James Mitchell : Citation Profile


Are you James Mitchell?

University of Warwick

15

H index

18

i10 index

818

Citations

RESEARCH PRODUCTION:

28

Articles

40

Papers

RESEARCH ACTIVITY:

   17 years (2002 - 2019). See details.
   Cites by year: 48
   Journals where James Mitchell has often published
   Relations with other researchers
   Recent citing documents: 123.    Total self citations: 30 (3.54 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pmi127
   Updated: 2019-08-24    RAS profile: 2019-07-09    
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Relations with other researchers


Works with:

Koop, Gary (4)

Price, Simon (4)

Vahey, Shaun (3)

Fawcett, Nicholas (3)

Galvão, Ana (2)

wright, stephen (2)

shin, yongcheol (2)

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 (80)

Claveria, Oscar (48)

van Dijk, Herman (29)

Casarin, Roberto (27)

Aastveit, Knut Are (23)

Proietti, Tommaso (23)

Thorsrud, Leif (21)

van Dijk, Dick (19)

Rossi, Barbara (18)

Marczak, Martyna (18)

Pettenuzzo, Davide (16)

Cites to:

Vahey, Shaun (41)

Wallis, Kenneth (22)

Clements, Michael (21)

Croushore, Dean (19)

Pesaran, M (17)

Watson, Mark (17)

Giacomini, Raffaella (16)

Garratt, Anthony (16)

amisano, gianni (14)

Diebold, Francis (14)

Clark, Todd (13)

Main data


Where James Mitchell has published?


Journals with more than one article published# docs
National Institute Economic Review5
Economic Journal3
International Journal of Forecasting3
Economics Letters2
Oxford Bulletin of Economics and Statistics2
Journal of the Royal Statistical Society Series A2
Journal of Econometrics2
Journal of Applied Econometrics2

Working Papers Series with more than one paper published# docs
EMF Research Papers / Economic Modelling and Forecasting Group9

Recent works citing James Mitchell (2019 and 2018)


YearTitle of citing document
2018Forecasters’ utility and forecast coherence. (2018). Zanetti Chini, Emilio. In: CREATES Research Papers. RePEc:aah:create:2018-23.

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2017“Let the data do the talking: Empirical modelling of survey-based expectations by means of genetic programming”. (2017). Claveria, Oscar ; Torra, Salvador ; Monte, Enric. In: AQR Working Papers. RePEc:aqr:wpaper:201706.

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2018“Tracking economic growth by evolving expectations via genetic programming: A two-step approach”. (2018). Claveria, Oscar ; Torra, Salvador ; Monte, Enric. In: AQR Working Papers. RePEc:aqr:wpaper:201801.

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2018“A geometric approach to proxy economic uncertainty by a metric of disagreement among qualitative expectations”. (2018). Claveria, Oscar ; Torra, Salvador ; Monte, Enric. In: AQR Working Papers. RePEc:aqr:wpaper:201803.

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2018Financial density forecasts: A comprehensive comparison of risk-neutral and historical schemes. (2018). Crisóstomo, Ricardo ; Couso, Lorena. In: Papers. RePEc:arx:papers:1801.08007.

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2018Large-Scale Dynamic Predictive Regressions. (2018). Bianchi, Daniele ; McAlinn, Kenichiro. In: Papers. RePEc:arx:papers:1803.06738.

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2018Econometric Modeling of Regional Electricity Spot Prices in the Australian Market. (2018). Smith, Michael Stanley ; Shively, Thomas S. In: Papers. RePEc:arx:papers:1804.08218.

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

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2018Monitoring the Spanish economy from a regional perspective: main elements of analysis. (2018). Urtasun, Alberto ; Pérez, Javier ; Vila, Diego ; Fiorito, Alejandro ; Perez, Javier J ; Gil, Maria ; Artola, Concha . In: Occasional Papers. RePEc:bde:opaper:1809.

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2019An application of dynamic factor models to nowcast regional economic activity in Spain. (2019). Pérez, Javier ; Leiva-Leon, Danilo ; Urtasun, Alberto ; Perez, Javier J ; Gil, Maria. In: Occasional Papers. RePEc:bde:opaper:1904.

