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- Publications
- Influence
Evaluating, Comparing and Combining Density Forecasts Using the Klic with an Application to the Bank of England and Niesr 'Fan' Charts of Inflation
- J. Mitchell, S. Hall
- Mathematics
- 1 December 2005
TLDR
Combining VAR and DSGE forecast densities
- Ida Wolden Bache, A. Jore, J. Mitchell, Shaun P. Vahey
- Economics
- 1 October 2011
A popular macroeconomic forecasting strategy utilizes many models to hedge against instabilities of unknown timing; see (among others) Stock and Watson (2004), Clark and McCracken (2010), and Jore et… Expand
Evaluating density forecasts: forecast combinations, model mixtures, calibration and sharpness
- J. Mitchell, K. Wallis
- Computer Science
- 1 September 2011
TLDR
Combining forecast densities from VARs with uncertain instabilities
- A. Jore, J. Mitchell, Shaun P. Vahey
- Economics
- 1 June 2010
Recursive-weight forecast combination is often found to an ineffective method of improving point forecast accuracy in the presence of uncertain instabilities. We examine the effectiveness of this… Expand
Monthly GDP Estimates for Inter-War Britian
- J. Mitchell, S. Solomou, Martin Weale
- Economics
- 30 September 2011
We derive monthly and quarterly series of UK GDP for the inter-war period from a set of monthly indicators that were constructed by The Economist at the time. The monthly information is complemented… Expand
Strategies for self-government: The campaigns for a Scottish Parliament
- J. Mitchell
- Political Science
- 1996
James Mitchell reviews the range of strategies and tactics used by different parties, groups and organisations to achieve self-government over the past ninety years and asks: how does a movement with… Expand
- 70
- 6
Communicating uncertainty about facts, numbers and science
- A. M. van der Bles, Sander van der Linden, +4 authors D. Spiegelhalter
- Psychology, Medicine
- Royal Society Open Science
- 1 May 2019
Uncertainty is an inherent part of knowledge, and yet in an era of contested expertise, many shy away from openly communicating their uncertainty about what they know, fearful of their audience's… Expand
An Indicator of Monthly GDP and an Early Estimate of Quarterly GDP Growth
- J. Mitchell, R. Smith, M. Weale, S. Wright, Eduardo L. Salazar
- Economics
- 27 January 2005
A range of monthly series are currently available giving indications of short-term movements in output in the United Kingdom. As the only available information, these indicators are routinely… Expand
Generalised Density Forecast Combinations
- G. Kapetanios, J. Mitchell, S. Price, Nicholas W. P. Fawcett
- Mathematics
- 1 September 2015
Density forecast combinations are becoming increasingly popular as a means of improving forecast ‘accuracy’, as measured by a scoring rule. In this paper we generalise this literature by letting the… Expand
The Evolution of Forecast Density Combinations in Economics
- K. Aastveit, J. Mitchell, F. Ravazzolo, H. K. Dijk
- Mathematics
- 18 October 2018
Increasingly, professional forecasters and academic researchers present model-based and subjective or judgment-based forecasts in economics which are accompanied by some measure of uncertainty. In… Expand