Dr Jennifer Castle
Senior Research Fellow
Tutorial Fellow in Economics, Magdalen College, University of Oxford
Research interests include: Econometric modelling and the use of general to specific methodology in modelling economic time series. Macro-economic forecasting in theory and practice. Monetary policy and the role of the Central Bank. Applications: UK inflation and the output gap.
Selecting a Model for Forecasting
09 Nov 18
We investigate the role of the significance level when selecting models for forecasting as it contro...
Book Review of Bernt P. Stigum: Econometrics in a formal science of economics: theory and the measurement of economic relations
19 Oct 16
A 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
25 Apr 16