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Jennifer L. Castle

Personal Details

First Name:Jennifer
Middle Name:L.
Last Name:Castle
Suffix:
RePEc Short-ID:pca273
[This author has chosen not to make the email address public]
http://users.ox.ac.uk/~nuff0231/
Magdalen College, High Street, Oxford, OX1 4AU
Terminal Degree:2006 Department of Economics; Oxford University (from RePEc Genealogy)

Affiliation

Department of Economics
Oxford University

Oxford, United Kingdom
http://www.economics.ox.ac.uk/
RePEc:edi:sfeixuk (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters Books

Working papers

  1. Jennifer Castle & Takamitsu Kurita, 2022. "Structural relationships between cryptocurrency prices and monetary policy indicators," Economics Series Working Papers 972, University of Oxford, Department of Economics.
  2. Jennifer L. Castle & David F. Hendry & Andrew B. Martinez, 2022. "The Historical Role of Energy in UK Inflation and Productivity and Implications for Price Inflation in 2022," Working Papers 2022-001, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting.
  3. Jennifer L. Castle & David F. Hendry, 2021. "Can the UK achieve net-zero greenhouse gas emissions by 2050?," Economics Series Working Papers 953 JEL classification: C, University of Oxford, Department of Economics.
  4. Jeronymo Marcondes Pinto & Jennifer L. Castle, 2021. "A machine learning dynamic switching approach to forecasting when there are structural breaks," Economics Series Working Papers 950 JEL classification: C, University of Oxford, Department of Economics.
  5. Jennifer L. Castle & Jurgen A. Doornik & David F. Hendry, 2020. "Short-term forecasting of the Coronavirus Pandemic - 2020-04-27," Economics Papers 2020-W06, Economics Group, Nuffield College, University of Oxford.
  6. Fotios Petropoulos & Daniele Apiletti & Vassilios Assimakopoulos & Mohamed Zied Babai & Devon K. Barrow & Souhaib Ben Taieb & Christoph Bergmeir & Ricardo J. Bessa & Jakub Bijak & John E. Boylan & Jet, 2020. "Forecasting: theory and practice," Papers 2012.03854, arXiv.org, revised Jan 2022.
  7. Andrew B. Martinez & Jennifer L. Castle & David F. Hendry, 2020. "Smooth Robust Multi-Horizon Forecasts," Working Papers 2020-009, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting.
  8. Jennifer Castle & David Hendry, 2020. "Identifying the Causal Role of CO2 during the Ice Ages," Economics Series Working Papers 898, University of Oxford, Department of Economics.
  9. Jennifer Castle & Jurgen Doornik & David Hendry, 2020. "Modelling Non-stationary 'Big Data'," Economics Series Working Papers 905, University of Oxford, Department of Economics.
  10. Jennifer L. Castle & Jurgen A. Doornik & David F. Hendry, 2020. "Robust Discovery of Regression Models," Economics Papers 2020-W04, Economics Group, Nuffield College, University of Oxford.
  11. Jennifer Castle & Takamitsu Kurita, 2019. "Modelling and forecasting the dollar-pound exchange rate in the presence of structural breaks," Economics Series Working Papers 866, University of Oxford, Department of Economics.
  12. Jennifer L. Castle & Jurgen A. Doornik & David Hendry, 2019. "Some forecasting principles from the M4 competition," Economics Papers 2019-W01, Economics Group, Nuffield College, University of Oxford.
  13. Jennifer Castle & Jurgen Doornik & David Hendry, 2018. "Selecting a Model for Forecasting," Economics Series Working Papers 861, University of Oxford, Department of Economics.
  14. Jennifer Castle & David Hendry, 2016. "Policy Analysis, Forediction, and Forecast Failure," Economics Series Working Papers 809, University of Oxford, Department of Economics.
  15. Jennifer Castle & David Hendry & Michael P. Clements, 2016. "An Overview of Forecasting Facing Breaks," Economics Series Working Papers 779, University of Oxford, Department of Economics.
  16. Jennifer Castle & David Hendry & Michael P. Clements, 2014. "Robust Approaches to Forecasting," Economics Series Working Papers 697, University of Oxford, Department of Economics.
