Access Statistics for Jennifer L. Castle

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Low-Dimension Collinearity-Robust Test for Non-linearity 0 0 0 84 1 1 8 452
A Low-Dimension Portmanteau Test for Non-linearity 0 0 0 143 2 3 28 265
A Tale of 3 Cities: Model Selection in Over-, Exact, and Under-specified Equations 0 0 0 94 0 1 7 126
A machine learning dynamic switching approach to forecasting when there are structural breaks 0 1 7 94 1 3 29 101
An Overview of Forecasting Facing Breaks 1 1 3 117 4 6 22 217
Automatic Selection for Non-linear Models 0 0 0 179 6 7 14 556
Can the UK achieve net-zero greenhouse gas emissions by 2050? 0 0 0 46 3 6 13 102
Evaluating Automatic Model Selection 0 0 1 76 2 5 20 242
Forecasting UK Inflation: the Roles of Structural Breaks and Time Disaggregation 0 0 0 342 0 1 12 837
Forecasting and Nowcasting Macroeconomic Variables: A Methodological Overview 1 4 17 467 9 28 69 890
Forecasting breaks and forecasting during breaks 0 0 0 221 2 5 16 391
Forecasting by factors, by variables, or both? 0 0 0 147 1 2 7 306
Forecasting with Equilibrium-correction Models during Structural Breaks 0 0 1 160 5 11 21 387
Forecasting: theory and practice 1 1 5 95 3 5 45 154
How To Pick The Best Regression Equation: A Review And Comparison Of Model Selection Algorithms 0 0 5 797 5 12 40 1,920
Identifying the Causal Role of CO2 during the Ice Ages 0 0 0 54 3 6 17 101
Mis-specification Testing: Non-Invariance of Expectations Models of Inflation 0 0 0 101 2 4 13 269
Model Selection in Equations with Many 'Small' Effects 0 0 0 25 2 3 8 104
Model Selection in Equations with Many 'Small' Effects 0 0 0 91 1 1 11 193
Model Selection in Under-specified Equations Facing Breaks 0 0 0 34 2 4 11 165
Model Selection when there are Multiple Breaks 0 0 1 34 6 8 18 128
Modelling Non-stationary 'Big Data' 0 0 1 141 6 10 34 249
Modelling and forecasting the dollar-pound exchange rate in the presence of structural breaks 0 0 0 54 4 9 18 117
On Not Evaluating Economic Models by Forecast Outcomes 0 0 0 141 3 7 15 165
Policy Analysis, Forediction, and Forecast Failure 0 0 1 114 1 3 11 214
Robust Approaches to Forecasting 0 0 1 241 1 1 11 524
Robust Discovery of Regression Models 0 0 1 68 3 5 17 94
Selecting a Model for Forecasting 0 0 0 94 5 15 27 202
Semi-automatic Non-linear Model selection 0 0 2 112 2 3 18 217
Short-term forecasting of the Coronavirus Pandemic - 2020-04-27 0 1 1 48 1 3 7 92
Smooth Robust Multi-Horizon Forecasts 0 1 2 26 3 5 14 55
Smooth Robust Multi-Horizon Forecasts 0 0 1 46 3 5 11 83
Some forecasting principles from the M4 competition 0 0 1 52 2 5 21 129
Structural relationships between cryptocurrency prices and monetary policy indicators 0 2 3 30 4 11 26 61
Testing the Invariance of Expectations Models of Inflation 0 0 0 84 4 5 14 175
Testing the Invariance of Expectations Models of Inflation 0 0 0 27 1 1 8 100
The Historical Role of Energy in UK Inflation and Productivity and Implications for Price Inflation in 2022 0 0 0 52 2 4 11 108
The Long-Run Determinants of UK Wages, 1860-2004 0 0 0 210 4 4 10 596
The historical role of energy in UK inflation and productivity and implications for price inflation in 2022 0 0 2 33 4 8 22 49
Using Model Selection Algorthims to Obtain Reliable Coefficient Estimates 0 0 0 58 5 5 17 169
Total Working Papers 3 11 56 5,032 118 231 741 11,305


