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

  • Federal Reserve Banks - Federal Reserve Bank of Cleveland

SCHOLARLY PAPERS

9

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189

SSRN CITATIONS
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Top 23,039

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29

CROSSREF CITATIONS

13

Scholarly Papers (9)

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1.

Generalised Density Forecast Combinations

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
Nicholas Fawcett, George Kapetanios, James Mitchell and Simon Price
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
Nicholas Fawcett, George Kapetanios, James Mitchell and Simon Price
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
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 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
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 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

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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
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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
Knut Are Aastveit, James Mitchell, Francesco Ravazzolo and H. K. van Dijk
Norges Bank, Federal Reserve Banks - Federal Reserve Bank of Cleveland, Free University of Bozen-Bolzano and Tinbergen Institute
Downloads 0 (908,821)
Citation 10

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Forecasting, Model Uncertainty, Density Combinations