|"Exogeneity in Climate Econometrics" 2021, Energy Economics, 96, doi: 10.1016/j.eneco.2021.105122.|
|"Understanding Glacial Cycles: A Multivariate Disequilibrium Approach" with Robert K. Kaufmann. 2021, Quaternary Science Reviews, 215(1), doi: 10.1016/j.quascirev.2020.106694.|
|"Econometric Modelling of Climate Systems: The Equivalence of Energy Balance Models and Cointegrated Vector Autoregressions", 2020, Journal of Econometrics, 214(1). doi: 10.1016/j.jeconom.2019.05.013
Replication code & data: here.
|"Variation in responsiveness to warranted behaviour change among NHS clinicians: novel implementation of change detection methods in longitudinal prescribing data" with Alex J Walker, Ben Goldacre, and Anna Powell-Smith, 2019. BMJ. doi: 10.1136/bmj.l5205.
BMJ Editorial on the paper here.
|"Uncertain impacts on economic growth when stabilizing global temperatures at 1.5°C or 2°C warming" with Moritz Schwarz, Kevin Tang, Karsten Haustein, and Myles R Allen, 2018. Philosophical Transactions of the Royal Society A. DOI 10.1098/rsta.2016.0460.
Paper summary and projection data available here.
British Academy News Release here.
|"Automated General-to-Specific (GETS) Regression Modeling and Indicator Saturation for Outliers and Structural Breaks" with James Reade and Genaro Sucarrat, 2018. Journal of Statistical Software, 86(3). doi: 10.18637/jss.v086.i03
R-package 'gets' available on CRAN, with online demonstration here.
|"Spatial heterogeneity of climate change as an experiential basis for skepticism" with Robert K. Kaufmann, Michael L. Mann, Sucharita Gopal, Jackie A. Liederman, Peter D. Howe, Xiaojing Tang, and Michelle Gilmore, 2017, Proceedings of the National Academy of Sciences, 114(1), doi: 10.1073/pnas.1607032113
Oxford Martin School news on the study: here, additional media coverage: here.
|"Carbon Dioxide Emission-Intensity in Climate Projections: Comparing the Observational Record to Socio-Economic Scenarios" with Max Roser 2017, Energy, 3, 718-725, doi: 10.1016/j.energy.2017.06.119
Working paper version also available as Oxford Economics Discussion Paper, 810, here.
Oxford University Science Blog on the paper: here.
|"A new archive of large volcanic events over the past millennium derived from reconstructed summer temperatures" with Lea Schneider, Jason Smerdon, Claudia Hartl-Meier, and Jan Esper, 2017. Environmental Research Letters. doi:10.1088/1748-9326/aa7a1b.
Oxford Martin School news on the paper.
|"Detecting Volcanic Eruptions in Temperature Reconstructions by Designed Break-Indicator Saturation" with Lea Schneider, Jason E. Smerdon, and David F. Hendry (2016), Journal of Economic Surveys. doi: 10.1111/joes.12148
Working paper version available here. Columbia University article on the paper: here.
|"Detecting Location Shifts during Model Selection by Step-Indicator Saturation" with David F. Hendry, Jurgen A. Doornik, and Jennifer L. Castle, 2015, Econometrics, 3, 240-264, doi:10.3390/econometrics03020240.
Code for indicator saturation: isat in gets (in R), and SIS in Ox.
|"Testing Competing Models of the Temperature Hiatus: Assessing the effects of conditioning variables and temporal uncertainties through sample-wide break detection" with Michael L. Mann and Robert K. Kaufmann, 2015, Climatic Change, 131:4, 705-718, doi: 10.1007/s10584-015-1391-5.
Working paper version available here.
|"Climate Science: Breaks in Trends" with Myles R. Allen, 2013, Nature Geoscience, 6, 992-993, doi:10.1038/ngeo2015.
Media coverage: here.
|"Some hazards in econometric modelling of climate change"
with David F. Hendry, 2013, Earth System Dynamics, 4, 375-384, doi:10.5194/esd-4-375-2013.
Publications in Edited Volumes
|"Econometric models of climate change: Introduction by the guest editors", with Eric Hillebrand and Tommaso Proietti, 2019, Journal of Econometrics. doi: 10.1016/j.jeconom.2019.05.001|
|"All Change! The Implications of Non-stationarity for Empirical Modelling, Forecasting and Policy" with David F. Hendry (2016), Oxford Martin Policy Paper, (peer-reviewed).
Available online here.
Oxford Martin School article on the paper: here.
|"Anthropogenic Influences on Atmospheric CO2"
with David F. Hendry, 2013, Handbook on Energy and Climate Change. Ch. 12. R. Fouquet ed. Edward Elgar. Available online here.
Discussion Papers and Further Papers in Progress (please email for availability)
|"Testing for Coefficient Distortion due to Outliers with an Application to the Economic Impacts of Climate Change"
with Xiyu Jiao and Moritz Schwarz. [Working Paper] [Under Review]
|"Modeling the Interconnectivity of Non-stationary Polar Ice Sheets
with Andrew B Martinez, Luke Jackson, and Katarina Juselius. [Working Paper] [Under Review]
|"Carbon Pricing and the Elasticity of CO2 Emissions",
INET Economics Working Paper, with Ryan Rafaty and Geoffroy Dolphin. [Under Review]
INET Blog Post on Paper: The Promise and Limits of Carbon Pricing.
|"Does a carbon tax reduce CO2 emissions? Evidence from British Columbia"
[Working Paper] [Under Review]
|"Testing the Presence of Outliers in Regression Models"
with Xiyu Jiao. [Working Paper] [Under Review]
Sample code of the tests: here.
|"Analyzing Differences Between Scenarios", Oxford Department of Economics Working Paper, with David F. Hendry. Available online here. [Revise and Resubmit, International Journal of Forecasting]
|"Local Emissions Affect Local Climate: Attribution, Impacts and Policy" with Robert K. Kaufmann and Sucharita Gopal. [Available on email request]|
|"Testing for time-varying predictive accuracy using bias-corrected indicator saturation" Oxford Economics Working Paper [Available upon email request]
Code to implement the test: isattest function in the latest version of our R package gets
|"Are we running out of resources?"
with Cameron Hepburn, Alex Teytelboym, and Alexander Pfeiffer.
With J.L. Castle, J. A. Doornik and D.F. Hendry.
|"Quantifying the Uncertainty around Break Dates in Models using Indicator Saturation" with D. F. Hendry. [Available on email request]|
|"Step Indicator Saturation"
with David F. Hendry and Jurgen A. Doornik, 2013, Oxford Economics Discussion Paper, 658.
New version published as "Detecting Location Shifts during Model Selection by Step-Indicator Saturation", 2015, Econometrics, 3, 240-264. Available online here.