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Jennifer L. Castle

Global rank #5422 93%

Institution: Oxford University

Primary Field: Econometrics (weighted toward more recent publications)

Homepage: http://users.ox.ac.uk/~nuff0231/

First Publication: 2005

Most Recent: 2024

RePEc ID: pca273 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 0.00 0.67 5.05 0.00 6.73
Last 10 Years 0.00 0.67 5.72 0.00 7.40
All Time 0.00 4.69 9.07 0.00 19.13

Publication Statistics

Raw Publications 19
Coauthorship-Adjusted Count 15.17

Publications (19)

Year Article Journal Tier Authors
2024 Forecasting the UK top 1% income share in a shifting world Economica C 3
2024 What a Puzzle! Unravelling Why UK Phillips Curves were Unstable Oxford Bulletin of Economics and Statistics B 2
2024 Stability between cryptocurrency prices and the term structure Journal of Economic Dynamics and Control B 2
2024 Improving models and forecasts after equilibrium-mean shifts International Journal of Forecasting B 3
2023 The historical role of energy in UK inflation and productivity with implications for price inflation Energy Economics A 3
2022 Short-term forecasting of the coronavirus pandemic International Journal of Forecasting B 3
2022 Forecasting: theory and practice International Journal of Forecasting B 80
2021 A dynamic econometric analysis of the dollar-pound exchange rate in an era of structural breaks and policy regime shifts Journal of Economic Dynamics and Control B 2
2021 Modelling non-stationary ‘Big Data’ International Journal of Forecasting B 3
2020 Card forecasts for M4 International Journal of Forecasting B 3
2015 Robust approaches to forecasting International Journal of Forecasting B 3
2014 Model selection in under-specified equations facing breaks Journal of Econometrics A 2
2013 USING MODEL SELECTION ALGORITHMS TO OBTAIN RELIABLE COEFFICIENT ESTIMATES Journal of Economic Surveys C 3
2013 Model Selection in Equations with Many ‘Small’ Effects Oxford Bulletin of Economics and Statistics B 3
2013 Forecasting by factors, by variables, by both or neither? Journal of Econometrics A 3
2012 Model selection when there are multiple breaks Journal of Econometrics A 3
2010 Forecasting with equilibrium-correction models during structural breaks Journal of Econometrics A 3
2010 A low-dimension portmanteau test for non-linearity Journal of Econometrics A 2
2005 Evaluating PcGets and RETINA as Automatic Model Selection Algorithms* Oxford Bulletin of Economics and Statistics B 1