Jennifer L. Castle : Citation Profile


Are you Jennifer L. Castle?

Oxford University

13

H index

19

i10 index

672

Citations

RESEARCH PRODUCTION:

33

Articles

39

Papers

EDITOR:

2

Books edited

RESEARCH ACTIVITY:

   17 years (2005 - 2022). See details.
   Cites by year: 39
   Journals where Jennifer L. Castle has often published
   Relations with other researchers
   Recent citing documents: 83.    Total self citations: 41 (5.75 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pca273
   Updated: 2022-11-19    RAS profile: 2022-10-27    
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Relations with other researchers


Works with:

Hendry, David (19)

Doornik, Jurgen (12)

Martinez, Andrew (5)

Clements, Michael (2)

Franses, Philip Hans (2)

Rubaszek, Michał (2)

Shang, Han Lin (2)

Grossi, Luigi (2)

Fiszeder, Piotr (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Jennifer L. Castle.

Is cited by:

Hendry, David (89)

Ericsson, Neil (62)

Mizon, Grayham (26)

Johansen, Soren (20)

Martinez, Andrew (20)

Larson, William (15)

Pretis, Felix (15)

Stillwagon, Josh (14)

muellbauer, john (14)

Doornik, Jurgen (12)

Espasa, Antoni (12)

Cites to:

Hendry, David (350)

Doornik, Jurgen (85)

Johansen, Soren (74)

Santos, Carlos (61)

Clements, Michael (61)

Krolzig, Hans-Martin (28)

Pretis, Felix (26)

Reichlin, Lucrezia (26)

Watson, Mark (24)

White, Halbert (23)

Mizon, Grayham (21)

Main data


Where Jennifer L. Castle has published?


Journals with more than one article published# docs
Journal of Econometrics5
International Journal of Forecasting5
Econometrics4
National Institute Economic Review2
Journal of Economics2
Journal of Business Cycle Research2
Oxford Bulletin of Economics and Statistics2

Working Papers Series with more than one paper published# docs
Economics Series Working Papers / University of Oxford, Department of Economics27
Working Paper series / Rimini Centre for Economic Analysis2
Working Papers / The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting2

Recent works citing Jennifer L. Castle (2022 and 2021)


YearTitle of citing document
2021.

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2021A revisit of the unemployment rate, interest rate, GDP growth and Inflation of Pakistan: Whether Structural break or unit root?. (2021). Urooj, Amena ; Khan, Faridoon ; Muhammadullah, Sara. In: iRASD Journal of Economics. RePEc:ani:irdjoe:v:3:y:2021:i:2:p:80-92.

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2021Time-Varying Parameters as Ridge Regressions. (2020). Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2009.00401.

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2022GAM(L)A: An econometric model for interpretable Machine Learning. (2022). Laurent, S'Ebastien ; Hu, Sullivan ; Hacheme, Gilles ; Flachaire, Emmanuel. In: Papers. RePEc:arx:papers:2203.11691.

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2022Forecasting Electricity Prices. (2022). Weron, Rafał ; Uniejewski, Bartosz ; Maciejowska, Katarzyna. In: Papers. RePEc:arx:papers:2204.11735.

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2022A Market for Trading Forecasts: A Wagering Mechanism. (2022). Grammatico, Sergio ; Kazempour, Jalal ; Pinson, Pierre ; Raja, Aitazaz Ali. In: Papers. RePEc:arx:papers:2205.02668.

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2022Economic activity and climate change. (2022). Ruiz, Esther ; Rodr, Vladimir ; Poncela, Pilar ; de Juan, Ar'Anzazu. In: Papers. RePEc:arx:papers:2206.03187.

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2022Distributional neural networks for electricity price forecasting. (2022). Ziel, Florian ; Weron, Rafal ; Narajewski, Michal ; Marcjasz, Grzegorz. In: Papers. RePEc:arx:papers:2207.02832.

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2022Predicting Performances of Mutual Funds using Deep Learning and Ensemble Techniques. (2022). Tran, Hien ; Nguyen, Huy ; Pham, Nga ; Dao, Binh ; Chu, Nghia. In: Papers. RePEc:arx:papers:2209.09649.