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Novel Approach to Forecasting After Large Forecast Errors 0 0 0 0 2 2 2 2
A dynamic econometric analysis of the dollar-pound exchange rate in an era of structural breaks and policy regime shifts 0 0 0 4 2 3 14 42
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 0 0 4 45 5 6 18 264
A low-dimension portmanteau test for non-linearity 0 0 0 49 3 5 21 202
An Overview of Forecasting Facing Breaks 0 0 2 17 4 4 19 110
CAN THE UK ACHIEVE NET ZERO GREENHOUSE GAS EMISSIONS BY 2050? 0 0 0 0 2 6 23 23
Card forecasts for M4 0 1 2 6 3 6 7 50
Climate Econometrics: An Overview 0 1 7 40 1 9 23 115
Climate and Sustainable Energy Econometrics and Statistics 0 1 1 1 2 4 6 6
Could the Bank of England have avoided mis-forecasting UK inflation during 2021–24? 1 1 3 3 3 4 14 14
Detecting Location Shifts during Model Selection by Step-Indicator Saturation 0 0 0 40 1 2 10 281
Evaluating Automatic Model Selection 0 0 0 171 1 4 21 558
Evaluating Forecasts, Narratives and Policy Using a Test of Invariance 0 0 1 10 5 6 14 61
Evaluating PcGets and RETINA as Automatic Model Selection Algorithms* 0 0 0 94 3 4 9 305
Five sensitive intervention points to achieve climate neutrality by 2050, illustrated by the UK 0 0 0 0 3 4 15 18
Forecasting Facing Economic Shifts, Climate Change and Evolving Pandemics 0 0 0 1 0 1 8 16
Forecasting Principles from Experience with Forecasting Competitions 0 0 0 3 5 5 13 48
Forecasting by factors, by variables, by both or neither? 0 0 0 68 2 4 18 285
Forecasting the UK top 1% income share in a shifting world 0 0 1 2 2 13 41 47
Forecasting with equilibrium-correction models during structural breaks 0 0 1 68 0 2 10 282
Forecasting: theory and practice 0 3 11 61 31 83 189 498
Improving models and forecasts after equilibrium-mean shifts 0 0 0 2 1 3 8 12
Machine Learning Dynamic Switching Approach to Forecasting in the Presence of Structural Breaks 0 1 2 8 2 6 19 48
Misspecification Testing: Non-Invariance of Expectations Models of Inflation 0 0 0 11 6 6 14 80
Model Selection in Equations with Many ‘Small’ Effects 0 0 0 11 2 3 6 85
Model selection in under-specified equations facing breaks 0 0 1 25 0 1 7 121
Model selection when there are multiple breaks 0 0 0 45 3 3 11 191
Modeling and forecasting the COVID‐19 pandemic time‐series data 0 0 0 2 5 7 16 33
Modelling non-stationary ‘Big Data’ 0 0 0 7 2 2 5 33
NOWCASTING IS NOT JUST CONTEMPORANEOUS FORECASTING 0 0 1 81 1 5 8 209
Nowcasting from disaggregates in the face of location shifts 0 0 0 76 0 2 8 193
Nowcasting is not Just Contemporaneous Forecasting 0 0 0 5 1 2 7 18
Robust Discovery of Regression Models 0 0 1 5 2 2 8 17
Robust approaches to forecasting 0 0 1 61 2 3 12 157
Selecting a Model for Forecasting 0 0 1 20 2 5 37 88
Short-term forecasting of the coronavirus pandemic 0 0 0 4 1 2 4 15
Stability between cryptocurrency prices and the term structure 0 0 2 6 6 9 27 41
Stigum, Bernt P.: Econometrics in a formal science of economics: theory and the measurement of economic relations 0 0 0 5 1 1 2 36
Stigum, Bernt P.: Econometrics in a formal science of economics: theory and the measurement of economic relations 0 0 0 18 0 0 7 78
THE VALUE OF ROBUST STATISTICAL FORECASTS IN THE COVID-19 PANDEMIC 0 0 2 10 0 2 9 28
The historical role of energy in UK inflation and productivity with implications for price inflation 0 0 1 2 1 6 16 18
The long-run determinants of UK wages, 1860-2004 0 0 0 152 1 5 17 524
USING MODEL SELECTION ALGORITHMS TO OBTAIN RELIABLE COEFFICIENT ESTIMATES 0 0 0 26 5 5 10 99
What a Puzzle! Unravelling Why UK Phillips Curves were Unstable 1 1 3 5 4 4 16 25
Total Journal Articles 2 9 48 1,270 128 261 769 5,376


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Chapter 2 Forecasting UK Inflation: The Roles of Structural Breaks and Time Disaggregation 0 0 0 0 1 1 9 9
Econometric forecasting of climate change 0 0 4 4 3 4 18 24
Smooth Robust Multi-Horizon Forecasts 0 0 3 8 1 3 25 38
Total Chapters 0 0 7 12 5 8 52 71


Statistics updated 2026-05-06