Biography

Jennifer Castle is currently the Director of Climate Econometrics (formerly the Programme for Economic Modelling), and a Titular Associate Professor and Tutorial Fellow in Economics at Magdalen College, University of Oxford. Her research interests lie in the fields of climate econometrics, model selection and forecasting, focusing on econometric modelling and the use of general-to-specific methodology in modelling economic time series, modelling non-linear economic time series and macro-economic forecasting in theory and practice, with applications including inflation, unemployment, the output gap and climate variables.

Recent Publications

Jan 2025
Article
Net zero: Strategy and tactics
Jennifer L. Castle ,  Ebba Mark ,  David F. Hendry ,  Moritz Schwarz ,  Felix Pretis
Jan 2025
Article
Nov 2024
Chapter
Econometric forecasting of climate change
Jennifer L. Castle ,  David F. Hendry ,  J. Isaac Miller
Oct 2024
Video
David Hendry: Forecasting UK Inflation during 2021-24
David Hendry ,  Jennifer Castle ,  Jurgen Doornik
May 2024
Journal
Stability between cryptocurrency prices and the term structure
in Journal of Economic Dynamics and Control
Jennifer L. Castle ,  Takamitsu Kurita
May 2024
Journal
Forecasting the UK Top 1% Income Share in a Shifting World
in Economica
Jennifer L. Castle ,  Jurgen A Doornik ,  David F. Hendry
May 2024
Journal
Can the UK achieve net zero greenhouse gas emissions by 2050?
in National Institute Economic Review
David F. Hendry ,  Jennifer L. Castle
May 2024
Journal
What a Puzzle! Unravelling Why UK Phillips Curves were Unstable
in Oxford Bulletin of Economics and Statistics
Jennifer L. Castle ,  David F. Hendry
Apr 2024
Journal
Oct 2023
Journal
Improving models and forecasts after equilibrium-mean shifts
in International Journal of Forecasting
Jennifer L. Castle ,  Jurgen A Doornik ,  David F. Hendry
Aug 2023
Journal
The historical role of energy in UK inflation and productivity with implications for price inflation
in Energy Economics
Jennifer L. Castle ,  David F. Hendry ,  Andrew B. Martinez
Jun 2023
Article
Why can economic forecasts go wrong?
Jennifer L. Castle ,  David F. Hendry
Mar 2022
Journal
Econometrics for modelling climate change
in Oxford Research Encyclopedias
Jennifer L. Castle ,  David F. Hendry
Mar 2022
Journal
Smooth robust multi-horizon forecasts
in Advances in Econometrics
Andrew B. Martinez ,  Jennifer L. Castle ,  David F. Hendry
Mar 2022
Journal
The value of robust statistical forecasts in the COVID-19 pandemic
in National Institute Economic Review
Jennifer L. Castle ,  Jurgen A Doornik ,  David F. Hendry
Mar 2022
Journal
Robust discovery of regression models
in Econometrics and Statistics
Jennifer L. Castle ,  Jurgen A Doornik ,  David F. Hendry
View All Related Publications

Recent Events

17 Oct 24
@14:00

Forecasting UK Inflation during 2021-24

INET Oxford Seminar Series

Sir David Hendry (with Jennifer L. Castle and Jurgen A. Doornik)

Online Event
David Hendry
13 Jun 24
@12:00

INET Oxford Summer Research Meeting 2024

The event is open to all INET Oxford researchers, staff, visitors, and associate members

In Person Event
INET RGB
03 Apr 24
@08:00

26th Dynamic Econometrics Conference, 3rd-5th April 2024

In honour of Prof. Sir David Hendry's 80th birthday

In Person Event
OMS
22 Feb 24
@14:30

"Econometric Forecasting of climate change" - David Hendry (Climate Econometrics)

INET Researcher Seminar (VIRTUAL event)

Online Event
David-Hendry

Programme Teams