Jennifer L. Castle : Citation Profile


Are you Jennifer L. Castle?

Oxford University

11

H index

13

i10 index

348

Citations

RESEARCH PRODUCTION:

20

Articles

25

Papers

EDITOR:

2

Books edited

RESEARCH ACTIVITY:

   12 years (2005 - 2017). See details.
   Cites by year: 29
   Journals where Jennifer L. Castle has often published
   Relations with other researchers
   Recent citing documents: 56.    Total self citations: 22 (5.95 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pca273
   Updated: 2019-07-14    RAS profile: 2019-04-16    
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Relations with other researchers


Works with:

Hendry, David (13)

Clements, Michael (5)

Doornik, Jurgen (3)

Martinez, Andrew (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 (63)

Ericsson, Neil (52)

Mizon, Grayham (15)

Doornik, Jurgen (11)

Johansen, Soren (11)

Pretis, Felix (10)

Stillwagon, Josh (9)

Espasa, Antoni (9)

Clements, Michael (8)

GUEGAN, Dominique (6)

Valls Pereira, Pedro (6)

Cites to:

Hendry, David (197)

Santos, Carlos (40)

Johansen, Soren (40)

Doornik, Jurgen (40)

Clements, Michael (30)

Krolzig, Hans-Martin (25)

Watson, Mark (19)

Reichlin, Lucrezia (18)

Forni, Mario (13)

Stock, James (13)

Pesaran, M (13)

Main data


Where Jennifer L. Castle has published?


Journals with more than one article published# docs
Journal of Econometrics5
Journal of Economics2
Oxford Bulletin of Economics and Statistics2
Econometrics2

Working Papers Series with more than one paper published# docs
Economics Series Working Papers / University of Oxford, Department of Economics20
Working Paper series / Rimini Centre for Economic Analysis2

Recent works citing Jennifer L. Castle (2018 and 2017)


YearTitle of citing document
2017Empirical analysis of daily cash flow time series and its implications for forecasting. (2017). Salas-Molina, Francisco ; Martin, Francisco J ; Serra, Joan ; Rodr, Juan A. In: Papers. RePEc:arx:papers:1611.04941.

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2019Bayesian MIDAS Penalized Regressions: Estimation, Selection, and Prediction. (2019). Mogliani, Matteo. In: Papers. RePEc:arx:papers:1903.08025.

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2019Bayesian MIDAS penalized regressions: estimation, selection, and prediction. (2019). Mogliani, Matteo. In: Working papers. RePEc:bfr:banfra:713.

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2019Do sterilized foreign exchange interventions create money?. (2019). Ponomarenko, Alexey. In: Bank of Russia Working Paper Series. RePEc:bkr:wpaper:wps40.

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2018A Primer on the ‘Reproducibility Crisis’ and Ways to Fix It. (2018). Reed, W.. In: Australian Economic Review. RePEc:bla:ausecr:v:51:y:2018:i:2:p:286-300.

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2018Temporal disaggregation by dynamic regressions: Recent developments in Italian quarterly national accounts. (2018). Bisio, Laura ; Moauro, Filippo . In: Statistica Neerlandica. RePEc:bla:stanee:v:72:y:2018:i:4:p:471-494.

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201722 Years of inflation assessment and forecasting experience at the bulletin of EU & US inflation and macroeconomic analysis. (2017). Espasa, Antoni ; Terrades, Antoni Espasa ; Senra, Eva . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:24678.

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2017Discovering pervasive and non-pervasive common cycles. (2017). Terrades, Antoni Espasa ; Real, Guillermo Carlomagno. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:25392.

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2018Fundamentals and the volatility of real estate prices in China: A sequential modelling strategy. (2018). Joyeux, Roselyne ; girardin, eric ; Deng, Yongheng. In: China Economic Review. RePEc:eee:chieco:v:48:y:2018:i:c:p:205-222.

