Jennifer L. Castle
Magdalen College, Oxford, OX1 4AU
E-mail: jennifer.castle@magd.ox.ac.uk
Tel: +44 (0)1865 276067




I am a tutorial fellow in Economics at Magdalen College, Oxford University, and a Research Fellow at the Institute for New Economic Thinking at the Oxford Martin School.

My research interests lie in the fields of model selection, forecasting, time-series econometrics and applied macro-economics. My research focuses on econometric modelling and the use of general-to-specific methodology in modelling economic time series, modelling non-linear economic time series and macro-economic forecasting in theory and practice, with applications including inflation, unemployment and the output gap.

As a tutorial fellow in economics, I mainly give tutorials in macroeconomics, quantitative economics and econometrics. Tutorials are mostly held in groups of 1-2 students, with some classes for the whole year group. At the post-graduate level I teach courses in econometrics, as well as teaching on econometrics summer schools focusing on the use of OxMetrics software in econometrics.

I studied economics at Durham University, before moving to Nuffield College, Oxford University, where I obtained my M.Phil and PhD in Economics. My doctoral thesis examined empirical modelling and model selection in a non-stationary world, and I jointly held an ESRC research grant on Automatic Tests of Model Specification during my PhD with Professor David F. Hendry. I was awarded a three year British Academy Postdoctoral Research Fellowship at the Department of Economics and Nuffield College, Oxford University, investigating the selection, specification and testing of non-linear models, prior to joining Magdalen College as an Economics Fellow in 2009. I am a James Martin Fellow at the Institute for New Economic Thinking at the Oxford Martin School, University of Oxford, and I am on the Board of Directors of the International Institute of Forecasting.

My curriculum vitae is available here.




Research





[ Last updated : 14 January 2014 ]