  17. Jennifer Castle & David Hendry, 2013. "Semi-automatic Non-linear Model selection," Economics Series Working Papers 654, University of Oxford, Department of Economics.
  18. Jennifer Castle & David Hendry & Oleg Kitov, 2013. "Forecasting and Nowcasting Macroeconomic Variables: A Methodological Overview," Economics Series Working Papers 674, University of Oxford, Department of Economics.
  19. Jennifer L. Castle & Jurgen A. Doornik & David F. Hendry & Ragnar Nymoen, 2012. "Mis-specification Testing: Non-Invariance of Expectations Models of Inflation," Working Paper series 50_12, Rimini Centre for Economic Analysis.
  20. Jennifer Castle & David Hendry, 2012. "Forecasting by factors, by variables, or both?," Economics Series Working Papers 600, University of Oxford, Department of Economics.
  21. Jennifer Castle & David Hendry & Nicholas W.P. Fawcett, 2011. "Forecasting breaks and forecasting during breaks," Economics Series Working Papers 535, University of Oxford, Department of Economics.
  22. Jennifer Castle & David Hendry, 2011. "A Tale of 3 Cities: Model Selection in Over-, Exact, and Under-specified Equations," Economics Series Working Papers 523, University of Oxford, Department of Economics.
  23. Jennifer Castle & David Hendry, 2011. "On Not Evaluating Economic Models by Forecast Outcomes," Economics Series Working Papers 538, University of Oxford, Department of Economics.
  24. Jennifer Castle & David Hendry, 2011. "Model Selection in Equations with Many 'Small' Effects," Economics Series Working Papers 528, University of Oxford, Department of Economics.
  25. Jennifer Castle & Xiaochuan Qin & W. Robert Reed, 2011. "Using Model Selection Algorthims to Obtain Reliable Coefficient Estimates," Working Papers in Economics 11/03, University of Canterbury, Department of Economics and Finance.
  26. Jennifer Castle & David Hendry, 2010. "Automatic Selection for Non-linear Models," Economics Series Working Papers 473, University of Oxford, Department of Economics.
  27. Jennifer Castle & David Hendry & Jurgen A. Doornik, 2010. "Evaluating Automatic Model Selection," Economics Series Working Papers 474, University of Oxford, Department of Economics.
  28. Nymoen, Ragnar & L. Castle, Jennifer & A. Doornik, Jurgen & F. Hendry, David, 2010. "Testing the Invariance of Expectations Models of Inflation," Memorandum 21/2010, Oslo University, Department of Economics.
  29. David Hendry & Jennifer L. Castle, 2010. "Model Selection in Under-specified Equations Facing Breaks," Economics Series Working Papers 509, University of Oxford, Department of Economics.
  30. Jennifer Castle & David Hendry, 2010. "A Low-Dimension Portmanteau Test for Non-linearity," Economics Series Working Papers 471, University of Oxford, Department of Economics.
  31. Jennifer L. Castle & Xiaochuan Qin & W. Robert Reed, 2009. "How To Pick The Best Regression Equation: A Review And Comparison Of Model Selection Algorithms," Working Papers in Economics 09/13, University of Canterbury, Department of Economics and Finance.
  32. Jennifer Castle & David Hendry & Jurgen A. Doornik, 2008. "Model Selection when there are Multiple Breaks," Economics Series Working Papers 407, University of Oxford, Department of Economics.
  33. Jennifer Castle & David Hendry & Nicholas W.P. Fawcett, 2008. "Forecasting with Equilibrium-correction Models during Structural Breaks," Economics Series Working Papers 408, University of Oxford, Department of Economics.
  34. Jennifer Castle & David Hendry, 2008. "The Long-Run Determinants of UK Wages, 1860-2004," Economics Series Working Papers 409, University of Oxford, Department of Economics.
  35. Jennifer Castle & David Hendry, 2007. "Forecasting UK Inflation: the Roles of Structural Breaks and Time Disaggregation," Economics Series Working Papers 309, University of Oxford, Department of Economics.
  36. Jennifer L. Castle & David F. Hendry, 2007. "A Low-Dimension Collinearity-Robust Test for Non-linearity," Economics Series Working Papers 326, University of Oxford, Department of Economics.

