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A dynamic econometric analysis of the dollar-pound exchange rate in an era of structural breaks and policy regime shifts

Castle, Jennifer; Kurita, Takamitsu - In: Journal of economic dynamics & control 128 (2021), pp. 1-17

Persistent link: https://www.econbiz.de/10012628234

Structural relationships between cryptocurrency prices and monetary policy indicators

Castle, Jennifer; Kurita, Takamitsu - 2022

Persistent link: https://www.econbiz.de/10013272018

Modelling and forecasting the dollar-pound exchange rate in the presence of structural breaks

Castle, Jennifer - 2019

Persistent link: https://www.econbiz.de/10012170952

The methodology and practice of econometrics : a Festschrift in honour of David F. Hendry

Castle, Jennifer (ed.); Hendry, David F. (honouree) - 2009 - 1. publ.

Persistent link: https://www.econbiz.de/10003734868

Modelling non-stationary "Big Data"

Castle, Jennifer; Doornik, Jurgen A.; Hendry, David F. - In: International journal of forecasting 37 (2021) 4, pp. 1556-1575

Persistent link: https://www.econbiz.de/10013274313

Modelling our Changing World

Castle, Jennifer; Hendry, David F. - 2019 - 1st ed. 2019

Chapter 1: Introduction -- Chapter 2: Key Concepts: A Series of Primers -- Chapter 3: Why is the World Always Changing? -- Chapter 4: Making Trends and Breaks Work for us -- Chapter 5: Indicator Saturation Methods -- Chapter 6: Combining Theory and Data -- Chapter 7: Seeing into the Future --...