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Details about Jennifer L. Castle

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 2024-06-07. Update your information in the RePEc Author Service.

Short-id: pca273


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Working Papers

2022

  1. Forecasting: theory and practice
    Papers, arXiv.org Downloads View citations (51)
    See also Journal Article Forecasting: theory and practice, International Journal of Forecasting, Elsevier (2022) Downloads View citations (24) (2022)
  2. Structural relationships between cryptocurrency prices and monetary policy indicators
    Economics Series Working Papers, University of Oxford, Department of Economics Downloads
  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 Downloads
    Also in Economics Series Working Papers, University of Oxford, Department of Economics (2022) Downloads

2021

  1. A machine learning dynamic switching approach to forecasting when there are structural breaks
    Economics Series Working Papers, University of Oxford, Department of Economics Downloads
  2. Can the UK achieve net-zero greenhouse gas emissions by 2050?
    Economics Series Working Papers, University of Oxford, Department of Economics Downloads View citations (1)
  3. Smooth Robust Multi-Horizon Forecasts
    Economics Papers, Economics Group, Nuffield College, University of Oxford Downloads View citations (2)
    Also in Working Papers, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting (2020) Downloads View citations (2)

    See also Chapter Smooth Robust Multi-Horizon Forecasts, Advances in Econometrics, Emerald Group Publishing Limited (2022) Downloads (2022)

2020

  1. Identifying the Causal Role of CO2 during the Ice Ages
    Economics Series Working Papers, University of Oxford, Department of Economics Downloads View citations (3)
  2. Modelling Non-stationary 'Big Data'
    Economics Series Working Papers, University of Oxford, Department of Economics Downloads
    See also Journal Article Modelling non-stationary ‘Big Data’, International Journal of Forecasting, Elsevier (2021) Downloads View citations (2) (2021)
  3. Robust Discovery of Regression Models
    Economics Papers, Economics Group, Nuffield College, University of Oxford Downloads View citations (3)
    See also Journal Article Robust Discovery of Regression Models, Econometrics and Statistics, Elsevier (2023) Downloads View citations (1) (2023)
  4. Short-term forecasting of the Coronavirus Pandemic - 2020-04-27
    Economics Papers, Economics Group, Nuffield College, University of Oxford Downloads View citations (7)

2019

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

2018

  1. 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) Downloads View citations (1) (2021)

2016

  1. An Overview of Forecasting Facing Breaks
    Economics Series Working Papers, University of Oxford, Department of Economics Downloads View citations (21)
    See also Journal Article An Overview of Forecasting Facing Breaks, Journal of Business Cycle Research, Springer (2016) Downloads View citations (21) (2016)
  2. Policy Analysis, Forediction, and Forecast Failure
    Economics Series Working Papers, University of Oxford, Department of Economics Downloads View citations (1)

2014

  1. Robust Approaches to Forecasting
    Economics Series Working Papers, University of Oxford, Department of Economics Downloads View citations (1)
    See also Journal Article Robust approaches to forecasting, International Journal of Forecasting, Elsevier (2015) Downloads View citations (36) (2015)

2013

  1. Forecasting and Nowcasting Macroeconomic Variables: A Methodological Overview
    Economics Series Working Papers, University of Oxford, Department of Economics Downloads View citations (7)
  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 (4)
  2. Mis-specification Testing: Non-Invariance of Expectations Models of Inflation
    Working Paper series, Rimini Centre for Economic Analysis Downloads View citations (1)
    See also Journal Article Misspecification Testing: Non-Invariance of Expectations Models of Inflation, Econometric Reviews, Taylor & Francis Journals (2014) Downloads View citations (12) (2014)
  3. Model Selection in Equations with Many 'Small' Effects
    Working Paper series, 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 Model Selection in Equations with Many ‘Small’ Effects, Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford (2013) Downloads View citations (4) (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 (31)
  3. On Not Evaluating Economic Models by Forecast Outcomes
    Economics Series Working Papers, University of Oxford, Department of Economics Downloads View citations (4)
  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 USING MODEL SELECTION ALGORITHMS TO OBTAIN RELIABLE COEFFICIENT ESTIMATES, Journal of Economic Surveys, Wiley Blackwell (2013) Downloads View citations (8) (2013)

