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Jennifer Castle (University of Oxford)

Jennifer Castle is a James Martin Fellow, Economic Modelling, The Institute for New Economic Thinking at the Oxford Martin School, University of Oxford. She holds a PhD in Economics from Nuffield College, University of Oxford. Her research focuses on econometric modelling and the use of general-to-specific methodology in modelling economic time-series, modelling non-linear economic time-series and macroeconomic forecasting in theory and practice. Applications include inflation, unemployment and the output gap.

Alongside Neil Shephard, she helped to write the 2009 title The Methodology and Practice of Econometrics A Festschrift in Honour of David F. Hendry.

Training & Consultancy

Jennifer Castle currently co-delivers our annual OxMetrics Summer School and will also begin teaching the same course at the OxMetrics Spring School in New York.

Feedback and Testimonials

General delegate feedback from the 2013 Econometrics Summer School at the University of Oxford:

    "I found the interaction between theory and use of OxMetrics software was excellent. Indeed, I do not see how it could have been done any other way- very useful indeed."
    "The most interesting feature is how both theoretic and empirical matters are combined. I think that on this level the courses did a rather good job. In addition, the limited number of participants enabled each of us to ask many questions leading the discussion to our respective fields of interest at times. I also liked the way we could interact with the assistants who several times helped me a fair bit to understand what the lecturer was explaining."
    "I liked everything."
    "The lecturers were outstanding � leaders in their fields. They were also very helpful when attendees had problems understanding some of the topics. An excellent experience that I will certainly be recommending to other colleagues and PhD students."
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