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

• Forecasting Facing Economic Shifts, Climate Change and Evolving Pandemics, (with Jurgen A. Doornik and David F. Hendry), 2022, Econometrics, 10(1), 2.
• Forecasting: theory and practice (with 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, Jethro Browell, Claudio Carnevale, Pasquale Cirillo, Michael P. Clements, Clara Cordeiro, Fernando Luiz Cyrino Oliveira, Shari De Baets, Alexander Dokumentov, Joanne Ellison, Piotr \\ Fiszeder, Philip Hans Franses, David T. Frazier, Michael Gilliland, M. Sinan Gönül, Paul Goodwin, Luigi Grossi, Yael Grushka-Cockayne, Mariangela Guidolin, Massimo Guidolin, Ulrich Gunter, Xiaojia Guo, Renato Guseo, Nigel Harvey, David F. Hendry, Ross Hollyman, Tim Januschowski, Jooyoung Jeon, Victor Richmond R. Jose, Yanfei Kang, Anne B. Koehler, Stephan Kolassa, Nikolaos Kourentzes, Sonia Leva, Feng Li, Konstantia Litsiou, Spyros Makridakis, Gael M. Martin, Andrew B. Martinez, Sheik Meeran, Theodore Modis, Konstantinos Nikolopoulos, Dilek Önkal, Alessia Paccagnini, Anastasios Panagiotelis, Ioannis Panapakidis, Jose M. Pavía, Manuela Pedio, Diego J. Pedregal, Pierre Pinson, Patrícia Ramos, David E. Rapach, J. James Reade, Bahman Rostami-Tabar, Michal Rubaszek, Georgios Sermpinis, Han Lin Shang, Evangelos Spiliotis, Aris A. Syntetos, Priyanga Dilini Talagala, Thiyanga S. Talagala, Len Tashman, Dimitrios Thomakos, Thordis Thorarinsdottir, Ezio Todini, Juan Ramón Trapero Arenas, Xiaoqian Wang, Robert L. Winkler, Alisa Yusupova and Florian Ziel), 2022, International Journal of Forecasting, 38(3), pp. 705-871.
• Machine Learning Dynamic Switching Approach to Forecasting when there are Structural Breaks, (with Jeronymo Marcondes Pinto), 2022, Journal of Business Cycle Research, 18, 129-157.
• Econometrics for Modelling Climate Change, (with David F. Hendry), 2022, Oxford Research Encyclopedia of Economics and Finance, doi:10.1093/acrefore/9780190625979.013.675.
• Selecting a Model for Forecasting, (with Jurgen A. Doornik and David F. Hendry), 2021, Econometrics, 9(3), 26.
• Robust Discovery of Regression Models, (with Jurgen A. Doornik and David F. Hendry), 2021, Econometrics and Statistics.
• The Value of Robust Statistical Forecasts in the Covid-19 Pandemic, (with Jurgen A. Doornik and David F. Hendry), 2021, National Institute Economic Review, 256, pp. 19--43.
• A dynamic econometric analysis of the dollar-pound exchange rate in an era of structural breaks and policy regime shifts, (with Takamitsu Kurita), 2021, Journal of Economic Dynamics and Control, 128, 104139.
• Smooth robust multi-horizon forecasts, (with Andrew B. Martinez and David F. Hendry), 2021, Special issue of Advances in Econometrics in honor of Hashem Pesaran, Forthcoming.
• Forecasting Principles from Experience with Forecasting Competitions (with Jurgen A. Doornik and David F. Hendry), 2021, Forecasting, 3(1), pp. 138-165.
• Short-term forecasting of the coronavirus pandemic (with Jurgen A. Doornik and David F. Hendry), 2020, International Journal of Forecasting, In Press.
• Statistical Short-term forecasting of the coronavirus pandemic (with Jurgen A. Doornik and David F. Hendry), 2020, Journal of Clinical Immunology and Immunotherapy, 6, 46.
• Modelling non-stationary `Big Data' (with Jurgen A. Doornik and David F. Hendry), 2020, International Journal of Forecasting, In Press.
• Card Forecasts for M4, (with Jurgen A. Doornik and David F. Hendry), 2020, International Journal of Forecasting, 36(1), pp. 129-134.
• Evaluating Forecasts, Narratives and Policy using a Test of Invariance, (with David F. Hendry and Andrew B. Martinez), 2017, Econometrics, 5(3), 39.
• Forecasting and Nowcasting Macroeconomic Variables: A Methodological Overview, (with David F. Hendry and Oleg K. Kitov), 2017, Handbook on Rapid Estimates, UN and Eurostat, Chapter 3.
• Explaining Nowcast Errors (with Henriette Druba and David F. Hendry), 2017, EURONA, 2, pp. 57-87.
• Sir Clive W.J. Granger Memorial Special Issue on Econometrics: An Introduction, (with David F. Hendry), 2017, European Journal of Pure and Applied Mathematics, 10(1), pp. 1-11.
• Clive W.J. Granger and Cointegration, (with David F. Hendry), 2017, European Journal of Pure and Applied Mathematics, 10(1), pp. 58-81.
• Sir Clive W.J. Granger Memorial Special Issue on Econometrics: Model Selection, 2017, European Journal of Pure and Applied Mathematics, 10(1), pp. 133-156.
