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 1 8 452
A Low-Dimension Portmanteau Test for Non-linearity 0 0 0 143 1 3 29 266
A Tale of 3 Cities: Model Selection in Over-, Exact, and Under-specified Equations 0 0 0 94 0 1 7 126
A machine learning dynamic switching approach to forecasting when there are structural breaks 0 1 7 94 1 3 27 102
An Overview of Forecasting Facing Breaks 0 1 3 117 2 7 24 219
Automatic Selection for Non-linear Models 0 0 0 179 0 6 14 556
Can the UK achieve net-zero greenhouse gas emissions by 2050? 0 0 0 46 0 5 13 102
Evaluating Automatic Model Selection 0 0 1 76 1 6 19 243
Forecasting UK Inflation: the Roles of Structural Breaks and Time Disaggregation 0 0 0 342 2 2 14 839
Forecasting and Nowcasting Macroeconomic Variables: A Methodological Overview 0 1 17 467 4 21 73 894
Forecasting breaks and forecasting during breaks 0 0 0 221 1 5 17 392
Forecasting by factors, by variables, or both? 0 0 0 147 1 3 8 307
Forecasting with Equilibrium-correction Models during Structural Breaks 0 0 1 160 2 8 23 389
Forecasting: theory and practice 0 1 5 95 3 6 47 157
How To Pick The Best Regression Equation: A Review And Comparison Of Model Selection Algorithms 1 1 4 798 2 12 39 1,922
Identifying the Causal Role of CO2 during the Ice Ages 0 0 0 54 2 6 18 103
Mis-specification Testing: Non-Invariance of Expectations Models of Inflation 0 0 0 101 0 3 13 269
Model Selection in Equations with Many 'Small' Effects 0 0 0 91 2 3 13 195
Model Selection in Equations with Many 'Small' Effects 0 0 0 25 0 3 8 104
Model Selection in Under-specified Equations Facing Breaks 0 0 0 34 1 5 12 166
Model Selection when there are Multiple Breaks 0 0 1 34 0 7 18 128
Modelling Non-stationary 'Big Data' 0 0 1 141 2 8 36 251
Modelling and forecasting the dollar-pound exchange rate in the presence of structural breaks 0 0 0 54 0 5 18 117
On Not Evaluating Economic Models by Forecast Outcomes 0 0 0 141 2 6 17 167
Policy Analysis, Forediction, and Forecast Failure 0 0 1 114 0 3 10 214
Robust Approaches to Forecasting 0 0 1 241 4 5 15 528
Robust Discovery of Regression Models 0 0 0 68 0 3 16 94
Selecting a Model for Forecasting 0 0 0 94 1 10 28 203
Semi-automatic Non-linear Model selection 0 0 2 112 0 2 18 217
Short-term forecasting of the Coronavirus Pandemic - 2020-04-27 0 1 1 48 1 3 8 93
Smooth Robust Multi-Horizon Forecasts 0 1 2 26 2 6 16 57
Smooth Robust Multi-Horizon Forecasts 0 0 0 46 1 4 11 84
Some forecasting principles from the M4 competition 0 0 0 52 1 5 20 130
Structural relationships between cryptocurrency prices and monetary policy indicators 0 0 3 30 1 5 26 62
Testing the Invariance of Expectations Models of Inflation 0 0 0 84 0 4 14 175
Testing the Invariance of Expectations Models of Inflation 0 0 0 27 0 1 8 100
The Historical Role of Energy in UK Inflation and Productivity and Implications for Price Inflation in 2022 0 0 0 52 1 3 12 109
The Long-Run Determinants of UK Wages, 1860-2004 0 0 0 210 3 7 13 599
The historical role of energy in UK inflation and productivity and implications for price inflation in 2022 0 0 1 33 0 6 20 49
Using Model Selection Algorthims to Obtain Reliable Coefficient Estimates 0 0 0 58 1 6 18 170
Total Working Papers 1 7 51 5,033 45 208 768 11,350