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2018The macroeconomic and fiscal implications of inflation forecast errors. (2018). Tavlas, George ; Gibson, Heather ; Hall, Stephen G ; Dellas, Harris. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:93:y:2018:i:c:p:203-217.

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2017An adaptive approach to forecasting three key macroeconomic variables for transitional China. (2017). Niu, Linlin ; Chen, Ying ; Xu, Xiu. In: Economic Modelling. RePEc:eee:ecmode:v:66:y:2017:i:c:p:201-213.

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2017Do bubbles have an explosive signature in markov switching models?. (2017). Fraser, Iain ; Balcombe, Kelvin. In: Economic Modelling. RePEc:eee:ecmode:v:66:y:2017:i:c:p:81-100.

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2018Reconsidering Monetary Policy: An Empirical Examination of the Relationship Between Interest Rates and Nominal GDP Growth in the U.S., U.K., Germany and Japan. (2018). Lee, Kang-Soek ; Werner, Richard A. In: Ecological Economics. RePEc:eee:ecolec:v:146:y:2018:i:c:p:26-34.

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2017EXSSA: SSA-based reconstruction of time series via exponential smoothing of covariance eigenvalues. (2017). Thomakos, Dimitrios ; Papailias, Fotis. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:1:p:214-229.

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2017Evaluating multi-step system forecasts with relatively few forecast-error observations. (2017). Martinez, Andrew ; Hendry, David. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:2:p:359-372.

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2017Economic forecasting in theory and practice: An interview with David F. Hendry. (2017). Ericsson, Neil. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:2:p:523-542.

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2017How biased are U.S. government forecasts of the federal debt?. (2017). Ericsson, Neil. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:2:p:543-559.

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2017Interpreting estimates of forecast bias. (2017). Ericsson, Neil. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:2:p:563-568.

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2018Deciding between alternative approaches in macroeconomics. (2018). Hendry, David. In: International Journal of Forecasting. RePEc:eee:intfor:v:34:y:2018:i:1:p:119-135.

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2018Are macroeconomic density forecasts informative?. (2018). Clements, Michael. In: International Journal of Forecasting. RePEc:eee:intfor:v:34:y:2018:i:2:p:181-198.

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2019Forecasting sales in the supply chain: Consumer analytics in the big data era. (2019). Boone, Tonya ; Sanders, Nada R ; Jain, Aditya ; Ganeshan, Ram. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:1:p:170-180.

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2019Tales from tails: On the empirical distributions of forecasting errors and their implication to risk. (2019). Assimakopoulos, Vassilios ; Nikolopoulos, Konstantinos ; Spiliotis, Evangelos. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:2:p:687-698.

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2017An experimental study of a common property renewable resource game in continuous time. (2017). Tasneem, Dina ; Benchekroun, Hassan ; Engle-Warnick, Jim. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:140:y:2017:i:c:p:91-119.

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2018Fundamental factors and extrapolation in stock-market expectations: The central role of structural change. (2018). Stillwagon, Josh ; Frydman, Roman . In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:148:y:2018:i:c:p:189-198.

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2017Disinflation in steps and the Phillips curve: Israel 1986–2015. (2017). Melnick, Rafi ; Strohsal, Till. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:53:y:2017:i:c:p:145-161.

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2018Model-based forecast adjustment; with an illustration to inflation. (2018). Franses, Philip Hans ; Franses, Ph. H. B. F., . In: Econometric Institute Research Papers. RePEc:ems:eureir:105879.

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2019Learning from Errors While Forecasting Inflation: A Case for Intercept Correction. (2019). Hanif, Muhammad Nadim ; Malik, Muhammad Jahanzeb . In: International Econometric Review (IER). RePEc:erh:journl:v:11:y:2019:i:1:p:24-38.

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2017Lessons in Econometric Methodology: The Axiom of Correct Specification. (2017). Zaman, Asad. In: International Econometric Review (IER). RePEc:erh:journl:v:9:y:2017:i:2:p:50-68.

