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Details about Jennifer L. Castle

E-mail:
Homepage:http://users.ox.ac.uk/~nuff0231/
Postal address:Magdalen College, High Street, Oxford, OX1 4AU
Workplace:Department of Economics, Oxford University, (more information at EDIRC)

Access statistics for papers by Jennifer L. Castle.

Last updated 2017-04-18. Update your information in the RePEc Author Service.

Short-id: pca273


Jump to Journal Articles Edited books

Working Papers

2016

  1. An Overview of Forecasting Facing Breaks
    Economics Series Working Papers, University of Oxford, Department of Economics Downloads
  2. Policy Analysis, Forediction, and Forecast Failure
    Economics Series Working Papers, University of Oxford, Department of Economics Downloads

2014

  1. Robust Approaches to Forecasting
    Economics Series Working Papers, University of Oxford, Department of Economics Downloads
    See also Journal Article in International Journal of Forecasting (2015)

2013

  1. Forecasting and Nowcasting Macroeconomic Variables: A Methodological Overview
    Economics Series Working Papers, University of Oxford, Department of Economics Downloads View citations (1)
  2. Semi-automatic Non-linear Model selection
    Economics Series Working Papers, University of Oxford, Department of Economics Downloads View citations (1)

2012

  1. Forecasting by factors, by variables, or both?
    Economics Series Working Papers, University of Oxford, Department of Economics Downloads View citations (2)
  2. Mis-specification Testing: Non-Invariance of Expectations Models of Inflation
    Working Paper Series, The Rimini Centre for Economic Analysis Downloads View citations (1)
    See also Journal Article in Econometric Reviews (2014)
  3. Model Selection in Equations with Many 'Small' Effects
    Working Paper Series, The Rimini Centre for Economic Analysis Downloads View citations (2)
    Also in Economics Series Working Papers, University of Oxford, Department of Economics (2011) Downloads View citations (2)

    See also Journal Article in Oxford Bulletin of Economics and Statistics (2013)

2011

  1. A Tale of 3 Cities: Model Selection in Over-, Exact, and Under-specified Equations
    Economics Series Working Papers, University of Oxford, Department of Economics Downloads
  2. Forecasting breaks and forecasting during breaks
    Economics Series Working Papers, University of Oxford, Department of Economics Downloads View citations (10)
  3. On Not Evaluating Economic Models by Forecast Outcomes
    Economics Series Working Papers, University of Oxford, Department of Economics Downloads View citations (1)
  4. Using Model Selection Algorthims to Obtain Reliable Coefficient Estimates
    Working Papers in Economics, University of Canterbury, Department of Economics and Finance Downloads View citations (2)
    See also Journal Article in Journal of Economic Surveys (2013)

2010

  1. A Low-Dimension Portmanteau Test for Non-linearity
    Economics Series Working Papers, University of Oxford, Department of Economics Downloads View citations (15)
    See also Journal Article in Journal of Econometrics (2010)
  2. Automatic Selection for Non-linear Models
    Economics Series Working Papers, University of Oxford, Department of Economics Downloads View citations (9)
  3. Evaluating Automatic Model Selection
    Economics Series Working Papers, University of Oxford, Department of Economics Downloads View citations (3)
    See also Journal Article in Journal of Time Series Econometrics (2011)
  4. Model Selection in Under-specified Equations Facing Breaks
    Economics Series Working Papers, University of Oxford, Department of Economics Downloads View citations (1)
    See also Journal Article in Journal of Econometrics (2014)
  5. Testing the Invariance of Expectations Models of Inflation
    Memorandum, Oslo University, Department of Economics Downloads View citations (11)
    Also in Economics Series Working Papers, University of Oxford, Department of Economics (2010) Downloads View citations (14)

2009

  1. How To Pick The Best Regression Equation: A Review And Comparison Of Model Selection Algorithms
    Working Papers in Economics, University of Canterbury, Department of Economics and Finance Downloads View citations (4)

2008

  1. Forecasting with Equilibrium-correction Models during Structural Breaks
    Economics Series Working Papers, University of Oxford, Department of Economics Downloads View citations (5)
    See also Journal Article in Journal of Econometrics (2010)
  2. Model Selection when there are Multiple Breaks
    Economics Series Working Papers, University of Oxford, Department of Economics Downloads View citations (15)
    See also Journal Article in Journal of Econometrics (2012)
  3. The Long-Run Determinants of UK Wages, 1860-2004
    Economics Series Working Papers, University of Oxford, Department of Economics Downloads View citations (1)
    See also Journal Article in Journal of Macroeconomics (2009)

