James Mitchell : Citation Profile

Are you James Mitchell?

Federal Reserve Bank of Cleveland

18

H index

32

i10 index

1405

Citations

RESEARCH PRODUCTION:

51

Articles

84

Papers

3

Chapters

RESEARCH ACTIVITY:

   23 years (2001 - 2024). See details.
   Cites by year: 61
   Journals where James Mitchell has often published
   Relations with other researchers
   Recent citing documents: 108.    Total self citations: 46 (3.17 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pmi127
   Updated: 2024-12-03    RAS profile: 2024-11-06    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

Koop, Gary (18)

Poon, Aubrey (14)

McIntyre, Stuart (10)

Galvão, Ana (9)

Huber, Florian (6)

Hauzenberger, Niko (3)

Filippou, Ilias (3)

Chernis, Tony (3)

Runge, Johnny (2)

Knotek, Edward (2)

Kapetanios, George (2)

Braitsch, Hana (2)

Chrysikou, Katerina (2)

Garciga, Christian (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 (105)

Casarin, Roberto (54)

Rossi, Barbara (52)

Claveria, Oscar (49)

van Dijk, Herman (44)

Aastveit, Knut Are (32)

Proietti, Tommaso (26)

van Dijk, Dick (25)

Thorsrud, Leif (23)

Vahey, Shaun (23)

Panchenko, Valentyn (19)

Cites to:

Koop, Gary (53)

Vahey, Shaun (49)

Clements, Michael (48)

Pesaran, Mohammad (45)

Clark, Todd (39)

Wallis, Kenneth (37)

Croushore, Dean (31)

Giacomini, Raffaella (31)

Diebold, Francis (30)

Korobilis, Dimitris (29)

Chan, Joshua (27)

Main data

Where James Mitchell has published?

Journals with more than one article published# docs
National Institute Economic Review9
National Institute Economic Review8
International Journal of Forecasting5
Journal of Applied Econometrics5
Journal of the Royal Statistical Society Series A3
Journal of Business & Economic Statistics2
Economic Commentary2
Economics Letters2
Economic Journal2
Oxford Bulletin of Economics and Statistics2
Journal of Official Statistics2
Journal of Econometrics2

Working Papers Series with more than one paper published# docs
Working Papers / Federal Reserve Bank of Cleveland14
National Institute of Economic and Social Research (NIESR) Discussion Papers / National Institute of Economic and Social Research13
Economic Statistics Centre of Excellence (ESCoE) Discussion Papers / Economic Statistics Centre of Excellence (ESCoE)7
Papers / arXiv.org3
Working Papers / University of Strathclyde Business School, Department of Economics3

Recent works citing James Mitchell (2024 and 2023)

YearTitle of citing document
2023.

Full description at Econpapers || Download paper

2023Predictive properties of forecast combination, ensemble methods, and Bayesian predictive synthesis. (2019). McAlinn, Kenichiro ; Takanashi, Kosaku. In: Papers. RePEc:arx:papers:1911.08662.

Full description at Econpapers || Download paper

2024Capturing GDP nowcast uncertainty in real time. (2020). Labonne, Paul. In: Papers. RePEc:arx:papers:2012.02601.

Full description at Econpapers || Download paper

2023Inferring Economic Condition Uncertainty from Electricity Big Data. (2021). Qian, Haoqi ; Tian, Yingjie ; Wu, Libo ; Shi, Zhengyu. In: Papers. RePEc:arx:papers:2107.11593.

Full description at Econpapers || Download paper

2024Optimal Regime-Switching Density Forecasts. (2021). Moramarco, Graziano. In: Papers. RePEc:arx:papers:2110.13761.

Full description at Econpapers || Download paper

2024Ensemble distributional forecasting for insurance loss reserving. (2022). Xian, Alan ; Wong, Bernard ; Li, Yanfeng ; Avanzi, Benjamin. In: Papers. RePEc:arx:papers:2206.08541.

Full description at Econpapers || Download paper

2023Bayesian Forecasting in the 21st Century: A Modern Review. (2022). Koop, Gary ; Huber, Florian ; Loaiza-Maya, Ruben ; Maneesoonthorn, Worapree ; Frazier, David T ; Martin, Gael M ; Panagiotelis, Anastasios ; Nibbering, Didier ; Maheu, John . In: Papers. RePEc:arx:papers:2212.03471.

Full description at Econpapers || Download paper

2023High-Dimensional Conditionally Gaussian State Space Models with Missing Data. (2023). Zhu, Dan ; Poon, Aubrey. In: Papers. RePEc:arx:papers:2302.03172.

