Details about Jennifer L. Castle

Access statistics for papers by Jennifer L. Castle.

Last updated 2025-03-14. Update your information in the RePEc Author Service.

Short-id: pca273

Working Papers

2022

1. Forecasting: theory and practice
   Papers, arXiv.org View citations (70)
   See also Journal Article Forecasting: theory and practice, International Journal of Forecasting, Elsevier (2022) View citations (30) (2022)
2. Structural relationships between cryptocurrency prices and monetary policy indicators
   Economics Series Working Papers, University of Oxford, Department of Economics
3. The Historical Role of Energy in UK Inflation and Productivity and Implications for Price Inflation in 2022
   Working Papers, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting
   Also in Economics Series Working Papers, University of Oxford, Department of Economics (2022) View citations (1)

2021

4. A machine learning dynamic switching approach to forecasting when there are structural breaks
   Economics Series Working Papers, University of Oxford, Department of Economics
5. Can the UK achieve net-zero greenhouse gas emissions by 2050?
   Economics Series Working Papers, University of Oxford, Department of Economics View citations (1)
   See also Journal Article CAN THE UK ACHIEVE NET ZERO GREENHOUSE GAS EMISSIONS BY 2050?, National Institute Economic Review, National Institute of Economic and Social Research (2023) (2023)
6. Smooth Robust Multi-Horizon Forecasts
   Economics Papers, Economics Group, Nuffield College, University of Oxford View citations (2)
   Also in Working Papers, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting (2020) View citations (2)
   See also Chapter Smooth Robust Multi-Horizon Forecasts, Advances in Econometrics, Emerald Group Publishing Limited (2022) View citations (1) (2022)

2020

7. Identifying the Causal Role of CO2 during the Ice Ages
   Economics Series Working Papers, University of Oxford, Department of Economics View citations (3)
8. Modelling Non-stationary 'Big Data'
   Economics Series Working Papers, University of Oxford, Department of Economics
   See also Journal Article Modelling non-stationary ‘Big Data’, International Journal of Forecasting, Elsevier (2021) View citations (2) (2021)
9. Robust Discovery of Regression Models
   Economics Papers, Economics Group, Nuffield College, University of Oxford View citations (3)
   See also Journal Article Robust Discovery of Regression Models, Econometrics and Statistics, Elsevier (2023) View citations (3) (2023)
10. Short-term forecasting of the Coronavirus Pandemic - 2020-04-27
    Economics Papers, Economics Group, Nuffield College, University of Oxford View citations (7)

2019

11. Modelling and forecasting the dollar-pound exchange rate in the presence of structural breaks
    Economics Series Working Papers, University of Oxford, Department of Economics
12. Some forecasting principles from the M4 competition
    Economics Papers, Economics Group, Nuffield College, University of Oxford View citations (3)

2018

13. Selecting a Model for Forecasting
    Economics Series Working Papers, University of Oxford, Department of Economics View citations (2)
    See also Journal Article Selecting a Model for Forecasting, Econometrics, MDPI (2021) View citations (1) (2021)

2016

14. An Overview of Forecasting Facing Breaks
    Economics Series Working Papers, University of Oxford, Department of Economics View citations (22)
    See also Journal Article An Overview of Forecasting Facing Breaks, Journal of Business Cycle Research, Springer (2016) View citations (22) (2016)
15. Policy Analysis, Forediction, and Forecast Failure
    Economics Series Working Papers, University of Oxford, Department of Economics View citations (1)

2014

16. Robust Approaches to Forecasting
    Economics Series Working Papers, University of Oxford, Department of Economics View citations (1)
    See also Journal Article Robust approaches to forecasting, International Journal of Forecasting, Elsevier (2015) View citations (37) (2015)

2013

17. Forecasting and Nowcasting Macroeconomic Variables: A Methodological Overview
    Economics Series Working Papers, University of Oxford, Department of Economics View citations (7)
18. Semi-automatic Non-linear Model selection
    Economics Series Working Papers, University of Oxford, Department of Economics View citations (1)