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2021Unraveling the Exogenous Forces Behind Analysts’ Macroeconomic Forecasts. (2021). Naranjo-Saldarriaga, Sara ; Moreno-Arias, Nicolas ; Forero-Alvarado, Santiago ; de Castro-Valderrama, Marcela. In: Borradores de Economia. RePEc:bdr:borrec:1184.

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2022Methods to evaluate institutional responses to performance?based research funding systems. (2022). Creedy, John ; Buckle, Robert A. In: Australian Economic Papers. RePEc:bla:ausecp:v:61:y:2022:i:3:p:615-634.

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2021Measuring the impact of clean energy production on CO2 abatement in Denmark: Upper bound estimation and forecasting. (2021). Santucci de Magistris, Paolo ; Datta Gupta, Nabanita ; Christensen, Bent Jesper. In: Journal of the Royal Statistical Society Series A. RePEc:bla:jorssa:v:184:y:2021:i:1:p:118-149.

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2022The Canadian–US dollar exchange rate over the four decades of the post?Bretton Woods float: An econometric study allowing for structural breaks. (2022). James, Patrick ; Kurita, Takamitsu. In: Metroeconomica. RePEc:bla:metroe:v:73:y:2022:i:3:p:856-883.

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2021Discovering Specific Common Trends in a Large Set of Disaggregates: Statistical Procedures, their Properties and an Empirical Application. (2021). Carlomagno, Guillermo ; Espasa, Antoni. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:83:y:2021:i:3:p:641-662.

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2021Extending the determinants of currency substitution in Nigeria: Any role for financial innovation?. (2021). Chukwunwike, Onyedikachi David ; Nwonye, Nnenna Georgina ; Onah, Emmanuel ; Ujunwa, Augustine. In: South African Journal of Economics. RePEc:bla:sajeco:v:89:y:2021:i:4:p:590-607.

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2022.

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2022Score-driven threshold ice-age models: benchmark models for long-run climate forecasts. (2022). Blazsek, Szabolcs ; Escribano, Alvaro. In: UC3M Working papers. Economics. RePEc:cte:werepe:34757.

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2022Increasing storm risk, structural defense, and house prices in the Florida Keys. (2022). Kaufmann, Robert K ; Pollack, Adam B. In: Ecological Economics. RePEc:eee:ecolec:v:194:y:2022:i:c:s092180092200012x.

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2021Bayesian MIDAS penalized regressions: Estimation, selection, and prediction. (2021). Mogliani, Matteo ; Simoni, Anna. In: Journal of Econometrics. RePEc:eee:econom:v:222:y:2021:i:1:p:833-860.

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2023Capacity planning for effective cohorting of hemodialysis patients during the coronavirus pandemic: A case study. (2023). Tuglular, Serhan ; Gunes, Evrim D ; Balcik, Burcu ; Kurbanzade, Ali Kaan ; Ozmemis, Cagri. In: European Journal of Operational Research. RePEc:eee:ejores:v:304:y:2023:i:1:p:276-291.

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2021Estimating income and price elasticities of residential electricity demand with Autometrics. (2021). Pellini, Elisabetta. In: Energy Economics. RePEc:eee:eneeco:v:101:y:2021:i:c:s0140988321003078.

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2022The influence of electricity prices on saving electricity in production: Automated multivariate time-series analyses for 99 Danish trades and industries. (2022). Moller, Niels Framroze ; Bjerregaard, Casper. In: Energy Economics. RePEc:eee:eneeco:v:107:y:2022:i:c:s0140988321003327.

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2022Dynamic short-term risk management strategies for the choice of electricity market based on probabilistic forecasts of profit and risk measures. The German and the Polish market case study. (2022). Wojcik, Edyta ; Janczura, Joanna. In: Energy Economics. RePEc:eee:eneeco:v:110:y:2022:i:c:s0140988322001840.