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2019Cross-validation based forecasting method: a machine learning approach. (2019). Marçal, Emerson ; Maral, Emerson Fernandes ; FernandesMaral, Emerson ; Pinto, Jeronymo Marcondes. In: Textos para discussão. RePEc:fgv:eesptd:498.

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2017How Biased Are U.S. Government Forecasts of the Federal Debt?. (2017). Ericsson, Neil. In: International Finance Discussion Papers. RePEc:fip:fedgif:1189.

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2018Can pecuniary and environmental incentives via SMS messaging make households adjust their intra-day electricity demand to a fluctuating production?. (2018). Jensen, Carsten ; Hansen, Lars ; Andersen, Laura Morch ; Moller, Niels Framroze. In: IFRO Working Paper. RePEc:foi:wpaper:2018_06.

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2017Between Institutions and Global Forces: Norwegian Wage Formation Since Industrialisation. (2017). Nymoen, Ragnar. In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:1:p:6-:d:87593.

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2017Building News Measures from Textual Data and an Application to Volatility Forecasting. (2017). Caporin, Massimiliano ; Poli, Francesco. In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:3:p:35-:d:108901.

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2017Twenty-Two Years of Inflation Assessment and Forecasting Experience at the Bulletin of EU & US Inflation and Macroeconomic Analysis. (2017). Espasa, Antoni ; Senra, Eva . In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:4:p:44-:d:114224.

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2018A Review on Variable Selection in Regression Analysis. (2018). DESBOULETS, Loann ; Denis, Loann David. In: Econometrics. RePEc:gam:jecnmx:v:6:y:2018:i:4:p:45-:d:185046.

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2019Estimation of Effects of Recent Macroprudential Policies in a Sample of Advanced Open Economies. (2019). Sjberg, Jon Ivar ; Pedersen, Kari ; Nymoen, Ragnar. In: International Journal of Financial Studies. RePEc:gam:jijfss:v:7:y:2019:i:2:p:23-:d:229303.

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2017How Biased Are U.S. Government Forecasts of the Federal Debt?. (2017). Ericsson, Neil. In: Working Papers. RePEc:gwc:wpaper:2017-001.

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2019Estimating monetary policy rules in small open economies. (2019). Lee-Browne, Michael S. In: Working Papers. RePEc:gwc:wpaper:2019-001.

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2017Variable selection and forecasting via automated methods for linear models: LASSO/adaLASSO and Autometrics. (2017). GUEGAN, Dominique ; Veiga, Alvaro ; Epprecht, Camila . In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). RePEc:hal:cesptp:halshs-00917797.

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2018Has Macroeconomic Forecasting changed after the Great Recession? - Panel-based Evidence on Accuracy and Forecaster Behaviour from Germany. (2018). Fritsche, Ulrich ; Muller, Karsten ; Dopke, Jorg. In: Macroeconomics and Finance Series. RePEc:hep:macppr:201803.

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2018Do Markets Trump Politics? Evidence from Fossil Market Reactions to the Paris Agreement and the U.S. Election. (2018). Mukanjari, Samson ; Sterner, Thomas. In: Working Papers in Economics. RePEc:hhs:gunwpe:0728.

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2018Estimation of effects of recent macroprudential policies in a sample of advanced open economies. (2018). Nymoen, Ragnar ; Sjberg, Jon Ivar ; Pedersen, Kari. In: Memorandum. RePEc:hhs:osloec:2018_005.

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2017Financial Conditions and Monetary Policy in Uruguay: An MS-VAR Approach. (2017). Bucacos, Elizabeth . In: IDB Publications (Working Papers). RePEc:idb:brikps:8275.

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2017U.K. Monetary Policy under Inflation Targeting. (2017). Nguyen, Anh ; Minh, Anh Dinh . In: Bank of Lithuania Working Paper Series. RePEc:lie:wpaper:41.

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2017The Impact of Integrated Measurement Errors on Modelling Long-run Macroeconomic Time Series. (2017). Hendry, David ; Duffy, James . In: Economics Series Working Papers. RePEc:oxf:wpaper:818.

