Jennifer L. Castle : Citation Profile

Oxford University

15

H index

19

i10 index

888

Citations

RESEARCH PRODUCTION:

41

Articles

40

Papers

3

Chapters

EDITOR:

2

Books edited

RESEARCH ACTIVITY:

   19 years (2005 - 2024). See details.
   Cites by year: 46
   Journals where Jennifer L. Castle has often published
   Relations with other researchers
   Recent citing documents: 116.    Total self citations: 50 (5.33 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pca273
   Updated: 2025-12-13    RAS profile: 2025-03-14    
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Relations with other researchers

Works with:

Hendry, David (27)

Doornik, Jurgen (14)

Martinez, Andrew (7)

Paccagnini, Alessia (2)

Clements, Michael (2)

Li, Feng (2)

Shang, Han Lin (2)

Grossi, Luigi (2)

Franses, Philip Hans (2)

Fiszeder, Piotr (2)

Rubaszek, Michał (2)

Sermpinis, Georgios (2)

Guidolin, Massimo (2)

Thomakos, Dimitrios (2)

Reade, J (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 (95)

Ericsson, Neil (62)

Martinez, Andrew (32)

Mizon, Grayham (26)

Johansen, Soren (22)

Pretis, Felix (21)

Marçal, Emerson (15)

Larson, William (15)

muellbauer, john (14)

Stillwagon, Josh (14)

Doornik, Jurgen (12)

Cites to:

Hendry, David (401)

Doornik, Jurgen (101)

Johansen, Soren (90)

Santos, Carlos (72)

Clements, Michael (68)

Pretis, Felix (37)

Reichlin, Lucrezia (28)

Krolzig, Hans-Martin (28)

Watson, Mark (25)

Ericsson, Neil (23)

Engle, Robert (23)

Main data

Where Jennifer L. Castle has published?

Journals with more than one article published# docs
International Journal of Forecasting6
Journal of Econometrics5
Econometrics4
National Institute Economic Review3
Oxford Bulletin of Economics and Statistics3
Journal of Business Cycle Research2
Journal of Economic Dynamics and Control2
Journal of Economics2

Working Papers Series with more than one paper published# docs
Economics Series Working Papers / University of Oxford, Department of Economics28
Working Paper series / Rimini Centre for Economic Analysis2
Working Papers / The George Washington University, The Center for Economic Research2

Recent works citing Jennifer L. Castle (2025 and 2024)

YearTitle of citing document
2024Tail calibration of probabilistic forecasts. (2024). Ziegel, Johanna ; Segers, Johan ; Koh, Jonathan ; Allen, Sam. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2024018.

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2024Time-Varying Parameters as Ridge Regressions. (2024). Goulet Coulombe, Philippe. In: Papers. RePEc:arx:papers:2009.00401.

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2024What Does it Take to Control Global Temperatures? A toolbox for testing and estimating the impact of economic policies on climate. (2024). Chevillon, Guillaume ; Kurita, Takamitsu. In: Papers. RePEc:arx:papers:2307.05818.

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2025Learning Probability Distributions of Day-Ahead Electricity Prices. (2023). Baruník, Jozef ; Hanus, Lubos ; Barunik, Jozef. In: Papers. RePEc:arx:papers:2310.02867.

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2025Forecasting skill of a crowd-prediction platform: A comparison of exchange rate forecasts. (2023). Lehmann, Niklas Valentin. In: Papers. RePEc:arx:papers:2312.09081.

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2024Cross-Temporal Forecast Reconciliation at Digital Platforms with Machine Learning. (2024). Wilms, Ines ; Ternes, Marie ; Rombouts, Jeroen. In: Papers. RePEc:arx:papers:2402.09033.

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2024Non-stationary Financial Risk Factors and Macroeconomic Vulnerability for the UK. (2024). Szendrei, Tibor ; Varga, Katalin. In: Papers. RePEc:arx:papers:2404.01451.

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2024Judgment in macroeconomic output growth predictions: Efficiency, accuracy and persistence. (2024). Pedersen, Michael. In: Papers. RePEc:arx:papers:2404.04105.

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2024Multiple split approach -- multidimensional probabilistic forecasting of electricity markets. (2024). Nitka, Weronika ; Maciejowska, Katarzyna. In: Papers. RePEc:arx:papers:2407.07795.

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2025Online Distributional Regression. (2024). Hirsch, Simon ; Berrisch, Jonathan ; Ziel, Florian. In: Papers. RePEc:arx:papers:2407.08750.

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2025On the (Mis)Use of Machine Learning with Panel Data. (2024). Pinto, Gabriele ; Letta, Marco ; Cerqua, Augusto. In: Papers. RePEc:arx:papers:2411.09218.

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2025A data-driven merit order: Learning a fundamental electricity price model. (2025). Ghelasi, Paul ; Ziel, Florian. In: Papers. RePEc:arx:papers:2501.02963.

