James Mitchell

Federal Reserve Bank of Cleveland

East 6th & Superior

Cleveland, OH 44101-1387

United States

http://https://www.clevelandfed.org/en/our-research/economists/james-mitchell.aspx

  • Federal Reserve Bank of Cleveland

SCHOLARLY PAPERS

13

DOWNLOADS

490

SSRN CITATIONS
Rank 25,181

SSRN RANKINGS

Top 25,181

in Total Papers Citations

35

CROSSREF CITATIONS

9

Scholarly Papers (13)

Actions:
Email selected abstracts
1.

Generalised Density Forecast Combinations

Downloads 120 (396,994)
Citation 15

Generalised Density Forecast Combinations

Bank of England Working Paper No. 492
Number of pages: 41 Posted: 05 Apr 2014
Nicholas Fawcett, George Kapetanios, James Mitchell and Simon Price
Bank of England, King's College, London, Federal Reserve Bank of Cleveland and Essex Business School
Downloads 69 (573,560)
Citation 14

Abstract:

Loading...

Density Forecasting, Model Combination, Scoring Rules

Generalised Density Forecast Combinations

CAMA Working Paper No. 24/2014
Number of pages: 39 Posted: 06 Mar 2014 Last Revised: 07 Mar 2014
Nicholas Fawcett, George Kapetanios, James Mitchell and Simon Price
Bank of England, King's College, London, Federal Reserve Bank of Cleveland and Essex Business School
Downloads 51 (669,149)
Citation 6

Abstract:

Loading...

Density Forecasting, Model Combination, Scoring Rules

2.

Constructing Density Forecasts from Quantile Regressions: Multimodality in Macro-Financial Dynamics

FRB of Cleveland Working Paper No. 22-12, 2022R
Number of pages: 68 Posted: 10 May 2022 Last Revised: 12 Apr 2023
James Mitchell, Aubrey Poon and Dan Zhu
Federal Reserve Bank of Cleveland, University of Kent - School of Economics and Monash University - Department of Econometrics & Business Statistics
Downloads 104 (440,365)
Citation 1

Abstract:

Loading...

Density Forecasts, Quantile Regressions, Financial Conditions

3.

Reconciled Estimates of Monthly GDP in the US

FRB of Cleveland Working Paper No. 22-01
Number of pages: 73 Posted: 12 Jan 2022
Gary Koop, Stuart G. McIntyre, James Mitchell and Aubrey Poon
University of Strathclyde, Glasgow - Strathclyde Business School - Department of Economics, University of Strathclyde, Federal Reserve Bank of Cleveland and University of Kent - School of Economics
Downloads 52 (655,522)

Abstract:

Loading...

Mixed frequency; Vector autoregressions; Bayesian methods; Nowcasting; Business cycles; National accounts.

4.

The FOMC versus the Staff: Do Policymakers Add Value in Their Tales?

FRB of Cleveland Working Paper No. 23-20, https://doi.org/10.26509/frbc-wp-202320
Number of pages: 74 Posted: 31 Aug 2023
Ilias Filippou, James Mitchell and My T. Nguyen
Washington University in St. Louis - John M. Olin Business School, Federal Reserve Bank of Cleveland and Washington University in St Louis, John M. Olin Business School
Downloads 49 (666,843)

Abstract:

Loading...

monetary policy, sentiment, uncertainty, risk, forecast evaluation, FOMC meetings, textual analysis, machine learning, quantile regression

5.

Bayesian Modeling of Time-Varying Parameters Using Regression Trees

FRB of Cleveland Working Paper No. 23-05, https://doi.org/10.26509/frbc-wp-202305
Number of pages: 47 Posted: 13 Jan 2023 Last Revised: 19 Sep 2023
Niko Hauzenberger, Florian Huber, Gary Koop and James Mitchell
University of Salzburg, University of Salzburg, University of Strathclyde, Glasgow - Strathclyde Business School - Department of Economics and Federal Reserve Bank of Cleveland
Downloads 41 (717,147)

Abstract:

Loading...

Bayesian Vector Autoregression, Time-varying Parameters, Nonparametric Modeling, Machine Learning, Regression Trees, Phillips Curve, Business Cycle Shocks

6.