2007

  1. A Low-Dimension Collinearity-Robust Test for Non-linearity
    Economics Series Working Papers, University of Oxford, Department of Economics Downloads View citations (1)
  2. Forecasting UK Inflation: the Roles of Structural Breaks and Time Disaggregation
    Economics Series Working Papers, University of Oxford, Department of Economics Downloads View citations (3)

Journal Articles

2016

  1. A half-century diversion of monetary policy? An empirical horse-race to identify the UK variable most likely to deliver the desired nominal GDP growth rate
    Journal of International Financial Markets, Institutions and Money, 2016, 43, (C), 158-176 Downloads View citations (1)
  2. Stigum, Bernt P.: Econometrics in a formal science of economics: theory and the measurement of economic relations
    Journal of Economics, 2016, 117, (1), 89-91 Downloads
    Also in Journal of Economics, 2016, 117, (1), 89-91 (2016) Downloads

2015

  1. Detecting Location Shifts during Model Selection by Step-Indicator Saturation
    Econometrics, 2015, 3, (2), 1-25 Downloads View citations (23)
  2. Robust approaches to forecasting
    International Journal of Forecasting, 2015, 31, (1), 99-112 Downloads View citations (10)
    See also Working Paper (2014)

2014

  1. Misspecification Testing: Non-Invariance of Expectations Models of Inflation
    Econometric Reviews, 2014, 33, (5-6), 553-574 Downloads View citations (1)
    See also Working Paper (2012)
  2. Model selection in under-specified equations facing breaks
    Journal of Econometrics, 2014, 178, (P2), 286-293 Downloads View citations (5)
    See also Working Paper (2010)

2013

  1. Forecasting by factors, by variables, by both or neither?
    Journal of Econometrics, 2013, 177, (2), 305-319 Downloads View citations (18)
  2. Model Selection in Equations with Many ‘Small’ Effects
    Oxford Bulletin of Economics and Statistics, 2013, 75, (1), 6-22 Downloads View citations (1)
    See also Working Paper (2012)
  3. USING MODEL SELECTION ALGORITHMS TO OBTAIN RELIABLE COEFFICIENT ESTIMATES
    Journal of Economic Surveys, 2013, 27, (2), 269-296 Downloads View citations (3)
    See also Working Paper (2011)

2012

  1. Model selection when there are multiple breaks
    Journal of Econometrics, 2012, 169, (2), 239-246 Downloads View citations (45)
    See also Working Paper (2008)

2011

  1. Evaluating Automatic Model Selection
    Journal of Time Series Econometrics, 2011, 3, (1), 1-33 Downloads View citations (36)
    See also Working Paper (2010)

2010

  1. A low-dimension portmanteau test for non-linearity
    Journal of Econometrics, 2010, 158, (2), 231-245 Downloads View citations (19)
    See also Working Paper (2010)
  2. Forecasting with equilibrium-correction models during structural breaks
    Journal of Econometrics, 2010, 158, (1), 25-36 Downloads View citations (24)
    See also Working Paper (2008)
  3. Nowcasting from disaggregates in the face of location shifts
    Journal of Forecasting, 2010, 29, (1-2), 200-214 Downloads View citations (13)

2009

  1. NOWCASTING IS NOT JUST CONTEMPORANEOUS FORECASTING
    National Institute Economic Review, 2009, 210, (1), 71-89 Downloads View citations (19)
  2. The long-run determinants of UK wages, 1860-2004
    Journal of Macroeconomics, 2009, 31, (1), 5-28 Downloads View citations (14)
    See also Working Paper (2008)

2005

  1. Evaluating PcGets and RETINA as Automatic Model Selection Algorithms
    Oxford Bulletin of Economics and Statistics, 2005, 67, (s1), 837-880 Downloads View citations (11)

Edited books

2015

  1. The Methodology and Practice of Econometrics: A Festschrift in Honour of David F. Hendry
    OUP Catalogue, Oxford University Press

2009

  1. The Methodology and Practice of Econometrics: A Festschrift in Honour of David F. Hendry
    OUP Catalogue, Oxford University Press View citations (5)
 
Page updated 2017-04-29