Items which include Jennifer Castle

Title Date
Explaining Nowcast Errors
Selecting a Model for Forecasting
Avoiding 'Cautionary Notes about Robustness' by using Model Selection
A Nowcast Error Taxonomy
Policy analysis, forediction, and forecast failure
Clive W.J. Granger and Cointegration
Sir Clive W.J. Granger: Model Selection
Book Review of Bernt P. Stigum: Econometrics in a formal science of economics: theory and the measurement of economic relations
An Overview of Forecasting Facing Breaks
Forecasting and nowcasting macroeconomic variables: A methodological overview
Robust approaches to forecasting
Detecting Location Shifts During Model Selection by Step-indicator Saturation
Semi-automatic Non-linear Model Selection
The real-wage productivity nexus
Model Selection in Under-Specified Equations with Breaks
Mis-specification testing: Non-Invariance of expectations models of inflation
Model Selection in Equations with Many ‘Small’ Effects
Model selection when there are multiple breaks
Forecasting by factors, by variables, by both or neither?
Forecasting Breaks and During Breaks
A Tale of Three Cities Model Selection in Over-, Exact, and Under-specified Equations
Automatic Selection for Non-linear Models
On not evaluating economic models by forecast outcomes
Evaluating Automatic Model Selection
'Nowcasting' holds policy promise