2012

19. Forecasting by factors, by variables, or both?
    Economics Series Working Papers, University of Oxford, Department of Economics View citations (4)
20. Mis-specification Testing: Non-Invariance of Expectations Models of Inflation
    Working Paper series, Rimini Centre for Economic Analysis View citations (1)
    See also Journal Article Misspecification Testing: Non-Invariance of Expectations Models of Inflation, Econometric Reviews, Taylor & Francis Journals (2014) View citations (12) (2014)
21. Model Selection in Equations with Many 'Small' Effects
    Working Paper series, Rimini Centre for Economic Analysis View citations (2)
    Also in Economics Series Working Papers, University of Oxford, Department of Economics (2011) View citations (2)
    See also Journal Article Model Selection in Equations with Many ‘Small’ Effects, Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford (2013) View citations (4) (2013)

2011

22. A Tale of 3 Cities: Model Selection in Over-, Exact, and Under-specified Equations
    Economics Series Working Papers, University of Oxford, Department of Economics
23. Forecasting breaks and forecasting during breaks
    Economics Series Working Papers, University of Oxford, Department of Economics View citations (31)
24. On Not Evaluating Economic Models by Forecast Outcomes
    Economics Series Working Papers, University of Oxford, Department of Economics View citations (4)
25. Using Model Selection Algorthims to Obtain Reliable Coefficient Estimates
    Working Papers in Economics, University of Canterbury, Department of Economics and Finance View citations (2)
    See also Journal Article USING MODEL SELECTION ALGORITHMS TO OBTAIN RELIABLE COEFFICIENT ESTIMATES, Journal of Economic Surveys, Wiley Blackwell (2013) View citations (8) (2013)

2010

26. A Low-Dimension Portmanteau Test for Non-linearity
    Economics Series Working Papers, University of Oxford, Department of Economics View citations (37)
    See also Journal Article A low-dimension portmanteau test for non-linearity, Journal of Econometrics, Elsevier (2010) View citations (39) (2010)
27. Automatic Selection for Non-linear Models
    Economics Series Working Papers, University of Oxford, Department of Economics View citations (12)
28. Evaluating Automatic Model Selection
    Economics Series Working Papers, University of Oxford, Department of Economics View citations (5)
    See also Journal Article Evaluating Automatic Model Selection, Journal of Time Series Econometrics, De Gruyter (2011) View citations (79) (2011)
29. Model Selection in Under-specified Equations Facing Breaks
    Economics Series Working Papers, University of Oxford, Department of Economics View citations (2)
    See also Journal Article Model selection in under-specified equations facing breaks, Journal of Econometrics, Elsevier (2014) View citations (15) (2014)
30. Testing the Invariance of Expectations Models of Inflation
    Economics Series Working Papers, University of Oxford, Department of Economics View citations (15)
    Also in Memorandum, Oslo University, Department of Economics (2010) View citations (13)

2009

31. 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 View citations (10)

2008

32. Forecasting with Equilibrium-correction Models during Structural Breaks
    Economics Series Working Papers, University of Oxford, Department of Economics View citations (5)
    See also Journal Article Forecasting with equilibrium-correction models during structural breaks, Journal of Econometrics, Elsevier (2010) View citations (38) (2010)
33. Model Selection when there are Multiple Breaks
    Economics Series Working Papers, University of Oxford, Department of Economics View citations (20)
    See also Journal Article Model selection when there are multiple breaks, Journal of Econometrics, Elsevier (2012) View citations (76) (2012)
34. The Long-Run Determinants of UK Wages, 1860-2004
    Economics Series Working Papers, University of Oxford, Department of Economics View citations (1)
    See also Journal Article The long-run determinants of UK wages, 1860-2004, Journal of Macroeconomics, Elsevier (2009) View citations (25) (2009)

2007

35. A Low-Dimension Collinearity-Robust Test for Non-linearity
    Economics Series Working Papers, University of Oxford, Department of Economics View citations (1)
36. Forecasting UK Inflation: the Roles of Structural Breaks and Time Disaggregation
    Economics Series Working Papers, University of Oxford, Department of Economics View citations (8)

Journal Articles

2024

1. Five sensitive intervention points to achieve climate neutrality by 2050, illustrated by the UK
   Renewable Energy, 2024, 226, (C) View citations (1)
2. Forecasting the UK top 1% income share in a shifting world
   Economica, 2024, 91, (363), 1047-1074 View citations (1)
3. Improving models and forecasts after equilibrium-mean shifts
   International Journal of Forecasting, 2024, 40, (3), 1085-1100
4. Stability between cryptocurrency prices and the term structure
   Journal of Economic Dynamics and Control, 2024, 165, (C) View citations (2)
5. What a Puzzle! Unravelling Why UK Phillips Curves were Unstable
   Oxford Bulletin of Economics and Statistics, 2024, 86, (4), 743-760

