Jennifer L. Castle
Magdalen College, Oxford, OX1 4AU
Tel: +44 (0)1865 276067

I am a Tutorial Fellow in Economics at Magdalen College, Oxford University, and a Senior 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.

At the undergraduate level I teach macroeconomics, quantitative economics and econometrics. Tutorials tend to be held in groups of 2-3 students, with some classes for the whole year group. At the graduate level I teach a forecasting course on the Masters in Financial Economics, and I also teach 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 affiliated to the Institute for New Economic Thinking at the Oxford Martin School as a Senior Research Fellow in the Economic Modelling Programme.

My curriculum vitae is available here.

Current research

[ Last updated : 19 December 2016 ]