Jennifer L. Castle

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



Books and Monographs

  • Climate Econometrics: An Overview, with David F. Hendry, 2020, Foundations and Trends in Econometrics, 10: No. 3-4, pp 145-322.
  • Modelling our Changing World, with David F. Hendry, 2019, Palgrave Macmillan Pivot Series.
  • Forecasting: An Essential Introduction, with Michael P. Clements and David F. Hendry, 2019, Yale University Press.
  • Edited Volume: The Methodology and Practice of Econometrics, 2009, (with Neil Shephard), Oxford: Oxford University Press.
  • Econometric Model Selection: Nonlinear Techniques and Forecasting, 2008, Saarbrücken: VDM Verlag. ISBN: 978-3-639-00458-8.

Short articles and Blogs

Doctoral thesis

Empirical Modelling and Model Selection for Forecasting Inflation in a Non-stationary World. [PDF]
Supervisor: David F. Hendry (Examiners: Bent Nielsen and Hans-Martin Krolzig)

M.Phil thesis

Measuring Excess Demand and its Impact on Inflation. [PDF]
Supervisor: David F. Hendry