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2025Extrapolating the long-term seasonal component of electricity prices for forecasting in the day-ahead market. (2025). Chke, Katarzyna ; Uniejewski, Bartosz ; Weron, Rafal. In: Papers. RePEc:arx:papers:2503.02518.

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2025Time Series Embedding and Combination of Forecasts: A Reinforcement Learning Approach. (2025). Pinro, Jeronymo M ; Medeiros, Marcelo C. In: Papers. RePEc:arx:papers:2508.20795.

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2025Enhancing the Inventory Management through Demand Forecasting. (2025). Muhammad, Afif Zuhri ; Salleh, Suzila Mat ; Malinjasari, Noor ; Irwan, Mohd Kamarul. In: International Journal of Research and Innovation in Social Science. RePEc:bcp:journl:v:9:y:2025:i:1:p:2737-2744.

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2025Sipnayan sa Tambakan: Mathematical Ethnomodels Through the Lens of the Scrap Merchants. (2025). Quintos, Romeo T ; Tala, Coleen. In: International Journal of Research and Innovation in Social Science. RePEc:bcp:journl:v:9:y:2025:issue-9:p:3934-3957.

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2024The structural Theta method and its predictive performance in the M4-Competition. (2024). Silvestrini, Andrea ; Sbrana, Giacomo. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1457_24.

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2024Nowcasting Distributional National Accounts for the United States: A Machine Learning Approach. (2024). Gindelsky, Marina ; Cornwall, Gary. In: BEA Papers. RePEc:bea:papers:0130.

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2024Nexus of environmental, social, and governance performance in China‐listed companies: Disclosure and green bond issuance. (2024). Chen, Shihchih ; Wang, Shanshan ; Ali, Mohd Helmi ; Tseng, Minglang. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:33:y:2024:i:3:p:1647-1660.

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2024The nexus between national and regional reporting of economic news: Evidence from the United Kingdom and Scotland. (2024). Rambaccussing, Dooruj ; Kwiatkowski, Andrzej. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:76:y:2024:i:2:p:371-393.

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2024Do markets Trump politics? Fossil and renewable market reactions to major political events. (2024). Mukanjari, Samson ; Sterner, Thomas. In: Economic Inquiry. RePEc:bla:ecinqu:v:62:y:2024:i:2:p:805-836.

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2024Future directions in nowcasting economic activity: A systematic literature review. (2024). Pekarskiene, Irena ; Lukauskas, Mantas ; Grybauskas, Andrius ; Bruneckiene, Jurgita ; Pilinkiene, Vaida ; Stundziene, Alina. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:4:p:1199-1233.

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2024A Brief History of General‐to‐specific Modelling. (2024). Hendry, David. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:86:y:2024:i:1:p:1-20.

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2024Interpretable Machine Learning Using Partial Linear Models. (2024). Hué, Sullivan ; Hacheme, Gilles ; Laurent, Sbastien ; Flachaire, Emmanuel. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:86:y:2024:i:3:p:519-540.

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2024Trends in the Sea Ice and Snow Cover Extent: A Fractional Integration Analysis. (2024). Gil-Alana, Luis ; Caporale, Guglielmo Maria ; Romero-Rojo, Maria Fatima. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11475.

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2024Modelling high frequency non-financial big time series with an application to jobless claims in Chile. (2024). Carlomagno, Guillermo ; Espasa, Antoni. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:1023.

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2024Global, Arctic, and Antarctic sea ice volume predictions: using score-driven threshold climate models. (2024). Escribano, Alvaro ; Blazsek, Szabolcs ; Kristof, Erzsebet. In: UC3M Working papers. Economics. RePEc:cte:werepe:39546.

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2024Modeling and Forecasting the Long Memory of Cyclical Trends in Paleoclimate Data. (2024). Sibbertsen, Philipp ; Escribano, Alvaro ; del Barrio, Tomas. In: UC3M Working papers. Economics. RePEc:cte:werepe:43987.

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2024Enhancing tourism demand forecasting with a transformer-based framework. (2024). Xu, Yechi ; Li, Xin ; Wang, Shouyang ; Law, Rob. In: Annals of Tourism Research. RePEc:eee:anture:v:107:y:2024:i:c:s0160738324000689.

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2025AutoPQ: Automating quantile estimation from point forecasts in the context of sustainability. (2025). Gtz, Markus ; Mikut, Ralf ; Hagenmeyer, Veit ; Meisenbacher, Stefan ; Phipps, Kaleb ; Taubert, Oskar ; Weiel, Marie. In: Applied Energy. RePEc:eee:appene:v:392:y:2025:i:c:s0306261925006610.

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2024The simple macroeconometrics of the quantity theory and the welfare cost of inflation. (2024). Stewart, Kenneth. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:162:y:2024:i:c:s0165188924000344.

