Staff Details

Mitchell picture

James Mitchell Dr.

All activities at NIESR by James Mitchell:

National Institute Economic Review Articles

Mitchell, J., (Oct 2009), Confidence and leading indicators: introduction , No. 210,
Mitchell, J., Holmes, M.J., Silverstone, B., (Oct 2009), Architects as nowcasters of housing construction , National Institute Economic Review, No. No. 210, pp 111-122.,
Mitchell, J., (Jul 2009), Where are we now? The UK recession and nowcasting , No. 209,
Mitchell, J., (Jan 2008), Recent Developments In Economic Forecasting , No. 203, pp. 57-58
Kirby, S., Mitchell, J., (Jul 2006), Prudence and UK trend growth , National Institute Economic Review, No. 197, pp. 58-64
Mitchell, J., (Jul 2005), The National Institute Density Forecasts of Inflation , National Institute Economic Review, No. 193, pp. 60-69
Massmann, M., Mitchell, J., Weale, M., (Jan 2003), Business cycles and turning points: a survey of statistical techniques , National Institute Economic Review, No. 183, pp. 90-106
Massmann, M., Mitchell, J., (Oct 2002), Have UK and Eurozone business cycles become more correlated? , National Institute Economic Review, No. 182, pp. 58-71

JOURNAL ARTICLES

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, 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
Mitchell, J., Jore, A.S., Vahey, S.P., (forthcoming), Combining Forecast Densities from VARs with Uncertain Instabilities, Journal of Applied Econometrics
Mitchell, J., Matheson, TD. and Silverstone, B., (forthcoming), Nowcasting and predicting data revisions using panel survey data, Journal of Forecasting

BOOKS/CHAPTERS IN BOOKS

Barrell, R., Hurst, I., Mitchell, J., (2009), Uncertainty bounds for cyclically adjusted budget balances, Fiscal Policy Making in the European Union: an assessment of current practice and challenges, Routledge, Oxford,
Hall, S., Mitchell, J., (2009), Recent developments in density forecasting, Palgrave Handbook of Econometrics, Volume 2: Applied Econometrics, Palgrave, Basingstoke,
Mitchell, J., (2007), Density Estimates for Real-time Eurozone Output Gap Estimates, Growth and Cycle in the Eurozone, Palgrave, Basingstoke,
Mitchell, J., Mouratidis, K., (2004), Is there a common Euro-zone business cycle?, Monographs of Official Statistics: Papers and Proceedings of the third Eurostat Colloquium on modern,

DISCUSSION PAPERS

Mitchell, J., Weale, M., Solomou, S., (Nov 2009), Monthly and quarterly GDP estimates for interwar Britain, Dp. 348
Lui, S., Mitchell, J., Weale, M., (Oct 2009), The utility of expectational data: Firm-level evidence using matched qualitative-quantitative UK surveys, Dp. 343
Mitchell, J., Garratt, A., Vahey, S.P., (Oct 2009), Measuring Output Gap Uncertainty, Dp. 342
Mitchell, J., Bache, I.W., Ravazzolo, F., Vahey, S.P., (Aug 2009), Macro Modelling with Many Models, Dp. 337
Lui, S., Mitchell, J., Weale, M., (Mar 2009), Collective Sentiment in Qualitative Business Surveys, Dp. 328
Lui, S., Mitchell, J., Weale, M., (Sep 2008), Qualitative Business Surveys: Signal or Noise?, Dp. 323
Mitchell, J., Wallis, K.F., (Aug 2008), Evaluating Density Forecasts: Forecast Combinations, Model Mixtures, Calibration and Sharpness, Dp. 320
Mitchell, J., Jore, A. S., Vahey, S. P., (Jan 2008), Combining Forecast Densities from VARs with Uncertain Instabilities, Dp. 303
Mitchell, J., (Aug 2007), Constructing bivariate density forecasts of inflation and output growth using copulae: modelling dependence using the Survey of Professional Forecasters, Dp. 297
Mitchell, J., (Jul 2007), Understanding revisions to density forecasts: an application to the Survey of Professional Forecasters, Dp. 296
Mitchell, J., Weale, M., (Feb 2007), The Rationality and Reliability of Expectations Reported by British Households: Micro Evidence from the British Household Panel Survey, Dp. 287
Mitchell, J., Weale, M., (Jan 2007), Qualitative Expectational Data as Predictors of Income and Consumption Growth: Micro Evidence from the British Household Panel Survey, Dp. 286
Mitchell, J., Mouratidis, K., Weale, M., (Dec 2005), Uncertainty in UK manufacturing: evidence from qualitative survey data, Dp. 266
Mitchell, J., Mouratidis, K., Weale, M., (Nov 2005), Poverty and Debt, Dp. 263
Mitchell, J., Smith, R., Weale, M., (Jan 2006), A Bayesian Indicator of Manufacturing Output from Qualitative Business Panel Survey Data, Dp. 261
Mitchell, J., Hall, S., (Mar 2005), Evaluating, comparing and combining density forecasts using the KLIC with an application to the Bank of England and NIESR ‘fan’ charts of inflation, Dp. 253
Mitchell, J., Smith, R., Weale, M., (Jan 2005), Forecasting manufacturing output growth using firm-level survey data, Dp. 251
Hall, S., Mitchell, J., (Nov 2004), Density Forecast Combination, Dp. 249
Hall, S., Mitchell, J., (Nov 2004), Optimal combination of density forecasts, Dp. 248
Mitchell, J., (Nov 2003), Should we be surprised by the unreliability of real-time output gap estimates? Density estimates for, Dp. 225
Mitchell, J., Pain, N., (May 2003), The Determinants of International Migration into the UK: A Panel Based Modelling Approach, Dp. 216
Massmann, M., Mitchell, J., (Mar 2003), Reconsidering the Evidence: Are Eurozone Business Cycles Converging?, Dp. 210
Mitchell, J., Smith, R., Weale, M., (Mar 2002), Aggregate versus Disaggregate Survey-Based Indicators of Economic Activity (revised January 2005), Dp. 194
Mitchell, J., Smith, R., Weale, M., (Jan 2001), Quantification of qualitative firm-level survey data, Dp. 181
Mitchell, J., (Sep 2000), The importance of long run structure for impulse response analysis in VAR models, Dp. 172
Kapetanios, G., Mitchell, J., Weale, M., (Aug 2000), Cointegrating VAR models with endogenous I(0) variables: theoretical extensions and an application to UK monetary policy, Dp. 169