Full description at Econpapers || Download paper

2023Optimal probabilistic forecasts for risk management. (2023). Martin, Gael M ; Loaiza-Maya, Ruben ; Maneesoonthorn, Worapree ; Sun, Yuru. In: Papers. RePEc:arx:papers:2303.01651.

Full description at Econpapers || Download paper

2024Multivariate Probabilistic CRPS Learning with an Application to Day-Ahead Electricity Prices. (2023). Ziel, Florian ; Berrisch, Jonathan. In: Papers. RePEc:arx:papers:2303.10019.

Full description at Econpapers || Download paper

2023Estimation and Inference in Threshold Predictive Regression Models with Locally Explosive Regressors. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2305.00860.

Full description at Econpapers || Download paper

2023BVARs and Stochastic Volatility. (2023). Chan, Joshua. In: Papers. RePEc:arx:papers:2310.14438.

Full description at Econpapers || Download paper

2024Judgment in macroeconomic output growth predictions: Efficiency, accuracy and persistence. (2024). Pedersen, Michael. In: Papers. RePEc:arx:papers:2404.04105.

Full description at Econpapers || Download paper

2023Central Bank Forecasting: A Survey. (2023). Sekkel, Rodrigo ; Binder, Carola Conces. In: Staff Working Papers. RePEc:bca:bocawp:23-18.

Full description at Econpapers || Download paper

2023Combining Large Numbers of Density Predictions with Bayesian Predictive Synthesis. (2023). Chernis, Tony. In: Staff Working Papers. RePEc:bca:bocawp:23-45.

Full description at Econpapers || Download paper

2023Quantifying Qualitative Survey Data: New Insights on the (Ir)Rationality of Firms Forecasts. (2023). Sakellaris, Plutarchos ; Gortz, Christoph ; Botsis, Alexandros. In: Discussion Papers. RePEc:bir:birmec:23-06.

Full description at Econpapers || Download paper

2023Forecasting inflation with a zero lower bound or negative interest rates: Evidence from point and density forecasts. (2023). Caporale, Guglielmo Maria ; Anderl, Christina. In: Manchester School. RePEc:bla:manchs:v:91:y:2023:i:3:p:171-232.

Full description at Econpapers || Download paper

2024Merging Structural and Reduced-Form Models for Forecasting. (2024). Massimo, Piersanti Fabio ; Luca, Onorante ; Richard, Morris ; Jaime, Martinez-Martin. In: The B.E. Journal of Macroeconomics. RePEc:bpj:bejmac:v:24:y:2024:i:1:p:399-437:n:2.

Full description at Econpapers || Download paper

2023Testing for Differences in Survey-Based Density Expectations: A Compositional Data Approach. (2023). Kenny, Geoff ; Glas, Alexander ; Dovern, Jonas. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10256.

Full description at Econpapers || Download paper

2023Quarterly GDP Estimates for the German States: New Data for Business Cycle Analyses and Long-Run Dynamics. (2023). Lehmann, Robert ; Wikman, Ida. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10280.

Full description at Econpapers || Download paper

2023READ-GER: Introducing German Real-Time Regional Accounts Data for Revision Analysis and Nowcasting. (2023). Lehmann, Robert. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10315.

Full description at Econpapers || Download paper

2023From Shopping to Statistics: Tracking and Nowcasting Private Consumption Expenditures in Real-Time. (2023). Lehmann, Robert ; Fourne, Friederike. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10764.

Full description at Econpapers || Download paper

2023Ambiguity Attitudes and Surprises: Experimental Evidence on Communicating New Information within a Large Population Sample. (2023). Roggenkamp, Hauke ; Minnich, Aljoscha ; Lange, Andreas. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10783.

Full description at Econpapers || Download paper

2024Quantifying Qualitative Survey Data with Panel Data Structure. (2024). Sakellaris, Plutarchos ; Gortz, Christoph ; Botsis, Alexandros. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11013.

Full description at Econpapers || Download paper

2024ECB macroeconometric models for forecasting and policy analysis. (2024). Priftis, Romanos ; Banbura, Marta ; Kase, Hanno ; Fagan, Gabriel ; Rigato, Rodolfo Dinis ; Bokan, Nikola ; Zimic, Sreko ; Babura, Marta ; Warne, Anders ; Angelini, Elena ; Santoro, Sergio ; Von-Pine, Eliott ; Paredes, Joan ; Paries, Matthieu Darracq ; Invernizzi, Marco ; Muller, Georg ; Ciccarelli, Matteo ; Giammaria, Alessandro ; Montes-Galdon, Carlos ; Cocchi, Sara ; Lalik, Magdalena ; Brunotte, Stella ; Kornprobst, Antoine ; Koutsoulis, Iason ; Gumiel, Jose Emilio. In: Occasional Paper Series. RePEc:ecb:ecbops:2024344.

