James Mitchell : Citation Profile

Are you James Mitchell?

Federal Reserve Bank of Cleveland

17

H index

28

i10 index

1160

Citations

RESEARCH PRODUCTION:

43

Articles

67

Papers

1

Chapters

RESEARCH ACTIVITY:

   21 years (2001 - 2022). See details.
   Cites by year: 55
   Journals where James Mitchell has often published
   Relations with other researchers
   Recent citing documents: 118.    Total self citations: 41 (3.41 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pmi127
   Updated: 2022-06-25    RAS profile: 2022-03-04    
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Relations with other researchers

Works with:

McIntyre, Stuart (11)

Koop, Gary (11)

Poon, Aubrey (9)

Galvão, Ana (9)

wright, stephen (2)

Runge, Johnny (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 (94)

Claveria, Oscar (58)

Rossi, Barbara (46)

Casarin, Roberto (41)

van Dijk, Herman (39)

Proietti, Tommaso (24)

Aastveit, Knut Are (23)

Thorsrud, Leif (22)

van Dijk, Dick (20)

Marczak, Martyna (18)

Vahey, Shaun (17)

Cites to:

Vahey, Shaun (44)

Clements, Michael (32)

Clark, Todd (28)

Wallis, Kenneth (26)

Pesaran, M (23)

Croushore, Dean (23)

Timmermann, Allan (22)

Jore, Anne Sofie (21)

Giacomini, Raffaella (21)

Ravazzolo, Francesco (20)

Weale, Martin (20)

Main data

Where James Mitchell has published?

Journals with more than one article published# docs
National Institute Economic Review9
National Institute Economic Review5
International Journal of Forecasting4
Journal of Applied Econometrics3
Economic Journal3
Journal of the Royal Statistical Society Series A3
Journal of Econometrics2
Oxford Bulletin of Economics and Statistics2
Economics Letters2
Journal of Official Statistics2

Working Papers Series with more than one paper published# docs
National Institute of Economic and Social Research (NIESR) Discussion Papers / National Institute of Economic and Social Research14
EMF Research Papers / Economic Modelling and Forecasting Group14
Economic Statistics Centre of Excellence (ESCoE) Discussion Papers / Economic Statistics Centre of Excellence (ESCoE)5
Working Papers / Federal Reserve Bank of Cleveland5

Recent works citing James Mitchell (2022 and 2021)

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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2021Economic vulnerability is state dependent. (2021). Vallarino, Pierluigi ; Luati, Alessandra ; Catania, Leopoldo. In: CREATES Research Papers. RePEc:aah:create:2021-09.

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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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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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2021Predictive 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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2021Horseshoe Prior Bayesian Quantile Regression. (2020). Kohns, David ; Szendrei, Tibor. In: Papers. RePEc:arx:papers:2006.07655.

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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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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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2021Capturing GDP nowcast uncertainty in real time. (2020). Labonne, Paul. In: Papers. RePEc:arx:papers:2012.02601.

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2021Real-time Inflation Forecasting Using Non-linear Dimension Reduction Techniques. (2020). Huber, Florian ; Hauzenberger, Niko ; Klieber, Karin. In: Papers. RePEc:arx:papers:2012.08155.

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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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2021Inferring Economic Condition Uncertainty from Electricity Big Data. (2021). Qian, Haoqi ; Tian, Yingjie ; Wu, Libo ; Shi, Zhengyu. In: Papers. RePEc:arx:papers:2107.11593.

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2021Bayesian forecast combination using time-varying features. (2021). Li, Feng ; Kang, Yanfei. In: Papers. RePEc:arx:papers:2108.02082.

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2021Sparse Temporal Disaggregation. (2021). Gibberd, Alex ; Eckley, Idris ; Mosley, Luke . In: Papers. RePEc:arx:papers:2108.05783.

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2021Optimal Regime-Switching Density Forecasts. (2021). Moramarco, Graziano. In: Papers. RePEc:arx:papers:2110.13761.

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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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2021Do inflation expectations improve model-based inflation Forecasts?. (2021). Menz, Jan-Oliver ; Leiva-Leon, Danilo ; Babura, Marta. In: Working Papers. RePEc:bde:wpaper:2138.