Articles

  1. Jennifer L. Castle & Jurgen A. Doornik & David F. Hendry, 2024. "Forecasting the UK top 1% income share in a shifting world," Economica, London School of Economics and Political Science, vol. 91(363), pages 1047-1074, July.
  2. Castle, Jennifer L. & Hendry, David F., 2024. "Five sensitive intervention points to achieve climate neutrality by 2050, illustrated by the UK," Renewable Energy, Elsevier, vol. 226(C).
  3. Castle, Jennifer L. & Kurita, Takamitsu, 2024. "Stability between cryptocurrency prices and the term structure," Journal of Economic Dynamics and Control, Elsevier, vol. 165(C).
  4. Castle, Jennifer L. & Doornik, Jurgen A. & Hendry, David F., 2024. "Improving models and forecasts after equilibrium-mean shifts," International Journal of Forecasting, Elsevier, vol. 40(3), pages 1085-1100.
  5. Jennifer L. Castle & David F. Hendry, 2024. "What a Puzzle! Unravelling Why UK Phillips Curves were Unstable," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 86(4), pages 743-760, August.
  6. Castle, Jennifer L. & Hendry, David F. & Martinez, Andrew B., 2023. "The historical role of energy in UK inflation and productivity with implications for price inflation," Energy Economics, Elsevier, vol. 126(C).
  7. Castle, Jennifer L. & Doornik, Jurgen A. & Hendry, David F., 2023. "Robust Discovery of Regression Models," Econometrics and Statistics, Elsevier, vol. 26(C), pages 31-51.
  8. Jeronymo Marcondes Pinto & Jennifer L. Castle, 2022. "Machine Learning Dynamic Switching Approach to Forecasting in the Presence of Structural Breaks," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), vol. 18(2), pages 129-157, July.
  9. Doornik, Jurgen A. & Castle, Jennifer L. & Hendry, David F., 2022. "Short-term forecasting of the coronavirus pandemic," International Journal of Forecasting, Elsevier, vol. 38(2), pages 453-466.
  10. Petropoulos, Fotios & Apiletti, Daniele & Assimakopoulos, Vassilios & Babai, Mohamed Zied & Barrow, Devon K. & Ben Taieb, Souhaib & Bergmeir, Christoph & Bessa, Ricardo J. & Bijak, Jakub & Boylan, Joh, 2022. "Forecasting: theory and practice," International Journal of Forecasting, Elsevier, vol. 38(3), pages 705-871.
    • Fotios Petropoulos & Daniele Apiletti & Vassilios Assimakopoulos & Mohamed Zied Babai & Devon K. Barrow & Souhaib Ben Taieb & Christoph Bergmeir & Ricardo J. Bessa & Jakub Bijak & John E. Boylan & Jet, 2020. "Forecasting: theory and practice," Papers 2012.03854, arXiv.org, revised Jan 2022.
  11. Castle, Jennifer L. & Kurita, Takamitsu, 2021. "A dynamic econometric analysis of the dollar-pound exchange rate in an era of structural breaks and policy regime shifts," Journal of Economic Dynamics and Control, Elsevier, vol. 128(C).
  12. Jurgen A. Doornik & Jennifer L. Castle & David F. Hendry, 2021. "Modeling and forecasting the COVID‐19 pandemic time‐series data," Social Science Quarterly, Southwestern Social Science Association, vol. 102(5), pages 2070-2087, September.
  13. Jennifer L. Castle & Jurgen A. Doornik & David F. Hendry, 2021. "Forecasting Principles from Experience with Forecasting Competitions," Forecasting, MDPI, vol. 3(1), pages 1-28, February.
  14. Castle, Jennifer L. & Doornik, Jurgen A. & Hendry, David F., 2021. "Modelling non-stationary ‘Big Data’," International Journal of Forecasting, Elsevier, vol. 37(4), pages 1556-1575.
  15. Castle, Jennifer L. & Doornik, Jurgen A. & Hendry, David F., 2021. "The Value Of Robust Statistical Forecasts In The Covid-19 Pandemic," National Institute Economic Review, National Institute of Economic and Social Research, vol. 256, pages 19-43, April.
  16. Jennifer L. Castle & Jurgen A. Doornik & David F. Hendry, 2021. "Selecting a Model for Forecasting," Econometrics, MDPI, vol. 9(3), pages 1-35, June.
  17. Jennifer L. Castle & Jurgen A. Doornik & David F. Hendry, 2021. "Forecasting Facing Economic Shifts, Climate Change and Evolving Pandemics," Econometrics, MDPI, vol. 10(1), pages 1-21, December.
  18. Doornik, Jurgen A. & Castle, Jennifer L. & Hendry, David F., 2020. "Card forecasts for M4," International Journal of Forecasting, Elsevier, vol. 36(1), pages 129-134.