Full description at Econpapers || Download 2023

Testing for differences in survey-based density expectations: a compositional data approach. (2023). Kenny, Geoff ; Glas, Alexander ; Dovern, Jonas. In: Working Paper Series. RePEc:ecb:ecbwps:20232791.

Full description at Econpapers || Download paper

2023Bayesian mixed-frequency quantile vector autoregression: Eliciting tail risks of monthly US GDP. (2023). Rossini, Luca ; Poon, Aubrey ; Iacopini, Matteo ; Zhu, Dan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:157:y:2023:i:c:s016518892300163x.

Full description at Econpapers || Download paper

2024Uncertainty of household inflation expectations: Reconciling point and density forecasts. (2024). Zhao, Yongchen. In: Economics Letters. RePEc:eee:ecolet:v:234:y:2024:i:c:s0165176523005128.

Full description at Econpapers || Download paper

2023Nowcasting the output gap. (2023). Wong, Benjamin ; Morley, James ; Berger, Tino. In: Journal of Econometrics. RePEc:eee:econom:v:232:y:2023:i:1:p:18-34.

Full description at Econpapers || Download paper

2023Nowcasting in a pandemic using non-parametric mixed frequency VARs. (2023). onorante, luca ; Koop, Gary ; Huber, Florian ; Pfarrhofer, Michael ; Schreiner, Josef. In: Journal of Econometrics. RePEc:eee:econom:v:232:y:2023:i:1:p:52-69.

Full description at Econpapers || Download paper

2023Comparing stochastic volatility specifications for large Bayesian VARs. (2023). Chan, Joshua. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1419-1446.

Full description at Econpapers || Download paper

2023Spatial autoregressions with an extended parameter space and similarity-based weights. (2023). Lieberman, Offer ; Rossi, Francesca. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1770-1798.

Full description at Econpapers || Download paper

2023Model averaging for asymptotically optimal combined forecasts. (2023). Liu, Chu-An ; Chen, Yi-Ting. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:592-607.

Full description at Econpapers || Download paper

2023High-dimensional conditionally Gaussian state space models with missing data. (2023). Poon, Aubrey ; Chan, Joshua ; Zhu, Dan. In: Journal of Econometrics. RePEc:eee:econom:v:236:y:2023:i:1:s0304407623001628.

Full description at Econpapers || Download paper

2023Evaluating forecast performance with state dependence. (2023). Sekhposyan, Tatevik ; Rossi, Barbara ; Odendahl, Florens. In: Journal of Econometrics. RePEc:eee:econom:v:237:y:2023:i:2:s0304407621002657.

Full description at Econpapers || Download paper

2023CRPS learning. (2023). Ziel, Florian ; Berrisch, Jonathan. In: Journal of Econometrics. RePEc:eee:econom:v:237:y:2023:i:2:s0304407621002724.

Full description at Econpapers || Download paper

2023On the aggregation of probability assessments: Regularized mixtures of predictive densities for Eurozone inflation and real interest rates. (2023). Zhang, Boyuan ; Shin, Minchul ; Diebold, Francis X. In: Journal of Econometrics. RePEc:eee:econom:v:237:y:2023:i:2:s0304407622001464.

Full description at Econpapers || Download paper

2023A flexible predictive density combination for large financial data sets in regular and crisis periods. (2023). Casarin, Roberto ; Grassi, Stefano ; van Dijk, Herman K ; Ravazzolo, Francesco. In: Journal of Econometrics. RePEc:eee:econom:v:237:y:2023:i:2:s0304407622002093.

Full description at Econpapers || Download paper

2023Score-driven models for realized volatility. (2023). Palumbo, Dario ; Harvey, Andrew. In: Journal of Econometrics. RePEc:eee:econom:v:237:y:2023:i:2:s0304407623001422.

Full description at Econpapers || Download paper

2023Heterogeneous expectations, forecast accuracy and firms’ credit demand. (2023). Antonecchia, Gianluca. In: European Economic Review. RePEc:eee:eecrev:v:154:y:2023:i:c:s0014292123000594.