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2017Optimal density forecast combinations. (2017). Ganics, Gergely. In: Working Papers. RePEc:bde:wpaper:1751.

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2017Insight from a Time-Varying VAR Model with Stochastic Volatility of the French Housing and Credit Markets.. (2017). Lecat, Remy ; Avouyi-Dovi, Sanvi ; Ray, S ; Labonne, C. In: Working papers. RePEc:bfr:banfra:620.

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2019Bayesian MIDAS penalized regressions: estimation, selection, and prediction. (2019). Mogliani, Matteo. In: Working papers. RePEc:bfr:banfra:713.

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2019Identifying and Estimating the Effects of Unconventional Monetary Policy in the Data: How to Do It and What Have We Learned?. (2019). Rossi, Barbara. In: Working Papers. RePEc:bge:wpaper:1081.

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2017Quantile Aggregation of Density Forecasts. (2017). Busetti, Fabio. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:79:y:2017:i:4:p:495-512.

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2017Growth in a time of austerity: evidence from the UK. (2017). Middleditch, Paul ; Amann, Juergen. In: Scottish Journal of Political Economy. RePEc:bla:scotjp:v:64:y:2017:i:4:p:349-375.

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2017Common correlated effect cross-sectional dependence corrections for non-linear conditional mean panel models. (2017). Hacioglu Hoke, Sinem ; Kapetanios, George. In: Bank of England working papers. RePEc:boe:boeewp:0683.

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2019Score-Driven Models for Realized Volatility. (2019). Palumbo, D ; Harvey, A. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1950.

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2018A Monthly Indicator of Economic Activity for Ireland. (2018). Conefrey, Thomas ; Walsh, Graeme. In: Economic Letters. RePEc:cbi:ecolet:14/el/18.

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2018Order Invariant Tests for Proper Calibration of Multivariate Density Forecasts. (2018). Dovern, Jonas ; Manner, Hans. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7023.

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2018Macroeconomic Uncertainty and Forecasting Macroeconomic Aggregates. (2018). Reif, Magnus. In: ifo Working Paper Series. RePEc:ces:ifowps:_265.

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2018Forecasting using mixed-frequency VARs with time-varying parameters. (2018). Reif, Magnus ; Heinrich, Markus. In: ifo Working Paper Series. RePEc:ces:ifowps:_273.

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2019Firms Price, Cost and Activity Expectations: Evidence from Micro Data. (2019). Wieladek, Tomasz ; Weale, Martin ; Cloyne, James ; Boneva, Lena. In: Discussion Papers. RePEc:cfm:wpaper:1905.

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2017Financial density forecasts: A comprehensive comparison of risk-neutral and historical schemes. (2017). Crisóstomo, Ricardo ; Crisostomo, Ricardo ; Couso, Lorena. In: CNMV Working Papers. RePEc:cnv:wpaper:dt_67en.

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2018Firms Expectations of New Orders, Employment, Costs and Prices: Evidence from Micro Data. (2018). Wieladek, Tomasz ; Weale, Martin ; Cloyne, James ; Boneva, Lena. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12722.

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2018Taxes and Growth: New Narrative Evidence from Interwar Britain. (2018). Cloyne, James ; Postel-Vinay, Natacha ; Dimsdale, Nicholas. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12962.

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2019Designing Robust Monetary Policy Using Prediction Pools. (2019). Levine, Paul ; Pearlman, J ; Mirza, A ; Deak, S. In: Working Papers. RePEc:cty:dpaper:19/11.

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2019The impact of global value chains on the euro area economy. (2019). Schmitz, Martin ; Koester, Gerrit ; Benkovskis, Konstantins ; Franco-Bedoya, Sebastian ; Vaccarino, Elena ; Fidora, Michael ; Tagliabracci, Alex ; di Lupidio, Benedetta ; Skudelny, Frauke ; de Soyres, Franois ; Schroth, Joachim ; Chiacchio, Francesco ; Pavlova, Elena ; Al-Haschimi, Alexander ; Osbat, Chiara ; Gunnella, Vanessa ; Nickel, Christiane ; Lopez-Garcia, Paloma ; Gradeva, Katerina ; Dorrucci, Ettore ; Frohm, Erik ; Worz, Julia. In: Occasional Paper Series. RePEc:ecb:ecbops:2019221.