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2024Forecasting the climate-conflict risk in Africa along climate-related scenarios and multiple socio-economic drivers. (2024). Paglialunga, Elena ; Costantini, Valeria ; Tancredi, Andrea ; Conigliani, Caterina. In: Economic Modelling. RePEc:eee:ecmode:v:141:y:2024:i:c:s0264999324002682.

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2024Improving volatility forecasts: Evidence from range-based models. (2024). Fiszeder, Piotr ; Molnar, Peter ; Fadziski, Marcin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pb:s1062940823001420.

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2024Modelling cycles in climate series: The fractional sinusoidal waveform process. (2024). Proietti, Tommaso ; Maddanu, Federico. In: Journal of Econometrics. RePEc:eee:econom:v:239:y:2024:i:1:s0304407622000987.

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2024Sieve bootstrap inference for linear time-varying coefficient models. (2024). Lin, Yicong ; Friedrich, Marina. In: Journal of Econometrics. RePEc:eee:econom:v:239:y:2024:i:1:s0304407622001701.

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2024Testing for coefficient distortion due to outliers with an application to the economic impacts of climate change. (2024). Pretis, Felix ; Jiao, Xiyu ; Schwarz, Moritz. In: Journal of Econometrics. RePEc:eee:econom:v:239:y:2024:i:1:s0304407623002634.

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2024On the update frequency of univariate forecasting models. (2024). Petropoulos, Fotios ; Spiliotis, Evangelos. In: European Journal of Operational Research. RePEc:eee:ejores:v:314:y:2024:i:1:p:111-121.

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2024Combining probabilistic forecasts of intermittent demand. (2024). Kang, Yanfei ; Wang, Shengjie ; Petropoulos, Fotios. In: European Journal of Operational Research. RePEc:eee:ejores:v:315:y:2024:i:3:p:1038-1048.

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2024Forecasting and planning for a critical infrastructure sector during a pandemic: Empirical evidence from a food supply chain. (2024). Aljuneidi, Tariq ; Punia, Sushil ; Nikolopoulos, Konstantinos ; Jebali, Aida. In: European Journal of Operational Research. RePEc:eee:ejores:v:317:y:2024:i:3:p:936-952.

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2025Forecast accuracy and inventory performance: Insights on their relationship from the M5 competition data. (2025). Spiliotis, Evangelos ; Theodorou, Evangelos ; Assimakopoulos, Vassilios. In: European Journal of Operational Research. RePEc:eee:ejores:v:322:y:2025:i:2:p:414-426.

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2024The role of green energy stock market in forecasting Chinas crude oil market: An application of IIS approach and sparse regression models. (2024). Sharif, Arshian ; Lee, Chien-Chiang ; Muhammadullah, Sara ; Khan, Faridoon. In: Energy Economics. RePEc:eee:eneeco:v:130:y:2024:i:c:s0140988323007673.

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2024Impacts of electricity price reform on Saudi regional fuel consumption and CO2 emissions. (2024). Soummane, Salaheddine ; Mikayilov, Jeyhun I ; Darandary, Abdulelah. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988324001087.

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2024Global, Arctic, and Antarctic sea ice volume predictions using score-driven threshold climate models. (2024). Escribano, Alvaro ; Blazsek, Szabolcs ; Kristof, Erzsebet. In: Energy Economics. RePEc:eee:eneeco:v:134:y:2024:i:c:s0140988324002998.

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2024The ‘complex’ transition: Energy intensity and CO2 emissions amidst technological and structural shifts. Evidence from OECD countries. (2024). Cucculelli, Marco ; Nissi, Eugenia ; Colantonio, Emiliano ; Marra, Alessandro. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004109.

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2024The impact of renewable energy on inflation in G7 economies: Evidence from artificial neural networks and machine learning methods. (2024). Singh, Sanjay Kumar ; Gupta, Monika ; Zhang, Long ; Padhan, Hemachandra. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004262.

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2025Multivariate probabilistic forecasting of electricity prices with trading applications. (2025). Petukhina, Alla ; Kozmik, Karel ; Kopa, Milos ; Hrdle, Wolfgang Karl ; Agakishiev, Ilyas. In: Energy Economics. RePEc:eee:eneeco:v:141:y:2025:i:c:s0140988324007163.

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2025Comparison of indicator saturation and Markov regime-switching models for Brazilian electricity prices. (2025). Tabak, Benjamin ; de Castro, Marcos. In: Energy Economics. RePEc:eee:eneeco:v:144:y:2025:i:c:s0140988325001653.

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2025Evaluating the role of information disclosure on bidding behavior in wholesale electricity markets. (2025). Silveira, Douglas ; Brown, David ; Cajueiro, Daniel O ; Eckert, Andrew. In: Energy Economics. RePEc:eee:eneeco:v:146:y:2025:i:c:s0140988325003299.

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2024Urban‒rural disparities in household energy and electricity consumption under the influence of electricity price reform policies. (2024). Su, Bin ; Nie, Yan ; Zhong, Luhao ; Zhang, Guoxing. In: Energy Policy. RePEc:eee:enepol:v:184:y:2024:i:c:s0301421523004536.