Full description at Econpapers || Download paper

2024Combining probabilistic forecasts of intermittent demand. (2024). Petropoulos, Fotios ; Kang, Yanfei ; Wang, Shengjie. In: European Journal of Operational Research. RePEc:eee:ejores:v:315:y:2024:i:3:p:1038-1048.

Full description at Econpapers || Download paper

2023The jobless recovery after the 1980–1981 British recession. (2023). Paker, Meredith M. In: Explorations in Economic History. RePEc:eee:exehis:v:90:y:2023:i:c:s0014498323000396.

Full description at Econpapers || Download paper

2023Forecasting global stock market volatilities in an uncertain world. (2023). Zhang, Ting ; Wang, Gang-Jin ; Zeng, Zhi-Jian ; Xie, Chi ; Li, Zhao-Chen. In: International Review of Financial Analysis. RePEc:eee:finana:v:85:y:2023:i:c:s1057521922004136.

Full description at Econpapers || Download paper

2023Does the Phillips curve help to forecast euro area inflation?. (2023). Bobeica, Elena ; Babura, Marta. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:364-390.

Full description at Econpapers || Download paper

2023Empirically-transformed linear opinion pools. (2023). Vahey, Shaun P ; Henckel, Timo ; Garratt, Anthony. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:2:p:736-753.

Full description at Econpapers || Download paper

2023Time-varying variance and skewness in realized volatility measures. (2023). Lucas, Andre ; Opschoor, Anne. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:2:p:827-840.

Full description at Econpapers || Download paper

2023Real-time inflation forecasting using non-linear dimension reduction techniques. (2023). Huber, Florian ; Klieber, Karin ; Hauzenberger, Niko. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:2:p:901-921.

Full description at Econpapers || Download paper

2023Bayesian forecast combination using time-varying features. (2023). Li, Feng ; Kang, Yanfei. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1287-1302.

Full description at Econpapers || Download paper

2023Forecast combinations: An over 50-year review. (2023). Li, Feng ; Kang, Yanfei ; Hyndman, Rob J ; Wang, Xiao Qian. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:4:p:1518-1547.

Full description at Econpapers || Download paper

2023Real-time density nowcasts of US inflation: A model combination approach. (2023). Zaman, Saeed ; Knotek, Edward S. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:4:p:1736-1760.

Full description at Econpapers || Download paper

2023Macroeconomic forecasting in the euro area using predictive combinations of DSGE models. (2023). Čapek, Jan ; Reichel, Vlastimil ; Hauzenberger, Niko ; Cuaresma, Jesus Crespo. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:4:p:1820-1838.

Full description at Econpapers || Download paper

2023Dynamic linear models with adaptive discounting. (2023). Pavlidis, Efthymios G ; Yusupova, Alisa. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:4:p:1925-1944.

Full description at Econpapers || Download paper

2024On the role of fundamentals, private signals, and beauty contests to predict exchange rates. (2024). Pancotto, Francesca ; Raggi, Davide ; Pignataro, Giuseppe. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:687-705.

Full description at Econpapers || Download paper

2024Bayesian forecasting in economics and finance: A modern review. (2024). Koop, Gary ; Huber, Florian ; Loaiza-Maya, Ruben ; Maneesoonthorn, Worapree ; Frazier, David T ; Martin, Gael M ; Panagiotelis, Anastasios ; Nibbering, Didier ; Maheu, John. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:811-839.

Full description at Econpapers || Download paper

2023Business cycle synchronization and African monetary union: A wavelet analysis. (2023). Fouda, Lucien Cedric ; Gandjon, Gislain Stephane. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:77:y:2023:i:c:s0164070423000277.

Full description at Econpapers || Download paper

2024Flexible global forecast combinations. (2024). Vasnev, Andrey ; Qian, Yilin ; Thompson, Ryan. In: Omega. RePEc:eee:jomega:v:126:y:2024:i:c:s0305048324000409.

Full description at Econpapers || Download paper

2024Do shipping freight markets impact commodity markets?. (2024). Wohar, Mark ; Trabelsi, Nader ; Aikins, Emmanuel Joel ; Tiwari, Aviral Kumar. In: International Review of Economics & Finance. RePEc:eee:reveco:v:91:y:2024:i:c:p:986-1014.

Full description at Econpapers || Download paper

2023Distribution Prediction of Decomposed Relative EVA Measure with Levy-Driven Mean-Reversion Processes: The Case of an Automotive Sector of a Small Open Economy. (2023). Ratmanova, Iveta ; Ponik, Antonin ; Lisztwanova, Karolina ; Dluhoova, Dana ; Zmekal, Zdenk. In: Forecasting. RePEc:gam:jforec:v:5:y:2023:i:2:p:25-471:d:1158257.

