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 3 6 8 451
A Low-Dimension Portmanteau Test for Non-linearity 0 0 0 143 5 24 25 262
A Tale of 3 Cities: Model Selection in Over-, Exact, and Under-specified Equations 0 0 0 94 3 5 7 125
A machine learning dynamic switching approach to forecasting when there are structural breaks 0 2 7 93 5 10 30 98
An Overview of Forecasting Facing Breaks 0 1 3 116 4 12 18 211
Automatic Selection for Non-linear Models 0 0 0 179 2 5 8 549
Can the UK achieve net-zero greenhouse gas emissions by 2050? 0 0 1 46 3 6 10 96
Evaluating Automatic Model Selection 0 0 1 76 4 7 15 237
Forecasting UK Inflation: the Roles of Structural Breaks and Time Disaggregation 0 0 1 342 3 7 12 836
Forecasting and Nowcasting Macroeconomic Variables: A Methodological Overview 1 7 13 463 12 23 45 862
Forecasting breaks and forecasting during breaks 0 0 0 221 5 9 13 386
Forecasting by factors, by variables, or both? 0 0 0 147 4 5 5 304
Forecasting with Equilibrium-correction Models during Structural Breaks 0 0 1 160 4 7 11 376
Forecasting: theory and practice 1 3 5 94 11 25 47 149
How To Pick The Best Regression Equation: A Review And Comparison Of Model Selection Algorithms 1 2 7 797 5 10 31 1,908
Identifying the Causal Role of CO2 during the Ice Ages 0 0 1 54 3 10 15 95
Mis-specification Testing: Non-Invariance of Expectations Models of Inflation 0 0 0 101 5 8 12 265
Model Selection in Equations with Many 'Small' Effects 0 0 0 91 4 6 10 192
Model Selection in Equations with Many 'Small' Effects 0 0 1 25 3 4 6 101
Model Selection in Under-specified Equations Facing Breaks 0 0 0 34 5 7 8 161
Model Selection when there are Multiple Breaks 0 1 1 34 3 8 12 120
Modelling Non-stationary 'Big Data' 0 0 1 141 17 21 25 239
Modelling and forecasting the dollar-pound exchange rate in the presence of structural breaks 0 0 0 54 3 8 10 108
On Not Evaluating Economic Models by Forecast Outcomes 0 0 0 141 2 6 8 158
Policy Analysis, Forediction, and Forecast Failure 0 0 1 114 2 4 9 211
Robust Approaches to Forecasting 0 0 1 241 4 6 11 523
Robust Discovery of Regression Models 0 0 1 68 6 9 13 89
Selecting a Model for Forecasting 0 0 0 94 4 6 17 187
Semi-automatic Non-linear Model selection 1 1 2 112 7 11 15 214
Short-term forecasting of the Coronavirus Pandemic - 2020-04-27 0 0 0 47 1 3 6 89
Smooth Robust Multi-Horizon Forecasts 0 0 1 46 3 5 6 78
Smooth Robust Multi-Horizon Forecasts 0 0 1 25 3 6 9 50
Some forecasting principles from the M4 competition 0 0 2 52 5 10 18 124
Structural relationships between cryptocurrency prices and monetary policy indicators 0 0 3 28 3 11 21 50
Testing the Invariance of Expectations Models of Inflation 0 0 0 84 5 9 12 170
Testing the Invariance of Expectations Models of Inflation 0 0 0 27 2 6 7 99
The Historical Role of Energy in UK Inflation and Productivity and Implications for Price Inflation in 2022 0 0 4 52 2 5 11 104
The Long-Run Determinants of UK Wages, 1860-2004 0 0 0 210 2 4 10 592
The historical role of energy in UK inflation and productivity and implications for price inflation in 2022 0 0 2 33 6 10 15 41
Using Model Selection Algorthims to Obtain Reliable Coefficient Estimates 0 0 0 58 2 8 12 164
Total Working Papers 4 17 61 5,021 175 352 583 11,074