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Sectoral interlinkages in global value chains: spillovers and network effects. (2017). Frohm, Erik ; Gunnella, Vanessa . In: Working Paper Series. RePEc:ecb:ecbwps:20172064.

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2018ALICE: A new inflation monitoring tool. (2018). Zekaite, Zivile ; de Bondt, Gabe ; Hahn, Elke. In: Working Paper Series. RePEc:ecb:ecbwps:20182175.

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2019The combination of interval forecasts in tourism. (2019). Liu, Anyu ; Zhou, Menglin ; Wu, Doris Chenguang. In: Annals of Tourism Research. RePEc:eee:anture:v:75:y:2019:i:c:p:363-378.

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2019Does a financial accelerator improve forecasts during financial crises? Evidence from Japan with prediction-pooling methods. (2019). Iiboshi, Hirokuni ; Nakamura, Daisuke ; Matsumae, Tatsuyoshi ; Hasumi, Ryo. In: Journal of Asian Economics. RePEc:eee:asieco:v:60:y:2019:i:c:p:45-68.

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2018Debt dynamics in Europe: A Network General Equilibrium GVAR approach. (2018). Michaelides, Panayotis ; Konstantakis, Konstantinos ; Tsionas, Efthymios G. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:93:y:2018:i:c:p:175-202.

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2017Measuring the output gap in Switzerland with linear opinion pools. (2017). Buncic, Daniel ; Muller, Oliver . In: Economic Modelling. RePEc:eee:ecmode:v:64:y:2017:i:c:p:153-171.

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2018Forecasting with DSGE models: What frictions are important?. (2018). Nalban, Valeriu. In: Economic Modelling. RePEc:eee:ecmode:v:68:y:2018:i:c:p:190-204.

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2018Evaluating nowcasts of bridge equations with advanced combination schemes for the Turkish unemployment rate. (2018). Soybilgen, Baris ; Yazgan, Ege . In: Economic Modelling. RePEc:eee:ecmode:v:72:y:2018:i:c:p:99-108.

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2017Do precious metal prices help in forecasting South African inflation?. (2017). Katzke, Nico ; GUPTA, RANGAN ; Balcilar, Mehmet. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:40:y:2017:i:c:p:63-72.

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2017Modeling Latin-American stock and Forex markets volatility: Empirical application of a model with random level shifts and genuine long memory. (2017). Rodríguez, Gabriel ; Rodriguez, Gabriel. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:42:y:2017:i:c:p:393-420.

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2017Real-time forecast evaluation of DSGE models with stochastic volatility. (2017). Shin, Minchul ; Schorfheide, Frank ; Diebold, Francis X. In: Journal of Econometrics. RePEc:eee:econom:v:201:y:2017:i:2:p:322-332.

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2019Dynamic Bayesian predictive synthesis in time series forecasting. (2019). West, Mike ; McAlinn, Kenichiro. In: Journal of Econometrics. RePEc:eee:econom:v:210:y:2019:i:1:p:155-169.

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2019Forecast density combinations of dynamic models and data driven portfolio strategies. (2019). Hoogerheide, L ; Grassi, S ; Borowska, A ; Baturk, N ; van Dijk, H K. In: Journal of Econometrics. RePEc:eee:econom:v:210:y:2019:i:1:p:170-186.

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2018Probabilistic forecasting of wave height for offshore wind turbine maintenance. (2018). Jeon, Jooyoung ; Taylor, James W. In: European Journal of Operational Research. RePEc:eee:ejores:v:267:y:2018:i:3:p:877-890.

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2017Forecasting the real prices of crude oil using forecast combinations over time-varying parameter models. (2017). Wang, Yudong ; Wu, Chongfeng ; Liu, LI. In: Energy Economics. RePEc:eee:eneeco:v:66:y:2017:i:c:p:337-348.

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2018Econometric modeling of regional electricity spot prices in the Australian market. (2018). Smith, Michael Stanley ; Shively, Thomas S. In: Energy Economics. RePEc:eee:eneeco:v:74:y:2018:i:c:p:886-903.