Full description at Econpapers || Download paper

2024Building an integrated database for the trade sector for the period 2010- 2022. (2024). Martone, Luigi ; Ippoliti, Maria Rita ; Sartor, Fabiana. In: RIEDS - Rivista Italiana di Economia, Demografia e Statistica - The Italian Journal of Economic, Demographic and Statistical Studies. RePEc:ite:iteeco:240108.

Full description at Econpapers || Download paper

2024Evidence for policy-makers: A matter of timing and certainty?. (2024). Ferrari, Sacha ; Pattyn, Valerie ; Lammers, Wouter ; van De, Steven ; Wenmackers, Sylvia. In: Policy Sciences. RePEc:kap:policy:v:57:y:2024:i:1:d:10.1007_s11077-024-09526-9.

Full description at Econpapers || Download paper

2023Bayesian Forecasting in the 21st Century: A Modern Review. (2023). Maheu, John ; Panagiotelis, Anastasios ; Nibbering, Didier ; Koop, Gary ; Huber, Florian ; Loaiza-Maya, Ruben ; Frazier, David T ; Martin, Gael M. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2023-1.

Full description at Econpapers || Download paper

2023Balancing interests between freedom and censorship: Organizational strategies for quality assurance in science communication. (2023). Weingart, Peter ; Schildhauer, Thomas ; Schmid-Petri, Hannah ; Fahnrich, Birte ; Kuper, Freia ; Fecher, Benedikt ; Wormer, Holger. In: Science and Public Policy. RePEc:oup:scippl:v:50:y:2023:i:1:p:1-14..

Full description at Econpapers || Download paper

2023Big data forecasting of South African inflation. (2023). Steenkamp, Daan ; Rankin, Neil ; Kotze, Kevin ; Burger, Rulof ; Botha, Byron. In: Empirical Economics. RePEc:spr:empeco:v:65:y:2023:i:1:d:10.1007_s00181-022-02329-y.

Full description at Econpapers || Download paper

2023Modelling and forecasting risk dependence and portfolio VaR for cryptocurrencies. (2023). Cheng, Jie. In: Empirical Economics. RePEc:spr:empeco:v:65:y:2023:i:2:d:10.1007_s00181-023-02360-7.

Full description at Econpapers || Download paper

2023Global and local components of output gaps. (2023). Muhlebach, Nina ; Eckert, Florian. In: Empirical Economics. RePEc:spr:empeco:v:65:y:2023:i:5:d:10.1007_s00181-023-02419-5.

Full description at Econpapers || Download paper

2023An Approach for Specifying Trimming and Winsorization Cutoffs. (2023). Young, Derek S ; Cheng, Kedai. In: Journal of Agricultural, Biological and Environmental Statistics. RePEc:spr:jagbes:v:28:y:2023:i:2:d:10.1007_s13253-023-00527-4.

Full description at Econpapers || Download paper

2023The Forecasting Power of the ifo Business Survey. (2023). Lehmann, Robert. In: Journal of Business Cycle Research. RePEc:spr:jbuscr:v:19:y:2023:i:1:d:10.1007_s41549-022-00079-5.

Full description at Econpapers || Download paper

2023Tail Heterogeneity for Dynamic Covariance-Matrix-Valued Random Variables: the F-Riesz Distribution. (2021). Lucas, Andr E ; Blasques, Francisco ; Rossini, Luca ; Opschoor, Anne. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20210010.

Full description at Econpapers || Download paper

2023Uncertainty of Household Inflation Expectations: Reconciling Point and Density Forecasts. (2023). Zhao, Yongchen. In: Working Papers. RePEc:tow:wpaper:2023-09.

Full description at Econpapers || Download paper

2023Macroeconomic forecasting in a multi?country context. (2022). Marcellino, Massimiliano ; Clark, Todd ; Carriero, Andrea ; Bai, YU. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:37:y:2022:i:6:p:1230-1255.

Full description at Econpapers || Download paper

2023An Inflation‐Predicting Measure of the Output Gap in the Euro Area. (2018). Lenza, Michele ; Jarociński, Marek ; Jarociski, Marek. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:50:y:2018:i:6:p:1189-1224.

Full description at Econpapers || Download paper

2023Testing for differences in survey-based density expectations: A compositional data approach. (2023). Kenny, Geoff ; Glas, Alexander ; Dovern, Jonas. In: Working Papers. RePEc:zbw:pp1859:39.

