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 3 445
A Low-Dimension Portmanteau Test for Non-linearity 0 0 0 143 1 1 1 238
A Tale of 3 Cities: Model Selection in Over-, Exact, and Under-specified Equations 0 0 0 94 0 0 2 120
A machine learning dynamic switching approach to forecasting when there are structural breaks 1 2 5 91 1 5 20 88
An Overview of Forecasting Facing Breaks 0 1 2 115 2 4 7 199
Automatic Selection for Non-linear Models 0 0 0 179 0 2 4 544
Can the UK achieve net-zero greenhouse gas emissions by 2050? 0 0 1 46 1 1 5 90
Evaluating Automatic Model Selection 0 1 1 76 2 4 9 230
Forecasting UK Inflation: the Roles of Structural Breaks and Time Disaggregation 0 0 1 342 2 2 6 829
Forecasting and Nowcasting Macroeconomic Variables: A Methodological Overview 1 5 8 456 1 12 25 839
Forecasting breaks and forecasting during breaks 0 0 0 221 1 2 4 377
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 2 160 1 1 8 369
Forecasting: theory and practice 1 1 6 91 8 11 28 124
How To Pick The Best Regression Equation: A Review And Comparison Of Model Selection Algorithms 0 0 8 795 6 12 26 1,898
Identifying the Causal Role of CO2 during the Ice Ages 0 0 1 54 0 0 6 85
Mis-specification Testing: Non-Invariance of Expectations Models of Inflation 0 0 0 101 1 1 4 257
Model Selection in Equations with Many 'Small' Effects 0 0 0 91 0 3 8 186
Model Selection in Equations with Many 'Small' Effects 0 0 1 25 0 1 2 97
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 0 33 1 1 5 112
Modelling Non-stationary 'Big Data' 0 0 1 141 1 1 6 218
Modelling and forecasting the dollar-pound exchange rate in the presence of structural breaks 0 0 0 54 0 0 3 100
On Not Evaluating Economic Models by Forecast Outcomes 0 0 0 141 1 1 2 152
Policy Analysis, Forediction, and Forecast Failure 0 1 1 114 2 3 5 207
Robust Approaches to Forecasting 0 0 1 241 2 3 8 517
Robust Discovery of Regression Models 0 0 2 68 2 2 6 80
Selecting a Model for Forecasting 0 0 0 94 2 4 12 181
Semi-automatic Non-linear Model selection 0 1 1 111 1 4 4 203
Short-term forecasting of the Coronavirus Pandemic - 2020-04-27 0 0 1 47 0 1 4 86
Smooth Robust Multi-Horizon Forecasts 1 1 3 25 3 3 7 44
Smooth Robust Multi-Horizon Forecasts 0 0 1 46 0 0 1 73
Some forecasting principles from the M4 competition 0 0 2 52 3 4 9 114
Structural relationships between cryptocurrency prices and monetary policy indicators 0 1 4 28 0 3 12 39
Testing the Invariance of Expectations Models of Inflation 0 0 0 84 0 0 4 161
Testing the Invariance of Expectations Models of Inflation 0 0 0 27 1 1 1 93
The Historical Role of Energy in UK Inflation and Productivity and Implications for Price Inflation in 2022 0 0 7 52 0 1 17 99
The Long-Run Determinants of UK Wages, 1860-2004 0 0 0 210 1 2 6 588
The historical role of energy in UK inflation and productivity and implications for price inflation in 2022 0 0 2 33 1 1 5 31
Using Model Selection Algorthims to Obtain Reliable Coefficient Estimates 0 0 0 58 2 3 4 156
Total Working Papers 4 14 62 5,004 51 101 290 10,722


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 0 1 4 1 3 6 33
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 4 44 2 7 11 254
A low-dimension portmanteau test for non-linearity 0 0 0 49 0 0 1 182
An Overview of Forecasting Facing Breaks 0 2 3 17 5 7 13 100
CAN THE UK ACHIEVE NET ZERO GREENHOUSE GAS EMISSIONS BY 2050? 0 0 0 0 0 6 8 8
Card forecasts for M4 0 0 1 5 0 0 1 44
Climate Econometrics: An Overview 3 3 8 38 4 6 18 102
Detecting Location Shifts during Model Selection by Step-Indicator Saturation 0 0 1 40 1 1 6 275
Evaluating Automatic Model Selection 0 0 2 171 2 3 10 544
Evaluating Forecasts, Narratives and Policy Using a Test of Invariance 0 1 1 10 1 3 3 50
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 2 2 3 6
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 0 0 2 36
Forecasting by factors, by variables, by both or neither? 0 0 0 68 2 3 10 272
Forecasting the UK top 1% income share in a shifting world 0 0 1 2 4 5 11 13
Forecasting with equilibrium-correction models during structural breaks 1 1 1 68 1 1 4 275
Forecasting: theory and practice 0 2 11 54 6 20 100 354
Improving models and forecasts after equilibrium-mean shifts 0 0 0 2 0 0 2 5
Machine Learning Dynamic Switching Approach to Forecasting in the Presence of Structural Breaks 0 0 2 7 0 3 12 37
Misspecification Testing: Non-Invariance of Expectations Models of Inflation 0 0 0 11 0 0 6 69
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 3 3 4 117
Model selection when there are multiple breaks 0 0 1 45 2 3 7 183
Modeling and forecasting the COVID‐19 pandemic time‐series data 0 0 1 2 2 2 5 21
Modelling non-stationary ‘Big Data’ 0 0 0 7 0 1 2 29
NOWCASTING IS NOT JUST CONTEMPORANEOUS FORECASTING 0 0 0 80 0 0 2 202
Nowcasting from disaggregates in the face of location shifts 0 0 0 76 0 1 2 186
Nowcasting is not Just Contemporaneous Forecasting 0 0 0 5 2 2 3 14
Robust Discovery of Regression Models 0 0 1 4 0 0 3 10
Robust approaches to forecasting 1 1 3 61 1 1 7 148
Selecting a Model for Forecasting 1 1 2 20 2 3 8 55
Short-term forecasting of the coronavirus pandemic 0 0 0 4 1 1 2 12
Stability between cryptocurrency prices and the term structure 0 1 3 5 2 5 16 24
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 0 0 2 73
THE VALUE OF ROBUST STATISTICAL FORECASTS IN THE COVID-19 PANDEMIC 0 0 1 9 0 2 3 22
The historical role of energy in UK inflation and productivity with implications for price inflation 0 0 1 2 3 3 4 6
The long-run determinants of UK wages, 1860-2004 0 0 0 152 0 1 2 509
USING MODEL SELECTION ALGORITHMS TO OBTAIN RELIABLE COEFFICIENT ESTIMATES 0 0 0 26 2 2 2 91
What a Puzzle! Unravelling Why UK Phillips Curves were Unstable 0 0 2 3 1 1 7 12
Total Journal Articles 7 14 51 1,247 52 101 312 4,790


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 1 3 3 1 2 12 12
Smooth Robust Multi-Horizon Forecasts 0 2 6 8 3 7 20 25
Total Chapters 0 3 9 11 4 9 32 37


Statistics updated 2025-11-08