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2021Modeling, forecasting, and nowcasting U.S. CO2 emissions using many macroeconomic predictors. (2021). Koopman, Siem Jan ; Hillebrand, Eric ; Bennedsen, Mikkel. In: Energy Economics. RePEc:eee:eneeco:v:96:y:2021:i:c:s0140988321000232.

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2021Exogeneity in climate econometrics. (2021). Pretis, Felix. In: Energy Economics. RePEc:eee:eneeco:v:96:y:2021:i:c:s014098832100027x.

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2021Climate change awareness: Empirical evidence for the European Union. (2021). Morana, Claudio ; Baiardi, Donatella. In: Energy Economics. RePEc:eee:eneeco:v:96:y:2021:i:c:s0140988321000682.

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2022A history of aggregate demand and supply shocks for the United Kingdom, 1900 to 2016. (2022). Kohler, Karsten ; Calvert Jump, Robert. In: Explorations in Economic History. RePEc:eee:exehis:v:85:y:2022:i:c:s001449832200016x.

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2022The dynamics of money supply determination under asset purchase programs: A market-based versus a bank-based financial system. (2022). Wang, Ling. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:79:y:2022:i:c:s1042443122000750.

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202130 years of cointegration and dynamic factor models forecasting and its future with big data: Editorial. (2021). Ruiz, Esther ; Pea, Daniel ; Escribano, Alvaro. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:4:p:1333-1337.

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2021Minimizing post-shock forecasting error through aggregation of outside information. (2021). Eck, Daniel J ; Lin, Jilei. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:4:p:1710-1727.

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2022Reducing revisions in hedonic house price indices by the use of nowcasts. (2022). Pfeffermann, Danny ; Ben-Hur, Dano ; Sayag, Doron. In: International Journal of Forecasting. RePEc:eee:intfor:v:38:y:2022:i:1:p:253-266.

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2022COVID-19: Forecasting confirmed cases and deaths with a simple time series model. (2022). Stylianou, Neophytos ; Makridakis, Spyros ; Petropoulos, Fotios. In: International Journal of Forecasting. RePEc:eee:intfor:v:38:y:2022:i:2:p:439-452.

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2022Short-term Covid-19 forecast for latecomers. (2022). Zilberman, Eduardo ; Vasconcelos, Gabriel ; Vallado, Davi ; Street, Alexandre ; Medeiros, Marcelo C. In: International Journal of Forecasting. RePEc:eee:intfor:v:38:y:2022:i:2:p:467-488.

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2022Nowcasting unemployment insurance claims in the time of COVID-19. (2022). Sinclair, Tara ; Larson, William D. In: International Journal of Forecasting. RePEc:eee:intfor:v:38:y:2022:i:2:p:635-647.

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2022Asymmetric nexus between wages and productivity in the context of the global financial crisis. (2022). Nasir, Muhammad Ali ; Ripley, Helen ; Howes, Cameron ; Wu, Junjie. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:198:y:2022:i:c:p:164-175.

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2022Do the basis and other predictors of futures return also predict spot return with the same signs and magnitudes? Evidence from the LME. (2022). Kang, Sang Baum ; Jia, Jian. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:25:y:2022:i:c:s2405851321000210.

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2022Higher oil prices, are they good or bad for renewable energy consumption: The case of Iran?. (2022). Suleymanov, Elchin ; Aliyev, Javid ; Maharramov, Shahin ; Mikayilov, Jeyhun I ; Mukhtarov, Shahriyar. In: Renewable Energy. RePEc:eee:renene:v:186:y:2022:i:c:p:411-419.

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2022Benchmarks for solar radiation time series forecasting. (2022). Yang, Dazhi ; Bright, Jamie M ; Garcia, Luis Antonio ; Duchaud, Jean-Laurent ; Notton, Gilles ; Voyant, Cyril. In: Renewable Energy. RePEc:eee:renene:v:191:y:2022:i:c:p:747-762.

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2022Econometrics of sentiments- sentometrics and machine learning: The improvement of inflation predictions in Romania using sentiment analysis. (2022). Simionescu, Mihaela. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:182:y:2022:i:c:s0040162522003912.

