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 0 1 2 444
A Low-Dimension Portmanteau Test for Non-linearity 0 0 0 143 0 0 0 237
A Tale of 3 Cities: Model Selection in Over-, Exact, and Under-specified Equations 0 0 0 94 0 0 1 119
A machine learning dynamic switching approach to forecasting when there are structural breaks 0 0 2 87 3 5 10 75
An Overview of Forecasting Facing Breaks 0 1 3 114 0 1 5 195
Automatic Selection for Non-linear Models 0 0 1 179 0 0 3 542
Can the UK achieve net-zero greenhouse gas emissions by 2050? 0 1 4 46 0 1 8 89
Evaluating Automatic Model Selection 0 0 0 75 2 2 7 224
Forecasting UK Inflation: the Roles of Structural Breaks and Time Disaggregation 0 1 3 342 0 1 5 825
Forecasting and Nowcasting Macroeconomic Variables: A Methodological Overview 0 0 7 450 0 4 27 821
Forecasting breaks and forecasting during breaks 0 0 2 221 0 2 5 375
Forecasting by factors, by variables, or both? 0 0 0 147 0 0 0 299
Forecasting with Equilibrium-correction Models during Structural Breaks 0 0 2 159 0 0 6 366
Forecasting: theory and practice 0 1 9 90 1 8 23 110
How To Pick The Best Regression Equation: A Review And Comparison Of Model Selection Algorithms 2 3 14 794 3 5 23 1,883
Identifying the Causal Role of CO2 during the Ice Ages 0 0 2 54 1 1 7 85
Mis-specification Testing: Non-Invariance of Expectations Models of Inflation 0 0 1 101 0 1 5 256
Model Selection in Equations with Many 'Small' Effects 0 0 0 91 0 0 5 182
Model Selection in Equations with Many 'Small' Effects 0 1 2 25 0 1 2 96
Model Selection in Under-specified Equations Facing Breaks 0 0 0 34 0 0 1 154
Model Selection when there are Multiple Breaks 0 0 1 33 0 0 6 110
Modelling Non-stationary 'Big Data' 0 0 0 140 0 0 4 215
Modelling and forecasting the dollar-pound exchange rate in the presence of structural breaks 0 0 0 54 0 0 4 99
On Not Evaluating Economic Models by Forecast Outcomes 0 0 0 141 0 0 1 150
Policy Analysis, Forediction, and Forecast Failure 0 0 0 113 1 2 5 204
Robust Approaches to Forecasting 0 0 3 240 0 0 8 513
Robust Discovery of Regression Models 1 1 3 68 1 1 5 78
Selecting a Model for Forecasting 0 0 0 94 0 3 9 175
Semi-automatic Non-linear Model selection 0 0 1 110 0 0 1 199
Short-term forecasting of the Coronavirus Pandemic - 2020-04-27 0 0 1 47 0 0 4 85
Smooth Robust Multi-Horizon Forecasts 1 1 2 46 1 1 3 73
Smooth Robust Multi-Horizon Forecasts 0 0 3 24 0 0 5 41
Some forecasting principles from the M4 competition 1 2 4 52 2 3 8 110
Structural relationships between cryptocurrency prices and monetary policy indicators 0 2 4 27 1 5 13 36
Testing the Invariance of Expectations Models of Inflation 0 0 0 84 0 1 5 161
Testing the Invariance of Expectations Models of Inflation 0 0 0 27 0 0 0 92
The Historical Role of Energy in UK Inflation and Productivity and Implications for Price Inflation in 2022 0 3 11 52 0 3 21 97
The Long-Run Determinants of UK Wages, 1860-2004 0 0 0 210 0 3 5 586
The historical role of energy in UK inflation and productivity and implications for price inflation in 2022 1 1 1 32 2 2 3 29
Using Model Selection Algorthims to Obtain Reliable Coefficient Estimates 0 0 2 58 0 0 2 152
Total Working Papers 6 18 88 4,982 18 57 257 10,582


