Dec 2017

A Nowcast Error Taxonomy
David Hendry , Jennifer Castle

Sept 2017
Paper

Evaluating Forecasts, Narratives and Policy Using a Test of Invariance
David Hendry , Andrew B. Martinez , Jennifer L. Castle

Apr 2017

Policy analysis, forediction, and forecast failure
David Hendry , Jennifer Castle , Andrew Martinez

Feb 2017
Journal

Sir Clive W.J. Granger Model Selection
in European Journal of Pure and Applied Mathematics
Jennifer Castle

Feb 2017
Paper

Clive W.J. Granger and Cointegration
David Hendry , Jennifer Castle

Oct 2016
Paper

Book Review of Bernt P. Stigum: Econometrics in a formal science of economics: theory and the measurement of economic relations
Jennifer Castle

Aug 2016
Journal

An Overview of Forecasting Facing Breaks
in Journal of Business Cycle Research
David Hendry , Jennifer Castle , Michael Clements

Apr 2016
Journal

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
in Journal of International Financial Markets, Institutions and Money
Josh Ryan-Collins , Richard A. Werner , Jennifer L. Castle

Dec 2015
Paper

Forecasting and nowcasting macroeconomic variables: A methodological overview
David Hendry , Jennifer Castle , Oleg Kitov

Jun 2015

Robust approaches to forecasting
David Hendry , Jennifer Castle , Michael P. Clements

Apr 2015
Journal

Detecting Location Shifts During Model Selection by Step-indicator Saturation
in Econometrics
David Hendry , Jennifer Castle , Jurgen A Doornik , Felix Pretis

Jun 2014
Paper

Semi-automatic Non-linear Model Selection
David Hendry , Jennifer Castle

Jan 2014
Paper

The real-wage productivity nexus
David Hendry , Jennifer Castle

Jan 2014
Paper

Model Selection in Under-Specified Equations with Breaks
David Hendry , Jennifer Castle

Aug 2013
Journal

Mis-specification testing: Non-Invariance of expectations models of inflation
David Hendry , Jennifer Castle , Jurgen Doornik , Ragnar Nymoen

Feb 2013
Journal

Model Selection in Equations with Many ‘Small’ Effects
David Hendry , Jennifer Castle , Jurgen A Doornik

Aug 2012
Journal

Model selection when there are multiple breaks
David Hendry , Jennifer Castle , Jurgen A Doornik

Apr 2012
Paper

Forecasting by factors, by variables, by both or neither?
David Hendry , Jennifer Castle , Michael P. Clements

Jul 2011
Book

Forecasting Breaks and During Breaks
David Hendry , Jennifer Castle , N. W. P. Fawcett

Jun 2011
Journal

On not evaluating economic models by forecast outcomes
David Hendry , Jennifer Castle

Jun 2011
Book

Automatic Selection for Non-linear Models
David Hendry , Jennifer Castle

Jun 2011
Book

A Tale of Three Cities Model Selection in Over-, Exact, and Under-specified Equations
David Hendry , Jennifer Castle

Feb 2011
Journal

Evaluating Automatic Model Selection
David Hendry , Jennifer Castle , Jurgen A Doornik

Sept 2010
Journal

'Nowcasting' holds policy promise
Jennifer Castle

Publications