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2025Advancing short-term load forecasting with decomposed Fourier ARIMA: A case study on the Greek energy market. (2025). Koulouriotis, Dimitrios E ; Karamolegkos, Spyridon. In: Energy. RePEc:eee:energy:v:325:y:2025:i:c:s0360544225014963.

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2024Machine learning and the cross-section of cryptocurrency returns. (2024). Shahzad, Syed Jawad Hussain ; Będowska-Sójka, Barbara ; Hussain, Syed Jawad ; Cakici, Nusret ; Bdowska-Sojka, Barbara ; Zaremba, Adam. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001765.

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2024Testing rational expectations in a cointegrated VAR with structural change. (2024). Marçal, Emerson ; Maral, Emerson Fernandes. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924003673.

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2025The short-run impact of investor expectations’ past volatility on current predictions: The case of VIX. (2025). Ioan, Roxana ; Dima, Tefana Maria. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:98:y:2025:i:c:s1042443124001501.

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2024A market for trading forecasts: A wagering mechanism. (2024). Grammatico, Sergio ; Pinson, Pierre ; Kazempour, Jalal ; Raja, Aitazaz Ali. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:1:p:142-159.

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2024Demand forecasting for fashion products: A systematic review. (2024). Venkitasubramony, Rakesh ; Swaminathan, Kritika. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:1:p:247-267.

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2024Conflict forecasting using remote sensing data: An application to the Syrian civil war. (2024). Zhu, Xiao Xiang ; Thurner, Paul W ; Kauermann, Goran ; Racek, Daniel ; Davidson, Brittany I. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:1:p:373-391.

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2024Hierarchical forecasting for aggregated curves with an application to day-ahead electricity price auctions. (2024). Ghelasi, Paul ; Ziel, Florian. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:581-596.

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2024Forecasting seasonal demand for retail: A Fourier time-varying grey model. (2024). Shang, Zhongju ; Xie, Naiming ; Ye, Lili ; Boylan, John E. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:4:p:1467-1485.

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2025Dynamic time series modelling and forecasting of COVID-19 in Norway. (2025). Nymoen, Ragnar ; Brdsen, Gunnar. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:1:p:251-269.

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2025Forecasting mail flow: A hierarchical approach for enhanced societal wellbeing. (2025). Babai, Zied M ; Klibi, Walid ; Kafa, Nadine. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:1:p:51-65.

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2025Judgment in macroeconomic output growth predictions: Efficiency, accuracy and persistence. (2025). Pedersen, Michael. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:2:p:475-486.

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2025Extrapolating the long-term seasonal component of electricity prices for forecasting in the day-ahead market. (2025). Weron, Rafa ; Uniejewski, Bartosz ; Che, Katarzyna. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:37:y:2025:i:c:s2405851324000680.

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2024Statistical analysis of gold production in South Africa using ARIMA, VAR and ARNN modelling techniques: Extrapolating future gold production, Resources–Reserves depletion, and Implication on South Africas gold exploration. (2024). Mutele, Litshedzani ; John, Emmanuel. In: Resources Policy. RePEc:eee:jrpoli:v:93:y:2024:i:c:s0301420724004434.

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2024Measuring wholesale electricity price risk from climate change: Evidence from Portugal. (2024). Fuinhas, Jos Alberto ; Entezari, Negin. In: Utilities Policy. RePEc:eee:juipol:v:91:y:2024:i:c:s0957178724001309.

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2025Technical indicators and aggregate stock returns: An updated look. (2025). Shi, QI. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:77:y:2025:i:c:s1042444x25000027.

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2024Natural gas volatility prediction via a novel combination of GARCH-MIDAS and one-class SVM. (2024). Wang, Xing ; Liang, Chao. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:98:y:2024:i:c:s1062976924001339.

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2024Optimization of a hybrid renewable energy system for off-grid residential communities using numerical simulation, response surface methodology, and life cycle assessment. (2024). Carvalho, Monica ; Ershadi, Ali ; Assareh, Ehsanolah ; Roshani, Amir Salek. In: Renewable Energy. RePEc:eee:renene:v:236:y:2024:i:c:s0960148124014939.

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2024Optimal planning for hybrid renewable energy systems under limited information based on uncertainty quantification. (2024). Feng, Wei ; Wu, Xia ; Tian, Zhe ; Li, Xiaoyuan ; Niu, Jide. In: Renewable Energy. RePEc:eee:renene:v:237:y:2024:i:pd:s0960148124019347.

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2025Robust economic dispatch for industrial microgrids with electric vehicle demand response. (2025). Li, Pengpeng ; Wang, Yaochen ; Yang, Jie ; Ma, Kai ; He, Jianqi ; Guo, Shiliang. In: Renewable Energy. RePEc:eee:renene:v:240:y:2025:i:c:s096014812402278x.

