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 2 443
A Low-Dimension Portmanteau Test for Non-linearity 0 0 0 143 0 0 0 237
A Tale of 3 Cities: Model Selection in Over-, Exact, and Under-specified Equations 0 0 0 94 0 0 0 118
A machine learning dynamic switching approach to forecasting when there are structural breaks 0 0 3 86 0 0 6 68
An Overview of Forecasting Facing Breaks 0 0 2 113 0 1 5 193
Automatic Selection for Non-linear Models 0 0 1 179 0 1 4 541
Can the UK achieve net-zero greenhouse gas emissions by 2050? 0 0 5 45 1 1 9 86
Evaluating Automatic Model Selection 0 0 1 75 0 1 8 222
Forecasting UK Inflation: the Roles of Structural Breaks and Time Disaggregation 0 0 3 341 0 1 7 824
Forecasting and Nowcasting Macroeconomic Variables: A Methodological Overview 1 2 14 450 1 3 40 817
Forecasting breaks and forecasting during breaks 0 0 2 221 0 0 3 373
Forecasting by factors, by variables, or both? 0 0 0 147 0 0 3 299
Forecasting with Equilibrium-correction Models during Structural Breaks 1 1 2 159 3 4 5 365
Forecasting: theory and practice 3 4 13 89 3 6 26 102
How To Pick The Best Regression Equation: A Review And Comparison Of Model Selection Algorithms 2 3 18 790 4 5 30 1,877
Identifying the Causal Role of CO2 during the Ice Ages 0 0 1 53 0 1 2 80
Mis-specification Testing: Non-Invariance of Expectations Models of Inflation 0 0 1 101 0 0 2 253
Model Selection in Equations with Many 'Small' Effects 0 0 1 24 0 0 1 95
Model Selection in Equations with Many 'Small' Effects 0 0 0 91 2 4 5 182
Model Selection in Under-specified Equations Facing Breaks 0 0 0 34 0 0 0 153
Model Selection when there are Multiple Breaks 0 0 1 33 1 1 4 108
Modelling Non-stationary 'Big Data' 0 0 3 140 1 2 8 214
Modelling and forecasting the dollar-pound exchange rate in the presence of structural breaks 0 0 0 54 1 1 5 98
On Not Evaluating Economic Models by Forecast Outcomes 0 0 0 141 0 0 1 150
Policy Analysis, Forediction, and Forecast Failure 0 0 0 113 0 0 5 202
Robust Approaches to Forecasting 0 0 3 240 0 3 10 512
Robust Discovery of Regression Models 1 1 2 67 2 2 5 76
Selecting a Model for Forecasting 0 0 0 94 0 1 6 170
Semi-automatic Non-linear Model selection 0 0 1 110 0 0 1 199
Short-term forecasting of the Coronavirus Pandemic - 2020-04-27 1 1 2 47 1 1 3 83
Smooth Robust Multi-Horizon Forecasts 0 0 1 45 0 0 2 72
Smooth Robust Multi-Horizon Forecasts 2 2 4 24 3 4 6 41
Some forecasting principles from the M4 competition 0 0 2 50 0 1 6 106
Structural relationships between cryptocurrency prices and monetary policy indicators 0 1 3 25 1 2 10 29
Testing the Invariance of Expectations Models of Inflation 0 0 0 27 0 0 1 92
Testing the Invariance of Expectations Models of Inflation 0 0 0 84 0 1 2 158
The Historical Role of Energy in UK Inflation and Productivity and Implications for Price Inflation in 2022 2 3 7 48 5 11 20 93
The Long-Run Determinants of UK Wages, 1860-2004 0 0 0 210 0 0 7 582
The historical role of energy in UK inflation and productivity and implications for price inflation in 2022 0 0 0 31 0 0 0 26
Using Model Selection Algorthims to Obtain Reliable Coefficient Estimates 0 0 2 58 0 0 2 152
Total Working Papers 13 18 98 4,960 29 59 262 10,491


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 0 3 0 0 4 27
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 40 2 2 7 245
A low-dimension portmanteau test for non-linearity 0 0 0 49 0 0 0 181
An Overview of Forecasting Facing Breaks 0 0 0 14 0 1 3 88
Card forecasts for M4 0 0 1 4 0 0 2 43
Climate Econometrics: An Overview 1 2 5 32 2 5 18 89
Detecting Location Shifts during Model Selection by Step-Indicator Saturation 0 1 5 40 0 2 10 271
Evaluating Automatic Model Selection 1 2 5 171 2 3 9 537
Evaluating Forecasts, Narratives and Policy Using a Test of Invariance 0 0 0 9 0 0 1 47
Evaluating PcGets and RETINA as Automatic Model Selection Algorithms* 0 0 0 94 0 1 1 296
Five sensitive intervention points to achieve climate neutrality by 2050, illustrated by the UK 0 0 0 0 0 0 3 3
Forecasting Facing Economic Shifts, Climate Change and Evolving Pandemics 0 0 0 1 0 1 1 7
Forecasting Principles from Experience with Forecasting Competitions 0 0 0 3 0 0 0 34
Forecasting by factors, by variables, by both or neither? 0 0 1 68 0 2 4 264
Forecasting the UK top 1% income share in a shifting world 0 0 1 1 0 0 2 2
Forecasting with equilibrium-correction models during structural breaks 0 0 0 67 0 0 0 271
Forecasting: theory and practice 1 5 18 48 11 32 148 286
Improving models and forecasts after equilibrium-mean shifts 0 0 2 2 0 0 3 3
Machine Learning Dynamic Switching Approach to Forecasting in the Presence of Structural Breaks 1 1 2 6 2 2 10 27
Misspecification Testing: Non-Invariance of Expectations Models of Inflation 0 0 0 11 0 0 4 63
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 1 44 2 2 6 178
Modeling and forecasting the COVID‐19 pandemic time‐series data 0 0 0 1 0 0 0 16
Modelling non-stationary ‘Big Data’ 0 0 1 7 1 1 3 28
NOWCASTING IS NOT JUST CONTEMPORANEOUS FORECASTING 0 0 4 80 0 0 8 200
Nowcasting from disaggregates in the face of location shifts 0 0 0 76 1 1 2 185
Nowcasting is not Just Contemporaneous Forecasting 0 0 2 5 0 0 3 11
Robust Discovery of Regression Models 0 0 2 3 0 0 4 7
Robust approaches to forecasting 0 1 2 59 0 1 4 142
Selecting a Model for Forecasting 0 1 2 19 0 3 6 50
Short-term forecasting of the coronavirus pandemic 0 0 0 4 1 1 3 11
Stability between cryptocurrency prices and the term structure 0 1 3 3 1 2 10 10
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 1 71
THE VALUE OF ROBUST STATISTICAL FORECASTS IN THE COVID-19 PANDEMIC 0 0 0 8 0 0 0 19
The historical role of energy in UK inflation and productivity with implications for price inflation 0 0 1 1 0 0 1 2
The long-run determinants of UK wages, 1860-2004 0 0 2 152 0 0 5 507
USING MODEL SELECTION ALGORITHMS TO OBTAIN RELIABLE COEFFICIENT ESTIMATES 0 0 1 26 0 0 2 89
What a Puzzle! Unravelling Why UK Phillips Curves were Unstable 0 0 1 1 1 2 7 7
Total Journal Articles 4 14 65 1,210 26 64 295 4,542


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
Econometric forecasting of climate change 0 0 0 0 0 3 3 3
Smooth Robust Multi-Horizon Forecasts 1 3 4 5 3 8 10 13
Total Chapters 1 3 4 5 3 11 13 16


Statistics updated 2025-02-05