Jack Fosten is a Lecturer in Economics. He completed his PhD studies at the University of Surrey in 2016, having transferred from the University of Warwick in 2013. Jack holds an MSc in Economics from the University of Warwick which was fully funded, along with his PhD studies, by an ESRC 1+3 scholarship. He also holds a BSc in Economics from the University of Bath.
Jack's current research focusses on the econometrics of forecasting, factor models and big data methods in general. He is also interested in applied econometrics, particularly nowcasting macroeconomic variables, and topics in energy and environmental economics.
For further details, please visit Jack's personal website.
Replicating rockets and feathers,
in Energy EconomicsFull Text UEA Repository
(E-pub ahead of print)
Nowcasting Indian GDP,
in Oxford Bulletin of Economics and Statistics
pp. 259–282Full Text UEA Repository
(E-pub ahead of print)
Model selection with estimated factors and idiosyncratic components,
in Journal of Applied Econometrics
pp. 1087–1106Full Text UEA Repository
Confidence intervals in regressions with estimated factors and idiosyncratic components,
in Economics Letters
pp. 71–74Full Text UEA Repository
Revisiting targeted factors,
in Journal of Forecasting
pp. 207–216Full Text UEA Repository
Rising household diesel consumption in the United States: A cause for concern? Evidence on asymmetric pricing,
in Energy Economics
pp. 1514-1522Full Text UEA Repository
Dynamic misspecification in the environmental Kuznets curve: Evidence from CO2 and SO2 emissions in the United Kingdom,
in Ecological Economics
pp. 25-33Full Text UEA Repository
Dynamic persistence in the unemployment rate of OECD countries,
in Economic Modelling
pp. 948-954Full Text UEA Repository
Key Research Interests
Primary Interests: Econometrics, Forecasting, Nowcasting, Big Data, Factor Models, Forecast Evaluation
Secondary Interests: Applied Econometrics in Healthcare, Energy and Environmental Economics
"Replicating Rockets and Feathers" (with Steven Cook) December 2017, [Forthcoming at Energy Economics]
"CO2 Emissions and Macroeconomic Activity: a Short-to-Medium Run Perspective" November 2017 (Online Appendix here)
"Testing Nowcast Monotonicity with Estimated Factors," (with Daniel Gutknecht) November 2017, [Revised and Resubmitted at Journal of Business and Economic Statistics] (Online Appendix here)
Work in Progress:
Please contact me for abstracts relating to the following projects:
"Rotating Dynamic Factors"
"Nowcasting in the Healthcare Sector: an Early Warning for NHS Hospital Deficits"
"Nowcast Evaluation with Many Models" (with Daniel Gutknecht)