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2024A systematic review towards integrative energy management of smart grids and urban energy systems. (2024). Zheng, Zhuang ; Luo, Xiaowei ; Wang, Shengwei ; Shafique, Muhammad. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:189:y:2024:i:pb:s136403212300881x.

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2025Predicting policy funding allocation with Machine Learning. (2025). Resce, Giuliano ; Vaquero-Pieiro, Cristina ; Caravaggio, Nicola. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:98:y:2025:i:c:s0038012125000242.

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2024Investigating the diffusion of innovation: A comprehensive study of successive diffusion processes through analysis of search trends, patent records, and academic publications. (2024). Bastos, Julio Cesar ; Scornavacca, Eusebio ; Takahashi, Carlos Kazunari. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:198:y:2024:i:c:s0040162523006765.

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2025A Quest for Innovation Drivers with Autometrics: Do These Differ Before and After the COVID-19 Pandemic for European Economies?. (2025). Marques, Jorge ; Santos, Carlos ; Oliveira, Maria Alberta. In: Economies. RePEc:gam:jecomi:v:13:y:2025:i:4:p:110-:d:1635448.

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2024Key SDG7 Factors Shaping the Future of Clean Coal Technologies: Analysis of Trends and Prospects in Poland. (2024). Kolev, Spas D ; Joostberens, Jarosaw ; Rybak, Aurelia. In: Energies. RePEc:gam:jeners:v:17:y:2024:i:16:p:4133-:d:1459568.

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2024Electrification of Public Urban Transport: Funding Opportunities, Bus Fleet, and Energy Use Forecasts for Poland. (2024). Batg, Jacek ; Mojsiewicz, Magdalena ; Pluskota, Przemysaw. In: Energies. RePEc:gam:jeners:v:17:y:2024:i:23:p:6140-:d:1537660.

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2025A Real-World Case Study Towards Net Zero: EV Charger and Heat Pump Integration in End-User Residential Distribution Networks. (2025). Tun, Thet Paing ; Ceylan, Oguzhan ; Pisica, Ioana. In: Energies. RePEc:gam:jeners:v:18:y:2025:i:10:p:2510-:d:1654713.

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2025Long-Term Multi-Resolution Probabilistic Load Forecasting Using Temporal Hierarchies. (2025). Zareipour, Hamidreza ; Bahman, Shafie. In: Energies. RePEc:gam:jeners:v:18:y:2025:i:11:p:2908-:d:1670138.

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2025Transformer-Based Models for Probabilistic Time Series Forecasting with Explanatory Variables. (2025). Oliveira, Jos Manuel ; Caetano, Ricardo ; Ramos, Patrcia. In: Mathematics. RePEc:gam:jmathe:v:13:y:2025:i:5:p:814-:d:1602666.

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2025Forecasting of Inflation Based on Univariate and Multivariate Time Series Models: An Empirical Application. (2025). Khan, Faridoon ; Rodrigues, Paulo Canas ; Alharbi, Abdulmajeed Atiah ; Iftikhar, Hasnain ; Allohibi, Jeza. In: Mathematics. RePEc:gam:jmathe:v:13:y:2025:i:7:p:1121-:d:1623158.

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2024Trading Activity in the Corporate Bond Market: A SAD Tale of Macro-Announcements and Behavioral Seasonality?. (2024). Forest, James ; Berry, Brian T ; Branch, Ben S. In: Risks. RePEc:gam:jrisks:v:12:y:2024:i:5:p:80-:d:1394432.

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2024Pathway to a Sustainable Energy Economy: Determinants of Electricity Infrastructure in Nigeria. (2024). Elsantil, Yasmeen ; Tabash, Mosab I ; Daniel, Linda Nalini ; Oseni, Ezekiel ; Ahmed, Adel ; Lawal, Adedoyin Isola. In: Sustainability. RePEc:gam:jsusta:v:16:y:2024:i:7:p:2953-:d:1368916.

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2025An Improved Grey Prediction Model Integrating Periodic Decomposition and Aggregation for Renewable Energy Forecasting: Case Studies of Solar and Wind Power. (2025). Ran, Minghao ; Wang, Yingchao ; Qin, Qilu ; Huang, Jindi ; Jiang, Jiading. In: Sustainability. RePEc:gam:jsusta:v:17:y:2025:i:11:p:5009-:d:1667814.

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2024Sir David Hendry: An Appreciation from Wall Street and What Macroeconomics Got Right. (2024). Guerard, John B. In: Working Papers. RePEc:gwc:wpaper:2024-001.

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2025Modelling the dependence between recent changes in polar ice sheets: Implications for global sea-level projections. (2025). Martinez, Andrew ; Jackson, Luke P ; Pretis, Felix ; Juselius, Katarina. In: Working Papers. RePEc:gwc:wpaper:2025-002.