• A Half-century Diversion of Monetary Policy? An Empirical Horserace to Identify the UK Variable most likely to deliver the Desired Nominal GDP Growth Rate, (with Josh Ryan-Collins and Richard A Werner), 2016, Journal of International Financial Markets, Institutions & Money, 43, pp. 158-176.
• An Overview of Forecasting Facing Breaks, (with Michael P. Clements and David F. Hendry), 2016, Journal of Business Cycle Research, 12(1), pp. 3-23.
• Detecting Location Shifts during Model Selection by Step-Indicator Saturation, (with Jurgen A. Doornik, David F. Hendry and Felix Pretis), 2015, Econometrics, 3, pp. 240-264.
• Forecasting and Nowcasting Macroeconomic Variables: A Methodological Overview, (with David F. Hendry and Oleg Kitov), 2015, Handbook on Rapid Estimates, Eurostat.
• Robust Approaches to Forecasting (with Michael P. Clements and David F. Hendry), 2014, International Journal of Forecasting, 31(1), 99-112.
• 'Model Selection in Under-specified Equations Facing Breaks', (with David F. Hendry), 2014, Journal of Econometrics, 178(2), pp. 286-293.
• Mis-specification Testing: Non-Invariance of Expectations Models of Inflation. (with Jurgen A. Doornik, David F. Hendry and Ragnar Nymoen), 2014, Econometric Reviews, 33(5-6), pp. 553-574.
• Forecasting by Factors, by Variables, by Both, or Neither? (with Michael P. Clements and David F. Hendry), Journal of Econometrics, 2013, 177(2), pp. 305-319.
• Semi-automatic Non-linear Model Selection, (with David F. Hendry), 2013, Chapter 7, in N. Haldrup, M. Meitz and P. Saikkonen (eds.), Essays in Nonlinear Time Series Econometrics, Festschrift in Honour of Timo Teräsvirta, Oxford University Press.
• Using Model Selection Algorithms to Obtain Reliable Coefficient Estimates, (with Xiaochuan Qin and W. Robert Reed). Journal of Economic Surveys, 2013, 27(2), pp. 269-296.
• Model Selection in Equations with Many "Small" Effects, (with Jurgen A. Doornik and David F. Hendry) Oxford Bulletin of Economics and Statistics, 2013, 75(1), pp. 6-22.
• Model Selection when there are Multiple Breaks, (with Jurgen A. Doornik and David F. Hendry), Journal of Econometrics, 2012, 169(2), pp. 239-246.
• A Tale of 3 Cities: Model Selection in Over-, Exact, and Underspecified Equations, (with David F. Hendry), in Kaldor, M. and Vizard, P. (eds), Arguing About the World, The Work and Legacy of Maghnad Desai, Bloomsbury Academic Press, 2011. Chapter 3, pp. 31-55.
• On Not Evaluating Economic Models by Forecast Outcomes, (with David F. Hendry), Istanbul University Journal of the School of Business Administration, 40(1), 2011, pp. 1-14.
• Evaluating Automatic Model Selection, (with Jurgen A. Doornik and David F. Hendry), Journal of Time Series Econometrics, 3(1), 2011, Article 8.
• Automatic Selection for Non-linear Models, (with David F. Hendry) in Wang, L., Garnier, H. and Jackman, T. (eds.), System Identification, Environmental Modelling and Control, Springer, 2012. Chapter 12, pp. 229-250.
• Forecasting Breaks and During Breaks, (with Nicholas Fawcett and David F. Hendry) in Clements, M.P. and Hendry, D.F. (eds.), Oxford Handbook of Economic Forecasting, Oxford University Press, Chapter 11, pp. 315-354.
• Forecasting with Equilibrium-correction Models during Structural Breaks, (with Nicholas Fawcett and David F. Hendry), Journal of Econometrics, 158(1), 2010, pp. 25-36.
• A Low-Dimension Portmanteau Test for Non-linearity, (with David F. Hendry), Journal of Econometrics, 158(2), 2010, pp. 231-245.
• Nowcasting from Disaggregates in the Face of Location Shifts, (with David F. Hendry), Journal of Forecasting, 29, 2010, pp. 200-214.
• Nowcasting is not just Contemporaneous Forecasting, (with Nicholas Fawcett and David F. Hendry), National Institute Economic Review, 210(1), 2009, pp. 71-89.
• The Long-Run Determinants of UK Wages, 1860-2004, (with David F. Hendry). Journal of Macroeconomics, 31(1), 2009, pp. 5-28.
• Forecasting UK Inflation: the Roles of Structural breaks and Time Disaggregation, 2008, (with David F. Hendry). In Rapach and Wohar (eds.), Forecasting in the Presence of Structural Breaks and Model Uncertainty, Frontiers of Economics and Globalization Series, Emerald, Chapter 2, pp. 41--92.
• Evaluating PcGets and RETINA as Automatic Model Selection Algorithms, Oxford Bulletin of Economics and Statistics, 67, 2005, pp. 837-880.
• Checking the Robustness and Validity of Model Selection: An Application to UK Wages, Working paper, Economics Department, University of Oxford, 2008. [PDF]
• Building a Real-time Database for GDP(E) (with Colin Ellis), Bank of England Quarterly Bulletin, pring 2002, pp. 42-49.