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2020Methods for Estimating the Gross Regional Product Leading Indicator. (2020). Oborin, Oleg ; Nikitin, Mikhail ; Kislyak, Nadezhda ; Boyko, Vladimir. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:79:y:2020:i:3:p:3-29.

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2021Oil price shocks, real economic activity and uncertainty. (2021). Suardi, Sandy ; Darne, Olivier ; Chua, Chew Lian ; Charles, Amelie. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:73:y:2021:i:3:p:364-392.

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2021AN OVERVIEW OF DYNAMIC MODEL AVERAGING TECHNIQUES IN TIME?SERIES ECONOMETRICS. (2021). Nonejad, Nima. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:35:y:2021:i:2:p:566-614.

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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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2021Nowcasting monthly GDP with big data: A model averaging approach. (2021). Proietti, Tommaso ; Giovannelli, Alessandro. In: Journal of the Royal Statistical Society Series A. RePEc:bla:jorssa:v:184:y:2021:i:2:p:683-706.

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2021Spillovers in global production networks. (2021). Gunnella, Vanessa ; Frohm, Erik. In: Review of International Economics. RePEc:bla:reviec:v:29:y:2021:i:3:p:663-680.

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2021Measuring the effectiveness of US monetary policy during the COVID?19 recession. (2021). Pfarrhofer, Michael ; Huber, Florian ; Feldkircher, Martin. In: Scottish Journal of Political Economy. RePEc:bla:scotjp:v:68:y:2021:i:3:p:287-297.

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2020Nowcasting Norwegian household consumption with debit card transaction data. (2020). Fastb, Tuva Marie ; Aastveit, Knut Are ; Torstensen, Kjersti Nss ; Paulsen, Kenneth Sterhagen ; Granziera, Eleonora. In: Working Paper. RePEc:bno:worpap:2020_17.

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2021Quantifying time-varying forecast uncertainty and risk for the real price of oil. (2021). Cross, Jamie L ; Aastveit, Knut Are ; van Dijk, Herman K. In: Working Paper. RePEc:bno:worpap:2021_3.

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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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2021Quantifying time-varying forecast uncertainty and risk for the real price of oil. (2021). Djik, Herman K ; Cross, Jamie ; Aastveit, Knut Are. In: Working Papers. RePEc:bny:wpaper:0099.

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2022Turning in the widening gyre: monetary and fiscal policy in interwar Britain. (2022). Ronicle, David. In: Bank of England working papers. RePEc:boe:boeewp:0968.

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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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2021The Impact of Aggregate Uncertainty on Firm-Level Uncertainty. (2021). Grimme, Christian ; Easaw, Joshy. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8934.

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2022Forecasting Inflation with a Zero Lower Bound or Negative Interest Rates: Evidence from Point and Density Forecasts. (2022). Caporale, Guglielmo Maria ; Anderl, Christina. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9687.

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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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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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2021Combining Bayesian VARs with survey density forecasts: does it pay off?. (2021). Ravazzolo, Francesco ; Paredes, Joan ; Brenna, Federica ; Babura, Marta. In: Working Paper Series. RePEc:ecb:ecbwps:20212543.

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2021Do inflation expectations improve model-based inflation forecasts?. (2021). Menz, Jan-Oliver ; Leiva-Leon, Danilo ; Banbura, Marta ; Babura, Marta. In: Working Paper Series. RePEc:ecb:ecbwps:20212604.

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2022Uncertainty is more than a number or colour: Involving experts in uncertainty assessments of yield gaps. (2022). van Ittersum, Martin K ; Grassini, Patricio. In: Agricultural Systems. RePEc:eee:agisys:v:195:y:2022:i:c:s0308521x2100264x.

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2021Sharing is caring: Spillovers and synchronization of business cycles in the European Union. (2021). Škrinjarić, Tihana ; Arčabić, Vladimir ; Arabi, Vladimir. In: Economic Modelling. RePEc:eee:ecmode:v:96:y:2021:i:c:p:25-39.

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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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2021Generalized aggregation of misspecified models: With an application to asset pricing. (2021). Maasoumi, Esfandiar ; Gospodinov, Nikolay. In: Journal of Econometrics. RePEc:eee:econom:v:222:y:2021:i:1:p:451-467.