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2017The future of macroeconomics: Macro theory and models at the Bank of England. (2017). Hendry, David ; Muellbauer, John . In: Economics Series Working Papers. RePEc:oxf:wpaper:832.

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2018Balanced Growth Approach to Forecasting Recessions. (2018). Boczon, Marta. In: Working Paper. RePEc:pit:wpaper:6487.

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2018Conditional Divergence in the Post-1989 Globalisation Period. (2018). Nell, Kevin. In: CEF.UP Working Papers. RePEc:por:cetedp:1806.

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2017A contribution to the Quantity Theory of Disaggregated Credit. (2017). Clavero, Borja . In: MPRA Paper. RePEc:pra:mprapa:76657.

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2017Temporal disaggregation by dynamic regressions: recent developments in Italian quarterly national accounts. (2017). Moauro, Filippo ; Bisio, Laura. In: MPRA Paper. RePEc:pra:mprapa:80211.

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2018Implementing an Approximate Dynamic Factor Model to Nowcast GDP Using Sensitivity Analysis. (2018). Duarte, Pablo ; Sussmuth, Bernd. In: Journal of Business Cycle Research. RePEc:spr:jbuscr:v:14:y:2018:i:1:d:10.1007_s41549-018-0026-0.

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2019Labour market institutions, shocks and the employment rate. (2019). Haraldsen, Kristine Wika ; Sparrman, Victoria ; Nymoen, Ragnar. In: Discussion Papers. RePEc:ssb:dispap:901.

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2017The impact of integrated measurement errors on modeling long-run macroeconomic time series. (2017). Hendry, David ; Duffy, James A. In: Econometric Reviews. RePEc:taf:emetrv:v:36:y:2017:i:6-9:p:568-587.

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2018Classifying Firms with Text Mining. (2018). Caterini, Giacomo. In: DEM Working Papers. RePEc:trn:utwprg:2018/09.

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2019Is External Research Assessment Associated with Convergence or Divergence of Research Quality Across Universities and Disciplines? Evidence from the PBRF Process in New Zealand. (2019). Gemmell, Norman ; Buckle, Robert ; Creedy, John. In: Working Paper Series. RePEc:vuw:vuwcpf:8122.

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2018Implementing an approximate dynamic factor model to nowcast GDP using sensitivity analysis. (2018). Duarte, Pablo ; Sussmuth, Bernd. In: Working Papers. RePEc:zbw:leiwps:152.

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Jennifer L. Castle has edited the books:


YearTitleTypeCited

Works by Jennifer L. Castle:


