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Mitchell James

Обновлено: 09-12-2010
Образование бакалавр: in Economics [University of Durham, 1994]
магистр: Economics , [University of Bristol, 1995]
PhD: Economics [Cambridge University , 1999]
Место работы National Institute of Economic and Social Research (NIESR) / Senior Research Officer

Профессиональные интересы:
The economics and econometrics of survey data, quantification of qualitative responses, rationality of forecasts; indicators and forecasts of economic activity; business cycle analysis; structural VAR models.

Публикации:
  • J. Mitchell and K. Mouratidis (2002), "Is there a common Euro-zone business cycle?". Presented at Colloquium on "Modern Tools for Business Cycle Analysis", Eurostat, Luxembourg, 28-29 November 2002.
  • M. Massmann and J.Mitchell (2002), "Re-considering the evidence: are European business cycles converging?", mimeo, NIESR.
  • M. Massmann and J.Mitchell (2002), "Have UK and Eurozone business cycles become more correlated?", National Institute Economic Review, 182, 58-71
  • J. Mitchell (2002), "The use of non-normal distributions in quantifying qualitative survey data", Economics Letters, 76, 101-107.
  • J. Mitchell, R.J. Smith and M.R. Weale (2002), "Quantification of qualitative firm-level survey data", Economic Journal, 112, C117-C135.
  • J. Mitchell, R.J. Smith and M.R. Weale (2002), "Aggregate versus disaggregate survey-based indicators of economic activity", Presented at Econometric Society European Meeting, Lausanne (August 2001). Available as NIESR Discussion Paper 194
  • G. Kapetanios and J. Mitchell (2002), "A note on incorporating lag order selection uncertainty in impulse response functions for VAR models", mimeo, NIESR.
  • J. Mitchell (2002), "The importance of long run structure for monetary policy analysis in VAR models", mimeo, NIESR.
  • J. Mitchell, R.J. Smith and M.R. Weale (2001), "Are firms’ forecasts rational? Qualitative firm-level survey based evidence for the UK", presented at ESRC Econometric Study Group Conference, Bristol (12-14 July 2001).
  • J. Mitchell and M.R. Weale (2002), "A review of statistical procedures for FLASH estimates of GDP and its components", mimeo, NIESR.
  • J. Mitchell (2000), "Analysing short and long run behaviour in the G7 using cointegrating VAR models". Presented at the RES Conference, St. Andrew’s University (10-13 July 2000) and at the Money, Macro and Finance Group Conference, South Bank University, Sept 2000.

Домашняя страница http://www.niesr.ac.uk/staff/staffdetail.php?StaffID=201
E-mail J.Mitchell@niesr.ac.uk
Телефон +44 (0) 20 7222 7665
Факс +44 (0) 20 7654 1900
Адрес NIESR
2 Dean Trench Street
Smith Square
London SW1P 3HE
United Kingdom
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См. также:
Owen Lamont, Christopher Polk, Jesus Saa-Requejo
Review of Financial Studies. 2001.  Vol. 14. No. 2. P. 529-554. 
[Статья]
Алексей Ахмедов, Алексей Равичев, Екатерина Журавская
Научные труды ЦЕФИР. 2002.  № 25.
[Статья]
Torsten Persson, David Stromberg
[Учебная программа]
Lawrence J. Christiano, Martin Stewart Eichenbaum
American Economic Review. 1992.  No. 382. P. 430-450. 
[Статья]
Gregory N. Mankiw
[Книга]
David Colander
[Книга]