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2021Do innovation in environmental-related technologies asymmetrically affect carbon dioxide emissions in the United States?. (2021). Khattak, Shoukat Iqbal ; Lei, Hong ; Ahmad, Manzoor ; Xin, Daleng. In: Technology in Society. RePEc:eee:teinso:v:67:y:2021:i:c:s0160791x21002360.

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2022Whose jobs face transition risk in Alberta? Understanding sectoral employment precarity in an oil-rich Canadian province. (2022). Caldecott, Ben ; Hopkins, Debbie ; Schwarz, Moritz ; Scheer, Antonina. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:115358.

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2021Pandemic Economics. (2021). , Peter ; PEter, . In: Books. RePEc:elg:eebook:20401.

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2021Dynamic Econometrics in Action: A Biography of David F. Hendry. (2021). Ericsson, Neil. In: International Finance Discussion Papers. RePEc:fip:fedgif:1311.

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2022Celebrated Econometricians: Katarina Juselius and Søren Johansen. (2022). Paruolo, Paolo ; Mosconi, Rocco. In: Econometrics. RePEc:gam:jecnmx:v:10:y:2022:i:2:p:24-:d:816394.

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2022Forecasting Industrial Production Using Its Aggregated and Disaggregated Series or a Combination of Both: Evidence from One Emerging Market Economy. (2022). Valls Pereira, Pedro ; Mendonça, Diogo ; de Prince, Diogo ; Maral, Emerson Fernandes ; FernandesMaral, Emerson . In: Econometrics. RePEc:gam:jecnmx:v:10:y:2022:i:2:p:27-:d:839662.

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2021Are Soybean Yields Getting a Free Ride from Climate Change? Evidence from Argentine Time Series Data. (2021). Cornejo, Magdalena ; Ahumada, Hildegart. In: Econometrics. RePEc:gam:jecnmx:v:9:y:2021:i:2:p:24-:d:568626.

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2021Forecasting FOMC Forecasts. (2021). Kalfa, Sarp ; Marquez, Jaime. In: Econometrics. RePEc:gam:jecnmx:v:9:y:2021:i:3:p:34-:d:634996.

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2021Forecasting US Inflation in Real Time. (2021). Hubrich, Kirstin ; Fulton, Chad. In: Econometrics. RePEc:gam:jecnmx:v:9:y:2021:i:4:p:36-:d:652685.

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2021Jointly Modeling Male and Female Labor Participation and Unemployment. (2021). Martinez, Andrew ; Bernstein, David. In: Econometrics. RePEc:gam:jecnmx:v:9:y:2021:i:4:p:46-:d:696817.

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2021Editorial for Special Issue “New Frontiers in Forecasting the Business Cycle and Financial Markets”. (2021). Paccagnini, Alessia. In: Forecasting. RePEc:gam:jforec:v:3:y:2021:i:3:p:30-500:d:588484.

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2022Modelling Energy Transition in Germany: An Analysis through Ordinary Differential Equations and System Dynamics. (2022). Guidolin, Mariangela ; de Giovanni, Luigi ; Savio, Andrea. In: Forecasting. RePEc:gam:jforec:v:4:y:2022:i:2:p:25-455:d:790008.

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2022Diffusion of Solar PV Energy in the UK: A Comparison of Sectoral Patterns. (2022). Manfredi, Piero ; Guidolin, Mariangela ; Bunea, Anita M ; della Posta, Pompeo. In: Forecasting. RePEc:gam:jforec:v:4:y:2022:i:2:p:26-476:d:798344.

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2022Analyzing and Forecasting Multi-Commodity Prices Using Variants of Mode Decomposition-Based Extreme Learning Machine Hybridization Approach. (2022). Fianu, Emmanuel Senyo. In: Forecasting. RePEc:gam:jforec:v:4:y:2022:i:2:p:30-564:d:836532.

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2022.