2023

6. CAN THE UK ACHIEVE NET ZERO GREENHOUSE GAS EMISSIONS BY 2050?
   National Institute Economic Review, 2023, 266, 11-21
   See also Working Paper Can the UK achieve net-zero greenhouse gas emissions by 2050?, Economics Series Working Papers (2021) View citations (1) (2021)
7. Robust Discovery of Regression Models
   Econometrics and Statistics, 2023, 26, (C), 31-51 View citations (3)
   See also Working Paper Robust Discovery of Regression Models, Economics Papers (2020) View citations (3) (2020)
8. The historical role of energy in UK inflation and productivity with implications for price inflation
   Energy Economics, 2023, 126, (C) View citations (2)

2022

9. Forecasting: theory and practice
   International Journal of Forecasting, 2022, 38, (3), 705-871 View citations (30)
   See also Working Paper Forecasting: theory and practice, Papers (2022) View citations (70) (2022)
10. Machine Learning Dynamic Switching Approach to Forecasting in the Presence of Structural Breaks
    Journal of Business Cycle Research, 2022, 18, (2), 129-157 View citations (1)
11. Short-term forecasting of the coronavirus pandemic
    International Journal of Forecasting, 2022, 38, (2), 453-466 View citations (8)

2021

12. A dynamic econometric analysis of the dollar-pound exchange rate in an era of structural breaks and policy regime shifts
    Journal of Economic Dynamics and Control, 2021, 128, (C) View citations (3)
13. Forecasting Facing Economic Shifts, Climate Change and Evolving Pandemics
    Econometrics, 2021, 10, (1), 1-21
14. Forecasting Principles from Experience with Forecasting Competitions
    Forecasting, 2021, 3, (1), 1-28 View citations (9)
15. Modeling and forecasting the COVID‐19 pandemic time‐series data
    Social Science Quarterly, 2021, 102, (5), 2070-2087 View citations (1)
16. Modelling non-stationary ‘Big Data’
    International Journal of Forecasting, 2021, 37, (4), 1556-1575 View citations (2)
    See also Working Paper Modelling Non-stationary 'Big Data', Economics Series Working Papers (2020) (2020)
17. Selecting a Model for Forecasting
    Econometrics, 2021, 9, (3), 1-35 View citations (1)
    See also Working Paper Selecting a Model for Forecasting, Economics Series Working Papers (2018) View citations (2) (2018)
18. THE VALUE OF ROBUST STATISTICAL FORECASTS IN THE COVID-19 PANDEMIC
    National Institute Economic Review, 2021, 256, 19-43 View citations (6)

2020

19. Card forecasts for M4
    International Journal of Forecasting, 2020, 36, (1), 129-134 View citations (17)
20. Climate Econometrics: An Overview
    Foundations and Trends(R) in Econometrics, 2020, 10, (3-4), 145-322 View citations (18)

2017

21. Evaluating Forecasts, Narratives and Policy Using a Test of Invariance
    Econometrics, 2017, 5, (3), 1-27 View citations (15)

2016

22. 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 View citations (8)
23. An Overview of Forecasting Facing Breaks
    Journal of Business Cycle Research, 2016, 12, (1), 3-23 View citations (22)
    See also Working Paper An Overview of Forecasting Facing Breaks, Economics Series Working Papers (2016) View citations (22) (2016)
24. 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
    Also in Journal of Economics, 2016, 117, (1), 89-91 (2016)

2015

25. Detecting Location Shifts during Model Selection by Step-Indicator Saturation
    Econometrics, 2015, 3, (2), 1-25 View citations (96)
26. Robust approaches to forecasting
    International Journal of Forecasting, 2015, 31, (1), 99-112 View citations (37)
    See also Working Paper Robust Approaches to Forecasting, Economics Series Working Papers (2014) View citations (1) (2014)