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2021Bayesian MIDAS penalized regressions: Estimation, selection, and prediction. (2021). Mogliani, Matteo ; Simoni, Anna. In: Journal of Econometrics. RePEc:eee:econom:v:222:y:2021:i:1:p:833-860.

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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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2021Forecasting Swiss exports using Bayesian forecast reconciliation. (2021). Hyndman, Rob ; Eckert, Florian ; Panagiotelis, Anastasios. In: European Journal of Operational Research. RePEc:eee:ejores:v:291:y:2021:i:2:p:693-710.

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2021Optimal combinations of stochastic frontier and data envelopment analysis models. (2021). Tsionas, Mike G. In: European Journal of Operational Research. RePEc:eee:ejores:v:294:y:2021:i:2:p:790-800.

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2022US Stock return predictability with high dimensional models. (2022). Salisu, Afees ; Tchankam, Jean Paul. In: Finance Research Letters. RePEc:eee:finlet:v:45:y:2022:i:c:s1544612321002646.

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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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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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2021Dimensionality reduction in forecasting with temporal hierarchies. (2021). Madsen, Henrik ; Moller, Jan K ; Lindstrom, Erik ; Nystrup, Peter. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:3:p:1127-1146.

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2021Nowcasting GDP and its components in a data-rich environment: The merits of the indirect approach. (2021). Tinti, Cristina ; Tegami, Christian ; Citton, Ambra ; Ricchi, Ottavio ; Giovannelli, Alessandro ; Proietti, Tommaso. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:4:p:1376-1398.

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2022Combining forecasts for universally optimal performance. (2022). Yang, Yuhong ; Cheng, Gang ; Rolling, Craig A ; Qian, Wei. In: International Journal of Forecasting. RePEc:eee:intfor:v:38:y:2022:i:1:p:193-208.

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2022Reducing revisions in hedonic house price indices by the use of nowcasts. (2022). Pfeffermann, Danny ; Ben-Hur, Dano ; Sayag, Doron. In: International Journal of Forecasting. RePEc:eee:intfor:v:38:y:2022:i:1:p:253-266.

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2022Optimal probabilistic forecasts: When do they work?. (2022). Ramírez Hassan, Andrés ; Loaiza Maya, Rubén ; Loaiza-Maya, Ruben ; Martin, Gael M ; Ramirez-Hassan, Andres ; Frazier, David T ; Maneesoonthorn, Worapree. In: International Journal of Forecasting. RePEc:eee:intfor:v:38:y:2022:i:1:p:384-406.

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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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2021Forecasting crude oil real prices with averaging time-varying VAR models. (2021). Drachal, Krzysztof. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721002555.

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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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2021Unconventional monetary policies and the macroeconomy: The impact of the UKs QE2 and funding for lending scheme. (2021). Kapetanios, George ; Joyce, Michael ; Theodoridis, Konstantinos ; Churm, Rohan. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:80:y:2021:i:c:p:721-736.

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2021Post-processing in solar forecasting: Ten overarching thinking tools. (2021). van der Meer, Dennis ; Yang, Dazhi. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:140:y:2021:i:c:s1364032121000307.

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2022A review of very short-term wind and solar power forecasting. (2022). Browell, J ; Tawn, R. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:153:y:2022:i:c:s1364032121010285.

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2021Renewable electricity and economic growth relationship in the long run: Panel data econometric evidence from the OECD. (2021). Mazzanti, Massimiliano ; Chakraborty, Saptorshee Kanto. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:59:y:2021:i:c:p:330-341.

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2022Random and Markov switching exponential smoothing models. (2022). Tsionas, Mike G. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:174:y:2022:i:c:s0040162521007022.

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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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2021Macroeconomic Forecasting in a Multi-country Context. (2021). Marcellino, Massimiliano ; Clark, Todd ; Carriero, Andrea ; Bai, Yu. In: Working Papers. RePEc:fip:fedcwq:93660.

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2021Time-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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2021Forecasting in the Absence of Precedent. (2021). Ho, Paul. In: Working Paper. RePEc:fip:fedrwp:92993.

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2021Challenges to Learners in Interpreting Self as Other, Post COVID-19. (2021). Nash, Carol. In: Challenges. RePEc:gam:jchals:v:12:y:2021:i:2:p:31-:d:681952.

