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 2 4 446
A Low-Dimension Portmanteau Test for Non-linearity 0 0 0 143 8 9 9 246
A Tale of 3 Cities: Model Selection in Over-, Exact, and Under-specified Equations 0 0 0 94 1 1 3 121
A machine learning dynamic switching approach to forecasting when there are structural breaks 1 3 6 92 2 5 22 90
An Overview of Forecasting Facing Breaks 1 1 3 116 3 5 10 202
Automatic Selection for Non-linear Models 0 0 0 179 0 0 4 544
Can the UK achieve net-zero greenhouse gas emissions by 2050? 0 0 1 46 2 3 7 92
Evaluating Automatic Model Selection 0 1 1 76 2 6 11 232
Forecasting UK Inflation: the Roles of Structural Breaks and Time Disaggregation 0 0 1 342 2 4 7 831
Forecasting and Nowcasting Macroeconomic Variables: A Methodological Overview 5 7 12 461 7 10 31 846
Forecasting breaks and forecasting during breaks 0 0 0 221 0 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 2 3 10 371
Forecasting: theory and practice 1 2 7 92 7 18 33 131
How To Pick The Best Regression Equation: A Review And Comparison Of Model Selection Algorithms 1 1 9 796 3 11 29 1,901
Identifying the Causal Role of CO2 during the Ice Ages 0 0 1 54 3 3 8 88
Mis-specification Testing: Non-Invariance of Expectations Models of Inflation 0 0 0 101 0 1 4 257
Model Selection in Equations with Many 'Small' Effects 0 0 0 91 0 1 7 186
Model Selection in Equations with Many 'Small' Effects 0 0 1 25 1 2 3 98
Model Selection in Under-specified Equations Facing Breaks 0 0 0 34 1 1 2 155
Model Selection when there are Multiple Breaks 1 1 1 34 1 2 6 113
Modelling Non-stationary 'Big Data' 0 0 1 141 2 3 8 220
Modelling and forecasting the dollar-pound exchange rate in the presence of structural breaks 0 0 0 54 2 2 5 102
On Not Evaluating Economic Models by Forecast Outcomes 0 0 0 141 2 3 4 154
Policy Analysis, Forediction, and Forecast Failure 0 1 1 114 1 4 6 208
Robust Approaches to Forecasting 0 0 1 241 0 2 6 517
Robust Discovery of Regression Models 0 0 2 68 1 3 7 81
Selecting a Model for Forecasting 0 0 0 94 2 5 13 183
Semi-automatic Non-linear Model selection 0 0 1 111 1 3 5 204
Short-term forecasting of the Coronavirus Pandemic - 2020-04-27 0 0 1 47 2 3 6 88
Smooth Robust Multi-Horizon Forecasts 0 0 1 46 1 1 2 74
Smooth Robust Multi-Horizon Forecasts 0 1 3 25 2 5 8 46
Some forecasting principles from the M4 competition 0 0 2 52 2 5 11 116
Structural relationships between cryptocurrency prices and monetary policy indicators 0 1 3 28 6 8 17 45
Testing the Invariance of Expectations Models of Inflation 0 0 0 84 2 2 5 163
Testing the Invariance of Expectations Models of Inflation 0 0 0 27 2 3 3 95
The Historical Role of Energy in UK Inflation and Productivity and Implications for Price Inflation in 2022 0 0 7 52 1 2 16 100
The Long-Run Determinants of UK Wages, 1860-2004 0 0 0 210 1 2 7 589
The historical role of energy in UK inflation and productivity and implications for price inflation in 2022 0 0 2 33 1 2 6 32
Using Model Selection Algorthims to Obtain Reliable Coefficient Estimates 0 0 0 58 4 6 8 160
Total Working Papers 10 19 70 5,014 81 153 357 10,803


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 4 7 34
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 4 44 1 4 12 255
A low-dimension portmanteau test for non-linearity 0 0 0 49 8 8 9 190
An Overview of Forecasting Facing Breaks 0 0 3 17 1 6 14 101
CAN THE UK ACHIEVE NET ZERO GREENHOUSE GAS EMISSIONS BY 2050? 0 0 0 0 2 6 10 10
Card forecasts for M4 0 0 1 5 0 0 1 44
Climate Econometrics: An Overview 1 4 9 39 2 7 18 104
Detecting Location Shifts during Model Selection by Step-Indicator Saturation 0 0 0 40 0 1 5 275
Evaluating Automatic Model Selection 0 0 1 171 4 6 13 548
Evaluating Forecasts, Narratives and Policy Using a Test of Invariance 0 1 1 10 1 3 4 51
Evaluating PcGets and RETINA as Automatic Model Selection Algorithms* 0 0 0 94 1 1 1 297
Five sensitive intervention points to achieve climate neutrality by 2050, illustrated by the UK 0 0 0 0 1 3 4 7
Forecasting Facing Economic Shifts, Climate Change and Evolving Pandemics 0 0 0 1 1 1 2 9
Forecasting Principles from Experience with Forecasting Competitions 0 0 0 3 2 2 4 38
Forecasting by factors, by variables, by both or neither? 0 0 0 68 2 4 11 274
Forecasting the UK top 1% income share in a shifting world 0 0 1 2 4 8 15 17
Forecasting with equilibrium-correction models during structural breaks 0 1 1 68 0 1 4 275
Forecasting: theory and practice 1 1 10 55 12 23 99 366
Improving models and forecasts after equilibrium-mean shifts 0 0 0 2 1 1 3 6
Machine Learning Dynamic Switching Approach to Forecasting in the Presence of Structural Breaks 0 0 2 7 0 1 12 37
Misspecification Testing: Non-Invariance of Expectations Models of Inflation 0 0 0 11 1 1 7 70
Model Selection in Equations with Many ‘Small’ Effects 0 0 0 11 1 1 2 80
Model selection in under-specified equations facing breaks 0 0 0 24 1 4 5 118
Model selection when there are multiple breaks 0 0 1 45 2 5 9 185
Modeling and forecasting the COVID‐19 pandemic time‐series data 0 0 1 2 0 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 1 3 4 15
Robust Discovery of Regression Models 0 0 1 4 0 0 3 10
Robust approaches to forecasting 0 1 2 61 1 2 7 149
Selecting a Model for Forecasting 0 1 1 20 1 3 7 56
Short-term forecasting of the coronavirus pandemic 0 0 0 4 0 1 2 12
Stability between cryptocurrency prices and the term structure 1 2 3 6 1 6 16 25
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 1 2 4 23
The historical role of energy in UK inflation and productivity with implications for price inflation 0 0 1 2 2 5 6 8
The long-run determinants of UK wages, 1860-2004 0 0 0 152 6 6 8 515
USING MODEL SELECTION ALGORITHMS TO OBTAIN RELIABLE COEFFICIENT ESTIMATES 0 0 0 26 1 3 3 92
What a Puzzle! Unravelling Why UK Phillips Curves were Unstable 1 1 3 4 1 2 8 13
Total Journal Articles 4 13 48 1,251 64 138 352 4,854


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 1 1 1 1
Econometric forecasting of climate change 1 2 4 4 2 4 14 14
Smooth Robust Multi-Horizon Forecasts 0 0 4 8 5 8 21 30
Total Chapters 1 2 8 12 8 13 36 45


Statistics updated 2025-12-06