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2022Who Is Successful in Foreign Exchange Margin Trading? New Survey Evidence from Japan. (2022). Iwatsubo, Kentaro ; Hayo, Bernd. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:18:p:11662-:d:917068.

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2022The Migration Influence on the Forecasting of Health Care Budget Expenditures in the Direction of Sustainability: Case of Ukraine. (2022). Zatonatska, Tetiana ; Liashenko, Olena ; Fareniuk, Yana ; Dluhopolskyi, Oleksandr ; Dmowski, Artur ; Cichorzewska, Marzena. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:21:p:14501-:d:963500.

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2022Saudi Non-Oil Exports before and after COVID-19: Historical Impacts of Determinants and Scenario Analysis. (2022). Joutz, Frederick L ; Javid, Muhammad ; Hasanov, Fakhri J. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:4:p:2379-:d:753249.

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2021Is a €10 trillion European climate investment initative fiscally sustainable?. (2021). Kapeller, Jakob ; Leitch, Stuart ; Wildauer, Rafael. In: Greenwich Papers in Political Economy. RePEc:gpe:wpaper:34344.

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2021Jointly Modeling Male and Female Labor Participation and Unemployment. (2021). Martinez, Andrew ; Bernstein, David. In: Working Papers. RePEc:gwc:wpaper:2021-006.

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2022The Historical Role of Energy in UK Inflation and Productivity and Implications for Price Inflation in 2022. (2022). Martinez, Andrew B ; Hendry, David F ; Castle, Jennifer L. In: Working Papers. RePEc:gwc:wpaper:2022-001.

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2021Use of Google Trends to Predict the Real Estate Market: Evidence from the United Kingdom. (2021). Bulczak, Grzegorz Michal. In: International Real Estate Review. RePEc:ire:issued:v:24:n:04:2021:p:613-631.

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2022World Commodity Prices and Economic Activity in Advanced and Emerging Economies. (2022). Serletis, Apostolos ; Liu, Jinan. In: Open Economies Review. RePEc:kap:openec:v:33:y:2022:i:2:d:10.1007_s11079-021-09632-8.

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2022What Drives the Agricultural Growth in Azerbaijan? Insights from Autometrics with Super Saturation. (2022). Suleymanov, Elchin ; Hasanov, Fakhri J ; Sa'd Shannak, ; Eynalov, Hezi ; Aliyeva, Heyran . In: Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis. RePEc:mup:actaun:2022.012.

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2021Excess mortality versus COVID-19 death rates: a spatial analysis of socioeconomic disparities and political allegiance across US states. (2021). Muellbauer, John ; Aron, Janine. In: Economics Series Working Papers. RePEc:oxf:wpaper:955.

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2021Is a €10 trillion European climate investment initiative fiscally sustainable?. (2021). Kapeller, Jakob ; Leitch, Stuart ; Wildauer, Rafael. In: Working Papers. RePEc:pke:wpaper:pkwp2121.

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2021.

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2022Big data forecasting of South African inflation. (2022). Steenkamp, Daan ; Rankin, Neil ; Kotze, Kevin ; Botha, Byron ; Burger, Rulof. In: Working Papers. RePEc:rbz:wpaper:11022.

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2021Does Certainty on the Winner Diminish the Interest in Sport Competitions? The Case of Formula One. (2021). Reade, J ; Garcia-del-Barrio, Pedro. In: Economics Discussion Papers. RePEc:rdg:emxxdp:em-dp2021-18.

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2021The importance of modeling structural breaks in forecasting Russian GDP. (2021). Fokin, Nikita. In: Applied Econometrics. RePEc:ris:apltrx:0424.

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2021Modelling Cycles in Climate Series: the Fractional Sinusoidal Waveform Process. (2021). Proietti, Tommaso ; Maddanu, Federico. In: CEIS Research Paper. RePEc:rtv:ceisrp:518.

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2021Asymmetric relationship between tourist arrivals and employment. (2021). Mitra, Subrata Kumar ; Sharma, Jitendra. In: Tourism Economics. RePEc:sae:toueco:v:27:y:2021:i:5:p:952-970.