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2021Forecasting with Business and Consumer Survey Data. (2021). Claveria, Oscar. In: Forecasting. RePEc:gam:jforec:v:3:y:2021:i:1:p:8-134:d:500803.

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2021Modelling Returns in US Housing Prices—You’re the One for Me, Fat Tails. (2021). Nguyen, Hoang ; Kiss, Tamas ; Osterholm, Par. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:11:p:506-:d:660957.

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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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2021Modelling the Relation between the US Real Economy and the Corporate Bond-Yield Spread in Bayesian VARs with non-Gaussian Disturbances. (2021). Österholm, Pär ; Nguyen, Hoang ; Kiss, Tamas ; Osterholm, Par ; Mazur, Stepan. In: Working Papers. RePEc:hhs:oruesi:2021_009.

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

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2021Uncertainty indicators based on expectations of business and consumer surveys. (2021). Claveria, Oscar. In: Empirica. RePEc:kap:empiri:v:48:y:2021:i:2:d:10.1007_s10663-020-09479-1.

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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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2021Global and Local Components of Output Gaps. (2021). Mhlebach, Nina ; Eckert, Florian. In: KOF Working papers. RePEc:kof:wpskof:21-497.

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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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2021Regional Business Confidence as Early Indicator of Regional Economic Growth. (2021). Coetzee, Clive ; Kleynhans, Ewert. In: Managing Global Transitions. RePEc:mgt:youmgt:v:19:y:2021:i:1:p:27-48.

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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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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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2022Quarterly GDP Estimates for the German States. (2022). Lehmann, Robert ; Wikman, Ida. In: MPRA Paper. RePEc:pra:mprapa:112642.

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

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2022Big data forecasting of South African inflation. (2022). Steenkamp, Daan ; Rankin, Neil ; Kotze, Kevin ; Botha, Byron ; Burger, Rulof. In: Working Papers. RePEc:rbz:wpaper:11022.

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2021A Solution for Absent Spatial Data: The Common Correlated Effects Estimator. (2021). Felsenstein, Daniel ; Beenstock, Michael. In: International Regional Science Review. RePEc:sae:inrsre:v:44:y:2021:i:3-4:p:466-484.

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2021The Positive Influences of Renewable Energy Consumption on Financial Development and Economic Growth. (2021). Mukhtarov, Shahriyar ; Ksel, Serhat Y ; Zhe, LI ; Azizov, Mayis ; Diner, Hasan ; Yksel, Serhat. In: SAGE Open. RePEc:sae:sagope:v:11:y:2021:i:3:p:21582440211040133.

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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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2021Disagreement on expectations: firms versus consumers. (2021). Claveria, Oscar. In: SN Business & Economics. RePEc:spr:snbeco:v:1:y:2021:i:12:d:10.1007_s43546-021-00164-4.

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2021Renewable Electricity and Economic Growth relationship in the long run: panel data econometric evidence from the OECD. (2021). Chakraborty, Saptorshee Kanto ; Mazzanti, Massimiliano. In: SEEDS Working Papers. RePEc:srt:wpaper:0421.

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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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2021Bayesian model averaging and the conditional volatility process: an application to predicting aggregate equity returns by conditioning on economic variables. (2021). Nonejad, Nima. In: Quantitative Finance. RePEc:taf:quantf:v:21:y:2021:i:8:p:1387-1411.

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2021Quantifying time-varying forecast uncertainty and risk for the real price of oil. (2021). van Dijk, Herman K ; Cross, Jamie ; Aastveit, Knut Are. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20210053.

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2020Identifying and estimating the effects of unconventional monetary policy in the data: How to do It and what have we learned?. (2018). Rossi, Barbara. In: Economics Working Papers. RePEc:upf:upfgen:1641.

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2021Forecasting in the presence of instabilities: How do we know whether models predict well and how to improve them. (2019). Rossi, Barbara. In: Economics Working Papers. RePEc:upf:upfgen:1711.

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2021Evaluating forecast performance with state dependence. (2021). Sekhposyan, Tatevik ; Rossi, Barbara ; Odendahl, Florens. In: Economics Working Papers. RePEc:upf:upfgen:1800.

