migration to the UK: A panel‐based Bayesian model averaging approach In: Economic Journal.
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article11
2002The use of non-normal distributions in quantifying qualitative survey data on expectations In: Economics Letters.
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article22
2007Uncertainty in UK manufacturing: Evidence from qualitative survey data In: Economics Letters.
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article16
2014A nonlinear panel data model of cross-sectional dependence In: Journal of Econometrics.
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article12
2012A Nonlinear Panel Data Model of Cross-Sectional Dependence.(2012) In: Discussion Papers in Economics.
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2013A Nonlinear Panel Data Model of Cross-Sectional Dependence.(2013) In: EMF Research Papers.
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2007Combining density forecasts In: International Journal of Forecasting.
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article151
2011The utility of expectational data: Firm-level evidence using matched qualitative-quantitative UK surveys In: International Journal of Forecasting.
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article23
2014Measuring output gap nowcast uncertainty In: International Journal of Forecasting.
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article12
2011Measuring Output Gap Nowcast Uncertainty.(2011) In: CAMA Working Papers.
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This paper has another version. Agregated cites: 12
paper
2013Measuring Output Gap Nowcast Uncertainty.(2013) In: EMF Research Papers.
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This paper has another version. Agregated cites: 12
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2010Nowcasting and predicting data revisions using panel survey data In: Journal of Forecasting.
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article7
2011Efficient Aggregation of Panel Qualitative Survey Data In: Discussion Papers in Economics.
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paper2
2013EFFICIENT AGGREGATION OF PANEL QUALITATIVE SURVEY DATA.(2013) In: Journal of Applied Econometrics.
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This paper has another version. Agregated cites: 2
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2004Reconsidering the evidence: are Eurozone business cycles converging? In: Money Macro and Finance (MMF) Research Group Conference 2003.
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2003Reconsidering the evidence: Are Eurozone business cycles converging.(2003) In: ZEI Working Papers.
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2018UK Regional Nowcasting using a Mixed Frequency Vector Autoregressive Model In: Economic Statistics Centre of Excellence (ESCoE) Discussion Papers.
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