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2018Predictability of crude oil prices: An investor perspective. (2018). Liu, LI ; Yang, LI ; Wang, Yudong. In: Energy Economics. RePEc:eee:eneeco:v:75:y:2018:i:c:p:193-205.

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2019Analyzing the economic sources of oil price volatility: An out-of-sample perspective. (2019). Liu, LI ; Meng, Fanyi . In: Energy. RePEc:eee:energy:v:177:y:2019:i:c:p:476-486.

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2018The prelude and global impact of the Great Depression: Evidence from a new macroeconomic dataset. (2018). Albers, Thilo ; Hendrik, Thilo Nils. In: Explorations in Economic History. RePEc:eee:exehis:v:70:y:2018:i:c:p:150-163.

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2017Real-time nowcasting the US output gap: Singular spectrum analysis at work. (2017). Rua, António ; de Carvalho, Miguel. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:1:p:185-198.

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2017Evaluation of exchange rate point and density forecasts: An application to Brazil. (2017). Gaglianone, Wagner ; Moura, Jaqueline Terra. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:3:p:707-728.

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2018Are macroeconomic density forecasts informative?. (2018). Clements, Michael. In: International Journal of Forecasting. RePEc:eee:intfor:v:34:y:2018:i:2:p:181-198.

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2018Combining predictive distributions for the statistical post-processing of ensemble forecasts. (2018). Baran, Sandor ; Lerch, Sebastian. In: International Journal of Forecasting. RePEc:eee:intfor:v:34:y:2018:i:3:p:477-496.

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2019Quantile forecast optimal combination to enhance safety stock estimation. (2019). Trapero, Juan R ; Kourentzes, Nikolaos ; Cardos, Manuel. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:1:p:239-250.

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2018The macroeconomic effects of asset purchases revisited. (2018). Hofmann, Boris ; Weber, James Michael ; Hesse, Henning. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:58:y:2018:i:c:p:115-138.

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2019Inflation dynamics and adaptive expectations in an estimated DSGE model. (2019). Lansing, Kevin ; Iskrev, Nikolay ; Gelain, Paolo ; Mendicino, Caterina. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:59:y:2019:i:c:p:258-277.

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2018Young peoples labour market transitions: The role of early experiences. (2018). Dorsett, Richard ; Lucchino, Paolo. In: Labour Economics. RePEc:eee:labeco:v:54:y:2018:i:c:p:29-46.

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2019Financial constraints on investment: Effects of firm size and the financial crisis. (2019). Driver, Ciaran ; Muoz-Bugarin, Jair . In: Research in International Business and Finance. RePEc:eee:riibaf:v:47:y:2019:i:c:p:441-457.

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2019Firms price, cost and activity expectations: evidence from micro data. (2019). Cloyne, James ; Wieladek, Tomasz ; Weale, Martin ; Boneva, Lena. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:100943.

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2018Uncertain kingdom: nowcasting GDP and its revisions. (2018). Anesti, Nikoleta ; Miranda-Agrippino, Silvia ; Galvao, Ana Beatriz. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:90382.

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2017General Aggregation of Misspecified Asset Pricing Models. (2017). Maasoumi, Esfandiar ; Gospodinov, Nikolay. In: FRB Atlanta Working Paper. RePEc:fip:fedawp:2017-10.

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2018Changing risk-return profiles. (2018). Hundtofte, C. ; Giannone, Domenico ; Crump, Richard. In: Staff Reports. RePEc:fip:fednsr:850.

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2018Order Invariant Tests for Proper Calibration of Multivariate Density Forecasts. (2018). Dovern, Jonas ; Manner, Hans. In: Graz Economics Papers. RePEc:grz:wpaper:2018-09.

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2017Let the data do the talking: Empirical modelling of survey-based expectations by means of genetic programming. (2017). Claveria, Oscar ; Torra, Salvador ; Monte, Enric. In: IREA Working Papers. RePEc:ira:wpaper:201711.

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2018“Tracking economic growth by evolving expectations via genetic programming: A two-step approach”. (2018). Claveria, Oscar ; Torra, Salvador ; Monte, Enric. In: IREA Working Papers. RePEc:ira:wpaper:201801.