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Novel Approach to Forecasting After Large Forecast Errors 1 1 1 1 1 3 3 3
A dynamic econometric analysis of the dollar-pound exchange rate in an era of structural breaks and policy regime shifts 0 0 0 4 0 3 14 42
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 3 45 0 6 17 264
A low-dimension portmanteau test for non-linearity 0 0 0 49 1 5 22 203
An Overview of Forecasting Facing Breaks 0 0 2 17 1 5 19 111
CAN THE UK ACHIEVE NET ZERO GREENHOUSE GAS EMISSIONS BY 2050? 0 0 0 0 0 4 23 23
Card forecasts for M4 0 0 1 6 1 5 7 51
Climate Econometrics: An Overview 2 2 8 42 2 7 23 117
Climate and Sustainable Energy Econometrics and Statistics 0 0 1 1 0 3 6 6
Could the Bank of England have avoided mis-forecasting UK inflation during 2021–24? 0 1 3 3 2 6 16 16
Detecting Location Shifts during Model Selection by Step-Indicator Saturation 0 0 0 40 2 4 10 283
Evaluating Automatic Model Selection 0 0 0 171 0 4 20 558
Evaluating Forecasts, Narratives and Policy Using a Test of Invariance 0 0 1 10 2 7 16 63
Evaluating PcGets and RETINA as Automatic Model Selection Algorithms* 0 0 0 94 0 4 9 305
Five sensitive intervention points to achieve climate neutrality by 2050, illustrated by the UK 0 0 0 0 0 4 14 18
Forecasting Facing Economic Shifts, Climate Change and Evolving Pandemics 0 0 0 1 1 1 9 17
Forecasting Principles from Experience with Forecasting Competitions 0 0 0 3 1 6 13 49
Forecasting by factors, by variables, by both or neither? 0 0 0 68 0 4 18 285
Forecasting the UK top 1% income share in a shifting world 0 0 0 2 2 8 42 49
Forecasting with equilibrium-correction models during structural breaks 0 0 1 68 2 4 12 284
Forecasting: theory and practice 0 2 10 61 5 61 180 503
Improving models and forecasts after equilibrium-mean shifts 0 0 0 2 1 2 8 13
Machine Learning Dynamic Switching Approach to Forecasting in the Presence of Structural Breaks 0 0 2 8 0 4 18 48
Misspecification Testing: Non-Invariance of Expectations Models of Inflation 0 0 0 11 0 6 13 80
Model Selection in Equations with Many ‘Small’ Effects 0 0 0 11 0 2 6 85
Model selection in under-specified equations facing breaks 0 0 1 25 1 1 8 122
Model selection when there are multiple breaks 0 0 0 45 2 5 13 193
Modeling and forecasting the COVID‐19 pandemic time‐series data 0 0 0 2 0 6 15 33
Modelling non-stationary ‘Big Data’ 0 0 0 7 0 2 5 33
NOWCASTING IS NOT JUST CONTEMPORANEOUS FORECASTING 0 0 1 81 0 3 7 209
Nowcasting from disaggregates in the face of location shifts 0 0 0 76 1 2 9 194
Nowcasting is not Just Contemporaneous Forecasting 0 0 0 5 1 2 8 19
Robust Discovery of Regression Models 0 0 1 5 1 3 9 18
Robust approaches to forecasting 0 0 1 61 3 5 14 160
Selecting a Model for Forecasting 0 0 1 20 1 3 38 89
Short-term forecasting of the coronavirus pandemic 0 0 0 4 0 1 4 15
Stability between cryptocurrency prices and the term structure 0 0 2 6 1 8 27 42
Stigum, Bernt P.: Econometrics in a formal science of economics: theory and the measurement of economic relations 0 0 0 5 0 1 2 36
Stigum, Bernt P.: Econometrics in a formal science of economics: theory and the measurement of economic relations 0 0 0 18 0 0 5 78
THE VALUE OF ROBUST STATISTICAL FORECASTS IN THE COVID-19 PANDEMIC 0 0 1 10 0 1 8 28
The historical role of energy in UK inflation and productivity with implications for price inflation 0 0 0 2 0 4 15 18
The long-run determinants of UK wages, 1860-2004 0 0 0 152 1 3 18 525
The ‘climate Kuznets curve’: A critique 0 0 0 0 0 0 0 0
USING MODEL SELECTION ALGORITHMS TO OBTAIN RELIABLE COEFFICIENT ESTIMATES 0 0 0 26 0 5 10 99
What a Puzzle! Unravelling Why UK Phillips Curves were Unstable 0 1 2 5 1 5 16 26
Total Journal Articles 3 7 43 1,273 37 228 769 5,413


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 1 9 9
Econometric forecasting of climate change 0 0 4 4 1 4 19 25
Smooth Robust Multi-Horizon Forecasts 0 0 2 8 1 3 25 39
Total Chapters 0 0 6 12 2 8 53 73


Statistics updated 2026-06-04