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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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This paper has another version. Agregated cites: 12		paper
2009Measuring Output Gap Uncertainty.(2009) In: National Institute of Economic and Social Research (NIESR) Discussion Papers.
[Citation analysis]
This paper has another version. Agregated cites: 12		paper
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: 12		paper
2009Real-time Inflation Forecast Densities from Ensemble Phillips Curves In: Birkbeck Working Papers in Economics and Finance.
[Full Text][Citation analysis]		paper20
2011Real-time inflation forecast densities from ensemble Phillips curves.(2011) In: The North American Journal of Economics and Finance.
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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: 20		paper
2018R2 bounds for predictive models: what univariate properties tell us about multivariate predictability In: Birkbeck Working Papers in Economics and Finance.
[Full Text][Citation analysis]		paper4
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: 4		article
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.
[Full Text][Citation analysis]		article6
2011Qualitative business surveys: signal or noise? In: Journal of the Royal Statistical Society Series A.
[Citation analysis]		article27
2008Qualitative Business Surveys: Signal or Noise?.(2008) In: National Institute of Economic and Social Research (NIESR) Discussion Papers.
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This paper has another version. Agregated cites: 27		paper
2020UK regional nowcasting using a mixed frequency vector auto?regressive model with entropic tilting In: Journal of the Royal Statistical Society Series A.
[Full Text][Citation analysis]		article5
2005FORECASTING MANUFACTURING OUTPUT GROWTH USING FIRM?LEVEL SURVEY DATA In: Manchester School.
[Full Text][Citation analysis]		article23
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.
[Full Text][Citation analysis]		article95
2014Density Nowcasts and Model Combination: Nowcasting Euro-Area GDP Growth over the 2008–09 Recession In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article16
2008Combining forecast densities from VARs with uncertain instabilities In: Working Paper.
[Full Text][Citation analysis]		paper134
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: 134		article
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.
[Full Text][Citation analysis]		paper8
2009Macro Modelling with Many Models.(2009) In: National Institute of Economic and Social Research (NIESR) Discussion Papers.
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This paper has another version. Agregated cites: 8		paper
2009Combining VAR and DSGE forecast densities In: Working Paper.
[Full Text][Citation analysis]		paper33
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: 33		article
2014Generalised density forecast combinations In: Bank of England working papers.
[Full Text][Citation analysis]		paper45
2015Generalised density forecast combinations.(2015) In: Journal of Econometrics.
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This paper has another version. Agregated cites: 45		article
2014Generalised Density Forecast Combinations.(2014) In: CAMA Working Papers.
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This paper has another version. Agregated cites: 45		paper
2013Generalised Density Forecast Combinations.(2013) In: EMF Research Papers.
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This paper has another version. Agregated cites: 45		paper
2009Monthly and Quarterly GDP Estimates for Interwar Britain In: Cambridge Working Papers in Economics.
[Full Text][Citation analysis]		paper1
2009Monthly and quarterly GDP estimates for interwar Britain.(2009) In: National Institute of Economic and Social Research (NIESR) Discussion Papers.
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This paper has another version. Agregated cites: 1		paper
2011Monthly GDP Estimates for Inter-War Britain In: Cambridge Working Papers in Economics.
[Full Text][Citation analysis]		paper13
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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In: .
[Full Text][Citation analysis]		article11
2002Have UK and Eurozone Business Cycles Become More Correlated?.(2002) In: National Institute Economic Review.
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In: .
[Full Text][Citation analysis]		article16
2003Business Cycles and Turning Points: A Survey of Statistical Techniques.(2003) In: National Institute Economic Review.
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In: .
[Full Text][Citation analysis]		article0
2005The National Institute Density Forecasts of Inflation.(2005) In: National Institute Economic Review.
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In: .
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[Full Text][Citation analysis]		article17
2009WHERE ARE WE NOW? THE UK RECESSION AND NOWCASTING GDP GROWTH USING STATISTICAL MODELS.(2009) In: National Institute Economic Review.
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In: .
[Full Text][Citation analysis]		article1