  19. Castle, Jennifer L. & Hendry, David F., 2020. "Climate Econometrics: An Overview," Foundations and Trends(R) in Econometrics, now publishers, vol. 10(3-4), pages 145-322, August.
  20. Jennifer L. Castle & David F. Hendry & Andrew B. Martinez, 2017. "Evaluating Forecasts, Narratives and Policy Using a Test of Invariance," Econometrics, MDPI, vol. 5(3), pages 1-27, September.
  21. Ryan-Collins, Josh & Werner, Richard A. & Castle, Jennifer, 2016. "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," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 43(C), pages 158-176.
  22. Jennifer L. Castle & Michael P. Clements & David F. Hendry, 2016. "An Overview of Forecasting Facing Breaks," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), vol. 12(1), pages 3-23, September.
  23. Jennifer L. Castle, 2016. "Stigum, Bernt P.: Econometrics in a formal science of economics: theory and the measurement of economic relations," Journal of Economics, Springer, vol. 117(1), pages 89-91, January.
  24. Castle, Jennifer L. & Clements, Michael P. & Hendry, David F., 2015. "Robust approaches to forecasting," International Journal of Forecasting, Elsevier, vol. 31(1), pages 99-112.
  25. Jennifer L. Castle & Jurgen A. Doornik & David F. Hendry & Felix Pretis, 2015. "Detecting Location Shifts during Model Selection by Step-Indicator Saturation," Econometrics, MDPI, vol. 3(2), pages 1-25, April.
  26. Castle, Jennifer L. & Hendry, David F., 2014. "Model selection in under-specified equations facing breaks," Journal of Econometrics, Elsevier, vol. 178(P2), pages 286-293.
  27. Jennifer L. Castle & Jurgen A. Doornik & David F. Hendry & Ragnar Nymoen, 2014. "Misspecification Testing: Non-Invariance of Expectations Models of Inflation," Econometric Reviews, Taylor & Francis Journals, vol. 33(5-6), pages 553-574, August.
  28. Jennifer L. Castle & Jurgen A. Doornik & David F. Hendry, 2013. "Model Selection in Equations with Many ‘Small’ Effects," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 75(1), pages 6-22, February.
  29. Castle, Jennifer L. & Clements, Michael P. & Hendry, David F., 2013. "Forecasting by factors, by variables, by both or neither?," Journal of Econometrics, Elsevier, vol. 177(2), pages 305-319.
  30. Jennifer L. Castle & Xiaochuan Qin & W. Robert Reed, 2013. "Using Model Selection Algorithms To Obtain Reliable Coefficient Estimates," Journal of Economic Surveys, Wiley Blackwell, vol. 27(2), pages 269-296, April.
  31. Castle, Jennifer L. & Doornik, Jurgen A. & Hendry, David F., 2012. "Model selection when there are multiple breaks," Journal of Econometrics, Elsevier, vol. 169(2), pages 239-246.
  32. Castle Jennifer L. & Doornik Jurgen A & Hendry David F., 2011. "Evaluating Automatic Model Selection," Journal of Time Series Econometrics, De Gruyter, vol. 3(1), pages 1-33, February.
  33. Castle, Jennifer L. & Fawcett, Nicholas W.P. & Hendry, David F., 2010. "Forecasting with equilibrium-correction models during structural breaks," Journal of Econometrics, Elsevier, vol. 158(1), pages 25-36, September.
  34. Castle, Jennifer L. & Hendry, David F., 2010. "A low-dimension portmanteau test for non-linearity," Journal of Econometrics, Elsevier, vol. 158(2), pages 231-245, October.
  35. Jennifer L. Castle & David F. Hendry, 2010. "Nowcasting from disaggregates in the face of location shifts," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 29(1-2), pages 200-214.
  36. Castle, Jennifer L. & Fawcett, Nicholas W.P. & Hendry, David F., 2009. "Nowcasting is not Just Contemporaneous Forecasting," National Institute Economic Review, National Institute of Economic and Social Research, vol. 210, pages 71-89, October.
  37. Castle, Jennifer L. & Hendry, David F., 2009. "The long-run determinants of UK wages, 1860-2004," Journal of Macroeconomics, Elsevier, vol. 31(1), pages 5-28, March.
  38. Jennifer L. Castle, 2005. "Evaluating PcGets and RETINA as Automatic Model Selection Algorithms," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 67(s1), pages 837-880, December.