Full description at Econpapers || Download paper

2023.

Full description at Econpapers || Download paper

Works by James Mitchell:

YearTitleTypeCited
2023Bayesian Modeling of TVP-VARs Using Regression Trees In: Papers.
[Full Text][Citation analysis]		paper0
2023Bayesian Modelling of TVP-VARs Using Regression Trees.(2023) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2023Deep Neural Network Estimation in Panel Data Models In: Papers.
[Full Text][Citation analysis]		paper0
2023Deep Neural Network Estimation in Panel Data Models.(2023) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2023Predictive Density Combination Using a Tree-Based Synthesis Function In: Papers.
[Full Text][Citation analysis]		paper0
2023Predictive Density Combination Using a Tree-Based Synthesis Function.(2023) In: Staff Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2023Predictive Density Combination Using a Tree-Based Synthesis Function.(2023) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2009Measuring Output Gap Uncertainty In: Birkbeck Working Papers in Economics and Finance.
[Full Text][Citation analysis]		paper12
2010Measuring Output Gap Uncertainty.(2010) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has nother 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 nother version. Agregated cites: 12		paper
2009Measuring output gap uncertainty.(2009) In: Reserve Bank of New Zealand Discussion Paper Series.
[Full Text][Citation analysis]
This paper has nother 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]		paper23
2011Real-time inflation forecast densities from ensemble Phillips curves.(2011) In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 23		article
2010Real-time Inflation Forecast Densities from Ensemble Phillips Curves.(2010) In: CAMA Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 23		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.
[Full Text][Citation analysis]
This paper has nother 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]		article33
2008Qualitative Business Surveys: Signal or Noise?.(2008) In: National Institute of Economic and Social Research (NIESR) Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 33		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]		article12
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]		article163
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]		article19
2008Combining forecast densities from VARs with uncertain instabilities In: Working Paper.
[Full Text][Citation analysis]		paper149
2010Combining forecast densities from VARs with uncertain instabilities.(2010) In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 149		article
2008Combining Forecast Densities from VARs with Uncertain Instabilities.(2008) In: Reserve Bank of New Zealand Discussion Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 149		paper
2009Macro modelling with many models In: Working Paper.
[Full Text][Citation analysis]		paper10
2009Macro Modelling with Many Models.(2009) In: National Institute of Economic and Social Research (NIESR) Discussion Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 10		paper
2009Combining VAR and DSGE forecast densities In: Working Paper.
[Full Text][Citation analysis]		paper34
2011Combining VAR and DSGE forecast densities.(2011) In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 34		article
2014Generalised density forecast combinations In: Bank of England working papers.
[Full Text][Citation analysis]		paper56
2015Generalised density forecast combinations.(2015) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 56		article
2014Generalised Density Forecast Combinations.(2014) In: CAMA Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 56		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.
[Full Text][Citation analysis]
This paper has nother 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.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 13		paper
2012Monthly GDP estimates for inter-war Britain.(2012) In: Explorations in Economic History.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 13		article
In: .
[Full Text][Citation analysis]		article11
2002Have UK and Eurozone Business Cycles Become More Correlated?.(2002) In: National Institute Economic Review.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 11		article
In: .
[Full Text][Citation analysis]		article16
2003Business Cycles and Turning Points: A Survey of Statistical Techniques.(2003) In: National Institute Economic Review.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 16		article
In: .
[Full Text][Citation analysis]		article0
2005The National Institute Density Forecasts of Inflation.(2005) In: National Institute Economic Review.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		article
In: .
[Full Text][Citation analysis]		article0
2006Prudence and UK Trend Growth.(2006) In: National Institute Economic Review.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		article
In: .
[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.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 17		article
In: .
[Full Text][Citation analysis]		article2
2009ARCHITECTS AS NOWCASTERS OF HOUSING CONSTRUCTION.(2009) In: National Institute Economic Review.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		article
In: .
[Full Text][Citation analysis]		article0