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A dynamic econometric analysis of the dollar-pound exchange rate in an era of structural breaks and policy regime shifts 0 1 1 4 0 1 2 28
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 1 2 3 42 1 2 6 247
A low-dimension portmanteau test for non-linearity 0 0 0 49 0 0 0 181
An Overview of Forecasting Facing Breaks 0 0 1 15 1 2 7 92
CAN THE UK ACHIEVE NET ZERO GREENHOUSE GAS EMISSIONS BY 2050? 0 0 0 0 0 0 0 0
Card forecasts for M4 1 1 1 5 1 1 2 44
Climate Econometrics: An Overview 1 2 6 34 2 4 15 94
Detecting Location Shifts during Model Selection by Step-Indicator Saturation 0 0 5 40 2 2 11 273
Evaluating Automatic Model Selection 0 0 3 171 1 1 8 538
Evaluating Forecasts, Narratives and Policy Using a Test of Invariance 0 0 0 9 0 0 1 47
Evaluating PcGets and RETINA as Automatic Model Selection Algorithms* 0 0 0 94 0 0 1 296
Five sensitive intervention points to achieve climate neutrality by 2050, illustrated by the UK 0 0 0 0 1 1 2 4
Forecasting Facing Economic Shifts, Climate Change and Evolving Pandemics 0 0 0 1 0 0 2 8
Forecasting Principles from Experience with Forecasting Competitions 0 0 0 3 1 1 2 36
Forecasting by factors, by variables, by both or neither? 0 0 0 68 0 1 6 267
Forecasting the UK top 1% income share in a shifting world 1 1 2 2 1 2 7 7
Forecasting with equilibrium-correction models during structural breaks 0 0 0 67 0 0 1 272
Forecasting: theory and practice 1 2 15 51 14 30 135 323
Improving models and forecasts after equilibrium-mean shifts 0 0 2 2 1 2 5 5
Machine Learning Dynamic Switching Approach to Forecasting in the Presence of Structural Breaks 0 0 1 6 1 2 10 30
Misspecification Testing: Non-Invariance of Expectations Models of Inflation 0 0 0 11 1 3 5 67
Model Selection in Equations with Many ‘Small’ Effects 0 0 0 11 0 0 1 79
Model selection in under-specified equations facing breaks 0 0 0 24 0 0 1 114
Model selection when there are multiple breaks 0 0 2 45 0 0 7 180
Modeling and forecasting the COVID‐19 pandemic time‐series data 0 0 1 2 1 1 2 18
Modelling non-stationary ‘Big Data’ 0 0 1 7 0 0 3 28
NOWCASTING IS NOT JUST CONTEMPORANEOUS FORECASTING 0 0 3 80 1 1 7 202
Nowcasting from disaggregates in the face of location shifts 0 0 0 76 0 0 2 185
Nowcasting is not Just Contemporaneous Forecasting 0 0 2 5 0 0 2 11
Robust Discovery of Regression Models 0 0 2 4 0 0 5 9
Robust approaches to forecasting 0 0 2 60 1 2 6 146
Selecting a Model for Forecasting 0 0 2 19 0 1 6 51
Short-term forecasting of the coronavirus pandemic 0 0 0 4 0 0 2 11
Stability between cryptocurrency prices and the term structure 0 1 4 4 1 4 15 15
Stigum, Bernt P.: Econometrics in a formal science of economics: theory and the measurement of economic relations 0 0 0 5 0 0 0 34
Stigum, Bernt P.: Econometrics in a formal science of economics: theory and the measurement of economic relations 0 0 0 18 2 2 2 73
THE VALUE OF ROBUST STATISTICAL FORECASTS IN THE COVID-19 PANDEMIC 1 1 1 9 1 1 1 20
The historical role of energy in UK inflation and productivity with implications for price inflation 1 1 1 2 1 1 1 3
The long-run determinants of UK wages, 1860-2004 0 0 1 152 0 0 2 507
USING MODEL SELECTION ALGORITHMS TO OBTAIN RELIABLE COEFFICIENT ESTIMATES 0 0 0 26 0 0 1 89
What a Puzzle! Unravelling Why UK Phillips Curves were Unstable 1 2 3 3 1 2 10 10
Total Journal Articles 8 14 65 1,230 37 70 304 4,644


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 0 0 0 0
Econometric forecasting of climate change 0 0 0 0 0 0 6 6
Smooth Robust Multi-Horizon Forecasts 1 1 5 6 1 1 10 14
Total Chapters 1 1 5 6 1 1 16 20


Statistics updated 2025-06-06