Publications & Discussion Papers

(c) Photo: Felix Pretis


Climate Econometrics Publications (Jump to Policy Briefs/Reports) (Jump to Discussion Papers)

A Short History of Macro-econometric Modelling

Hendry, D.F. (2020) "A Short History of Macro-Econometric Modelling", Journal of Banking, Finance and Sustainable Development, 1(1).
Decarbonising the future UK economy

Hendry, D.F. and Castle, J.C. (2020) VoxEU. Available online here
Forecast accuracy matters for hurricane damage

Martinez, A.B. (2020) Econometrics. Available online here
Climate change, conflicts and migration

Thaliheimer, L. and Webersik, C. (2020) "Climate change, conflicts and migration" in Environmental Conflicts, Migration and Governance, Tim Krieger, Diana Panke and Michael Pregernig (eds). Bristol University Press. Available to purchase online here
Technology transfer and innovation for low-carbon development

Pigato, M.A., Black, S.J., Dussaux, D., Mao, Z., McKenna, M., Rafaty, R. and Touboul, S. (2020) World Bank. Available online here
Revoking coal mining permits: an economic and legal analysis

Rafaty, R., Srivastav, S. & Hoops, B. (2020) Climate Policy. Available online here
The Paradox of Stagnant Real Wages yet Rising 'Living Standards' in the UK

Castle, J.L., Hendry, D.F., & Martinez, A.B. (2020). VoxEU Available online here

The Picture from Above: Using Satellite Imagery to Overcome Methodological Challenges in Studying Environmental Displacement

Heslin, A. and Thalheimer, L. (2020). Oxford Monitor of Forced Migration. Available online here
Modelling our Changing World

Castle, J.L. and Hendry, D.F. (2019). Palgrave. Open Access. Available online here
Variation in responsiveness to warranted behaviour change among NHS clinicians: Novel implementation of change detection methods in longitudinal prescribing data.

Walker, A.J., Pretis, F., Powell-Smith, A., and Goldacre, B. (2019). The British Medical Journal. Available online here

Pitfalls in Comparing Paris Pledges

Rowan, Sam (2019), Climatic Change Open Access. Available online here.

Probabilistic Sea Level Projections at the Coast by 2100

S. Jevrejeva, T. Frederikse, R.E. Kopp, G. Le Cozannet, L.P. Jackson, R.S.W. van de Wal. 2019. Surveys in Geophysics. doi: 10.1007/s10712-019-09550-y. Available online here
Forecasting: An Essential Introduction

Jennifer L. Castle, Michael P. Clements, and David F. Hendry 2019, Yale University Press, Open Access. Available online here
Econometric Modelling of Climate Systems: The Equivalence of Energy Balance Models and Cointegrated Vector Autoregressions.

Felix Pretis, May 27, 2019. Journal of Econometrics. Available online here

Card Forecasts for M4.

Jurgen A. Doornik, Jennifer L. Castle, and David F. Hendry. 31 May 2019. International Journal of Forecasting. Available Online here

Sensitive Intervention Points in the Post-Carbon Transition

J.D. Farmer, C. Hepburn, M.C. Ives, T. Hale, T. Wetzer, P. Mealy, R. Rafaty, S. Srivastav, R. Way. 12 April 2019, Science, Volume 364, Issue 6436. Available online here.
Coastal Sea level rise around the China Seas

Qu, Y., Jevrejeva, S., Jackson, L.P., & Moore, J.C. 2018, Global and Planetary Change, 127, 454-463, Available online here.
JSSAutomated General-to-Specific (GETS) Regression Modeling and Indicator Saturation for Outliers and Structural Breaks

Pretis, F., Reade, J.J., Sucarrat, G. 2018. Journal of Statistical Software, 86(4). [10.18637/jss.v086.i03]

R-package `gets' available here.
ERLFlood damage costs under the sea level rise with warming of 1.5°C and 2°C

Jevrejeva, S, Jackson, L.P., Grinstead, A., Lincke, D., and Marzeion, B., 2018. Environmental Research Letters, 13 (7). Available online here
ebm_web"Global probabilistic projections of extreme sea levels show intensification of coastal flood hazard"