YearTitleTypeCited
2013USING MODEL SELECTION ALGORITHMS TO OBTAIN RELIABLE COEFFICIENT ESTIMATES In: Journal of Economic Surveys.
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article10
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
paper
2005Evaluating PcGets and RETINA as Automatic Model Selection Algorithms In: Oxford Bulletin of Economics and Statistics.
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article9
2013Model Selection in Equations with Many ‘Small’ Effects In: Oxford Bulletin of Economics and Statistics.
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article4
2011Model Selection in Equations with Many Small Effects.(2011) In: Economics Series Working Papers.
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paper
2012Model Selection in Equations with Many Small Effects.(2012) In: Working Paper series.
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2011Evaluating Automatic Model Selection In: Journal of Time Series Econometrics.
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article42
2010Evaluating Automatic Model Selection.(2010) In: Economics Series Working Papers.
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This paper has another version. Agregated cites: 42
paper
2009How To Pick The Best Regression Equation: A Review And Comparison Of Model Selection Algorithms In: Working Papers in Economics.
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paper3
2010Forecasting with equilibrium-correction models during structural breaks In: Journal of Econometrics.
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article24
2008Forecasting with Equilibrium-correction Models during Structural Breaks.(2008) In: Economics Series Working Papers.
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This paper has another version. Agregated cites: 24
paper
2010A low-dimension portmanteau test for non-linearity In: Journal of Econometrics.
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article21
2010A Low-Dimension Portmanteau Test for Non-linearity.(2010) In: Economics Series Working Papers.
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This paper has another version. Agregated cites: 21
paper
2012Model selection when there are multiple breaks In: Journal of Econometrics.
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article48
2008Model Selection when there are Multiple Breaks.(2008) In: Economics Series Working Papers.
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This paper has another version. Agregated cites: 48
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2013Forecasting by factors, by variables, by both or neither? In: Journal of Econometrics.
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article22
2014Model selection in under-specified equations facing breaks In: Journal of Econometrics.
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article5
2010Model Selection in Under-specified Equations Facing Breaks.(2010) In: Economics Series Working Papers.
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This paper has another version. Agregated cites: 5
paper
2016A half-century diversion of monetary policy? An empirical horse-race to identify the UK variable most likely to deliver the desired nominal GDP growth rate In: Journal of International Financial Markets, Institutions and Money.
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article3
2015Robust approaches to forecasting In: International Journal of Forecasting.
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article16
2014Robust Approaches to Forecasting.(2014) In: Economics Series Working Papers.
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This paper has another version. Agregated cites: 16
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2009The long-run determinants of UK wages, 1860-2004 In: Journal of Macroeconomics.
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article14
2008The Long-Run Determinants of UK Wages, 1860-2004.(2008) In: Economics Series Working Papers.
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This paper has another version. Agregated cites: 14
paper
2015Detecting Location Shifts during Model Selection by Step-Indicator Saturation In: Econometrics.
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article33
2017Evaluating Forecasts, Narratives and Policy Using a Test of Invariance In: Econometrics.
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article0
2010Testing the Invariance of Expectations Models of Inflation In: Memorandum.
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paper14
2010Testing the Invariance of Expectations Models of Inflation.(2010) In: Economics Series Working Papers.
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This paper has another version. Agregated cites: 14
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2010Nowcasting from disaggregates in the face of location shifts In: Journal of Forecasting.
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article15
2016Stigum, Bernt P.: Econometrics in a formal science of economics: theory and the measurement of economic relations In: Journal of Economics.
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article0
2016Stigum, Bernt P.: Econometrics in a formal science of economics: theory and the measurement of economic relations.(2016) In: Journal of Economics.
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2007Forecasting UK Inflation: the Roles of Structural Breaks and Time Disaggregation In: Economics Series Working Papers.
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paper3
2007A Low-Dimension Collinearity-Robust Test for Non-linearity In: Economics Series Working Papers.
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2010Automatic Selection for Non-linear Models In: Economics Series Working Papers.
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2011A Tale of 3 Cities: Model Selection in Over-, Exact, and Under-specified Equations In: Economics Series Working Papers.
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2011Forecasting breaks and forecasting during breaks In: Economics Series Working Papers.
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2011On Not Evaluating Economic Models by Forecast Outcomes In: Economics Series Working Papers.
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2012Forecasting by factors, by variables, or both? In: Economics Series Working Papers.
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paper1
2013Semi-automatic Non-linear Model selection In: Economics Series Working Papers.
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paper1
2013Forecasting and Nowcasting Macroeconomic Variables: A Methodological Overview In: Economics Series Working Papers.
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2016An Overview of Forecasting Facing Breaks In: Economics Series Working Papers.
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paper3
2016An Overview of Forecasting Facing Breaks.(2016) In: Journal of Business Cycle Research.
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This paper has another version. Agregated cites: 3
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2016Policy Analysis, Forediction, and Forecast Failure In: Economics Series Working Papers.
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2012Mis-specification Testing: Non-Invariance of Expectations Models of Inflation In: Working Paper series.
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2014Misspecification Testing: Non-Invariance of Expectations Models of Inflation.(2014) In: Econometric Reviews.
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This paper has another version. Agregated cites: 5
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2009NOWCASTING IS NOT JUST CONTEMPORANEOUS FORECASTING In: National Institute Economic Review.
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article24

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