2009ARCHITECTS AS NOWCASTERS OF HOUSING CONSTRUCTION.(2009) In: National Institute Economic Review.
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In: .
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[Full Text][Citation analysis]		article2
2021Nowcasting true monthly US GDP during the pandemic.(2021) In: CAMA Working Papers.
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2002Quantification of Qualitative Firm-Level Survey Data In: Economic Journal.
[Full Text][Citation analysis]		article29
2001Quantification of qualitative firm-level survey data.(2001) In: National Institute of Economic and Social Research (NIESR) Discussion Papers.
[Full Text][Citation analysis]
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2005An Indicator of Monthly GDP and an Early Estimate of Quarterly GDP Growth In: Economic Journal.
[Full Text][Citation analysis]		article68
2011The drivers of international migration to the UK: A panel‐based Bayesian model averaging approach In: Economic Journal.
[Full Text][Citation analysis]		article11
2002The use of non-normal distributions in quantifying qualitative survey data on expectations In: Economics Letters.
[Full Text][Citation analysis]		article23
2007Uncertainty in UK manufacturing: Evidence from qualitative survey data In: Economics Letters.
[Full Text][Citation analysis]		article19
2005Uncertainty in UK manufacturing: evidence from qualitative survey data.(2005) In: National Institute of Economic and Social Research (NIESR) Discussion Papers.
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This paper has another version. Agregated cites: 19		paper
2014A nonlinear panel data model of cross-sectional dependence In: Journal of Econometrics.
[Full Text][Citation analysis]		article16
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: 16		paper
2010A Nonlinear Panel Data Model of Cross-sectional Dependence.(2010) In: National Institute of Economic and Social Research (NIESR) Discussion Papers.
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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: 16		paper
2007Combining density forecasts In: International Journal of Forecasting.
[Full Text][Citation analysis]		article185
2011The utility of expectational data: Firm-level evidence using matched qualitative-quantitative UK surveys In: International Journal of Forecasting.
[Full Text][Citation analysis]		article23
2009The utility of expectational data: Firm-level evidence using matched qualitative-quantitative UK surveys.(2009) In: National Institute of Economic and Social Research (NIESR) Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 23		paper
2014Measuring output gap nowcast uncertainty In: International Journal of Forecasting.
[Full Text][Citation analysis]		article15
2011Measuring Output Gap Nowcast Uncertainty.(2011) In: CAMA Working Papers.
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2013Measuring Output Gap Nowcast Uncertainty.(2013) In: EMF Research Papers.
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This paper has another version. Agregated cites: 15		paper
2021Does judgment improve macroeconomic density forecasts? In: International Journal of Forecasting.
[Full Text][Citation analysis]		article4
2020Does Judgment Improve Macroeconomic Density Forecasts?.(2020) In: EMF Research Papers.
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This paper has another version. Agregated cites: 4		paper
2021Censored Density Forecasts: Production and Evaluation In: Working Papers.
[Full Text][Citation analysis]		paper0
2021Communicating Data Uncertainty: Multi-Wave Experimental Evidence for UK GDP In: Working Papers.
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2022Reconciled Estimates of Monthly GDP in the US In: Working Papers.
[Full Text][Citation analysis]		paper1
2020Reconciled Estimates of Monthly GDP in the US.(2020) In: Economic Statistics Centre of Excellence (ESCoE) Discussion Papers.
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2020Reconciled Estimates of Monthly GDP in the US.(2020) In: EMF Research Papers.
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This paper has another version. Agregated cites: 1		paper
2022Using stochastic hierarchical aggregation constraints to nowcast regional economic aggregates In: Working Papers.
[Full Text][Citation analysis]		paper0
2022Constructing Density Forecasts from Quantile Regressions: Multimodality in Macro-Financial Dynamics In: Working Papers.
[Full Text][Citation analysis]		paper0
2010Nowcasting and predicting data revisions using panel survey data In: Journal of Forecasting.
[Full Text][Citation analysis]		article8
2011Efficient Aggregation of Panel Qualitative Survey Data In: Discussion Papers in Economics.
[Full Text][Citation analysis]		paper2
2013EFFICIENT AGGREGATION OF PANEL QUALITATIVE SURVEY DATA.(2013) In: Journal of Applied Econometrics.
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2004Reconsidering the evidence: are Eurozone business cycles converging? In: Money Macro and Finance (MMF) Research Group Conference 2003.
[Full Text][Citation analysis]		paper79
2003Reconsidering the evidence: Are Eurozone business cycles converging.(2003) In: ZEI Working Papers.
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This paper has another version. Agregated cites: 79		paper