2010

  1. A Low-Dimension Portmanteau Test for Non-linearity
    Economics Series Working Papers, University of Oxford, Department of Economics Downloads View citations (37)
    See also Journal Article A low-dimension portmanteau test for non-linearity, Journal of Econometrics, Elsevier (2010) Downloads View citations (39) (2010)
  2. Automatic Selection for Non-linear Models
    Economics Series Working Papers, University of Oxford, Department of Economics Downloads View citations (12)
  3. Evaluating Automatic Model Selection
    Economics Series Working Papers, University of Oxford, Department of Economics Downloads View citations (5)
    See also Journal Article Evaluating Automatic Model Selection, Journal of Time Series Econometrics, De Gruyter (2011) Downloads View citations (78) (2011)
  4. Model Selection in Under-specified Equations Facing Breaks
    Economics Series Working Papers, University of Oxford, Department of Economics Downloads View citations (2)
    See also Journal Article Model selection in under-specified equations facing breaks, Journal of Econometrics, Elsevier (2014) Downloads View citations (14) (2014)
  5. Testing the Invariance of Expectations Models of Inflation
    Memorandum, Oslo University, Department of Economics Downloads View citations (13)
    Also in Economics Series Working Papers, University of Oxford, Department of Economics (2010) Downloads View citations (15)

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 (10)

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 Forecasting with equilibrium-correction models during structural breaks, Journal of Econometrics, Elsevier (2010) Downloads View citations (38) (2010)
  2. Model Selection when there are Multiple Breaks
    Economics Series Working Papers, University of Oxford, Department of Economics Downloads View citations (20)
    See also Journal Article Model selection when there are multiple breaks, Journal of Econometrics, Elsevier (2012) Downloads View citations (74) (2012)
  3. 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) Downloads View citations (25) (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 (8)

Journal Articles

2024

  1. Five sensitive intervention points to achieve climate neutrality by 2050, illustrated by the UK
    Renewable Energy, 2024, 226, (C) Downloads
  2. Forecasting the UK top 1% income share in a shifting world
    Economica, 2024, 91, (363), 1047-1074 Downloads
  3. Improving models and forecasts after equilibrium-mean shifts
    International Journal of Forecasting, 2024, 40, (3), 1085-1100 Downloads

2023

  1. Robust Discovery of Regression Models
    Econometrics and Statistics, 2023, 26, (C), 31-51 Downloads View citations (1)
    See also Working Paper Robust Discovery of Regression Models, Economics Papers (2020) Downloads View citations (3) (2020)
  2. The historical role of energy in UK inflation and productivity with implications for price inflation
    Energy Economics, 2023, 126, (C) Downloads

2022

  1. Forecasting: theory and practice
    International Journal of Forecasting, 2022, 38, (3), 705-871 Downloads View citations (24)
    See also Working Paper Forecasting: theory and practice, Papers (2022) Downloads View citations (51) (2022)
  2. Machine Learning Dynamic Switching Approach to Forecasting in the Presence of Structural Breaks
    Journal of Business Cycle Research, 2022, 18, (2), 129-157 Downloads View citations (1)
  3. Short-term forecasting of the coronavirus pandemic
    International Journal of Forecasting, 2022, 38, (2), 453-466 Downloads View citations (7)

2021

  1. 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) Downloads View citations (3)
  2. Forecasting Facing Economic Shifts, Climate Change and Evolving Pandemics
    Econometrics, 2021, 10, (1), 1-21 Downloads
  3. Forecasting Principles from Experience with Forecasting Competitions
    Forecasting, 2021, 3, (1), 1-28 Downloads View citations (8)
  4. Modeling and forecasting the COVID‐19 pandemic time‐series data
    Social Science Quarterly, 2021, 102, (5), 2070-2087 Downloads View citations (1)
  5. Modelling non-stationary ‘Big Data’
    International Journal of Forecasting, 2021, 37, (4), 1556-1575 Downloads View citations (2)
    See also Working Paper Modelling Non-stationary 'Big Data', Economics Series Working Papers (2020) Downloads (2020)
  6. Selecting a Model for Forecasting
    Econometrics, 2021, 9, (3), 1-35 Downloads View citations (1)
    See also Working Paper Selecting a Model for Forecasting, Economics Series Working Papers (2018) View citations (2) (2018)
  7. THE VALUE OF ROBUST STATISTICAL FORECASTS IN THE COVID-19 PANDEMIC
    National Institute Economic Review, 2021, 256, 19-43 Downloads View citations (6)