2009Erratum.(2009) In: National Institute Economic Review.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		article
In: .
[Full Text][Citation analysis]		article11
In: .
[Full Text][Citation analysis]		article3
2021Nowcasting true monthly US GDP during the pandemic.(2021) In: CAMA Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		paper
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]
This paper has nother version. Agregated cites: 29		paper
2005An Indicator of Monthly GDP and an Early Estimate of Quarterly GDP Growth In: Economic Journal.
[Full Text][Citation analysis]		article79
2002The use of non-normal distributions in quantifying qualitative survey data on expectations In: Economics Letters.
[Full Text][Citation analysis]		article26
2007Uncertainty in UK manufacturing: Evidence from qualitative survey data In: Economics Letters.
[Full Text][Citation analysis]		article18
2005Uncertainty in UK manufacturing: evidence from qualitative survey data.(2005) In: National Institute of Economic and Social Research (NIESR) Discussion Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 18		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.
[Full Text][Citation analysis]
This paper has nother 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.
[Citation analysis]
This paper has nother version. Agregated cites: 16		paper
2007Combining density forecasts In: International Journal of Forecasting.
[Full Text][Citation analysis]		article212
2011The utility of expectational data: Firm-level evidence using matched qualitative-quantitative UK surveys In: International Journal of Forecasting.
[Full Text][Citation analysis]		article28
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 nother version. Agregated cites: 28		paper
2014Measuring output gap nowcast uncertainty In: International Journal of Forecasting.
[Full Text][Citation analysis]		article22
2011Measuring Output Gap Nowcast Uncertainty.(2011) In: CAMA Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 22		paper
2021Does judgment improve macroeconomic density forecasts? In: International Journal of Forecasting.
[Full Text][Citation analysis]		article12
2024Using stochastic hierarchical aggregation constraints to nowcast regional economic aggregates In: International Journal of Forecasting.
[Full Text][Citation analysis]		article1
2022Using stochastic hierarchical aggregation constraints to nowcast regional economic aggregates.(2022) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		paper
In: .
[Full Text][Citation analysis]		chapter1
2022Nowcasting Euro Area GDP Growth Using Bayesian Quantile Regression In: Advances in Econometrics.
[Full Text][Citation analysis]		chapter1
2022A New Measure of Consumers’ (In)Attention to Inflation In: Economic Commentary.
[Full Text][Citation analysis]		article0
2024Regional Economic Sentiment: Constructing Quantitative Estimates from the Beige Book and Testing Their Ability to Forecast Recessions In: Economic Commentary.
[Full Text][Citation analysis]		article0
2022Censored Density Forecasts: Production and Evaluation In: Working Papers.
[Full Text][Citation analysis]		paper1
2023Censored density forecasts: Production and evaluation.(2023) In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		article
2022Communicating Data Uncertainty: Multi-Wave Experimental Evidence for UK GDP In: Working Papers.
[Full Text][Citation analysis]		paper1
2021Communicating Data Uncertainty: Multi-Wave Experimental Evidence for U.K. GDP.(2021) In: Economic Statistics Centre of Excellence (ESCoE) Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		paper
2024Communicating Data Uncertainty: Multiwave Experimental Evidence for UK GDP.(2024) In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		article
2022Reconciled Estimates of Monthly GDP in the US In: Working Papers.
[Full Text][Citation analysis]		paper6
2020Reconciled Estimates of Monthly GDP in the US.(2020) In: Economic Statistics Centre of Excellence (ESCoE) Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6		paper
2023Constructing Density Forecasts from Quantile Regressions: Multimodality in Macro-Financial Dynamics In: Working Papers.
[Full Text][Citation analysis]		paper2
2024Constructing density forecasts from quantile regressions: Multimodality in macrofinancial dynamics.(2024) In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		article
2023Bayesian Modeling of Time-Varying Parameters Using Regression Trees In: Working Papers.
[Full Text][Citation analysis]		paper0
2023Incorporating Short Data into Large Mixed-Frequency VARs for Regional Nowcasting In: Working Papers.
[Full Text][Citation analysis]		paper2
2023Incorporating Short Data into Large Mixed-Frequency VARs for Regional Nowcasting.(2023) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		paper
2023The FOMC versus the Staff: Do Policymakers Add Value in Their Tales? In: Working Papers.
[Full Text][Citation analysis]		paper0
2023The Distributional Predictive Content of Measures of Inflation Expectations In: Working Papers.
[Full Text][Citation analysis]		paper0
2024The Effects of Interest Rate Increases on Consumers Inflation Expectations: The Roles of Informedness and Compliance In: Working Papers.
[Full Text][Citation analysis]		paper1
2024The Effects of Interest Rate Increases on Consumers’ Inflation Expectations: The Roles of Informedness and Compliance.(2024) In: IDB Publications (Working Papers).
