Jennifer L. Castle
Names
| first: |
Jennifer |
| middle: |
L. |
| last: |
Castle |
Identifer
Contact
Affiliations
-
Oxford University
/ Department of Economics
Research profile
author of:
- Forecasting: theory and practice (RePEc:arx:papers:2012.03854)
by Fotios Petropoulos & Daniele Apiletti & Vassilios Assimakopoulos & Mohamed Zied Babai & Devon K. Barrow & Souhaib Ben Taieb & Christoph Bergmeir & Ricardo J. Bessa & Jakub Bijak & John E. Boylan & Jet - Forecasting the UK top 1% income share in a shifting world (RePEc:bla:econom:v:91:y:2024:i:363:p:1047-1074)
by Jennifer L. Castle & Jurgen A. Doornik & David F. Hendry - Using Model Selection Algorithms To Obtain Reliable Coefficient Estimates (RePEc:bla:jecsur:v:27:y:2013:i:2:p:269-296)
by Jennifer L. Castle & Xiaochuan Qin & W. Robert Reed - Evaluating PcGets and RETINA as Automatic Model Selection Algorithms (RePEc:bla:obuest:v:67:y:2005:i:s1:p:837-880)
by Jennifer L. Castle - Model Selection in Equations with Many ‘Small’ Effects (RePEc:bla:obuest:v:75:y:2013:i:1:p:6-22)
by Jennifer L. Castle & Jurgen A. Doornik & David F. Hendry - What a Puzzle! Unravelling Why UK Phillips Curves were Unstable (RePEc:bla:obuest:v:86:y:2024:i:4:p:743-760)
by Jennifer L. Castle & David F. Hendry - Modeling and forecasting the COVID‐19 pandemic time‐series data (RePEc:bla:socsci:v:102:y:2021:i:5:p:2070-2087)
by Jurgen A. Doornik & Jennifer L. Castle & David F. Hendry - Evaluating Automatic Model Selection (RePEc:bpj:jtsmet:v:3:y:2011:i:1:n:8)
by Castle Jennifer L. & Doornik Jurgen A & Hendry David F. - How To Pick The Best Regression Equation: A Review And Comparison Of Model Selection Algorithms (RePEc:cbt:econwp:09/13)
by Jennifer L. Castle & Xiaochuan Qin & W. Robert Reed - Using Model Selection Algorthims to Obtain Reliable Coefficient Estimates (RePEc:cbt:econwp:11/03)
by Jennifer Castle & Xiaochuan Qin & W. Robert Reed - Nowcasting is not Just Contemporaneous Forecasting (RePEc:cup:nierev:v:210:y:2009:i::p:71-89_14)
by Castle, Jennifer L. & Fawcett, Nicholas W.P. & Hendry, David F. - The Value Of Robust Statistical Forecasts In The Covid-19 Pandemic (RePEc:cup:nierev:v:256:y:2021:i::p:19-43_3)
by Castle, Jennifer L. & Doornik, Jurgen A. & Hendry, David F. - A dynamic econometric analysis of the dollar-pound exchange rate in an era of structural breaks and policy regime shifts (RePEc:eee:dyncon:v:128:y:2021:i:c:s0165188921000749)
by Castle, Jennifer L. & Kurita, Takamitsu - Stability between cryptocurrency prices and the term structure (RePEc:eee:dyncon:v:165:y:2024:i:c:s0165188924000824)
by Castle, Jennifer L. & Kurita, Takamitsu - Forecasting with equilibrium-correction models during structural breaks (RePEc:eee:econom:v:158:y:2010:i:1:p:25-36)
by Castle, Jennifer L. & Fawcett, Nicholas W.P. & Hendry, David F. - A low-dimension portmanteau test for non-linearity (RePEc:eee:econom:v:158:y:2010:i:2:p:231-245)
by Castle, Jennifer L. & Hendry, David F. - Model selection when there are multiple breaks (RePEc:eee:econom:v:169:y:2012:i:2:p:239-246)
by Castle, Jennifer L. & Doornik, Jurgen A. & Hendry, David F. - Forecasting by factors, by variables, by both or neither? (RePEc:eee:econom:v:177:y:2013:i:2:p:305-319)
by Castle, Jennifer L. & Clements, Michael P. & Hendry, David F. - Model selection in under-specified equations facing breaks (RePEc:eee:econom:v:178:y:2014:i:p2:p:286-293)
