Professor Jennifer Castle

Subject: Economics

Department: Economics

College appointment: Tutorial Fellow



01865 276067


I am a Tutorial Fellow in Economics at Magdalen College, University of Oxford, as well as the Director of Climate Econometrics, Nuffield College, University of Oxford, and a member of the Smith School for Enterprise and the Environment.


At the undergraduate level I teach probability and statistics, macroeconomics and quantitative economics. Tutorials tend to be held in groups of 2-3 students, with some classes for the whole year group. At the graduate level I teach econometrics summer schools focusing on the use of OxMetrics software in econometrics and forecasting.

Research Interests

My research interests lie in the fields of climate econometrics, model selection and forecasting. My 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 macro-economic forecasting in theory and practice, with applications including inflation, unemployment, the output gap and climate variables.

Selected Publications