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2018“A geometric approach to proxy economic uncertainty by a metric of disagreement among qualitative expectations”. (2018). Claveria, Oscar ; Torra, Salvador ; Monte, Enric. In: IREA Working Papers. RePEc:ira:wpaper:201806.

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2018A Semi-Parametric Non-linear Neural Network Filter: Theory and Empirical Evidence. (2018). Vouldis, Angelos ; Michaelides, Panayotis ; Konstantakis, Konstantinos ; Patrinos, Panagiotis ; Tsionas, Efthymios G. In: Computational Economics. RePEc:kap:compec:v:51:y:2018:i:3:d:10.1007_s10614-016-9628-6.

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2019Empirical modelling of survey-based expectations for the design of economic indicators in five European regions. (2019). Claveria, Oscar ; Torra, Salvador ; Monte, Enric. In: Empirica. RePEc:kap:empiri:v:46:y:2019:i:2:d:10.1007_s10663-017-9395-1.

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2017Economic Costs and Benefits of EMU Membership from the Perspective of a Non-member. (2017). Gyoerk, Emilia. In: Open Economies Review. RePEc:kap:openec:v:28:y:2017:i:5:d:10.1007_s11079-017-9466-8.

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2018The pricing kernel puzzle in forward looking data. (2018). Cuesdeanu, Horatio ; Jackwerth, Jens Carsten. In: Review of Derivatives Research. RePEc:kap:revdev:v:21:y:2018:i:3:d:10.1007_s11147-017-9140-8.

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2019Firms Price, Cost and Activity Expectations: Evidence from Micro Data. (2019). Boneva, Lena ; Wieladek, Tomasz ; Weale, Martin ; Cloyne, James. In: Economic Statistics Centre of Excellence (ESCoE) Discussion Papers. RePEc:nsr:escoed:escoe-dp-2019-05.

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2018Short-term price density forecasts in the lean hog futures market. (2018). Trujillo-Barrera, Andres ; Garcia, Philip ; Mallory, Mindy L. In: European Review of Agricultural Economics. RePEc:oup:erevae:v:45:y:2018:i:1:p:121-142..

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2017Aggregate Density Forecasting from Disaggregate Components Using Large VARs. (2017). Cobb, Marcus. In: MPRA Paper. RePEc:pra:mprapa:76849.

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2017Assessing European business cycles synchronization. (2017). Kovačić, Zlatko ; Viloti, Milo ; Kovai, Zlatko. In: MPRA Paper. RePEc:pra:mprapa:79990.

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2017Technology and Business Cycles: A Schumpeterian Investigation for the USA. (2017). Michaelides, Panayotis ; Konstantakis, Konstantinos. In: MPRA Paper. RePEc:pra:mprapa:80636.

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2017Model Averaging and its Use in Economics. (2017). Steel, Mark. In: MPRA Paper. RePEc:pra:mprapa:81568.

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2018Debt Crisis in Europe (2001-2015): A Network General Equilibrium GVAR approach. (2018). Michaelides, Panayotis ; Konstantakis, Konstantinos ; Tsionas, Efthymios G. In: MPRA Paper. RePEc:pra:mprapa:89998.

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2018Model Averaging and its Use in Economics. (2018). Steel, Mark. In: MPRA Paper. RePEc:pra:mprapa:90110.

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2019One-period joint forecasts of Polish inflation, unemployment and interest rate using Bayesian VEC-MSF models. (2019). Wroblewska, Justyna ; Pajor, Anna . In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:11:y:2019:i:1:p:23-45.

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2017Financial conditions and density forecasts for US output and inflation. (2017). mumtaz, haroon ; Alessandri, Piergiorgio. In: Review of Economic Dynamics. RePEc:red:issued:14-103.

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2017Improving Phillips Curve’s Inflation Forecasts under Misspecification. (2017). Abdelsalam, Mamdouh ; Abdelmoula, Mamdouh. In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2017:i:3:p:54-76.

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2019Conditional Term Structure of Inflation Forecast Uncertainty: The Copula Approach. (2019). Charemza, Wojciech ; Makarova, Svetlana ; Diaz, Carlos. In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2019:i:1:p:5-18.

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2019Predictability, Real Time Estimation, and the Formulation of Unobserved Components Models. (2019). Proietti, Tommaso. In: CEIS Research Paper. RePEc:rtv:ceisrp:455.