Michalis I. Vousdoukas, Lorenzo Mentaschi, Evangelos Voukouvalas, Martin Verlaan, Svetlana Jevrejeva, Luke P. Jackson & Luc Feyen , 2018. Nature Communications. [DOI 10.1038/s41467-018-04692-w]
ebm_web"Uncertain impacts on economic growth when stabilizing global temperatures at 1.5°C or 2°C warming"

Pretis, Felix, Moritz Schwarz, Kevin Tang, Karsten Haustein, and Myles R Allen, 2018. Philosophical Transactions of the Royal Society A. [DOI 10.1098/rsta.2016.0460]

Non-technical summary and impact data here.

"21st century sea-level rise in line with the Paris accord"

Luke P. Jackson, Aslak Grinsted, Svetlana Jevrejeva (2018). [ Pre-print accepted version available here]
Earth's Future. DOI 10.1002/2017EF000688.
working_webAn independent record of large volcanic events over the past millennium from reconstructed summer temperatures

Schneider, Lea. Smerdon, E, Jason. Pretis, Felix. Hartl-Meier, Claudia. and Jan Esper, 2017. Environmental Research Letters. doi:10.1088/1748-9326/aa7a1b.

Oxford Martin School news on the paper.
ebm_webCarbon Dioxide Emission-Intensity in Climate Projections: Comparing the Observational Record to Socio-Economic Scenarios

Pretis, Felix, and Roser, Max, 2017, Energy, in press. doi: 10.1016/

Available online here.
Earlier version also available as Oxford Economics Discussion Paper, 810, here.
Oxford University Science Blog on the paper: here.
ebm_webEvaluating multi-step system forecasts with relatively few forecast-error observations

Hendry, David, F. and Martinez, Andrew, B. (2017) International Journal of Forecasting. Available online here.
pnasSpatial heterogeneity of climate change as an experiential basis for skepticism

Robert K. Kaufmann, Michael L. Mann, Sucharita Gopal, Jackie A. Liederman, Peter D. Howe, Felix Pretis, Xiaojing Tang, and Michelle Gilmore (2016) Proceedings of the National Academy of Sciences.

Available online here.
Oxford Martin School News on the study here.
paleoAll Change! The Implications of Non-stationarity for Empirical Modelling, Forecasting and Policy

David F. Hendry and Felix Pretis (2016), Oxford Martin Policy Paper.
Available online here.
paleoCoastal sea level rise with warming above 2 °C

Svetlana Jevrejeva, Luke P. Jackson, Riccardo E. M. Riva, Aslak Grinsted, and John C. Moore (2016), Proceedings of the National Academy of Sciences. doi: 10.1073/pnas.1605312113
Available online here.

The Conversation article on the research here.
paleoA probabilistic approach to 21st century regional sea-level projections using RCP and high-end scenarios.

Luke P. Jackson and Svetlana Jevrejeva. (2016), Global and Planetary Change. doi: 10.1111/joes.12148 Available online here.
paleoDetecting Volcanic Eruptions in Temperature Reconstructions by Designed Break-Indicator Saturation.

Pretis, Felix., Schneider, Lea., Smerdon, Jason, E., and Hendry, David, F. (2016), Journal of Economic Surveys. doi: 10.1111/joes.12148 Available online here.

Working paper version available here.
paleoTesting competing forms of the Milankovitch hypothesis: A multivariate approach.

Kaufmann, Robert K., and Katarina Juselius (2016), Paleoceanography. doi: 10.1002/2014PA002767 Available online here.
2.coverReflections – Managing Uncertain Climates: Some Guidance for Policy Makers and Researchers.

Convery, Frank J. and Gernot Wagner, (2015), Review of Environmental Economics and Policy 9 (2): 304-320. Available online here.
clim_change_borderTesting Competing Models of the Temperature Hiatus: Assessing the effects of conditioning variables and temporal uncertainties through sample-wide break detection

Pretis, Felix, and Mann, Michael, L. and Kaufmann, Robert K., 2015, Climatic Change, 131:4, 705-718, doi: 10.1007/s10584-015-1391-5. Available online here.
econometricsDetecting Location Shifts during Model Selection by Step-Indicator Saturation

Castle Jennifer, L. Hendry, David F. Doornik, Jurgen. A., and Felix Pretis. 2015, Econometrics, 3, 240-264, doi:10.3390/econometrics03020240. Available online here.