2014

27. Misspecification Testing: Non-Invariance of Expectations Models of Inflation
    Econometric Reviews, 2014, 33, (5-6), 553-574 View citations (12)
    See also Working Paper Mis-specification Testing: Non-Invariance of Expectations Models of Inflation, Working Paper series (2012) View citations (1) (2012)
28. Model selection in under-specified equations facing breaks
    Journal of Econometrics, 2014, 178, (P2), 286-293 View citations (15)
    See also Working Paper Model Selection in Under-specified Equations Facing Breaks, Economics Series Working Papers (2010) View citations (2) (2010)

2013

29. Forecasting by factors, by variables, by both or neither?
    Journal of Econometrics, 2013, 177, (2), 305-319 View citations (38)
30. Model Selection in Equations with Many ‘Small’ Effects
    Oxford Bulletin of Economics and Statistics, 2013, 75, (1), 6-22 View citations (4)
    See also Working Paper Model Selection in Equations with Many 'Small' Effects, Working Paper series (2012) View citations (2) (2012)
31. USING MODEL SELECTION ALGORITHMS TO OBTAIN RELIABLE COEFFICIENT ESTIMATES
    Journal of Economic Surveys, 2013, 27, (2), 269-296 View citations (8)
    See also Working Paper Using Model Selection Algorthims to Obtain Reliable Coefficient Estimates, Working Papers in Economics (2011) View citations (2) (2011)

2012

32. Model selection when there are multiple breaks
    Journal of Econometrics, 2012, 169, (2), 239-246 View citations (76)
    See also Working Paper Model Selection when there are Multiple Breaks, Economics Series Working Papers (2008) View citations (20) (2008)

2011

33. Evaluating Automatic Model Selection
    Journal of Time Series Econometrics, 2011, 3, (1), 33 View citations (79)
    See also Working Paper Evaluating Automatic Model Selection, Economics Series Working Papers (2010) View citations (5) (2010)

2010

34. A low-dimension portmanteau test for non-linearity
    Journal of Econometrics, 2010, 158, (2), 231-245 View citations (39)
    See also Working Paper A Low-Dimension Portmanteau Test for Non-linearity, Economics Series Working Papers (2010) View citations (37) (2010)
35. Forecasting with equilibrium-correction models during structural breaks
    Journal of Econometrics, 2010, 158, (1), 25-36 View citations (38)
    See also Working Paper Forecasting with Equilibrium-correction Models during Structural Breaks, Economics Series Working Papers (2008) View citations (5) (2008)
36. Nowcasting from disaggregates in the face of location shifts
    Journal of Forecasting, 2010, 29, (1-2), 200-214 View citations (25)

2009

37. NOWCASTING IS NOT JUST CONTEMPORANEOUS FORECASTING
    National Institute Economic Review, 2009, 210, (1), 71-89 View citations (37)
    Also in National Institute Economic Review, 2009, 210, 71-89 (2009) View citations (34)
38. The long-run determinants of UK wages, 1860-2004
    Journal of Macroeconomics, 2009, 31, (1), 5-28 View citations (25)
    See also Working Paper The Long-Run Determinants of UK Wages, 1860-2004, Economics Series Working Papers (2008) View citations (1) (2008)

2005

39. Evaluating PcGets and RETINA as Automatic Model Selection Algorithms*
    Oxford Bulletin of Economics and Statistics, 2005, 67, (s1), 837-880 View citations (16)

Edited books

2015

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

2009

2. The Methodology and Practice of Econometrics: A Festschrift in Honour of David F. Hendry
   OUP Catalogue, Oxford University Press View citations (102)

Chapters

2024

1. Econometric forecasting of climate change
   Chapter 14 in Handbook of Research Methods and Applications in Macroeconomic Forecasting, 2024, pp 361-395

2022

2. Smooth Robust Multi-Horizon Forecasts
   A chapter in Essays in Honor of M. Hashem Pesaran: Prediction and Macro Modeling, 2022, vol. 43A, pp 143-165 View citations (1)
   See also Working Paper Smooth Robust Multi-Horizon Forecasts, Economics Group, Nuffield College, University of Oxford (2021) View citations (2) (2021)

2008

3. Chapter 2 Forecasting UK Inflation: The Roles of Structural Breaks and Time Disaggregation
   A chapter in Forecasting in the Presence of Structural Breaks and Model Uncertainty, 2008, pp 41-92