REPORTS

Mitchell, J., (Apr 2004), Revisions to economic statistics, Report to: Statistics Commission (UK)

CONFERENCE/SEMINAR PRESENTATIONS

Mitchell, J., (Dec 2009), The Euro-area recession and nowcasting GDP growth using statistical models, UN/Eurostat International Seminar on Early Warning and Business Cycle Indicators, Scheveningen, The Netherlands
Mitchell, J., Garratt, A., Vahey, S.P., (Nov 2009), Measuring output gap uncertainty, Seminar, Economics Department, Sheffield University (25 Nov 2009)
Lui, S., Mitchell, J., Weale, M., (Oct 2009), Qualitative business surveys: signal or noise?, Statistical and Economic Workshop, ONS, Newport (27th October 2009)
Mitchell, J., Garratt, A., Vahey, S.P., (Oct 2009), Measuring output gap uncertainty, Seminar, ECARES, Université Libre de Bruxelles (ULB)
Lui, S., Mitchell, J., Weale, M., (Apr 2009), Qualitative Business Surveys: Signal or Noise?, Presented at Royal Economic Society Annual Conference 2009, University of Surrey
Lui, S., Mitchell, J., Weale, M., (Mar 2009), Qualitative Business Surveys: Signal or Noise?, Presentation at 1st Macroeconomic Forecasting Conference, ISAE, Rome. Conference co-hosted by ISAE, INSEE and IFO
Mitchell, J., Bache, I.W., Jore, A.S. and Vahey, S.P., (Mar 2009), Combining VAR and DSGE Forecast Densities, Forecasting and monetary policy conference, Bundesbank, Berlin (23-24 March 2009)
Mitchell, J., Wallis, K.F., (Dec 2008), Evaluating Density Forecasts: Forecast Combinations, Model Mixtures, Calibration and Sharpness, RBNZ and BIS "Nowcasting with model combination workshop", Reserve Bank of New Zealand (11-12 December 2008)
Lui, S., Mitchell, J., Weale, M., (Sep 2008), Qualitative Business Surveys: Signal or Noise?, Presented at the Money, Macro and Finance Group 40th Annual Conference, Birkbeck College, London University (10-12 September 2008); Bank of England seminar (14 November 2008)
Mitchell, J., Jore, A. S., Vahey, S. P., (Jun 2008), Combining forecast densities from VARs with uncertain instabilities, 3rd Annual CIRANO Workshop on Data Revision in Macroeconomic Forecasting and Policy, Montreal, Canada (5-6 October 2007); 28th Annual International Symposium on Forecasting, Nice, France (22-25 June 2008); Eurostat 5th Colloquium on Modern Tools for Business Cycle Analysis, Luxembourg (29 September – 1 October 2008)
Mitchell, J., Mouratidis, K., Weale, M., (Jun 2008), Flash and Factor-based Nowcasts of Euro-Area GDP Growth, 28th Annual International Symposium on Forecasting, Nice, France (22-25 June 2008)
Mitchell, J., A.S. Jore and S.P. Vahey, (May 2008), Combining fan-charts: improving real-time forecasts for US inflation and output growth, Economics Seminar, Leeds University (14 May, 2008)
Lui, S., Mitchell, J., Weale, M., (May 2008), Qualitative business surveys: signal or noise?, Presentation at the ONS's National Statistics Methodology Advisory Committee (NSMAC), ONS, London (13 May 2008)
Mitchell, J., (Apr 2008), Flash estimates, 4th meeting of the network on "Flash estimates of certain PEEIs", Eurostat, Luxembourg (22nd April, 2008)
Lui, S., Mitchell, J., Weale, M., (Mar 2008), Business surveys: signal or noise?, Seminar organised as part of the ESRC Festival of Social Science 2008. Confederation of British Industry, London (10 March 2008)
Mitchell, J., Jore, A. S., Vahey, S. P., (Mar 2008), Combining fan-charts: improving real-time forecasts for US inflation and output growth, Seminar, School of Economics, Birkbeck College, University of London (6 March 2008)
Mitchell, J., Weale, M., (Jun 2007), The Rationality and Reliability of Expectations Reported by British Households: Micro Evidence from the British Household Panel Survey, Joint Deutsche Bundesbank and Federal Reserve Bank of Cleveland Conference 2007: “Monetary policy strategy: Old issues and new challenges”, Frankfurt, 7 June 2007