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2018Migration and Business Cycle Dynamics. (2018). Thoenissen, Christoph ; Smith, Christie. In: Working Papers. RePEc:shf:wpaper:2018006.

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2017Forecast combination for discrete choice models: predicting FOMC monetary policy decisions. (2017). Vasnev, Andrey ; Pauwels, Laurent L. In: Empirical Economics. RePEc:spr:empeco:v:52:y:2017:i:1:d:10.1007_s00181-016-1080-x.

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2017A nonparametric approach to identifying a subset of forecasters that outperforms the simple average. (2017). Sinclair, Tara ; Bürgi, Constantin ; Bürgi, Constantin ; Bürgi, Constantin ; Burgi, Constantin . In: Empirical Economics. RePEc:spr:empeco:v:53:y:2017:i:1:d:10.1007_s00181-016-1152-y.

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2017Measuring uncertainty and assessing its predictive power in the euro area. (2017). Poncela, Pilar ; Senra, Eva . In: Empirical Economics. RePEc:spr:empeco:v:53:y:2017:i:1:d:10.1007_s00181-016-1181-6.

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2018Potential output and inflation dynamics after the Great Recession. (2018). Huang, Yu-Fan ; Luo, Sui. In: Empirical Economics. RePEc:spr:empeco:v:55:y:2018:i:2:d:10.1007_s00181-017-1293-7.

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2018Nowcasting Real Economic Activity in the Euro Area: Assessing the Impact of Qualitative Surveys. (2018). Basselier, Raisa ; Langenus, Geert ; Liedo, David Antonio. In: Journal of Business Cycle Research. RePEc:spr:jbuscr:v:14:y:2018:i:1:d:10.1007_s41549-017-0022-9.

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2019Inspecting the Relationship Between Business Confidence and Industrial Production: Evidence on Italian Survey Data. (2019). MARGANI, PATRIZIA ; Bruno, Giancarlo ; Crosilla, L. In: Journal of Business Cycle Research. RePEc:spr:jbuscr:v:15:y:2019:i:1:d:10.1007_s41549-018-00033-4.

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2017Stationary bootstrapping for common mean change detection in cross-sectionally dependent panels. (2017). Hwang, Eunju ; Shin, Dong Wan. In: Metrika: International Journal for Theoretical and Applied Statistics. RePEc:spr:metrik:v:80:y:2017:i:6:d:10.1007_s00184-017-0627-y.

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2017A new approach for the quantification of qualitative measures of economic expectations. (2017). Claveria, Oscar ; Torra, Salvador ; Monte, Enric. In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:51:y:2017:i:6:d:10.1007_s11135-016-0416-0.

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2018Are Euro-Area expectations about recession phases effective to anticipate consequences of economic crises?. (2018). Rubilar-González, Marco Antonio ; Pino Saldías, Gabriel ; Rubilar-Gonzalez, Marco. In: SERIEs: Journal of the Spanish Economic Association. RePEc:spr:series:v:9:y:2018:i:2:d:10.1007_s13209-017-0170-0.

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2018A Data-Driven Approach to Construct Survey-Based Indicators by Means of Evolutionary Algorithms. (2018). Claveria, Oscar ; Torra, Salvador ; Monte, Enric. In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement. RePEc:spr:soinre:v:135:y:2018:i:1:d:10.1007_s11205-016-1490-3.

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2019Designing Robust Monetary Policy Using Prediction Pools. (2019). Levine, Paul ; Pearlman, Joseph ; Mirza, Afrasiab ; Deak, Szabolcs. In: School of Economics Discussion Papers. RePEc:sur:surrec:1219.

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2019Higher Moment Constraints for Predictive Density Combinations. (2019). Vasnev, Andrey ; Pauwels, Laurent ; Radchenko, Peter. In: Working Papers. RePEc:syb:wpbsba:2123/20175.

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2019Predicting China’s Monetary Policy with Forecast Combinations. (2019). Pauwels, Laurent. In: Working Papers. RePEc:syb:wpbsba:2123/20406.

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2017Forecasting Macroeconomic Variables Under Model Instability. (2017). Pettenuzzo, Davide ; Timmermann, Allan. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:35:y:2017:i:2:p:183-201.

