Dr Jennifer Castle

Director of Climate Econometrics

Tutorial Fellow in Economics, Magdalen College, University of Oxford

Biography

Jennifer Castle is currently Director of Climate Econometrics (formerly the Programme for Economic Modelling). 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.

Recent Publications

The historical role of energy in UK inflation and productivity with implications for price inflation

Energy Economics 11 Jan 24

Improving models and forecasts after equilibrium-mean shifts

International Journal of Forecasting 31 Oct 23

Foundations of Economics

Why can economic forecasts go wrong?

Article 27 Jun 23

Foundations of Economics

Econometrics for modelling climate change

Oxford Research Encyclopedias 23 Mar 22

Foundations of Economics

Smooth robust multi-horizon forecasts

Advances in Econometrics 15 Mar 22

Foundations of Economics

The value of robust statistical forecasts in the COVID-19 pandemic

National Institute Economic Review 15 Mar 22

Robust discovery of regression models

Econometrics and Statistics 15 Mar 22

Foundations of Economics

Modelling and forecasting the COVID-19 pandemic time-series data

Social Science Quarterly 15 Mar 22
We analyze the number of recorded cases and deaths of COVID-19 in many parts of the world, with the ...

Forecasting: theory and practice

International Journal of Forecasting 15 Mar 22

Forecasting facing economic shifts, climate change and evolving pandemics

Econometrics 15 Mar 22

Foundations of Economics

Forecasting principles from experience with forecasting competitions

Forecasting 07 Apr 21

A strategy for achieving net zero emissions by 2050: Written evidence by Dr Jennifer L. Castle and Prof Sir David F. Hendry to the House of Commons Public Accounts Committee

Report 11 Mar 21

Economics of Sustainability

Statistical Short-term Forecasting of the COVID-19 Pandemic

Journal of Clinical Immunology & Immunotherapy 27 Oct 20
We have been publishing real-time forecasts of confirmed cases and deaths for COVID-19 from mid-Marc...

Modelling non-stationary ‘Big Data’

International Journal of Forecasting 28 Sept 20
‘Fat big data’ characterise data sets that contain many more variables than observations. We discuss...

Short-term forecasting of the coronavirus pandemic

International Journal of Forecasting 12 Sept 20
We have been publishing real-time forecasts of confirmed cases and deaths from coronavirus disease 2...

Climate Econometrics: An Overview

Foundations and Trends in Econometrics 18 Aug 20
Climate econometrics is a new sub-discipline that has grown rapidly over the last few years.

Economics of Sustainability

Related Themes

Foundations of Economics

Programme Teams