by Castle, Jennifer L. & Hendry, David F. - Robust Discovery of Regression Models (RePEc:eee:ecosta:v:26:y:2023:i:c:p:31-51)
by Castle, Jennifer L. & Doornik, Jurgen A. & Hendry, David F. - The historical role of energy in UK inflation and productivity with implications for price inflation (RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323004450)
by Castle, Jennifer L. & Hendry, David F. & Martinez, Andrew B. - 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 (RePEc:eee:intfin:v:43:y:2016:i:c:p:158-176)
by Ryan-Collins, Josh & Werner, Richard A. & Castle, Jennifer - Robust approaches to forecasting (RePEc:eee:intfor:v:31:y:2015:i:1:p:99-112)
by Castle, Jennifer L. & Clements, Michael P. & Hendry, David F. - Card forecasts for M4 (RePEc:eee:intfor:v:36:y:2020:i:1:p:129-134)
by Doornik, Jurgen A. & Castle, Jennifer L. & Hendry, David F. - Modelling non-stationary ‘Big Data’ (RePEc:eee:intfor:v:37:y:2021:i:4:p:1556-1575)
by Castle, Jennifer L. & Doornik, Jurgen A. & Hendry, David F. - Short-term forecasting of the coronavirus pandemic (RePEc:eee:intfor:v:38:y:2022:i:2:p:453-466)
by Doornik, Jurgen A. & Castle, Jennifer L. & Hendry, David F. - Forecasting: theory and practice (RePEc:eee:intfor:v:38:y:2022:i:3:p:705-871)
by Petropoulos, Fotios & Apiletti, Daniele & Assimakopoulos, Vassilios & Babai, Mohamed Zied & Barrow, Devon K. & Ben Taieb, Souhaib & Bergmeir, Christoph & Bessa, Ricardo J. & Bijak, Jakub & Boylan, Joh - Improving models and forecasts after equilibrium-mean shifts (RePEc:eee:intfor:v:40:y:2024:i:3:p:1085-1100)
by Castle, Jennifer L. & Doornik, Jurgen A. & Hendry, David F. - The long-run determinants of UK wages, 1860-2004 (RePEc:eee:jmacro:v:31:y:2009:i:1:p:5-28)
by Castle, Jennifer L. & Hendry, David F. - Five sensitive intervention points to achieve climate neutrality by 2050, illustrated by the UK (RePEc:eee:renene:v:226:y:2024:i:c:s096014812400510x)
by Castle, Jennifer L. & Hendry, David F. - Econometric forecasting of climate change (RePEc:elg:eechap:22222_14)
by Jennifer L. Castle & David F. Hendry & J. Isaac Miller - Smooth Robust Multi-Horizon Forecasts (RePEc:eme:aecozz:s0731-90532021000043a008)
by Andrew B. Martinez & Jennifer L. Castle & David F. Hendry - Chapter 2 Forecasting UK Inflation: The Roles of Structural Breaks and Time Disaggregation (RePEc:eme:fegzzz:s1574-8715(07)00202-3)
by Jennifer L. Castle & David F. Hendry - Forecasting Facing Economic Shifts, Climate Change and Evolving Pandemics (RePEc:gam:jecnmx:v:10:y:2021:i:1:p:2-:d:708476)
by Jennifer L. Castle & Jurgen A. Doornik & David F. Hendry - Detecting Location Shifts during Model Selection by Step-Indicator Saturation (RePEc:gam:jecnmx:v:3:y:2015:i:2:p:240-264:d:48166)
by Jennifer L. Castle & Jurgen A. Doornik & David F. Hendry & Felix Pretis - Evaluating Forecasts, Narratives and Policy Using a Test of Invariance (RePEc:gam:jecnmx:v:5:y:2017:i:3:p:39-:d:110547)
by Jennifer L. Castle & David F. Hendry & Andrew B. Martinez - Selecting a Model for Forecasting (RePEc:gam:jecnmx:v:9:y:2021:i:3:p:26-:d:582011)
by Jennifer L. Castle & Jurgen A. Doornik & David F. Hendry - Forecasting Principles from Experience with Forecasting Competitions (RePEc:gam:jforec:v:3:y:2021:i:1:p:10-165:d:504406)