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2017Using Entropic Tilting to Combine BVAR Forecasts With External Nowcasts. (2017). Ravazzolo, Francesco ; Clark, Todd ; Kruger, Fabian. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:35:y:2017:i:3:p:470-485.

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2018A Bayesian Markov-Switching Correlation Model for Contagion Analysis on Exchange Rate Markets. (2018). Casarin, Roberto ; Tronzano, Marco ; Sartore, Domenico. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:36:y:2018:i:1:p:101-114.

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More than 100 citations found, this list is not complete...

Works by James Mitchell:


YearTitleTypeCited
2009Measuring Output Gap Uncertainty In: Birkbeck Working Papers in Economics and Finance.
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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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This paper has another version. Agregated cites: 11
paper
2009Real-time Inflation Forecast Densities from Ensemble Phillips Curves In: Birkbeck Working Papers in Economics and Finance.
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2011Real-time inflation forecast densities from ensemble Phillips curves.(2011) In: The North American Journal of Economics and Finance.
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This paper has another version. Agregated cites: 13
article
2010Real-time Inflation Forecast Densities from Ensemble Phillips Curves.(2010) In: CAMA Working Papers.
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This paper has another version. Agregated cites: 13
paper
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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paper1
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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article4
2011Qualitative business surveys: signal or noise? In: Journal of the Royal Statistical Society Series A.
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article19
2005FORECASTING MANUFACTURING OUTPUT GROWTH USING FIRM-LEVEL SURVEY DATA In: Manchester School.
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article21
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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article80
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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article7
2008Combining forecast densities from VARs with uncertain instabilities In: Working Paper.
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paper110
2010Combining forecast densities from VARs with uncertain instabilities.(2010) In: Journal of Applied Econometrics.
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This paper has another version. Agregated cites: 110
article
2008Combining Forecast Densities from VARs with Uncertain Instabilities.(2008) In: Reserve Bank of New Zealand Discussion Paper Series.
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This paper has another version. Agregated cites: 110
paper
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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paper32
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
article
2014Generalised density forecast combinations In: Bank of England working papers.
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paper28
2015Generalised density forecast combinations.(2015) In: Journal of Econometrics.
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This paper has another version. Agregated cites: 28
article
2014Generalised Density Forecast Combinations.(2014) In: CAMA Working Papers.
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This paper has another version. Agregated cites: 28
paper
2013Generalised Density Forecast Combinations.(2013) In: EMF Research Papers.
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This paper has another version. Agregated cites: 28
paper
2009Monthly and Quarterly GDP Estimates for Interwar Britain In: Cambridge Working Papers in Economics.
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paper1
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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This paper has another version. Agregated cites: 9
paper
2012Monthly GDP estimates for inter-war Britain.(2012) In: Explorations in Economic History.
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This paper has another version. Agregated cites: 9
article
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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article47
2011The drivers of international migration to the UK: A panel‐based Bayesian model averaging approach In: Economic Journal.
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article6
2002The use of non-normal distributions in quantifying qualitative survey data on expectations In: Economics Letters.
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article21
2007Uncertainty in UK manufacturing: Evidence from qualitative survey data In: Economics Letters.
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article11
2014A nonlinear panel data model of cross-sectional dependence In: Journal of Econometrics.
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article9
2012A Nonlinear Panel Data Model of Cross-Sectional Dependence.(2012) In: Discussion Papers in Economics.
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This paper has another version. Agregated cites: 9
paper
2013A Nonlinear Panel Data Model of Cross-Sectional Dependence.(2013) In: EMF Research Papers.
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This paper has another version. Agregated cites: 9
paper
2007Combining density forecasts In: International Journal of Forecasting.
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article132
2011The utility of expectational data: Firm-level evidence using matched qualitative-quantitative UK surveys In: International Journal of Forecasting.
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article20