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2021Pay and Productivity in Canada: Growing Together, Only Slower than Ever. (2021). Williams, David. In: International Productivity Monitor. RePEc:sls:ipmsls:v:40:y:2021:1.

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2022A harmonically weighted filter for cyclical long memory processes. (2022). Maddanu, Federico. In: AStA Advances in Statistical Analysis. RePEc:spr:alstar:v:106:y:2022:i:1:d:10.1007_s10182-021-00394-9.

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2021Climate and monetary policy: do temperature shocks lead to inflationary pressures?. (2021). Ouattara, B ; Mukherjee, K. In: Climatic Change. RePEc:spr:climat:v:167:y:2021:i:3:d:10.1007_s10584-021-03149-2.

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2022Sectoral Productivity Growth, COVID-19 Shocks, and Infrastructure. (2022). Ahumada, Hildegart ; Espina-Mairal, Santos ; Cavallo, Eduardo ; Navajas, Fernando. In: Economics of Disasters and Climate Change. RePEc:spr:ediscc:v:6:y:2022:i:1:d:10.1007_s41885-021-00098-z.

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2022Does certainty on the winner diminish the interest in sport competitions? The case of formula one. (2022). Reade, James J ; Garcia-Del, Pedro. In: Empirical Economics. RePEc:spr:empeco:v:63:y:2022:i:2:d:10.1007_s00181-021-02147-8.

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2022Sources of convergence and divergence in university research quality: evidence from the performance-based research funding system in New Zealand. (2022). Creedy, John ; Buckle, Robert ; Gemmell, Norman. In: Scientometrics. RePEc:spr:scient:v:127:y:2022:i:6:d:10.1007_s11192-022-04376-9.

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2021Sources of Convergence and Divergence in University Research Quality: Evidence from the Performance-Based Research Funding System in New Zealand. (2021). Gemmell, Norman ; Creedy, John ; Buckle, Robert. In: Working Paper Series. RePEc:vuw:vuwcpf:9468.

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2021Focused Bayesian prediction. (2021). Loaiza Maya, Rubén ; Loaizamaya, Ruben ; Frazier, David T ; Martin, Gael M. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:36:y:2021:i:5:p:517-543.

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2021Scheduled macroeconomic news announcements and Forex volatility forecasting. (2021). Plihal, Toma. In: Journal of Forecasting. RePEc:wly:jforec:v:40:y:2021:i:8:p:1379-1397.

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2022Distributional modeling and forecasting of natural gas prices. (2022). Ziel, Florian ; Berrisch, Jonathan. In: Journal of Forecasting. RePEc:wly:jforec:v:41:y:2022:i:6:p:1065-1086.

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2021Efficiency in the Atlantic salmon futures market. (2021). de Lange, Petter E ; Andersen, Bendik P. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:41:y:2021:i:6:p:949-984.

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2021Is a €10 trillion European climate investment initiative fiscally sustainable?. (2021). Wildauer, Rafae ; Leitch, Stuart ; Kapeller, Jakob. In: ifso working paper series. RePEc:zbw:ifsowp:16.

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Jennifer L. Castle has edited the books:


YearTitleTypeCited

Works by Jennifer L. Castle:


YearTitleTypeCited
2022Forecasting: theory and practice In: Papers.
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2022Forecasting: theory and practice.(2022) In: International Journal of Forecasting.
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2013USING MODEL SELECTION ALGORITHMS TO OBTAIN RELIABLE COEFFICIENT ESTIMATES In: Journal of Economic Surveys.
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2011Using Model Selection Algorthims to Obtain Reliable Coefficient Estimates.(2011) In: Working Papers in Economics.
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This paper has another version. Agregated cites: 10
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2005Evaluating PcGets and RETINA as Automatic Model Selection Algorithms* In: Oxford Bulletin of Economics and Statistics.
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2013Model Selection in Equations with Many ‘Small’ Effects In: Oxford Bulletin of Economics and Statistics.
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2011Model Selection in Equations with Many Small Effects.(2011) In: Economics Series Working Papers.
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