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 3 8 451
A Low-Dimension Portmanteau Test for Non-linearity 0 0 0 143 0 6 26 263
A Tale of 3 Cities: Model Selection in Over-, Exact, and Under-specified Equations 0 0 0 94 1 4 7 126
A machine learning dynamic switching approach to forecasting when there are structural breaks 1 1 7 94 1 7 29 100
An Overview of Forecasting Facing Breaks 0 0 2 116 1 6 18 213
Automatic Selection for Non-linear Models 0 0 0 179 0 3 8 550
Can the UK achieve net-zero greenhouse gas emissions by 2050? 0 0 1 46 2 6 11 99
Evaluating Automatic Model Selection 0 0 1 76 3 7 18 240
Forecasting UK Inflation: the Roles of Structural Breaks and Time Disaggregation 0 0 0 342 0 4 12 837
Forecasting and Nowcasting Macroeconomic Variables: A Methodological Overview 0 4 16 466 8 31 63 881
Forecasting breaks and forecasting during breaks 0 0 0 221 2 8 14 389
Forecasting by factors, by variables, or both? 0 0 0 147 1 5 6 305
Forecasting with Equilibrium-correction Models during Structural Breaks 0 0 1 160 1 10 16 382
Forecasting: theory and practice 0 1 4 94 0 13 45 151
How To Pick The Best Regression Equation: A Review And Comparison Of Model Selection Algorithms 0 1 6 797 5 12 37 1,915
Identifying the Causal Role of CO2 during the Ice Ages 0 0 0 54 1 6 14 98
Mis-specification Testing: Non-Invariance of Expectations Models of Inflation 0 0 0 101 1 7 12 267
Model Selection in Equations with Many 'Small' Effects 0 0 0 91 0 4 10 192
Model Selection in Equations with Many 'Small' Effects 0 0 1 25 1 4 7 102
Model Selection in Under-specified Equations Facing Breaks 0 0 0 34 2 7 9 163
Model Selection when there are Multiple Breaks 0 0 1 34 1 5 12 122
Modelling Non-stationary 'Big Data' 0 0 1 141 0 21 28 243
Modelling and forecasting the dollar-pound exchange rate in the presence of structural breaks 0 0 0 54 1 8 14 113
On Not Evaluating Economic Models by Forecast Outcomes 0 0 0 141 1 6 12 162
Policy Analysis, Forediction, and Forecast Failure 0 0 1 114 2 4 10 213
Robust Approaches to Forecasting 0 0 1 241 0 4 10 523
Robust Discovery of Regression Models 0 0 1 68 0 8 14 91
Selecting a Model for Forecasting 0 0 0 94 4 14 24 197
Semi-automatic Non-linear Model selection 0 1 2 112 0 8 16 215
Short-term forecasting of the Coronavirus Pandemic - 2020-04-27 1 1 1 48 1 3 6 91
Smooth Robust Multi-Horizon Forecasts 0 0 1 46 0 5 8 80
Smooth Robust Multi-Horizon Forecasts 1 1 2 26 1 5 11 52
Some forecasting principles from the M4 competition 0 0 1 52 2 8 19 127
Structural relationships between cryptocurrency prices and monetary policy indicators 0 2 4 30 0 10 25 57
Testing the Invariance of Expectations Models of Inflation 0 0 0 27 0 2 7 99
Testing the Invariance of Expectations Models of Inflation 0 0 0 84 0 6 11 171
The Historical Role of Energy in UK Inflation and Productivity and Implications for Price Inflation in 2022 0 0 1 52 0 4 10 106
The Long-Run Determinants of UK Wages, 1860-2004 0 0 0 210 0 2 6 592
The historical role of energy in UK inflation and productivity and implications for price inflation in 2022 0 0 2 33 2 10 18 45
Using Model Selection Algorthims to Obtain Reliable Coefficient Estimates 0 0 0 58 0 2 12 164
Total Working Papers 3 12 58 5,029 45 288 643 11,187