2014Measuring output gap nowcast uncertainty In: International Journal of Forecasting.
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article7
2011Measuring Output Gap Nowcast Uncertainty.(2011) In: CAMA Working Papers.
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This paper has another version. Agregated cites: 7
paper
2013Measuring Output Gap Nowcast Uncertainty.(2013) In: EMF Research Papers.
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This paper has another version. Agregated cites: 7
paper
2010Nowcasting and predicting data revisions using panel survey data In: Journal of Forecasting.
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article6
2011Efficient Aggregation of Panel Qualitative Survey Data In: Discussion Papers in Economics.
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paper1
2013EFFICIENT AGGREGATION OF PANEL QUALITATIVE SURVEY DATA.(2013) In: Journal of Applied Econometrics.
[Citation analysis]
This paper has another version. Agregated cites: 1
article
2004Reconsidering the evidence: are Eurozone business cycles converging? In: Money Macro and Finance (MMF) Research Group Conference 2003.
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paper68
2003Reconsidering the evidence: Are Eurozone business cycles converging.(2003) In: ZEI Working Papers.
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This paper has another version. Agregated cites: 68
paper
2018UK Regional Nowcasting using a Mixed Frequency Vector Autoregressive Model In: Economic Statistics Centre of Excellence (ESCoE) Discussion Papers.
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paper1
2018UK regional nowcasting using a mixed frequency vector autoregressive model.(2018) In: Working Papers.
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This paper has another version. Agregated cites: 1
paper
2018Regional Output Growth in the United Kingdom: More Timely and Higher Frequency Estimates, 1970-2017 In: Economic Statistics Centre of Excellence (ESCoE) Discussion Papers.
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paper1
2019Regional Output Growth in the United Kingdom: More Timely and Higher Frequency Estimates, 1970-2017.(2019) In: EMF Research Papers.
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This paper has another version. Agregated cites: 1
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2019Measuring Data Uncertainty: An Application using the Bank of Englands Fan Charts for Historical GDP Growth In: Economic Statistics Centre of Excellence (ESCoE) Discussion Papers.
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paper0
2007Nowcasting and predicting data revisions in real time using qualitative panel survey data In: Reserve Bank of New Zealand Discussion Paper Series.
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paper1
2005Reconsidering the Evidence: Are Euro Area Business Cycles Converging? In: Journal of Business Cycle Measurement and Analysis.
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article20
2010A Nonlinear Panel Model of Cross-sectional Dependence In: Working Papers.
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paper0
2010A Nonlinear Panel Model of Cross-sectional Dependence.(2010) In: Working Papers.
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This paper has another version. Agregated cites: 0
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2002Have UK and Eurozone Business Cycles Become More Correlated? In: National Institute Economic Review.
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article8
2003Business Cycles and Turning Points: A Survey of Statistical Techniques In: National Institute Economic Review.
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article15
2005The National Institute Density Forecasts of Inflation In: National Institute Economic Review.
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article0
2009WHERE ARE WE NOW? THE UK RECESSION AND NOWCASTING GDP GROWTH USING STATISTICAL MODELS In: National Institute Economic Review.
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article5
2009ARCHITECTS AS NOWCASTERS OF HOUSING CONSTRUCTION In: National Institute Economic Review.
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article1
2005Should we be surprised by the unreliability of real-time output gap estimates? Density estimates for the Euro area In: Computing in Economics and Finance 2005.
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paper1
2018The Evolution of Forecast Density Combinations in Economics In: Tinbergen Institute Discussion Papers.
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paper1
2005Insights into Business Confidence from Firm-Level Panel Data In: Working Papers in Economics.
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paper0
2011Evaluating density forecasts: forecast combinations, model mixtures, calibration and sharpness In: Journal of Applied Econometrics.
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article61
2013The Recalibrated and Copula Opinion Pools In: EMF Research Papers.
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paper0
2014Probability Forecasting for Inflation Warnings from the Federal Reserve In: EMF Research Papers.
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paper1
2016What univariate models tell us about multivariate macroeconomic models In: EMF Research Papers.
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paper0
2019Communicating uncertainty about facts, numbers, and science In: EMF Research Papers.
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paper0
2019Measuring Data Uncertainty : An Application using the Bank of England’s “Fan Charts” for Historical GDP Growth In: EMF Research Papers.
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paper0
2007The rationality and reliability of expectations reported by British households: micro evidence from the British household panel survey In: Discussion Paper Series 1: Economic Studies.
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paper5

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated July, 1st 2019. Contact: CitEc Team