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2025Real-time Hurricane Damage Nowcasts. (2025). Martinez, Andrew. In: Working Papers. RePEc:gwc:wpaper:2025-006.

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2024Impact of socioeconomic determinants on the speed of epidemic diseases: a comparative analysis. (2024). Michel, Pierre ; Gallic, Ewen ; Dufrenot, Gilles ; Gnaba, Segui ; Bonou, Norgile Midopke ; Slaoui, Iness. In: Post-Print. RePEc:hal:journl:hal-04538161.

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2024Impact of socioeconomic determinants on the speed of epidemic diseases: a comparative analysis. (2024). Michel, Pierre ; Gallic, Ewen ; Slaoui, Iness ; Bonou, Norgile Midopk ; Gnaba, Sgui ; Dufrnot, Gilles. In: PSE-Ecole d'économie de Paris (Postprint). RePEc:hal:pseptp:hal-04538161.

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2024Chinas business cycle forecasting: a machine learning approach. (2024). Tang, Pan ; Zhang, Yuwei. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:5:d:10.1007_s10614-024-10549-w.

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2025Do global forecasting models require frequent retraining?. (2025). Zanotti, Marco. In: Working Papers. RePEc:mib:wpaper:551.

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2025On the stability of global forecasting models. (2025). Zanotti, Marco. In: Working Papers. RePEc:mib:wpaper:553.

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2025The cost of ensembling: is it always worth combining?. (2025). Zanotti, Marco. In: Working Papers. RePEc:mib:wpaper:554.

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2024Enhancing Tourism Demand Forecasting with a Transformer-based Framework. (2024). Wang, Shouyang ; Law, Rob ; Xu, Yechi ; Li, Xin. In: SocArXiv. RePEc:osf:socarx:5ezn3_v1.

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2025Forecasting the use of chiropractic services within the Veterans Health Administration. (2025). Corcoran, Kelsey ; Bensel, Victoria A ; Lisi, Anthony J. In: PLOS ONE. RePEc:plo:pone00:0316924.

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2025Nonlinear Macroeconomic Granger Causality: An ANN Input Occlusion Approach on MSSA-Denoised Data. (2025). Aly, Tarek Bahaa. In: MPRA Paper. RePEc:pra:mprapa:125453.

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2025Muddling Through or Tunnelling Through? UK Monetary and Fiscal Exceptionalism and The Great Inflation. (2025). Of, Bank ; Bush, Oliver ; Bordo, Michael D. In: Working Papers. RePEc:pri:cepsud:347.

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2025Does high M4 money growth trigger large increases in UK inflation? Evidence from a regime-switching model. (2007). . In: Working Paper series. RePEc:rim:rimwps:25-07.

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2024On estimation of nonparametric regression models with autoregressive and moving average errors. (2024). Zheng, QI ; Cui, Yunwei ; Wu, Rongning. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:76:y:2024:i:2:d:10.1007_s10463-023-00882-6.

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2025Improving empirical models and forecasts with saturation-based machine learning. (2025). Martinez, Andrew ; Ericsson, Neil R. In: Annals of Operations Research. RePEc:spr:annopr:v:346:y:2025:i:1:d:10.1007_s10479-024-06373-y.

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2025Forecasting product sales using text mining: a case study in new energy vehicle. (2025). Ding, YI ; Wu, Peng ; Zhao, Jie ; Zhou, Ligang. In: Electronic Commerce Research. RePEc:spr:elcore:v:25:y:2025:i:1:d:10.1007_s10660-023-09701-9.

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2024Selecting sensitive web info via conditional probabilities to model economics and financial variables. (2024). Perrotta, Adamaria ; Monaco, Andrea ; Mulligan, Joseph. In: Empirical Economics. RePEc:spr:empeco:v:66:y:2024:i:1:d:10.1007_s00181-023-02463-1.

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2025Does inflation affect well-being?. (2025). Leblang, David ; Wesselbaum, Dennis ; Smith, Michael D. In: Empirical Economics. RePEc:spr:empeco:v:69:y:2025:i:3:d:10.1007_s00181-025-02761-w.

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More than 100 citations found, this list is not complete...

