2020

Koop, Gary, McIntyre, Stuart, Mitchell, James and Poon, Aubrey (2020) Reconciled estimates and nowcasts of regional output in the UK. National Institute Economic Review, 253 . R44-R59. doi:10.1017/nie.2020.29 ISSN 0027-9501.

Koop, Gary, McIntyre, Stuart, Mitchell, James and Poon, Aubrey (2020) Regional output growth in the United Kingdom : more timely and higher frequency estimates from 1970. Journal of Applied Econometrics, 35 (2). pp. 176-197. doi:10.1002/jae.2748 ISSN 0883-7252.

2019

Koop, Gary, McIntyre, Stuart and Mitchell, James (2019) UK regional nowcasting using a mixed frequency vector autoregressive model with entropic tilting. Journal of the Royal Statistical Society: Series A (Statistics in Society) . doi:10.1111/rssa.12491 ISSN 0964-1998.

Bles, Anne Marthe van der, Linden, Sander van der, Freeman, Alexandra L. J., Mitchell, James, Galvão, Ana Beatriz, Zaval, Lisa and Spiegelhalter, David (2019) Communicating uncertainty about facts, numbers, and science. Royal Society Open Science , 6 (5). 181870. doi:10.1098/rsos.181870 ISSN 2054-5703.

Aastveit, Knut Are, Mitchell, James, Ravazzolo, Francesco and van Dijk, Herman (2019) The evolution of forecast density combinations in economics. In: Oxford Research Encyclopedia of Economics and Finance. Oxford University Press.

Mitchell, James, Robertson, Donald and Wright, Stephen (2019) R² bounds for predictive models : what univariate properties tell us about multivariate predictability. Journal of Business and Economic Statistics, 37 (4). pp. 681-695. doi:10.1080/07350015.2017.1415909 ISSN 0735-0015.

2015

Kapetanios, G., Mitchell, James, Price, S. and Fawcett, N. (2015) Generalised density forecast combinations. Journal of Econometrics, Volume 188 (Number 1). pp. 150-165. doi:10.1016/j.jeconom.2015.02.047 ISSN 0304-4076.

2014

Mazzi, Gian Luigi, Mitchell, James and Montana, Gaetana (2014) Density nowcasts and model combination : nowcasting Euro-area GDP growth over the 2008-9 recession. Oxford Bulletin of Economics and Statistics, Volume 76 (Number 2). pp. 233-256. doi:10.1111/obes.12015 ISSN 0305-9049.

Garratt, Anthony, Mitchell, James and Vahey, Shaun P. (2014) Measuring output gap nowcast uncertainty. International Journal of Forecasting, Volume 30 (Number 2). pp. 268-279. doi:10.1016/j.ijforecast.2013.07.012 ISSN 0169-2070.

Kapetanios, G., Mitchell, James and Shin, Y. (2014) A nonlinear panel data model of cross-sectional dependence. Journal of Econometrics, Volume 179 (Number 2). pp. 134-157. doi:10.1016/j.jeconom.2014.01.002 ISSN 0304-4076.

2013

Mitchell, James, Smith, Richard J. and Weale, Martin R. (2013) Efficient aggregation of panel qualitative survey data. Journal of Applied Econometrics, Vol.28 (No.4). pp. 580-603. doi:10.1002/jae.2273 ISSN 0883-7252.

2012

Mitchell, James, Solomou, Solomos and Weale, Martin (2012) Monthly GDP estimates for inter-war Britain. Explorations in Economic History, Vol.49 (No.4). pp. 543-556. doi:10.1016/j.eeh.2012.06.001 ISSN 0014-4983.

2011

Garratt, Anthony, Mitchell, James, Vahey, Shaun P. and Wakerly, Elizabeth C. (2011) Real-time inflation forecast densities from ensemble Phillips curves. The North American Journal of Economics and Finance, Volume 22 (Number 1). pp. 77-87. doi:10.1016/j.najef.2010.09.003 ISSN 1062-9408.

Wolden Bache, Ida, Sofie Jore, Anne, Mitchell, James and Vahey, Shaun P. (2011) Combining VAR and DSGE forecast densities. Journal of Economic Dynamics and Control, Vol.35 (No.10). pp. 1659-1670. doi:10.1016/j.jedc.2011.04.006 ISSN 0165-1889.

Mitchell, James, Pain, Nigel and Riley, Rebecca (2011) The drivers of international migration to the UK : a panel-based Bayesian model averaging approach. The Economic Journal, Vol.121 (No.557). pp. 1398-1444. doi:10.1111/j.1468-0297.2011.02459.x ISSN 0013-0133.

Lui, Silvia, Mitchell, James and Weale, Martin (2011) The utility of expectational data : firm-level evidence using matched qualitative–quantitative UK surveys. International Journal of Forecasting, Vol.27 (No.4). pp. 1128-1146. doi:10.1016/j.ijforecast.2010.10.003 ISSN 0169-2070.

