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 9 453
A Low-Dimension Portmanteau Test for Non-linearity 0 0 0 143 0 1 29 266
A Tale of 3 Cities: Model Selection in Over-, Exact, and Under-specified Equations 0 0 0 94 0 0 6 126
A machine learning dynamic switching approach to forecasting when there are structural breaks 1 1 6 95 1 2 20 103
An Overview of Forecasting Facing Breaks 0 0 3 117 1 5 27 222
Automatic Selection for Non-linear Models 0 0 0 179 0 0 14 556
Can the UK achieve net-zero greenhouse gas emissions by 2050? 0 0 0 46 0 0 13 102
Evaluating Automatic Model Selection 0 0 1 76 3 5 21 247
Forecasting UK Inflation: the Roles of Structural Breaks and Time Disaggregation 0 0 0 342 1 4 14 841
Forecasting and Nowcasting Macroeconomic Variables: A Methodological Overview 1 1 17 468 3 11 74 901
Forecasting breaks and forecasting during breaks 0 0 0 221 1 4 20 395
Forecasting by factors, by variables, or both? 0 0 0 147 0 1 8 307
Forecasting with Equilibrium-correction Models during Structural Breaks 0 0 0 160 0 3 22 390
Forecasting: theory and practice 1 1 6 96 1 5 46 159
How To Pick The Best Regression Equation: A Review And Comparison Of Model Selection Algorithms 1 2 4 799 1 4 38 1,924
Identifying the Causal Role of CO2 during the Ice Ages 0 0 0 54 0 2 18 103
Mis-specification Testing: Non-Invariance of Expectations Models of Inflation 0 0 0 101 0 0 13 269
Model Selection in Equations with Many 'Small' Effects 0 0 0 91 0 2 12 195
Model Selection in Equations with Many 'Small' Effects 0 0 0 25 0 0 8 104
Model Selection in Under-specified Equations Facing Breaks 0 0 0 34 0 1 12 166
Model Selection when there are Multiple Breaks 0 0 1 34 0 1 18 129
Modelling Non-stationary 'Big Data' 0 0 0 141 0 3 35 252
Modelling and forecasting the dollar-pound exchange rate in the presence of structural breaks 0 0 0 54 0 0 17 117
On Not Evaluating Economic Models by Forecast Outcomes 0 0 0 141 0 2 16 167
Policy Analysis, Forediction, and Forecast Failure 0 0 1 114 0 0 10 214
Robust Approaches to Forecasting 0 0 0 241 1 6 16 530
Robust Discovery of Regression Models 0 0 0 68 0 1 17 95
Selecting a Model for Forecasting 0 0 0 94 0 1 26 203
Semi-automatic Non-linear Model selection 0 0 2 112 0 0 18 217
Short-term forecasting of the Coronavirus Pandemic - 2020-04-27 0 0 1 48 0 1 8 93
Smooth Robust Multi-Horizon Forecasts 0 0 2 26 0 2 16 57
Smooth Robust Multi-Horizon Forecasts 0 0 0 46 0 2 12 85
Some forecasting principles from the M4 competition 0 0 0 52 0 1 20 130
Structural relationships between cryptocurrency prices and monetary policy indicators 0 0 3 30 0 1 26 62
Testing the Invariance of Expectations Models of Inflation 0 0 0 84 0 0 14 175
Testing the Invariance of Expectations Models of Inflation 0 0 0 27 0 0 8 100
The Historical Role of Energy in UK Inflation and Productivity and Implications for Price Inflation in 2022 0 0 0 52 1 5 15 113
The Long-Run Determinants of UK Wages, 1860-2004 0 0 0 210 0 3 13 599
The historical role of energy in UK inflation and productivity and implications for price inflation in 2022 0 0 0 33 0 0 19 49
Using Model Selection Algorthims to Obtain Reliable Coefficient Estimates 0 0 0 58 0 1 17 170
Total Working Papers 4 5 47 5,037 14 81 765 11,386


