Concepedia

James Mitchell

JM

Statistics

Publications

41

Citations

2.1K

H-Index

23

Active since

2000

Affiliations

National Institute of Economic and Social Research(Current)

University of Warwick

Australian National University

Federal Reserve Bank of Cleveland

University of Leicester

James Mitchell is an author at National Institute of Economic and Social Research specializing in business, econometrics, and statistics.

Top concepts

BusinessStatisticsEconometricsMacroeconomicsEconomicsEngineeringForecastingEconomic AnalysisPredictive AnalyticsFinance

Publications per year

2000–2022

41

Publications

41

Combining density forecasts

Stephen G. Hall, James Mitchell · International Journal of Forecasting · 2007 · 316 citations

Forecasting Methodology, Probabilistic Forecasting, Engineering +7

Evaluating, Comparing and Combining Density Forecasts Using the KLIC with an Application to the Bank of England and NIESR ‘Fan’ Charts of Inflation*

James Mitchell, Stephen G. Hall · Oxford Bulletin of Economics and Statistics · 2005 · 216 citations

Forecasting Methodology, Engineering, Point Forecasts +18

Combining forecast densities from VARs with uncertain instabilities

Anne Sofie Jore, James Mitchell, Shaun P. Vahey · Journal of Applied Econometrics · 2010 · 181 citations

Forecasting Methodology, Engineering, Macroeconomic Forecasting +16

Evaluating density forecasts: forecast combinations, model mixtures, calibration and sharpness

James Mitchell, Kenneth F. Wallis · Journal of Applied Econometrics · 2010 · 153 citations

An Indicator of Monthly GDP and an Early Estimate of Quarterly GDP Growth

James Mitchell, Richard J. Smith, Martin Weale et al. · The Economic Journal · 2005 · 130 citations

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