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		paper
2024Regional Economic Sentiment: Constructing Quantitative Estimates from the Beige Book and Testing Their Ability to Forecast Recessions In: Working Papers.
[Full Text][Citation analysis]		paper0
2024Practice Makes Perfect: Learning Effects with Household Point and Density Forecasts of Inflation 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]		paper3
2013EFFICIENT AGGREGATION OF PANEL QUALITATIVE SURVEY DATA.(2013) In: Journal of Applied Econometrics.
[Citation analysis]
This paper has nother version. Agregated cites: 3		article
2004Reconsidering the evidence: are Eurozone business cycles converging? In: Money Macro and Finance (MMF) Research Group Conference 2003.
[Full Text][Citation analysis]		paper78
2003Reconsidering the evidence: Are Eurozone business cycles converging.(2003) In: ZEI Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 78		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.
[Full Text][Citation analysis]
This paper has nother 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]		paper7
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.
[Full Text][Citation analysis]		paper6
2019Communicating Data Uncertainty: Experimental Evidence for U.K. GDP In: Economic Statistics Centre of Excellence (ESCoE) Discussion Papers.
[Full Text][Citation analysis]		paper4
2022Using hierarchical aggregation constraints to nowcast regional economic aggregates In: Economic Statistics Centre of Excellence (ESCoE) Discussion Papers.
[Full Text][Citation analysis]		paper2
2004Optimal combination of density forecasts In: National Institute of Economic and Social Research (NIESR) Discussion Papers.
[Citation analysis]		paper5
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]		paper10
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.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 10		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]		article24
2009Recent Developments in Density Forecasting In: Palgrave Macmillan Books.
[Citation analysis]		chapter9
2010A Nonlinear Panel Model of Cross-sectional Dependence In: Working Papers.
[Full Text][Citation analysis]		paper0
2010A Nonlinear Panel Model of Cross-sectional Dependence In: Working Papers.
[Full Text][Citation analysis]		paper0
2008Introduction: Recent Developments in Economic Forecasting In: National Institute Economic Review.
[Full Text][Citation analysis]		article0
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
2023Reconciled Estimates of Monthly GDP in the United States In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article1
2018The Evolution of Forecast Density Combinations in Economics In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]		paper15
2021Measuring and Communicating the Uncertainty in Official Economic Statistics In: Journal of Official Statistics.
[Full Text][Citation analysis]		article1
2021Measuring and Communicating the Uncertainty in Official Economic Statistics.(2021) In: Journal of Official Statistics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		article
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]		article85
2020Regional output growth in the United Kingdom: More timely and higher frequency estimates from 1970 In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article37
2013Measuring Output Gap Nowcast Uncertainty In: EMF Research Papers.
[Full Text][Citation analysis]		paper0
2013The Recalibrated and Copula Opinion Pools In: EMF Research Papers.
[Full Text][Citation analysis]		paper1
2013A Nonlinear Panel Data Model of Cross-Sectional Dependence In: EMF Research Papers.
[Full Text][Citation analysis]		paper3
2013Generalised Density Forecast Combinations In: EMF Research Papers.
[Full Text][Citation analysis]		paper4
2014Probability Forecasting for Inflation Warnings from the Federal Reserve In: EMF Research Papers.
[Full Text][Citation analysis]		paper3
2016What univariate models tell us about multivariate macroeconomic models In: EMF Research Papers.
[Full Text][Citation analysis]		paper0
2019Regional Output Growth in the United Kingdom: More Timely and Higher Frequency Estimates, 1970-2017 In: EMF Research Papers.
[Full Text][Citation analysis]		paper3
2019Communicating uncertainty about facts, numbers, and science In: EMF Research Papers.
[Full Text][Citation analysis]		paper14
2019Measuring Data Uncertainty : An Application using the Bank of England’s “Fan Charts” for Historical GDP Growth In: EMF Research Papers.
[Full Text][Citation analysis]		paper5
2019Forecasting with Unknown Unknowns: Censoring and Fat Tails on the Bank of Englands Monetary Policy Committee In: EMF Research Papers.
[Full Text][Citation analysis]		paper10
2019Communicating Data Uncertainty: Experimental Evidence for U.K. GDP In: EMF Research Papers.
[Full Text][Citation analysis]		paper4
2020Does Judgment Improve Macroeconomic Density Forecasts? In: EMF Research Papers.
[Full Text][Citation analysis]		paper0
2020Real-Time Perceptions of Historical GDP Data Uncertainty In: EMF Research Papers.
[Full Text][Citation analysis]		paper0
2020Reconciled Estimates of Monthly GDP in the US In: EMF Research Papers.
[Full Text][Citation analysis]		paper4

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team