Incorporating Short Data into Large Mixed-Frequency VARs for Regional Nowcasting

FRB of Cleveland Working Paper No. 23-09, https://doi.org/10.26509/frbc-wp-202309
Number of pages: 38 Posted: 08 May 2023
Gary Koop, Stuart G. McIntyre, James Mitchell, Aubrey Poon and Ping Wu
University of Strathclyde, Glasgow - Strathclyde Business School - Department of Economics, University of Strathclyde, Federal Reserve Bank of Cleveland, University of Kent - School of Economics and University of Strathclyde, Glasgow - Strathclyde Business School - Department of Economics
Downloads 33 (774,418)

Abstract:

Loading...

Regional data, Mixed-frequency data, Missing data, Nowcasting, Factors, Bayesian methods, Real-time data, Vector autoregressions

7.

Censored Density Forecasts: Production and Evaluation

FRB of Cleveland Working Paper No. 21-12R
Number of pages: 81 Posted: 01 Jun 2021 Last Revised: 17 Aug 2022
James Mitchell and Martin Weale
Federal Reserve Bank of Cleveland and King’s College London
Downloads 32 (782,001)

Abstract:

Loading...

Forecast uncertainty, Outliers, Fan charts, Skewed densities, Best critical region, Density forecasting, Censoring, Forecast evaluation

8.

Using Stochastic Hierarchical Aggregation Constraints to Nowcast Regional Economic Aggregates

FRB of Cleveland Working Paper No. 22-06
Number of pages: 66 Posted: 07 Mar 2022
Gary Koop, Stuart G. McIntyre, James Mitchell and Aubrey Poon
University of Strathclyde, Glasgow - Strathclyde Business School - Department of Economics, University of Strathclyde, Federal Reserve Bank of Cleveland and University of Kent - School of Economics
Downloads 30 (797,903)

Abstract:

Loading...

Regional data, Mixed frequency, Nowcasting, Bayesian methods, Real-time data, Vector autoregressions

9.

Communicating Data Uncertainty: Multi-Wave Experimental Evidence for UK GDP

FRB of Cleveland Working Paper No. 21-28R
Number of pages: 60 Posted: 27 Dec 2021 Last Revised: 14 Jul 2022
Ana Galvão and James Mitchell
affiliation not provided to SSRN and Federal Reserve Bank of Cleveland
Downloads 17 (913,966)

Abstract:

Loading...

Experiments, Data Uncertainty, Uncertainty Communication, Data Revisions

10.

The Distributional Predictive Content of Measures of Inflation Expectations

FRB of Cleveland Working Paper No. 23-31, https://doi.org/10.26509/frbc-wp-202331
Number of pages: 53 Posted: 01 Dec 2023
James Mitchell and Saeed Zaman
Federal Reserve Bank of Cleveland and Federal Reserve Bank of Cleveland
Downloads 6 (1,016,584)

Abstract:

Loading...

inflation expectations measures, inflation, density forecasts, quantile predictive regressions, non-Gaussian models, nonlinearities

11.

Predictive Density Combination Using a Tree-Based Synthesis Function

FRB of Cleveland Working Paper No. 23-30, https://doi.org/10.26509/frbc-wp-202330
Number of pages: 60 Posted: 22 Nov 2023
Tony Chernis, Niko Hauzenberger, Florian Huber, Gary Koop and James Mitchell
Bank of Canada, University of Salzburg, University of Salzburg, University of Strathclyde, Glasgow - Strathclyde Business School - Department of Economics and Federal Reserve Bank of Cleveland
Downloads 6 (1,016,584)

Abstract:

Loading...

Forecast density combination, Bayesian nonparametrics, Bayesian predictive synthesis

12.

Communicating Data Uncertainty: Multi-Wave Experimental Evidence for U.K. GDP

CEPR Discussion Paper No. DP16417
Number of pages: 49 Posted: 22 Sep 2021
Ana Beatriz Galvão and James Mitchell
Bloomberg Economics and Federal Reserve Bank of Cleveland
Downloads 0 (1,061,289)
  • Add to Cart

Abstract:

Loading...

data revision, macroeconomic data uncertainty, Randomized experiments, uncertainty communication

13.

The Evolution of Forecast Density Combinations in Economics

Tinbergen Institute Discussion Paper 2018-069/III
Number of pages: 47 Posted: 12 Sep 2018
Knut Are Aastveit, James Mitchell, Francesco Ravazzolo and H. K. van Dijk
Norges Bank, Federal Reserve Bank of Cleveland, Free University of Bozen-Bolzano and Tinbergen Institute
Downloads 0 (1,061,289)
Citation 10

Abstract:

Loading...

Forecasting, Model Uncertainty, Density Combinations