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 1 442
A Low-Dimension Portmanteau Test for Non-linearity 0 0 0 143 0 0 2 237
A Tale of 3 Cities: Model Selection in Over-, Exact, and Under-specified Equations 0 0 1 94 0 0 1 118
A machine learning dynamic switching approach to forecasting when there are structural breaks 0 1 4 85 0 1 11 65
An Overview of Forecasting Facing Breaks 0 0 0 111 0 2 3 190
Automatic Selection for Non-linear Models 0 0 0 178 1 2 3 539
Can the UK achieve net-zero greenhouse gas emissions by 2050? 0 2 5 42 0 4 12 81
Evaluating Automatic Model Selection 0 0 3 75 1 2 16 217
Forecasting UK Inflation: the Roles of Structural Breaks and Time Disaggregation 1 1 4 339 3 3 13 820
Forecasting and Nowcasting Macroeconomic Variables: A Methodological Overview 2 4 23 443 3 12 62 794
Forecasting breaks and forecasting during breaks 0 0 1 219 0 0 10 370
Forecasting by factors, by variables, or both? 0 0 0 147 0 2 7 299
Forecasting with Equilibrium-correction Models during Structural Breaks 0 0 2 157 0 0 4 360
Forecasting: theory and practice 0 4 12 81 1 8 30 87
How To Pick The Best Regression Equation: A Review And Comparison Of Model Selection Algorithms 1 5 24 780 2 10 46 1,860
Identifying the Causal Role of CO2 during the Ice Ages 0 0 1 52 0 0 2 78
Mis-specification Testing: Non-Invariance of Expectations Models of Inflation 0 0 0 100 0 0 1 251
Model Selection in Equations with Many 'Small' Effects 0 0 0 23 0 0 0 94
Model Selection in Equations with Many 'Small' Effects 0 0 0 91 0 0 3 177
Model Selection in Under-specified Equations Facing Breaks 0 0 0 34 0 0 2 153
Model Selection when there are Multiple Breaks 0 0 0 32 0 0 3 104
Modelling Non-stationary 'Big Data' 1 1 6 140 2 3 11 211
Modelling and forecasting the dollar-pound exchange rate in the presence of structural breaks 0 0 2 54 0 2 12 95
On Not Evaluating Economic Models by Forecast Outcomes 0 0 0 141 0 0 0 149
Policy Analysis, Forediction, and Forecast Failure 0 0 1 113 0 2 11 199
Robust Approaches to Forecasting 0 0 1 237 0 3 11 505
Robust Discovery of Regression Models 0 0 1 65 0 2 3 73
Selecting a Model for Forecasting 0 0 0 94 1 2 9 166
Semi-automatic Non-linear Model selection 0 0 0 109 0 0 2 198
Short-term forecasting of the Coronavirus Pandemic - 2020-04-27 0 0 3 46 0 0 3 81
Smooth Robust Multi-Horizon Forecasts 0 0 0 44 0 0 2 70
Smooth Robust Multi-Horizon Forecasts 0 1 9 21 0 1 12 36
Some forecasting principles from the M4 competition 0 0 1 48 0 2 10 102
Structural relationships between cryptocurrency prices and monetary policy indicators 1 1 1 23 4 4 5 23
Testing the Invariance of Expectations Models of Inflation 0 0 0 27 0 1 3 92
Testing the Invariance of Expectations Models of Inflation 0 0 0 84 0 0 0 156
The Historical Role of Energy in UK Inflation and Productivity and Implications for Price Inflation in 2022 0 0 7 41 0 2 25 76
The Long-Run Determinants of UK Wages, 1860-2004 0 0 0 210 1 5 9 581
The historical role of energy in UK inflation and productivity and implications for price inflation in 2022 0 0 1 31 0 0 7 26
Using Model Selection Algorthims to Obtain Reliable Coefficient Estimates 0 0 0 56 0 0 1 150
Total Working Papers 6 20 113 4,894 19 76 368 10,325


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 3 3 3 5 26
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 2 2 9 39 2 2 20 241
A low-dimension portmanteau test for non-linearity 0 0 1 49 0 0 1 181
An Overview of Forecasting Facing Breaks 0 0 0 14 0 0 2 85
Card forecasts for M4 0 1 1 4 0 1 7 42
Climate Econometrics: An Overview 1 1 10 28 3 5 22 79
Detecting Location Shifts during Model Selection by Step-Indicator Saturation 0 0 0 35 0 1 17 262
Evaluating Automatic Model Selection 0 2 3 168 0 2 14 530
Evaluating Forecasts, Narratives and Policy Using a Test of Invariance 0 0 0 9 0 0 0 46
Evaluating PcGets and RETINA as Automatic Model Selection Algorithms* 0 0 1 94 0 0 1 295
Forecasting Facing Economic Shifts, Climate Change and Evolving Pandemics 0 0 0 1 0 0 1 6
Forecasting Principles from Experience with Forecasting Competitions 0 0 0 3 0 0 2 34
Forecasting by factors, by variables, by both or neither? 1 1 1 68 1 1 3 261
Forecasting with equilibrium-correction models during structural breaks 0 0 1 67 0 0 3 271
Forecasting: theory and practice 3 5 17 36 12 43 98 188
Machine Learning Dynamic Switching Approach to Forecasting in the Presence of Structural Breaks 0 1 2 5 1 2 15 20
Misspecification Testing: Non-Invariance of Expectations Models of Inflation 0 0 0 11 2 3 3 62
Model Selection in Equations with Many ‘Small’ Effects 0 0 0 11 0 0 0 78
Model selection in under-specified equations facing breaks 0 0 0 24 0 0 0 113
Model selection when there are multiple breaks 0 0 2 43 1 1 6 173
Modeling and forecasting the COVID‐19 pandemic time‐series data 0 0 0 1 0 0 1 16
Modelling non-stationary ‘Big Data’ 0 0 3 6 0 0 4 25
NOWCASTING IS NOT JUST CONTEMPORANEOUS FORECASTING 0 0 2 77 0 0 5 195
Nowcasting from disaggregates in the face of location shifts 0 0 1 76 0 0 3 183
Nowcasting is not Just Contemporaneous Forecasting 0 0 1 3 0 0 3 9
Robust Discovery of Regression Models 0 0 2 2 0 0 3 4
Robust approaches to forecasting 1 1 1 58 1 2 3 140
Selecting a Model for Forecasting 0 0 1 17 0 1 6 45
Short-term forecasting of the coronavirus pandemic 0 0 0 4 0 1 1 9
Stigum, Bernt P.: Econometrics in a formal science of economics: theory and the measurement of economic relations 0 0 0 18 0 1 2 71
Stigum, Bernt P.: Econometrics in a formal science of economics: theory and the measurement of economic relations 0 0 0 5 0 0 1 34
THE VALUE OF ROBUST STATISTICAL FORECASTS IN THE COVID-19 PANDEMIC 0 0 0 8 0 0 1 19
The historical role of energy in UK inflation and productivity with implications for price inflation 1 1 1 1 1 1 2 2
The long-run determinants of UK wages, 1860-2004 0 1 1 151 0 3 3 505
USING MODEL SELECTION ALGORITHMS TO OBTAIN RELIABLE COEFFICIENT ESTIMATES 0 1 1 26 0 1 2 88
Total Journal Articles 9 17 63 1,165 27 74 260 4,338


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 0 0 0
Smooth Robust Multi-Horizon Forecasts 0 0 1 1 1 1 4 4
Total Chapters 0 0 1 1 1 1 4 4


Statistics updated 2024-06-06