by Jennifer L. Castle & Jurgen A. Doornik & David F. Hendry - Smooth Robust Multi-Horizon Forecasts (RePEc:gwc:wpaper:2020-009)
by Andrew B. Martinez & Jennifer L. Castle & David F. Hendry - The Historical Role of Energy in UK Inflation and Productivity and Implications for Price Inflation in 2022 (RePEc:gwc:wpaper:2022-001)
by Jennifer L. Castle & David F. Hendry & Andrew B. Martinez - Testing the Invariance of Expectations Models of Inflation (RePEc:hhs:osloec:2010_021)
by Nymoen, Ragnar & L. Castle, Jennifer & A. Doornik, Jurgen & F. Hendry, David - Nowcasting from disaggregates in the face of location shifts (RePEc:jof:jforec:v:29:y:2010:i:1-2:p:200-214)
by Jennifer L. Castle & David F. Hendry - Stigum, Bernt P.: Econometrics in a formal science of economics: theory and the measurement of economic relations (RePEc:kap:jeczfn:v:117:y:2016:i:1:d:10.1007_s00712-015-0461-5)
by Jennifer L. Castle - Stigum, Bernt P.: Econometrics in a formal science of economics: theory and the measurement of economic relations (RePEc:kap:jeczfn:v:117:y:2016:i:1:p:89-91)
by Jennifer Castle - Climate Econometrics: An Overview (RePEc:now:fnteco:0800000037)
by Castle, Jennifer L. & Hendry, David F. - Some forecasting principles from the M4 competition (RePEc:nuf:econwp:1901)
by Jennifer L. Castle & Jurgen A. Doornik & David Hendry - Robust Discovery of Regression Models (RePEc:nuf:econwp:2004)
by Jennifer L. Castle & Jurgen A. Doornik & David F. Hendry - Short-term forecasting of the Coronavirus Pandemic - 2020-04-27 (RePEc:nuf:econwp:2006)
by Jennifer L. Castle & Jurgen A. Doornik & David F. Hendry - Smooth Robust Multi-Horizon Forecasts (RePEc:nuf:econwp:2101)
by Andrew B. Martinez & Jennifer L. Castle & David F. Hendry - Forecasting UK Inflation: the Roles of Structural Breaks and Time Disaggregation (RePEc:oxf:wpaper:309)
by Jennifer Castle & David Hendry - A Low-Dimension Collinearity-Robust Test for Non-linearity (RePEc:oxf:wpaper:326)
by Jennifer L. Castle & David F. Hendry - Model Selection when there are Multiple Breaks (RePEc:oxf:wpaper:407)
by Jennifer Castle & David Hendry & Jurgen A. Doornik - Forecasting with Equilibrium-correction Models during Structural Breaks (RePEc:oxf:wpaper:408)
by Jennifer Castle & David Hendry & Nicholas W.P. Fawcett - The Long-Run Determinants of UK Wages, 1860-2004 (RePEc:oxf:wpaper:409)
by Jennifer Castle & David Hendry - A Low-Dimension Portmanteau Test for Non-linearity (RePEc:oxf:wpaper:471)
by Jennifer Castle & David Hendry - Automatic Selection for Non-linear Models (RePEc:oxf:wpaper:473)
by Jennifer Castle & David Hendry - Evaluating Automatic Model Selection (RePEc:oxf:wpaper:474)
by Jennifer Castle & David Hendry & Jurgen A. Doornik - Model Selection in Under-specified Equations Facing Breaks (RePEc:oxf:wpaper:509)
by David Hendry & Jennifer L. Castle - Testing the Invariance of Expectations Models of Inflation (RePEc:oxf:wpaper:510)
by David Hendry & Jennifer L. Castle & Jurgen A. Doornik - A Tale of 3 Cities: Model Selection in Over-, Exact, and Under-specified Equations (RePEc:oxf:wpaper:523)
by Jennifer Castle & David Hendry - Model Selection in Equations with Many 'Small' Effects (RePEc:oxf:wpaper:528)
by Jennifer Castle & David Hendry - Forecasting breaks and forecasting during breaks (RePEc:oxf:wpaper:535)
