James Mitchell

Federal Reserve Banks - 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

SCHOLARLY PAPERS

9

DOWNLOADS

189

SSRN CITATIONS
Rank 23,039

SSRN RANKINGS

Top 23,039

in Total Papers Citations

29

CROSSREF CITATIONS

13

Scholarly Papers (9)

1.
Downloads 90 (387,534)
Citation 12

Generalised Density Forecast Combinations

Bank of England Working Paper No. 492
Number of pages: 41 Posted: 05 Apr 2014
Bank of England, King's College, London, Federal Reserve Banks - Federal Reserve Bank of Cleveland and Essex Business School
Downloads 54 (515,846)
Citation 14

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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
Bank of England, King's College, London, Federal Reserve Banks - Federal Reserve Bank of Cleveland and Essex Business School
Downloads 36 (608,232)
Citation 6

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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, 2022
Number of pages: 46 Posted: 10 May 2022
James Mitchell, Dan Zhu and Aubrey Poon
Federal Reserve Banks - Federal Reserve Bank of Cleveland, Monash University - Department of Econometrics & Business Statistics and University of Strathclyde - Centre for Applied Macroeconomic Analysis
Downloads 26 (657,104)

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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
University of Strathclyde, Glasgow - Strathclyde Business School - Department of Economics, University of Strathclyde, Federal Reserve Banks - Federal Reserve Bank of Cleveland and University of Strathclyde - Centre for Applied Macroeconomic Analysis
Downloads 24 (671,646)

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

4.

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
University of Strathclyde, Glasgow - Strathclyde Business School - Department of Economics, University of Strathclyde, Federal Reserve Banks - Federal Reserve Bank of Cleveland and University of Strathclyde - Centre for Applied Macroeconomic Analysis
Downloads 21 (694,665)

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

5.

Censored Density Forecasts: Production and Evaluation

FRB of Cleveland Working Paper No. 21-12
Number of pages: 66 Posted: 01 Jun 2021
James Mitchell and Martin Weale
Federal Reserve Banks - Federal Reserve Bank of Cleveland and King's College London
Downloads 17 (726,851)

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

6.

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 Banks - Federal Reserve Bank of Cleveland
Downloads 8 (810,467)

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Experiments, Data Uncertainty, Uncertainty Communication, Data Revisions

7.

Density Nowcasts and Model Combination: Nowcasting Euro‐Area GDP Growth Over the 2008–09 Recession

Oxford Bulletin of Economics and Statistics, Vol. 76, Issue 2, pp. 233-256, 2014
Number of pages: 24 Posted: 08 Mar 2014
Gian Luigi Mazzi, James Mitchell and Gaetana Montana
Eurostat, Federal Reserve Banks - Federal Reserve Bank of Cleveland and European Parliament
Downloads 3 (864,589)
Citation 3

Abstract:

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8.

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
University of Warwick and Federal Reserve Banks - Federal Reserve Bank of Cleveland
Downloads 0 (908,821)
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data revision, macroeconomic data uncertainty, Randomized experiments, uncertainty communication

9.

The Evolution of Forecast Density Combinations in Economics

Tinbergen Institute Discussion Paper 2018-069/III
Number of pages: 47 Posted: 12 Sep 2018
Norges Bank, Federal Reserve Banks - Federal Reserve Bank of Cleveland, Free University of Bozen-Bolzano and Tinbergen Institute
Downloads 0 (908,821)
Citation 10

Abstract:

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Forecasting, Model Uncertainty, Density Combinations