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

16

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934

TOTAL CITATIONS
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37

Scholarly Papers (16)

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1.

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 155 (386,190)
Citation 1

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Density Forecasts, Quantile Regressions, Financial Conditions

2.

Generalised Density Forecast Combinations

Downloads 136 (428,985)
Citation 20

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 78 (637,759)
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
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 58 (745,299)
Citation 6

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Density Forecasting, Model Combination, Scoring Rules

3.

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
Florida State University, Federal Reserve Bank of Cleveland and Washington University in St Louis, John M. Olin Business School
Downloads 92 (570,054)
Citation 1

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

4.

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 91 (573,948)

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

5.

The Effects of Interest Rate Increases on Consumers' Inflation Expectations: The Roles of Informedness and Compliance

FRB of Cleveland Working Paper No. 24-01, https://doi.org/10.26509/frbc-wp-202401
Number of pages: 60 Posted: 03 Jan 2024
Edward S. Knotek, James Mitchell, Mathieu Pedemonte and Taylor Shiroff
Federal Reserve Bank of Cleveland, Federal Reserve Bank of Cleveland, Inter-American Development Bank (IDB) and Federal Reserve Bank of Cleveland
Downloads 88 (585,859)
Citation 1

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expectations formation, policy communication, monetary policy, inflation, surveys

6.

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 81 (615,352)

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

7.

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 55 (748,215)

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

8.

Deep Neural Network Estimation in Panel Data Models

FRB of Cleveland Working Paper No. 23-15, https://doi.org/10.26509/frbc-wp-202315
Number of pages: 68 Posted: 29 Jan 2024
Ilias Chronopoulos, Katerina Chrysikou, George Kapetanios, James Mitchell and Aristeidis Raftapostolos
affiliation not provided to SSRN, affiliation not provided to SSRN, King's College, London, Federal Reserve Bank of Cleveland and King’s College London - King's Business School
Downloads 54 (754,568)

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Machine Learning, Neural Networks, Panel Data, Nonlinearity, Forecasting, COVID-19, Policy Interventions

9.

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 48 (794,220)

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

10.

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 44 (823,151)
Citation 1

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

11.

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 30 (942,879)
Citation 1

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

12.

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 24 (1,004,908)

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Experiments, Data Uncertainty, Uncertainty Communication, Data Revisions

13.

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 22 (1,027,349)
Citation 1

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Forecast density combination, Bayesian nonparametrics, Bayesian predictive synthesis

14.

Practice Makes Perfect: Learning Effects with Household Point and Density Forecasts of Inflation

FRB of Cleveland Working Paper No. 24-25, https://doi.org/10.26509/frbc-wp-202425
Number of pages: 53 Posted: 13 Nov 2024
James Mitchell, Taylor Shiroff and Hana Braitsch
Federal Reserve Bank of Cleveland, Federal Reserve Bank of Cleveland and Federal Reserve Bank of Cleveland
Downloads 12 (1,148,609)
Citation 1

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inflation expectations, surveys, forecaster heterogeneity, combination forecasts, density forecasting, learning

15.

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 2 (1,254,808)
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data revision, macroeconomic data uncertainty, Randomized experiments, uncertainty communication

16.

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 (1,272,356)
Citation 10

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Forecasting, Model Uncertainty, Density Combinations