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 4 6 12 39
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 1 5 45 1 4 13 258
A low-dimension portmanteau test for non-linearity 0 0 0 49 3 15 16 197
An Overview of Forecasting Facing Breaks 0 0 3 17 1 6 18 106
CAN THE UK ACHIEVE NET ZERO GREENHOUSE GAS EMISSIONS BY 2050? 0 0 0 0 3 9 17 17
Card forecasts for M4 0 0 1 5 0 0 1 44
Climate Econometrics: An Overview 0 1 7 39 0 4 17 106
Detecting Location Shifts during Model Selection by Step-Indicator Saturation 0 0 0 40 4 4 8 279
Evaluating Automatic Model Selection 0 0 0 171 5 10 17 554
Evaluating Forecasts, Narratives and Policy Using a Test of Invariance 0 0 1 10 3 5 8 55
Evaluating PcGets and RETINA as Automatic Model Selection Algorithms* 0 0 0 94 4 5 5 301
Five sensitive intervention points to achieve climate neutrality by 2050, illustrated by the UK 0 0 0 0 5 8 11 14
Forecasting Facing Economic Shifts, Climate Change and Evolving Pandemics 0 0 0 1 4 7 8 15
Forecasting Principles from Experience with Forecasting Competitions 0 0 0 3 2 7 9 43
Forecasting by factors, by variables, by both or neither? 0 0 0 68 7 9 17 281
Forecasting the UK top 1% income share in a shifting world 0 0 1 2 8 21 32 34
Forecasting with equilibrium-correction models during structural breaks 0 0 1 68 3 5 9 280
Forecasting: theory and practice 2 4 10 58 23 61 129 415
Improving models and forecasts after equilibrium-mean shifts 0 0 0 2 1 4 6 9
Machine Learning Dynamic Switching Approach to Forecasting in the Presence of Structural Breaks 0 0 1 7 4 5 15 42
Misspecification Testing: Non-Invariance of Expectations Models of Inflation 0 0 0 11 4 5 11 74
Model Selection in Equations with Many ‘Small’ Effects 0 0 0 11 1 3 4 82
Model selection in under-specified equations facing breaks 0 1 1 25 0 3 7 120
Model selection when there are multiple breaks 0 0 1 45 0 5 10 188
Modeling and forecasting the COVID‐19 pandemic time‐series data 0 0 1 2 3 5 10 26
Modelling non-stationary ‘Big Data’ 0 0 0 7 2 2 3 31
NOWCASTING IS NOT JUST CONTEMPORANEOUS FORECASTING 1 1 1 81 1 2 4 204
Nowcasting from disaggregates in the face of location shifts 0 0 0 76 4 5 6 191
Nowcasting is not Just Contemporaneous Forecasting 0 0 0 5 0 2 5 16
Robust Discovery of Regression Models 1 1 2 5 5 5 8 15
Robust approaches to forecasting 0 0 2 61 4 6 12 154
Selecting a Model for Forecasting 0 0 1 20 10 28 33 83
Short-term forecasting of the coronavirus pandemic 0 0 0 4 1 1 2 13
Stability between cryptocurrency prices and the term structure 0 1 3 6 3 8 22 32
Stigum, Bernt P.: Econometrics in a formal science of economics: theory and the measurement of economic relations 0 0 0 5 1 1 1 35
Stigum, Bernt P.: Econometrics in a formal science of economics: theory and the measurement of economic relations 0 0 0 18 2 5 7 78
THE VALUE OF ROBUST STATISTICAL FORECASTS IN THE COVID-19 PANDEMIC 1 1 2 10 1 4 7 26
The historical role of energy in UK inflation and productivity with implications for price inflation 0 0 1 2 3 6 10 12
The long-run determinants of UK wages, 1860-2004 0 0 0 152 1 10 12 519
USING MODEL SELECTION ALGORITHMS TO OBTAIN RELIABLE COEFFICIENT ESTIMATES 0 0 0 26 2 3 5 94
What a Puzzle! Unravelling Why UK Phillips Curves were Unstable 0 1 3 4 5 9 14 21
Total Journal Articles 5 12 49 1,259 138 313 561 5,103


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 2 8 8 8
Econometric forecasting of climate change 0 1 4 4 4 8 17 20
Smooth Robust Multi-Horizon Forecasts 0 0 3 8 4 10 22 35
Total Chapters 0 1 7 12 10 26 47 63


Statistics updated 2026-02-12