Code for indicator saturation: isat in gets (in R), and SIS in Ox.
ngeo6_webClimate Science: Breaks in Trends

Pretis, Felix and Myles R. Allen. 2013, Nature Geoscience, 6, 992-993, doi:10.1038/ngeo2015. Available online here.
esdSome hazards in econometric modelling of climate change

Pretis, Felix, and David F. Hendry. 2013, Earth System Dynamics, 4, 375-384, doi:10.5194/esd-4-375-2013. Available online here.
handbook_ecc_webAnthropogenic Influences on Atmospheric CO2

Hendry, David F., and Felix Pretis. 2013, Handbook on Energy and Climate Change. Ch. 12. R. Fouquet ed. Edward Elgar. Available online here.

Policy Briefs/Reports

Food Security in Drylands Under a Changing Climate

Thalheimer, Lisa, et al., March 2019. Policy Brief for European Cooperation in Science and Technology. Available online here
Climate Change, Flooding and Mental Health.

Luke Jackson and Caroline Anitha Devadason, April 2019. Report from the Secretariat of the Rockefeller Foundation Economic Council on Planetary Health. Available online here.
Pacific Island Countries: An Early Warning of Climate Change Impacts.

Caroline Anitha Devadason, Luke Jackson and Jennifer Cole, April 2019. Report from the Secretariat of the Rockefeller Foundation Economic Council on Planetary Health. Available online here.

Discussion Papers

Analyzing Differences between Scenarios

David Hendry and Felix Pretis (2020). Discussion Paper.
Modelling non-stationary 'Big Data'

Jennifer Castle, Jurgen Doornik, and David Hendry, 2020, Oxford Economics Discussion Paper. Available online here
Identifying the Casual Role of CO2 during the Ice Ages

Jennifer Castle and David Hendry, 2020, Oxford Economics Discussion Paper Paper. Available online here
Does a Carbon Tax Reduce CO2 Emissions? Evidence from British Columbia

Felix Pretis, 2019, Discussion Paper. Available online here
ebm_webTesting the Presence of Outliers to Assess Misspecification in Regression Models

Xiyu Jiao and Felix Pretis, Discussion Paper. Available online here.
ebm_webTesting for Differences in Path Forecast Accuracy: Forecast-Error Dynamics Matter

Andrew B Martinez, Federal Reserve Bank of Cleveland, Working Paper , no. 17-17. Available online here.
ebm_webHow quickly can we adapt to change? An assessment of hurricane damage mitigation efforts using forecast uncertainty

Andrew B Martinez, Oxford Economics Discussion Paper, 831. Available online here.
climate econometricsExogeneity in Climate Econometrics

Pretis, Felix, 2017, Oxford Department of Economics Working Paper. Available online here.
ebm_webPolicy Analysis, Forediction, and Forecast Failure

Castle, Jennifer, Hendry, David, F. and Martinez, Andrew, B. 2016.
Oxford Economics Discussion Paper, 809. Available online here.
ebm_webCarbon Dioxide Emission-Intensity in Climate Projections: Comparing the Observational Record to Socio-Economic Scenarios

Pretis, Felix, and Max Roser 2016, Oxford Economics Discussion Paper, 810. Available online here.

Now published here:

ebm_webEconometric Models of Climate Systems: The equivalence of two-component energy balance models and cointegrated VARs

Pretis, Felix, 2017, Oxford Economics Discussion Paper, 750. Latest version available online here.
ebm_webEvaluating multi-step system forecasts with relatively few forecast-error observations

Hendry, David and Martinez, Andrew, 2016, Oxford Economics Discussion Paper, 784. Available online here.
ebm_webGeneral-to-Specific (GETS) Modelling And Indicator Saturation With The R Package Gets

Pretis, Felix, Reade, James, and Sucarrat, Genaro, 2016, Oxford Economics Discussion Paper, 794. Available online here.