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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
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[Rezension von: Turkington, Darrell A., Matrix calculus and zero-one matrices, statistical and econometric applications]
Mitchell, James - In: The economic journal : the journal of the Royal … 113 (2003), pp. 398-400
Persistent link: https://www.econbiz.de/10001781083
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The use of non-normal distributions in quantifying qualitative survey data on expectations
Mitchell, James - In: Economics letters 76 (2002) 1, pp. 101-107
Persistent link: https://www.econbiz.de/10001672150
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Should we be surprised by the unreliability of real-time output gap estimates? : Density estimates for the Eurozone
Mitchell, James (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001876883
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The National Institute density forecasts of inflation
Mitchell, James - In: National Institute economic review (2005) 193, pp. 60-69
Persistent link: https://www.econbiz.de/10003030343
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Confidence and leading indicators : introduction
Mitchell, James - In: National Institute economic review 210 (2009), pp. 61-62
Persistent link: https://www.econbiz.de/10003895284
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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
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Where are we now? : the UK recession and nowcasting GDP growth using statistical models
Mitchell, James - In: National Institute economic review 209 (2009), pp. 60-69
Persistent link: https://www.econbiz.de/10003869364
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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