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 0 1 1 1 2 3 5 5
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 0 12 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 1 1 4 46 1 1 18 265
A low-dimension portmanteau test for non-linearity 0 0 0 49 1 2 22 204
An Overview of Forecasting Facing Breaks 0 0 2 17 0 1 18 111
CAN THE UK ACHIEVE NET ZERO GREENHOUSE GAS EMISSIONS BY 2050? 0 0 0 0 0 0 21 23
Card forecasts for M4 0 0 1 6 2 3 9 53
Climate Econometrics: An Overview 0 2 7 42 1 4 23 119
Climate and Sustainable Energy Econometrics and Statistics 0 0 1 1 0 0 6 6
Could the Bank of England have avoided mis-forecasting UK inflation during 2021–24? 0 0 3 3 0 4 18 18
Detecting Location Shifts during Model Selection by Step-Indicator Saturation 0 1 1 41 1 6 13 287
Evaluating Automatic Model Selection 0 0 0 171 0 0 17 558
Evaluating Forecasts, Narratives and Policy Using a Test of Invariance 0 0 1 10 1 3 17 64
Evaluating PcGets and RETINA as Automatic Model Selection Algorithms* 0 0 0 94 0 0 9 305
Five sensitive intervention points to achieve climate neutrality by 2050, illustrated by the UK 0 0 0 0 0 0 14 18
Forecasting Climate Change Using a Multivariate Cointegrated System 0 0 0 0 1 1 1 1
Forecasting Facing Economic Shifts, Climate Change and Evolving Pandemics 0 0 0 1 1 2 10 18
Forecasting Principles from Experience with Forecasting Competitions 0 0 0 3 1 2 14 50
Forecasting by factors, by variables, by both or neither? 0 0 0 68 0 0 16 285
Forecasting the UK top 1% income share in a shifting world 0 0 0 2 0 2 41 49
Forecasting with equilibrium-correction models during structural breaks 0 0 1 68 0 3 11 285
Forecasting: theory and practice 2 4 13 65 8 23 187 521
Improving models and forecasts after equilibrium-mean shifts 1 2 2 4 1 3 10 15
Machine Learning Dynamic Switching Approach to Forecasting in the Presence of Structural Breaks 0 0 1 8 0 0 14 48
Misspecification Testing: Non-Invariance of Expectations Models of Inflation 0 0 0 11 0 0 11 80
Model Selection in Equations with Many ‘Small’ Effects 0 0 0 11 0 0 6 85
Model selection in under-specified equations facing breaks 0 0 1 25 0 1 8 122
Model selection when there are multiple breaks 0 0 0 45 1 3 14 194
Modeling and forecasting the COVID‐19 pandemic time‐series data 0 0 0 2 0 0 14 33
Modelling non-stationary ‘Big Data’ 0 0 0 7 0 0 5 33
NOWCASTING IS NOT JUST CONTEMPORANEOUS FORECASTING 0 0 1 81 0 0 7 209
Nowcasting from disaggregates in the face of location shifts 0 0 0 76 0 1 9 194
Nowcasting is not Just Contemporaneous Forecasting 0 0 0 5 0 2 8 20
Robust Discovery of Regression Models 0 0 1 5 0 3 10 20
Robust approaches to forecasting 0 0 1 61 0 3 13 160
Selecting a Model for Forecasting 0 0 1 20 0 1 37 89
Short-term forecasting of the coronavirus pandemic 0 0 0 4 0 0 4 15
Stability between cryptocurrency prices and the term structure 0 0 2 6 1 4 26 45
Stigum, Bernt P.: Econometrics in a formal science of economics: theory and the measurement of economic relations 0 0 0 5 1 1 3 37
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 9 29
The historical role of energy in UK inflation and productivity with implications for price inflation 0 0 0 2 0 0 15 18
The long-run determinants of UK wages, 1860-2004 0 0 0 152 2 3 19 527
The ‘climate Kuznets curve’: A critique 0 0 0 0 0 2 2 2
USING MODEL SELECTION ALGORITHMS TO OBTAIN RELIABLE COEFFICIENT ESTIMATES 0 0 0 26 0 0 10 99
What a Puzzle! Unravelling Why UK Phillips Curves were Unstable 0 1 3 6 0 3 17 28
Total Journal Articles 4 12 49 1,282 26 91 778 5,467


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 9 9
Econometric forecasting of climate change 0 0 2 4 0 2 16 26
Smooth Robust Multi-Horizon Forecasts 0 0 2 8 0 1 21 39
Total Chapters 0 0 4 12 0 3 46 74


Statistics updated 2026-08-07