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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This paper has nother version. Agregated cites: 100		article
2024Forecasting the UK top 1% income share in a shifting world In: Economica.
[Full Text][Citation analysis]		article2
2013USING MODEL SELECTION ALGORITHMS TO OBTAIN RELIABLE COEFFICIENT ESTIMATES In: Journal of Economic Surveys.
[Full Text][Citation analysis]		article10
2011Using Model Selection Algorthims to Obtain Reliable Coefficient Estimates.(2011) In: Working Papers in Economics.
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This paper has nother version. Agregated cites: 10		paper
2005Evaluating PcGets and RETINA as Automatic Model Selection Algorithms* In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article14
2013Model Selection in Equations with Many ‘Small’ Effects In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article6
2011Model Selection in Equations with Many Small Effects.(2011) In: Economics Series Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6		paper
2012Model Selection in Equations with Many Small Effects.(2012) In: Working Paper series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6		paper
2024What a Puzzle! Unravelling Why UK Phillips Curves were Unstable In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article0
2021Modeling and forecasting the COVID‐19 pandemic time‐series data In: Social Science Quarterly.
[Full Text][Citation analysis]		article3
2011Evaluating Automatic Model Selection In: Journal of Time Series Econometrics.
[Full Text][Citation analysis]		article75
2010Evaluating Automatic Model Selection.(2010) In: Economics Series Working Papers.
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This paper has nother version. Agregated cites: 75		paper
2009How To Pick The Best Regression Equation: A Review And Comparison Of Model Selection Algorithms In: Working Papers in Economics.
[Full Text][Citation analysis]		paper7
2009Nowcasting is not Just Contemporaneous Forecasting In: National Institute Economic Review.
[Full Text][Citation analysis]		article35
2009NOWCASTING IS NOT JUST CONTEMPORANEOUS FORECASTING.(2009) In: National Institute Economic Review.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 35		article
2021THE VALUE OF ROBUST STATISTICAL FORECASTS IN THE COVID-19 PANDEMIC In: National Institute Economic Review.
[Full Text][Citation analysis]		article5
2023CAN THE UK ACHIEVE NET ZERO GREENHOUSE GAS EMISSIONS BY 2050? In: National Institute Economic Review.
[Full Text][Citation analysis]		article1
2021Can the UK achieve net-zero greenhouse gas emissions by 2050?.(2021) In: Economics Series Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		paper
2021A dynamic econometric analysis of the dollar-pound exchange rate in an era of structural breaks and policy regime shifts In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article4
2024Stability between cryptocurrency prices and the term structure In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article2
2010Forecasting with equilibrium-correction models during structural breaks In: Journal of Econometrics.
[Full Text][Citation analysis]		article31
2008Forecasting with Equilibrium-correction Models during Structural Breaks.(2008) In: Economics Series Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 31		paper
2010A low-dimension portmanteau test for non-linearity In: Journal of Econometrics.
[Full Text][Citation analysis]		article33
2010A Low-Dimension Portmanteau Test for Non-linearity.(2010) In: Economics Series Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 33		paper
2012Model selection when there are multiple breaks In: Journal of Econometrics.
[Full Text][Citation analysis]		article76
2008Model Selection when there are Multiple Breaks.(2008) In: Economics Series Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 76		paper
2013Forecasting by factors, by variables, by both or neither? In: Journal of Econometrics.
[Full Text][Citation analysis]		article34
2014Model selection in under-specified equations facing breaks In: Journal of Econometrics.
[Full Text][Citation analysis]		article13
2010Model Selection in Under-specified Equations Facing Breaks.(2010) In: Economics Series Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 13		paper
2023Robust Discovery of Regression Models In: Econometrics and Statistics.
[Full Text][Citation analysis]		article7
2020Robust Discovery of Regression Models.(2020) In: Economics Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7		paper
2023The historical role of energy in UK inflation and productivity with implications for price inflation In: Energy Economics.
[Full Text][Citation analysis]		article2
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.
[Full Text][Citation analysis]		article9
2015Robust approaches to forecasting In: International Journal of Forecasting.
[Full Text][Citation analysis]		article26
2014Robust Approaches to Forecasting.(2014) In: Economics Series Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 26		paper
2020Card forecasts for M4 In: International Journal of Forecasting.
[Full Text][Citation analysis]		article7
2021Modelling non-stationary ‘Big Data’ In: International Journal of Forecasting.
[Full Text][Citation analysis]		article3
2020Modelling Non-stationary Big Data.(2020) In: Economics Series Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		paper
2022Short-term forecasting of the coronavirus pandemic In: International Journal of Forecasting.
[Full Text][Citation analysis]		article9
2024Improving models and forecasts after equilibrium-mean shifts In: International Journal of Forecasting.
[Full Text][Citation analysis]		article0
2009The long-run determinants of UK wages, 1860-2004 In: Journal of Macroeconomics.
[Full Text][Citation analysis]		article22
2008The Long-Run Determinants of UK Wages, 1860-2004.(2008) In: Economics Series Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 22		paper
