Staff Details

Mitchell picture

James Mitchell Dr.

For full list of publications and activities by James Mitchell Please click here

Education:

1995-1999 - University of Cambridge, Ph.D. in Economics. Faculty of Economics and Politics and King's College, Cambridge.
Thesis title: Identification and estimation of impulse response functions in VAR models: analysing monetary shocks in the G7 economies, (Supervisor: Professor M. Hashem Pesaran ). Research studentship from the Economic and Social Research Council (ESRC).

1994-1995 - University of Bristol, M.Sc. in Economics, Pass with Commendation. Advanced course studentship from the ESRC.

1991-1994 - University of Durham, B.A. (Hons.) in Economics, First Class Honours.

Career:

1999-present - National Institute of Economic and Social Research, London:
Senior Research Fellow (2009-)
Research Fellow (2005-2009)
Senior Research Officer (2002-2005)
Research Officer (1999-2002)

2006 (March-April) - Visiting Researcher, Economics Department, Reserve Bank of New Zealand.

2002 (October) - Visiting Researcher, University of Waikato, New Zealand.

1999 (August) - Teaching Assistant for "Forecasting Techniques in Financial Markets", International Center for Monetary and Banking Studies, Geneva, Switzerland.

1995-1999 - Taught undergraduate and postgraduate courses in macroeconomics, linear algebra, statistics and econometrics (90 hours +) at Cambridge University.

1995-1998 - Research Assistant for Prof. M.H. Pesaran, 2-3 days a week, and Research Associate on the ESRC project: Structural modelling of the UK economy within a vector autoregression framework using quarterly data. Department of Applied Economics, University of Cambridge.

1996 - Short-term Consultant, International Economics Division, World Bank, Washington D.C., USA.

Research Interests:

Applied Econometrics; Time-Series; Forecasting; Business Cycle Analysis; Qualitative Survey Data; Migration

Recent projects:

Economic and Social Research Council (1999-2001). Firms’ estimates and expectations of output growth: a study of individual responses from the CBI surveys.

Eurostat, European Commission (2001-2004; 2006-). Various projects on business cycle analysis, forecasting, nowcasting, convergence and interpolation.

Home Office/Cabinet Office (2002). Modelling migration into the UK: a panel based modelling approach.

Statistics Commission (2003-4). Review of Revisions to Economic Statistics.

Economic and Social Research Council (2004-5). Combination of Density Forecasts (Award Reference: RES-000-22-0610)

Economic and Social Research Council (2005-6). Quantitative Analysis of Qualitative Business Data (Award Reference: RES-000-22-1009))

Economic and Social Research Council (2006-7). Dependence between Density Forecasts of Inflation and Output Growth (Award Reference: RES-000-22-1512)

Economic and Social Research Council (2007-9). Qualitative Business Survey Data: An Assessment based on a Micro-Comparison with Quantitative Data (Award Reference: RES-062-23-0239)

Selected Publications:

Matheson, T.D., J. Mitchell and B. Silverstone (2009), Nowcasting and predicting data revisions using panel survey data, Journal of Forecasting, Forthcoming

Jore, A.S., Mitchell, J., Vahey, S.P, (2009), Combining forecast densities from VARs with uncertain instabilities, Journal of Applied Econometrics, Forthcoming

Khoman, E., Mitchell, J., Weale, M., (2008), Incidence-based Estimates of Healthy Life Expectancy for the United Kingdom: Coherence between Transition Probabilities and Aggregate Life Tables, Journal of the Royal Statistical Society: Series A, Vol. 171. pp. 203-222

Hall, S., Mitchell, J., (2007), Combining Density Forecasts, International Journal of Forecasting, Vol. 23, pp. 1-13

Mitchell, J., Mouratidis, K., Weale, M., (2007), Uncertainty in UK manufacturing: evidence from qualitative survey data, Economics Letters, Vol. 94, pp. 245-252

Mitchell, J., Smith, R., Weale, M., Stephen Wright and Eduardo Salazar, (2005), An Indicator of Monthly GDP and an Early Estimate of quarterly GDP, Economic Journal, Vol. 115, pp. 108-129

Mitchell, J., Hall, S., (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, Vol. 67, pp. 995-1033

Mitchell, J., Smith, R., Weale, M., (2005), Forecasting Manufacturing Output Growth Using Firm-Level Survey Data, The Manchester School, Vol. 73, pp. 479-499

Massmann, M., Mitchell, J., (2004), Reconsidering the evidence: are Eurozone business cycles converging?, Journal of Business Cycle Measurement and Analysis, Vol. 1, pp. 275-307

Mitchell, J., Smith, R., Weale, M., (2002), Quantification of qualitative firm-level survey data, Economic Journal, Vol. 112, pp. 117-135

Mitchell, J., (2002), The use of non-normal distributions in quantifying qualitative survey data, Economics Letters, Vol. 76, pp. 101-107

For full list of publications and activities by James Mitchell Please click here