by Jennifer Castle & David Hendry & Nicholas W.P. Fawcett - On Not Evaluating Economic Models by Forecast Outcomes (RePEc:oxf:wpaper:538)
by Jennifer Castle & David Hendry - Forecasting by factors, by variables, or both? (RePEc:oxf:wpaper:600)
by Jennifer Castle & David Hendry - Semi-automatic Non-linear Model selection (RePEc:oxf:wpaper:654)
by Jennifer Castle & David Hendry - Forecasting and Nowcasting Macroeconomic Variables: A Methodological Overview (RePEc:oxf:wpaper:674)
by Jennifer Castle & David Hendry & Oleg Kitov - Robust Approaches to Forecasting (RePEc:oxf:wpaper:697)
by Jennifer Castle & David Hendry & Michael P. Clements - An Overview of Forecasting Facing Breaks (RePEc:oxf:wpaper:779)
by Jennifer Castle & David Hendry & Michael P. Clements - Policy Analysis, Forediction, and Forecast Failure (RePEc:oxf:wpaper:809)
by Jennifer Castle & David Hendry - Selecting a Model for Forecasting (RePEc:oxf:wpaper:861)
by Jennifer Castle & Jurgen Doornik & David Hendry - Modelling and forecasting the dollar-pound exchange rate in the presence of structural breaks (RePEc:oxf:wpaper:866)
by Jennifer Castle & Takamitsu Kurita - Identifying the Causal Role of CO2 during the Ice Ages (RePEc:oxf:wpaper:898)
by Jennifer Castle & David Hendry - Modelling Non-stationary 'Big Data' (RePEc:oxf:wpaper:905)
by Jennifer Castle & Jurgen Doornik & David Hendry - A machine learning dynamic switching approach to forecasting when there are structural breaks (RePEc:oxf:wpaper:950)
by Jeronymo Marcondes Pinto & Jennifer L. Castle - Can the UK achieve net-zero greenhouse gas emissions by 2050? (RePEc:oxf:wpaper:953)
by Jennifer L. Castle & David F. Hendry - Structural relationships between cryptocurrency prices and monetary policy indicators (RePEc:oxf:wpaper:972)
by Jennifer Castle & Takamitsu Kurita - The historical role of energy in UK inflation and productivity and implications for price inflation in 2022 (RePEc:oxf:wpaper:983)
by Jennifer L. Castle & David F. Hendry & Andrew B. Martinez - The Methodology and Practice of Econometrics: A Festschrift in Honour of David F. Hendry (RePEc:oxp:obooks:9780198743781)
by None - The Methodology and Practice of Econometrics: A Festschrift in Honour of David F. Hendry (RePEc:oxp:obooks:9780199237197)
by None - Mis-specification Testing: Non-Invariance of Expectations Models of Inflation (RePEc:rim:rimwps:50_12)
by Jennifer L. Castle & Jurgen A. Doornik & David F. Hendry & Ragnar Nymoen - Model Selection in Equations with Many 'Small' Effects (RePEc:rim:rimwps:53_12)
by Jennifer L. Castle & Jurgen A. Doornik & David F. Hendry - Nowcasting Is Not Just Contemporaneous Forecasting (RePEc:sae:niesru:v:210:y:2009:i:1:p:71-89)
by Jennifer L. Castle & Nicholas W.P. Fawcett & David F. Hendry - An Overview of Forecasting Facing Breaks (RePEc:spr:jbuscr:v:12:y:2016:i:1:d:10.1007_s41549-016-0005-2)
by Jennifer L. Castle & Michael P. Clements & David F. Hendry - Machine Learning Dynamic Switching Approach to Forecasting in the Presence of Structural Breaks (RePEc:spr:jbuscr:v:18:y:2022:i:2:d:10.1007_s41549-022-00066-w)
by Jeronymo Marcondes Pinto & Jennifer L. Castle - Misspecification Testing: Non-Invariance of Expectations Models of Inflation (RePEc:taf:emetrv:v:33:y:2014:i:5-6:p:553-574)
by Jennifer L. Castle & Jurgen A. Doornik & David F. Hendry & Ragnar Nymoen