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

I am a Tutorial Fellow in Economics at Magdalen College, University of Oxford, and the Director of Climate Econometrics, Nuffield College, University of Oxford, and a member of the Smith School for Enterprise and the Environment.

My research interests lie in the fields of climate econometrics, model selection and forecasting. 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, the output gap and climate variables.

At the undergraduate level I teach probability and statistics, macroeconomics and quantitative economics. 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 econometrics summer schools focusing on the use of OxMetrics software in econometrics and forecasting.

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. In 2022 I took over as Director of Climate Econometrics based at Nuffield College in association with the Smith School for Enterprise and the Environment.

My curriculum vitae is available here.