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 5 13 40
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 5 45 1 2 14 259
A low-dimension portmanteau test for non-linearity 0 0 0 49 1 5 18 199
An Overview of Forecasting Facing Breaks 0 0 2 17 0 1 16 106
CAN THE UK ACHIEVE NET ZERO GREENHOUSE GAS EMISSIONS BY 2050? 0 0 0 0 2 7 21 21
Card forecasts for M4 0 1 2 6 1 3 4 47
Climate Econometrics: An Overview 0 1 8 40 4 8 23 114
Detecting Location Shifts during Model Selection by Step-Indicator Saturation 0 0 0 40 1 5 9 280
Evaluating Automatic Model Selection 0 0 0 171 3 8 20 557
Evaluating Forecasts, Narratives and Policy Using a Test of Invariance 0 0 1 10 0 4 9 56
Evaluating PcGets and RETINA as Automatic Model Selection Algorithms* 0 0 0 94 1 5 6 302
Five sensitive intervention points to achieve climate neutrality by 2050, illustrated by the UK 0 0 0 0 1 6 12 15
Forecasting Facing Economic Shifts, Climate Change and Evolving Pandemics 0 0 0 1 0 5 8 16
Forecasting Principles from Experience with Forecasting Competitions 0 0 0 3 0 2 8 43
Forecasting by factors, by variables, by both or neither? 0 0 0 68 2 9 16 283
Forecasting the UK top 1% income share in a shifting world 0 0 1 2 4 19 40 45
Forecasting with equilibrium-correction models during structural breaks 0 0 1 68 2 5 10 282
Forecasting: theory and practice 2 5 12 61 25 75 167 467
Improving models and forecasts after equilibrium-mean shifts 0 0 0 2 0 3 7 11
Machine Learning Dynamic Switching Approach to Forecasting in the Presence of Structural Breaks 0 1 2 8 2 8 17 46
Misspecification Testing: Non-Invariance of Expectations Models of Inflation 0 0 0 11 0 4 10 74
Model Selection in Equations with Many ‘Small’ Effects 0 0 0 11 0 2 4 83
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 0 0 8 188
Modeling and forecasting the COVID‐19 pandemic time‐series data 0 0 0 2 1 5 11 28
Modelling non-stationary ‘Big Data’ 0 0 0 7 0 2 3 31
NOWCASTING IS NOT JUST CONTEMPORANEOUS FORECASTING 0 1 1 81 2 5 7 208
Nowcasting from disaggregates in the face of location shifts 0 0 0 76 1 6 8 193
Nowcasting is not Just Contemporaneous Forecasting 0 0 0 5 0 1 6 17
Robust Discovery of Regression Models 0 1 1 5 0 5 6 15
Robust approaches to forecasting 0 0 1 61 0 5 10 155
Selecting a Model for Forecasting 0 0 1 20 0 13 36 86
Short-term forecasting of the coronavirus pandemic 0 0 0 4 0 2 3 14
Stability between cryptocurrency prices and the term structure 0 0 3 6 1 6 24 35
Stigum, Bernt P.: Econometrics in a formal science of economics: theory and the measurement of economic relations 0 0 0 5 0 1 1 35
Stigum, Bernt P.: Econometrics in a formal science of economics: theory and the measurement of economic relations 0 0 0 18 0 2 7 78
THE VALUE OF ROBUST STATISTICAL FORECASTS IN THE COVID-19 PANDEMIC 0 1 2 10 1 3 9 28
The historical role of energy in UK inflation and productivity with implications for price inflation 0 0 1 2 3 8 15 17
The long-run determinants of UK wages, 1860-2004 0 0 0 152 1 5 16 523
USING MODEL SELECTION ALGORITHMS TO OBTAIN RELIABLE COEFFICIENT ESTIMATES 0 0 0 26 0 2 5 94
What a Puzzle! Unravelling Why UK Phillips Curves were Unstable 0 0 3 4 0 5 13 21
Total Journal Articles 2 11 49 1,265 61 268 647 5,233


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 2 8 8
Econometric forecasting of climate change 0 0 4 4 0 5 15 21
Smooth Robust Multi-Horizon Forecasts 0 0 3 8 1 6 24 37
Total Chapters 0 0 7 12 1 13 47 66


Statistics updated 2026-04-09