Mitchell, J., (Jun 2007), Averaging density forecasts from VARs with real-time US data, Norges Bank Workshop on Prediction and Monetary Policy in the Presence of Model Uncertainty, Norges Bank, Oslo, 1 June 2007
Mitchell, J., (Apr 2007), Understanding revisions to density forecasts: an application to the Survey of Professional Forecasters, Econometrics Workshop Warwick
Mitchell, J., (Apr 2007), Nowcasting, Seminar, HMT
Mitchell, J., Weale, M., (Dec 2006), Flash Estimates of some PEEIs, Euroindicators Working Group. Eurostat. Luxembourg
Mitchell, J., Weale, M., (Dec 2006), Alternative Trend-cycle Decompositions, Euroindicators Working Group. Eurostat. Luxembourg
Mitchell, J., (Dec 2006), Density forecasting: combination and dependence, Seminar (4th December 2006), Norges Bank, Oslo, Norway
Barrell, R., Hurst, I., Mitchell, J., (Sep 2006), Uncertainty bounds for cyclically adjusted budget deficits, Workshop on Fiscal indicators in the EU budgetary surveillance organised by the European Commission (DG-ECFIN), Brussels, 22 September 2006
Mitchell, J., Smith, R., Weale, M., (Apr 2006), A Bayesian Indicator of Manufacturing Output from Qualitative Business Panel Survey Data, Royal Economic Society Conference. Nottingham. See Discussion Paper No. 261
Hall, S., Mitchell, J., (Mar 2006), Optimal combination of density forecasts, The interface between monetary policy and macro modelling, Reserve Bank of New Zealand, 13-15 March 2006
Mitchell, J., Smith, R., Weale, M., (Mar 2006), A Bayesian Indicator of Manufacturing Output from Qualitative Business Panel Survey Data, Presented at H.M. Treasury, London (7th March 2006) and at the Reserve Bank of New Zealand, Wellington, New Zealand (30th March 2006)
Mitchell, J., Weale, M., (Sep 2005), Deriving efficient early estimates of official data from firm-level qualitative panel survey data, ONS Analysis of Enterprise Microdata 2005 CAED/BDL Annual Conference, Cardiff, September 2005
Hall, S., Mitchell, J., (Jul 2005), Density Forecast Combination, Plenary Session, African Econometric Society Annual Conference, Kenya, 6-8 July 2005
Mitchell, J., (Jun 2005), Should we be surprised by the unreliability of real-time output gap estimates? Density estimates for the Euro-area, Society of Computational Economics 11th International Conference on Computing in Economics and Finance, Washington DC, June 23-25 2005
Mitchell, J., Weale, M., (Apr 2005), A monthly indicator of GDP for the Euro area: an application of the regression approach to interpolation, Invited Lecture, Workshop on frontiers in benchmarking techniques and their application to official statistics. Eurostat, Luxembourg, 7-8 April 2005
Mitchell, J., (Feb 2005), Evaluating forecast uncertainty, European Commission’s Euroframe 'European Forecasting Network' meeting, 10 February 2005, London

MEDIA INTERVIEWS (TV & RADIO) AND NEWSPAPER ARTICLES

(May 2008), More or Less, BBC
(Dec 2007), Users of forecasts can be warned in advance of risks, Financial Times

NIESR PRESS RELEASES

Weale, M., Barrell, R., Holland, D., Mitchell, J., Pomerantz, O., Juselius, J., (Jan 2008), January issue of Economic Review
Mitchell, J., (Jul 2007), June 2007 Estimates of Monthly GDP
Mitchell, J., (Jul 2007), June 2007 Estimates of Monthly GDP
Mitchell, J., (Jan 2007), December 2006 Estimates of Monthly GDP
Mitchell, J., Weale, M., (Jan 2007), Consumer confidence: best not to look at it
Weale, M., Mitchell, J., (Sep 2006), August 2006 Estimates of Monthly GDP

OTHER ACTIVITIES

Mitchell, J., (Dec 2009), The Euro-area recession and nowcasting GDP growth using statistical models

Kirby, S., Mitchell, J., Riley, R., (Mar 2008), Memorandum in The Economic Impact of Immigration, Select Committee on Economic Affairs, House of Lords, HL Paper 82-II

Kirby, S., Mitchell, J., Riley, R., (Nov 2007), Evidence to the House of Lords Economic Affairs Committee Inquiry into the Economic Impact of Migration

Mitchell, J., Weale, M., (Dec 2006), Alternative Trend-cycle Decompositions