2010

Matheson, Troy D., Mitchell, James and Silverstone, Brian (2010) Nowcasting and predicting data revisions using panel survey data. Journal of Forecasting, Vol.29 (No.3). pp. 313-330. doi:10.1002/for.1127 ISSN 0277-6693.

Jore, Anne Sofie, Mitchell, James and Vahey, Shaun P. (2010) Combining forecast densities from VARs with uncertain instabilities. Journal of Applied Econometrics, Vol.25 (No.4). pp. 621-634. doi:10.1002/jae.1162 ISSN 0883-7252.

Mitchell, James and Wallis, Kenneth Frank (2010) Evaluating density forecasts : forecast combinations, model mixtures, calibration and sharpness. Journal of Applied Econometrics, Vol.26 (No.6). pp. 1023-1040. doi:10.1002/jae.1192 ISSN 0883-7252.

Bache, I. W. , Mitchell, James, Ravazzolo , D. and Vahey, Shaun P. (2010) Macro modelling with many models. In: Cobham, David P., (ed.) Twenty years of inflation targeting : lessons learned and future prospects. New York : Cambridge University Press. ISBN 9780511902222

Lui, Silvia, Mitchell, James and Weale, Martin (2010) Qualitative business surveys : signal or noise? Journal of the Royal Statistical Society : Series A (Statistics in Society), Vol.174 (No.2). pp. 327-348. doi:10.1111/j.1467-985X.2010.00667.x ISSN 0964-1998.

2009

Hall, S. G. and Mitchell, James (2009) Recent developments in density forecasting. In: Patterson, K. and Mills, T., (eds.) Palgrave handbook of econometrics. v. 2 Applied econometrics. Basingstoke : Palgrave Macmillan. ISBN 9780230244405

Barrell, R., Hurst, I. and Mitchell, James (2009) Uncertainty bounds for cyclically adjusted budget balances. In: Larch, Martin and Nogueria Martins, João , (eds.) Fiscal policy making in the European Union : an assessment of current practice and challenges. London ; New York: Routledge, p. 173. ISBN 9789279114519

2008

Khoman, Ehsan, Mitchell, James and Weale, Martin (2008) Incidence-based estimates of life expectancy of the healthy for the UK : coherence between transition probabilities and aggregate life-tables. Journal of the Royal Statistical Society: Series A (Statistics in Society), Vol.171 (No.1). pp. 203-222. doi:10.1111/j.1467-985X.2007.00497.x ISSN 0964-1998.

2007

Hall, Stephen G. and Mitchell, James (2007) Combining density forecasts. International Journal of Forecasting, 23 (1). pp. 1-13. doi:10.1016/j.ijforecast.2006.08.001 ISSN 0169-2070.

Mitchell, James, Mouratidis, Kostas and Weale, Martin (2007) Uncertainty in UK manufacturing : evidence from qualitative survey data. Economics Letters, 94 (2). pp. 245-252. doi:10.1016/j.econlet.2006.06.037 ISSN 0165-1765.

2005

Mitchell, James and Hall, Stephen G. (2005) Evaluating, comparing and combining density forecasts using the KLIC with an application to the Bank of England and NIESR 'Fan' Charts of Inflation. Oxford Bulletin of Economics and Statistics, 67 (Supplement 1). pp. 995-1033. doi:10.1111/j.1468-0084.2005.00149.x ISSN 0305-9049.

Mitchell, James, Smith, Richard J. and Weale, Martin R. (2005) Forecasting manufacturing output growth using firm-level survey data. The Manchester School, 73 (4). pp. 479-499. doi:10.1111/j.1467-9957.2005.00455.x ISSN 1463-6786.

Mitchell, James, Smith, Richard J., Weale, Martin R., Wright, Stephen and Salazar, Eduardo L. (2005) An indicator of monthly GDP and an early estimate of quarterly GDP growth. The Economic Journal, 115 (501). F108-F129. doi:10.1111/j.0013-0133.2005.00974.x ISSN 0013-0133.

2004

Massmann, Michael and Mitchell, James (2004) Reconsidering the evidence : are Euro area business cycles converging? OECD Journal of Business Cycle Measurement and Analysis, 1 (3). pp. 275-307. doi:10.1787/jbcma-v2004-art16-en ISSN 1995-2880.

2002

Mitchell, James, Smith, Richard J. and Weale, Martin R. (2002) Quantification of qualitative firm-level survey data. The Economic Journal, 112 (478). C117-C135. doi:10.1111/1468-0297.00021 ISSN 0013-0133.

Mitchell, James (2002) The use of non-normal distributions in quantifying qualitative survey data on expectations. Economics Letters, 76 (1). pp. 101-107. doi:10.1016/S0165-1765(02)00024-1 ISSN 0165-1765.