Chapters

  1. Jennifer L. Castle & David F. Hendry & J. Isaac Miller, 2024. "Econometric forecasting of climate change," Chapters, in: Michael P. Clements & Ana Beatriz Galvão (ed.), Handbook of Research Methods and Applications in Macroeconomic Forecasting, chapter 14, pages 361-395, Edward Elgar Publishing.
  2. Andrew B. Martinez & Jennifer L. Castle & David F. Hendry, 2022. "Smooth Robust Multi-Horizon Forecasts," Advances in Econometrics, in: Essays in Honor of M. Hashem Pesaran: Prediction and Macro Modeling, volume 43, pages 143-165, Emerald Group Publishing Limited.
  3. Jennifer L. Castle & David F. Hendry, 2008. "Chapter 2 Forecasting UK Inflation: The Roles of Structural Breaks and Time Disaggregation," Frontiers of Economics and Globalization, in: Forecasting in the Presence of Structural Breaks and Model Uncertainty, pages 41-92, Emerald Group Publishing Limited.

Books

  1. Castle, Jennifer & Shephard, Neil (ed.), 2015. "The Methodology and Practice of Econometrics: A Festschrift in Honour of David F. Hendry," OUP Catalogue, Oxford University Press, number 9780198743781.
  2. Castle, Jennifer & Shephard, Neil (ed.), 2009. "The Methodology and Practice of Econometrics: A Festschrift in Honour of David F. Hendry," OUP Catalogue, Oxford University Press, number 9780199237197.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Rankings

This author is among the top 5% authors according to these criteria:
  1. Number of Distinct Works, Weighted by Simple Impact Factor
  2. Number of Journal Pages
  3. Number of Journal Pages, Weighted by Simple Impact Factor
  4. Number of Journal Pages, Weighted by Number of Authors and Simple Impact Factors
  5. Record of graduates

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 34 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ECM: Econometrics (24) 2007-04-14 2007-05-19 2009-10-24 2010-02-05 2010-02-05 2010-11-20 2011-01-30 2011-01-30 2011-02-19 2011-03-05 2011-03-12 2012-05-02 2012-07-14 2013-06-04 2013-11-02 2014-04-11 2016-04-09 2016-11-20 2019-09-23 2020-04-13 2020-04-27 2020-04-27 2021-01-18 2021-12-06. Author is listed
  2. NEP-FOR: Forecasting (16) 2007-04-14 2011-03-05 2011-03-12 2012-05-02 2013-06-04 2013-11-02 2014-04-11 2016-04-09 2019-09-23 2019-09-23 2020-04-13 2020-06-29 2021-01-18 2021-03-08 2021-12-06 2022-03-21. Author is listed
  3. NEP-ETS: Econometric Time Series (13) 2007-04-14 2010-02-05 2011-02-19 2011-03-05 2012-05-02 2013-06-04 2013-11-02 2019-09-23 2019-09-23 2020-04-13 2020-04-27 2021-01-18 2021-12-06. Author is listed
  4. NEP-CBA: Central Banking (8) 2007-04-14 2010-11-20 2011-01-30 2011-02-19 2011-03-05 2011-03-12 2019-09-23 2022-06-27. Author is listed
  5. NEP-MON: Monetary Economics (6) 2010-11-20 2011-01-30 2019-09-23 2022-06-27 2022-09-19 2022-11-28. Author is listed
  6. NEP-ORE: Operations Research (6) 2011-02-19 2019-09-23 2019-09-23 2020-04-27 2020-04-27 2021-12-06. Author is listed
  7. NEP-BIG: Big Data (4) 2020-04-27 2020-04-27 2020-06-29 2021-12-06
  8. NEP-ENE: Energy Economics (3) 2021-12-06 2022-09-19 2022-11-28
  9. NEP-HIS: Business, Economic and Financial History (3) 2020-02-03 2022-09-19 2022-11-28
  10. NEP-CMP: Computational Economics (2) 2020-06-29 2021-12-06
  11. NEP-ENV: Environmental Economics (2) 2020-02-03 2021-12-06
  12. NEP-MAC: Macroeconomics (2) 2012-07-14 2022-06-27
  13. NEP-BAN: Banking (1) 2022-03-21
  14. NEP-CIS: Confederation of Independent States (1) 2011-02-19
  15. NEP-CWA: Central and Western Asia (1) 2022-03-21
  16. NEP-EEC: European Economics (1) 2019-09-23
  17. NEP-GER: German Papers (1) 2014-04-11
  18. NEP-PAY: Payment Systems and Financial Technology (1) 2022-06-27
  19. NEP-REG: Regulation (1) 2021-12-06
  20. NEP-UPT: Utility Models and Prospect Theory (1) 2022-03-21

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