2020

  1. Card forecasts for M4
    International Journal of Forecasting, 2020, 36, (1), 129-134 Downloads View citations (16)
  2. Climate Econometrics: An Overview
    Foundations and Trends(R) in Econometrics, 2020, 10, (3-4), 145-322 Downloads View citations (14)

2017

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

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 (8)
  2. An Overview of Forecasting Facing Breaks
    Journal of Business Cycle Research, 2016, 12, (1), 3-23 Downloads View citations (21)
    See also Working Paper An Overview of Forecasting Facing Breaks, Economics Series Working Papers (2016) Downloads View citations (21) (2016)
  3. 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 (89)
  2. Robust approaches to forecasting
    International Journal of Forecasting, 2015, 31, (1), 99-112 Downloads View citations (36)
    See also Working Paper Robust Approaches to Forecasting, Economics Series Working Papers (2014) Downloads View citations (1) (2014)

2014

  1. Misspecification Testing: Non-Invariance of Expectations Models of Inflation
    Econometric Reviews, 2014, 33, (5-6), 553-574 Downloads View citations (12)
    See also Working Paper Mis-specification Testing: Non-Invariance of Expectations Models of Inflation, Working Paper series (2012) Downloads View citations (1) (2012)
  2. Model selection in under-specified equations facing breaks
    Journal of Econometrics, 2014, 178, (P2), 286-293 Downloads View citations (14)
    See also Working Paper Model Selection in Under-specified Equations Facing Breaks, Economics Series Working Papers (2010) Downloads View citations (2) (2010)

2013

  1. Forecasting by factors, by variables, by both or neither?
    Journal of Econometrics, 2013, 177, (2), 305-319 Downloads View citations (36)
  2. Model Selection in Equations with Many ‘Small’ Effects
    Oxford Bulletin of Economics and Statistics, 2013, 75, (1), 6-22 Downloads View citations (4)
    See also Working Paper Model Selection in Equations with Many 'Small' Effects, Working Paper series (2012) Downloads View citations (2) (2012)
  3. USING MODEL SELECTION ALGORITHMS TO OBTAIN RELIABLE COEFFICIENT ESTIMATES
    Journal of Economic Surveys, 2013, 27, (2), 269-296 Downloads View citations (8)
    See also Working Paper Using Model Selection Algorthims to Obtain Reliable Coefficient Estimates, Working Papers in Economics (2011) Downloads View citations (2) (2011)

2012

  1. Model selection when there are multiple breaks
    Journal of Econometrics, 2012, 169, (2), 239-246 Downloads View citations (74)
    See also Working Paper Model Selection when there are Multiple Breaks, Economics Series Working Papers (2008) Downloads View citations (20) (2008)

2011

  1. Evaluating Automatic Model Selection
    Journal of Time Series Econometrics, 2011, 3, (1), 1-33 Downloads View citations (78)
    See also Working Paper Evaluating Automatic Model Selection, Economics Series Working Papers (2010) Downloads View citations (5) (2010)

2010

  1. A low-dimension portmanteau test for non-linearity
    Journal of Econometrics, 2010, 158, (2), 231-245 Downloads View citations (39)
    See also Working Paper A Low-Dimension Portmanteau Test for Non-linearity, Economics Series Working Papers (2010) Downloads View citations (37) (2010)
  2. Forecasting with equilibrium-correction models during structural breaks
    Journal of Econometrics, 2010, 158, (1), 25-36 Downloads View citations (38)
    See also Working Paper Forecasting with Equilibrium-correction Models during Structural Breaks, Economics Series Working Papers (2008) Downloads View citations (5) (2008)
  3. Nowcasting from disaggregates in the face of location shifts
    Journal of Forecasting, 2010, 29, (1-2), 200-214 Downloads View citations (24)

2009

  1. NOWCASTING IS NOT JUST CONTEMPORANEOUS FORECASTING
    National Institute Economic Review, 2009, 210, (1), 71-89 Downloads View citations (37)
    Also in National Institute Economic Review, 2009, 210, 71-89 (2009) Downloads View citations (34)
  2. The long-run determinants of UK wages, 1860-2004
    Journal of Macroeconomics, 2009, 31, (1), 5-28 Downloads 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

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

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

Chapters

2022

  1. 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 Downloads
    See also Working Paper Smooth Robust Multi-Horizon Forecasts, Economics Group, Nuffield College, University of Oxford (2021) Downloads View citations (2) (2021)

2008

  1. 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 Downloads
 
Page updated 2024-07-16