Dr. James Mitchell

James Mitchell

NIESR Author 5:
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Introduction: Recent developments in economic forecasting by James Mitchell

In this seminar, Dr James Mitchell of the National Institute of Economic and Social Research (NIESR), will explain how measures of uncertainty surrounding a �central tendency� can enhance the usefulness of the forecast.He will discuss methods of evaluating the quality of fan charts and offer practical advice on how competing fan charts can be combined to produce �better� consensus forecasts.

James Mitchell Dr.
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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.
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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

James Mitchell Dr.
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ALL ACTIVITIES AT NIESR BY James Mitchell:
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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.
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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
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Barrell, R., Hurst, I., Mitchell, J., (2007), Uncertainty bounds for cyclically adjusted budget balances , Fiscal Indicators, European Commission,

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,

Hall, S., Mitchell, J., (forthcoming), Recent developments in density forecasting , Palgrave Handbook of Econometrics, Volume 2: Applied Econometrics, Palgrave, Basingstoke,

DISCUSSION PAPERS

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.
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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
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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)
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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
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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.,

James Mitchell

Dr James Mitchell is a senior research officer at the National Institute of Economic and Social Research, Britain's leading independent research institute.Dr Mitchell has worked at the National Institute since completing a PhD in macroeconomic modelling at Cambridge University in 1999.Dr Mitchell works on a broad range of applied econometric issues including macroeconomic modelling and forecasting, business cycles, survey data and migration.He has undertaken research projects for the European Commission, Eurostat, the British government, the Economic and Social Research Council and Asian Development Bank.He has published in leading academic journals including the Economic Journal, and has given lectures at Cambridge University, Bank of England and the International Center for Monetary and Banking Studies in Geneva.

I am particularly grateful to him, to the members of that project board and to Dr James Mitchell of the National Institute of Economic and Social Research who prepared the main Review report.