Biography

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.

All Publications

Fosten, J., Gutknecht, D.

(2018)

Testing Nowcast Monotonicity with Estimated Factors,

in Journal of Business & Economic Statistics

Full Text UEA Repository

(Article)

(E-pub ahead of print)


Bragoli, D., Fosten, J.

(2018)

Nowcasting Indian GDP,

in Oxford Bulletin of Economics and Statistics

80

(2)

pp. 259–282

Full Text UEA Repository

(Article)

(Published)


Cook, S., Fosten, J.

(2018)

Replicating rockets and feathers,

in Energy Economics

Full Text UEA Repository

(Article)

(E-pub ahead of print)


Fosten, J.

(2017)

Model selection with estimated factors and idiosyncratic components,

in Journal of Applied Econometrics

32

(6)

pp. 1087–1106

Full Text UEA Repository

(Article)

(Published)


Fosten, J.

(2017)

Confidence intervals in regressions with estimated factors and idiosyncratic components,

in Economics Letters

157

pp. 71–74

Full Text UEA Repository

(Article)

(Published)


Fosten, J.

(2017)

Revisiting targeted factors,

in Journal of Forecasting

36

(2)

pp. 207–216

Full Text UEA Repository

(Article)

(Published)


Fosten, J.

(2012)

Rising household diesel consumption in the United States: A cause for concern? Evidence on asymmetric pricing,

in Energy Economics

34

(5)

pp. 1514-1522

Full Text UEA Repository

(Article)

(Published)


Fosten, J., Morley, B., Taylor, T.

(2012)

Dynamic misspecification in the environmental Kuznets curve: Evidence from CO2 and SO2 emissions in the United Kingdom,

in Ecological Economics

76

pp. 25-33

Full Text UEA Repository

(Article)

(Published)


Fosten, J., Ghoshray, A.

(2011)

Dynamic persistence in the unemployment rate of OECD countries,

in Economic Modelling

28

(3)

pp. 948-954

Full Text UEA Repository

(Article)

(Published)


Key Research Interests

Primary Interests: Econometrics, Forecasting, Nowcasting, Big Data, Factor Models, Forecast Evaluation

Secondary Interests: Applied Econometrics in Healthcare, Energy and Environmental Economics

Working Papers:

 "Testing Nowcast Monotonicity with Estimated Factors," (with Daniel Gutknecht) March 2018, [Forthcoming at Journal of Business and Economic Statistics] (Online Appendix here)

 "CO2 Emissions and Macroeconomic Activity: a Short-to-Medium Run Perspective" November 2017 (Online Appendix here)

"Forecast Evaluation with Factor-Augmented Models," September 2016 [Revise and Resubmit at International Journal of Forecasting] (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)