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The importance of long run structure for impulse response analysis in VAR models

Mitchell, James (contributor) - 2000 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001560131

Discussion of "Forecasting macroeconomic variables using collapsed dynamic factor analysis" by Falk Bräuning and Siem Jan Koopman

Mitchell, James - In: International journal of forecasting 30 (2014) 3, pp. 585-588

Persistent link: https://www.econbiz.de/10010513602

Density estimates for real-time Eurozone output gap estimates

Mitchell, James - In: Growth and cycle in the Euro-zone, (pp. 310-320). 2006

Persistent link: https://www.econbiz.de/10003412229

Reconsidering the evidence : are Eurozone business cycles converging?

Massmann, Michael; Mitchell, James - 2003

Persistent link: https://www.econbiz.de/10001775711

Reconsidering the evidence : are Eurozone business cycles converging?

Massmann, Michael (contributor); Mitchell, James (contributor) - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001737956

Reconsidering the evidence: are Euro Area business cycles converging?

Massmann, Michael; Mitchell, James - In: Journal of business cycle measurement and analysis : a … 1 (2004) 3, pp. 275-307

Persistent link: https://www.econbiz.de/10002731880

Incorporating Short Data into Large Mixed-Frequency VARs for Regional Nowcasting

Koop, Gary; McIntyre, Stuart; Mitchell, James; Poon, Aubrey - 2023

Interest in regional economic issues coupled with advances in administrative data is driving the creation of new regional economic data. Many of these data series could be useful for nowcasting regional economic activity, but they suffer from a short (albeit constantly expanding) time series...

Persistent link: https://www.econbiz.de/10014357101

Constructing density forecasts from quantile regressions : multimodality in macrofinancial dynamics

Mitchell, James; Poon, Aubrey; Zhu, Dan - In: Journal of applied econometrics 39 (2024) 5, pp. 790-812

Persistent link: https://www.econbiz.de/10015156775

A nonlinear panel data model of cross-sectional dependence

Kapetanios, George; Mitchell, James; Shin, Yongcheol - In: Journal of econometrics 179 (2014) 2, pp. 134-157

Persistent link: https://www.econbiz.de/10010372654

Nowcasting "true" monthly U.S. GDP during the pandemic

Koop, Gary; McIntyre, Stuart; Mitchell, James; Poon, Aubrey - In: National Institute economic review : journal of the … 256 (2021), pp. 44-70

Persistent link: https://www.econbiz.de/10012593671