2018UK Regional Nowcasting using a Mixed Frequency Vector Autoregressive Model In: Economic Statistics Centre of Excellence (ESCoE) Discussion Papers.
[Full Text][Citation analysis]		paper2
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: 2		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.
[Full Text][Citation analysis]		paper8
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: 8		paper
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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2019Measuring Data Uncertainty : An Application using the Bank of England’s “Fan Charts” for Historical GDP Growth.(2019) In: EMF Research Papers.
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This paper has another version. Agregated cites: 5		paper
2019Communicating Data Uncertainty: Experimental Evidence for U.K. GDP In: Economic Statistics Centre of Excellence (ESCoE) Discussion Papers.
[Full Text][Citation analysis]		paper4
2019Communicating Data Uncertainty: Experimental Evidence for U.K. GDP.(2019) In: EMF Research Papers.
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This paper has another version. Agregated cites: 4		paper
2004Optimal combination of density forecasts In: National Institute of Economic and Social Research (NIESR) Discussion Papers.
[Citation analysis]		paper4
2006A Bayesian Indicator of Manufacturing Output from Qualitative Business Panel Survey Data In: National Institute of Economic and Social Research (NIESR) Discussion Papers.
[Full Text][Citation analysis]		paper3
2005Poverty and Debt In: National Institute of Economic and Social Research (NIESR) Discussion Papers.
[Citation analysis]		paper1
2007Qualitative Expectational Data as Predictors of Income and Consumption Growth: Micro Evidence from the British Household Panel Survey In: National Institute of Economic and Social Research (NIESR) Discussion Papers.
[Citation analysis]		paper0
2007The Rationality and Reliability of Expectations Reported by British Households: Micro Evidence from the British Household Panel Survey In: National Institute of Economic and Social Research (NIESR) Discussion Papers.
[Citation analysis]		paper11
2007The rationality and reliability of expectations reported by British households: micro evidence from the British household panel survey.(2007) In: Discussion Paper Series 1: Economic Studies.
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This paper has another version. Agregated cites: 11		paper
2011Mortality in the British Panel Household Survey: a Test of a Standard Treatment for Non-Response In: National Institute of Economic and Social Research (NIESR) Discussion Papers.
[Full Text][Citation analysis]		paper0
2007Nowcasting and predicting data revisions in real time using qualitative panel survey data In: Reserve Bank of New Zealand Discussion Paper Series.
[Full Text][Citation analysis]		paper2
2005Reconsidering the Evidence: Are Euro Area Business Cycles Converging? In: Journal of Business Cycle Measurement and Analysis.
[Full Text][Citation analysis]		article22
2009Recent Developments in Density Forecasting In: Palgrave Macmillan Books.
[Citation analysis]		chapter6
2010A Nonlinear Panel Model of Cross-sectional Dependence In: Working Papers.
[Full Text][Citation analysis]		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		paper
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.
[Full Text][Citation analysis]		paper1
2018The Evolution of Forecast Density Combinations in Economics In: Tinbergen Institute Discussion Papers.
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2021Measuring and Communicating the Uncertainty in Official Economic Statistics In: Journal of Official Statistics.
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2021Measuring and Communicating the Uncertainty in Official Economic Statistics.(2021) In: Journal of Official Statistics.
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2005Insights into Business Confidence from Firm-Level Panel Data In: Working Papers in Economics.
[Full Text][Citation analysis]		paper0
2011Evaluating density forecasts: forecast combinations, model mixtures, calibration and sharpness In: Journal of Applied Econometrics.
[Citation analysis]		article79
2020Regional output growth in the United Kingdom: More timely and higher frequency estimates from 1970 In: Journal of Applied Econometrics.
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2013The Recalibrated and Copula Opinion Pools In: EMF Research Papers.
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2014Probability Forecasting for Inflation Warnings from the Federal Reserve In: EMF Research Papers.
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2016What univariate models tell us about multivariate macroeconomic models In: EMF Research Papers.
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2019Communicating uncertainty about facts, numbers, and science In: EMF Research Papers.
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2019Forecasting with Unknown Unknowns: Censoring and Fat Tails on the Bank of Englands Monetary Policy Committee In: EMF Research Papers.
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2020Real-Time Perceptions of Historical GDP Data Uncertainty In: EMF Research Papers.
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