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 1 1 1 84 1 1 5 438
A Low-Dimension Portmanteau Test for Non-linearity 1 1 4 141 1 2 9 207
A Tale of 3 Cities: Model Selection in Over-, Exact, and Under-specified Equations 0 0 0 93 0 0 2 113
An Overview of Forecasting Facing Breaks 1 1 7 107 1 3 30 129
Automatic Selection for Non-linear Models 1 2 6 175 3 11 36 451
Evaluating Automatic Model Selection 1 1 5 62 3 3 23 146
Forecasting UK Inflation: the Roles of Structural Breaks and Time Disaggregation 1 1 4 324 1 2 13 737
Forecasting and Nowcasting Macroeconomic Variables: A Methodological Overview 3 4 18 362 6 20 67 567
Forecasting breaks and forecasting during breaks 1 1 4 213 2 5 14 275
Forecasting by factors, by variables, or both? 1 1 2 143 4 5 19 236
Forecasting with Equilibrium-correction Models during Structural Breaks 1 1 3 152 1 1 16 345
How To Pick The Best Regression Equation: A Review And Comparison Of Model Selection Algorithms 4 13 42 665 9 24 85 1,607
Identifying the Causal Role of CO2 during the Ice Ages 0 0 41 41 1 3 43 43
Mis-specification Testing: Non-Invariance of Expectations Models of Inflation 1 1 2 100 2 2 14 229
Model Selection in Equations with Many 'Small' Effects 0 0 0 23 1 5 13 79
Model Selection in Equations with Many 'Small' Effects 0 0 0 90 0 4 16 157
Model Selection in Under-specified Equations Facing Breaks 0 0 0 34 3 4 17 135
Model Selection when there are Multiple Breaks 1 1 3 31 2 2 12 100
Modelling Non-stationary 'Big Data' 2 7 88 88 3 14 68 68
Modelling and forecasting the dollar-pound exchange rate in the presence of structural breaks 1 1 5 45 3 5 22 41
On Not Evaluating Economic Models by Forecast Outcomes 2 3 4 140 2 3 6 145
Policy Analysis, Forediction, and Forecast Failure 1 1 6 106 3 6 37 106
Robust Approaches to Forecasting 2 2 10 227 7 12 34 437
Robust Discovery of Regression Models 1 2 53 53 3 6 34 34
Selecting a Model for Forecasting 0 2 15 94 4 7 39 99
Semi-automatic Non-linear Model selection 1 2 4 106 3 7 21 179
Short-term forecasting of the Coronavirus Pandemic - 2020-04-27 0 6 33 33 1 14 48 48
Some forecasting principles from the M4 competition 1 2 40 40 2 8 36 36
Testing the Invariance of Expectations Models of Inflation 1 1 2 83 1 2 5 149
Testing the Invariance of Expectations Models of Inflation 0 0 1 25 0 1 3 84
The Long-Run Determinants of UK Wages, 1860-2004 0 0 3 210 0 6 25 532
Using Model Selection Algorthims to Obtain Reliable Coefficient Estimates 1 1 1 55 1 2 10 141
Total Working Papers 31 59 407 4,145 74 190 822 8,093


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
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 16 2 7 32 103
A low-dimension portmanteau test for non-linearity 0 0 0 46 0 1 2 166
An Overview of Forecasting Facing Breaks 1 2 3 12 2 4 16 47
Card forecasts for M4 0 0 1 1 0 0 14 14
Climate Econometrics: An Overview 0 1 4 4 0 6 20 20
Detecting Location Shifts during Model Selection by Step-Indicator Saturation 0 0 2 27 1 4 25 130
Evaluating Automatic Model Selection 0 5 7 156 2 7 30 442
Evaluating Forecasts, Narratives and Policy Using a Test of Invariance 1 2 3 9 2 4 13 38
Evaluating PcGets and RETINA as Automatic Model Selection Algorithms* 0 0 1 93 0 1 7 289
Forecasting by factors, by variables, by both or neither? 0 0 1 63 0 1 16 184
Forecasting with equilibrium-correction models during structural breaks 0 0 3 63 2 2 15 234
Misspecification Testing: Non-Invariance of Expectations Models of Inflation 0 0 0 10 0 1 9 40
Model Selection in Equations with Many ‘Small’ Effects 0 0 0 11 1 3 10 65
Model selection in under-specified equations facing breaks 0 0 2 23 1 2 13 95
Model selection when there are multiple breaks 0 0 2 34 3 6 27 135
NOWCASTING IS NOT JUST CONTEMPORANEOUS FORECASTING 0 0 3 70 2 3 11 175
Nowcasting from disaggregates in the face of location shifts 0 0 1 74 2 3 13 166
Robust approaches to forecasting 0 1 2 55 0 2 8 124
Stigum, Bernt P.: Econometrics in a formal science of economics: theory and the measurement of economic relations 1 1 4 16 1 1 10 59
Stigum, Bernt P.: Econometrics in a formal science of economics: theory and the measurement of economic relations 0 0 0 3 0 1 3 27
The long-run determinants of UK wages, 1860-2004 0 1 3 149 0 2 17 471
USING MODEL SELECTION ALGORITHMS TO OBTAIN RELIABLE COEFFICIENT ESTIMATES 0 0 1 25 0 2 5 83
Total Journal Articles 3 13 48 960 21 63 316 3,107


Statistics updated 2021-01-03