2024Five sensitive intervention points to achieve climate neutrality by 2050, illustrated by the UK In: Renewable Energy.
[Full Text][Citation analysis]		article2
2024Econometric forecasting of climate change In: Chapters.
[Full Text][Citation analysis]		chapter0
2022Smooth Robust Multi-Horizon Forecasts In: Advances in Econometrics.
[Full Text][Citation analysis]		chapter2
2020Smooth Robust Multi-Horizon Forecasts.(2020) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		paper
2021Smooth Robust Multi-Horizon Forecasts.(2021) In: Economics Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		paper
2008Chapter 2 Forecasting UK Inflation: The Roles of Structural Breaks and Time Disaggregation In: Frontiers of Economics and Globalization.
[Full Text][Citation analysis]		chapter0
2021Forecasting Facing Economic Shifts, Climate Change and Evolving Pandemics In: Econometrics.
[Full Text][Citation analysis]		article0
2015Detecting Location Shifts during Model Selection by Step-Indicator Saturation In: Econometrics.
[Full Text][Citation analysis]		article75
2017Evaluating Forecasts, Narratives and Policy Using a Test of Invariance In: Econometrics.
[Full Text][Citation analysis]		article15
2021Selecting a Model for Forecasting In: Econometrics.
[Full Text][Citation analysis]		article2
2018Selecting a Model for Forecasting.(2018) In: Economics Series Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 2		paper
2021Forecasting Principles from Experience with Forecasting Competitions In: Forecasting.
[Full Text][Citation analysis]		article4
2022The Historical Role of Energy in UK Inflation and Productivity and Implications for Price Inflation in 2022 In: Working Papers.
[Full Text][Citation analysis]		paper0
2022The historical role of energy in UK inflation and productivity and implications for price inflation in 2022.(2022) In: Economics Series Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2010Testing the Invariance of Expectations Models of Inflation In: Memorandum.
[Full Text][Citation analysis]		paper18
2010Testing the Invariance of Expectations Models of Inflation.(2010) In: Economics Series Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 18		paper
2010Nowcasting from disaggregates in the face of location shifts In: Journal of Forecasting.
[Full Text][Citation analysis]		article22
2016Stigum, Bernt P.: Econometrics in a formal science of economics: theory and the measurement of economic relations In: Journal of Economics.
[Full Text][Citation analysis]		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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This paper has nother version. Agregated cites: 0		article
2020Climate Econometrics: An Overview In: Foundations and Trends(R) in Econometrics.
[Full Text][Citation analysis]		article17
2019Some forecasting principles from the M4 competition In: Economics Papers.
[Full Text][Citation analysis]		paper0
2020Short-term forecasting of the Coronavirus Pandemic - 2020-04-27 In: Economics Papers.
[Full Text][Citation analysis]		paper3
2007Forecasting UK Inflation: the Roles of Structural Breaks and Time Disaggregation In: Economics Series Working Papers.
[Full Text][Citation analysis]		paper8
2007A Low-Dimension Collinearity-Robust Test for Non-linearity In: Economics Series Working Papers.
[Full Text][Citation analysis]		paper1
2010Automatic Selection for Non-linear Models In: Economics Series Working Papers.
[Full Text][Citation analysis]		paper9
2011A Tale of 3 Cities: Model Selection in Over-, Exact, and Under-specified Equations In: Economics Series Working Papers.
[Full Text][Citation analysis]		paper0
2011Forecasting breaks and forecasting during breaks In: Economics Series Working Papers.
[Full Text][Citation analysis]		paper22
2011On Not Evaluating Economic Models by Forecast Outcomes In: Economics Series Working Papers.
[Full Text][Citation analysis]		paper0
2012Forecasting by factors, by variables, or both? In: Economics Series Working Papers.
[Full Text][Citation analysis]		paper2
2013Semi-automatic Non-linear Model selection In: Economics Series Working Papers.
[Full Text][Citation analysis]		paper9
2013Forecasting and Nowcasting Macroeconomic Variables: A Methodological Overview In: Economics Series Working Papers.
[Full Text][Citation analysis]		paper9
2016An Overview of Forecasting Facing Breaks In: Economics Series Working Papers.
[Full Text][Citation analysis]		paper17
2016An Overview of Forecasting Facing Breaks.(2016) In: Journal of Business Cycle Research.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 17		article
2016Policy Analysis, Forediction, and Forecast Failure In: Economics Series Working Papers.
[Full Text][Citation analysis]		paper1
2019Modelling and forecasting the dollar-pound exchange rate in the presence of structural breaks In: Economics Series Working Papers.
[Full Text][Citation analysis]		paper0
2020Identifying the Causal Role of CO2 during the Ice Ages In: Economics Series Working Papers.
[Full Text][Citation analysis]		paper2
2021A machine learning dynamic switching approach to forecasting when there are structural breaks In: Economics Series Working Papers.
[Full Text][Citation analysis]		paper0
2022Structural relationships between cryptocurrency prices and monetary policy indicators In: Economics Series Working Papers.
[Full Text][Citation analysis]		paper0
2012Mis-specification Testing: Non-Invariance of Expectations Models of Inflation In: Working Paper series.
[Full Text][Citation analysis]		paper9
2014Misspecification Testing: Non-Invariance of Expectations Models of Inflation.(2014) In: Econometric Reviews.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 9		article
2022Machine Learning Dynamic Switching Approach to Forecasting in the Presence of Structural Breaks In: Journal of Business Cycle Research.
[Full Text][Citation analysis]		article3

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 20 2025. Contact: CitEc Team