Portrait of Dr Jack Fosten

Dr Jack Fosten

Reader in Data Analytics

Bayes Business School , Finance

Contact

About

Overview

Jack is a Reader (Associate Professor) in Data Analytics at Bayes Business School. He is also the Course Director of the BSc Business Analytics degree programme. Jack is also a Research Associate of the Economic Statistics Centre of Excellence (ESCoE). Previously, he held positions at King's Business School and the University of East Anglia.

In research, Jack has published papers in leading econometrics journals including the Journal of Econometrics and the Journal of Business & Economic Statistics. His current research focusses on nowcasting, forecast evaluation, functional data, quantile regression and big data methods. The main applications of these methods are to the prediction of macroeconomic and financial variables, and topics in energy and environmental economics.

His teaching also focusses on econometrics and data analytics where he promotes engagement in quantitative subjects through a blended learning approach using technological innovations such as flipped videos for mathematical topics with interactive formative quizzes. He has regularly been nominated and shortlisted for teaching awards.

Qualifications

  • Senior Fellow of the Higher Education Academy (SFHEA), Higher Education Academy, United Kingdom, September 2020
  • PhD in Economics, University of Surrey, United Kingdom, September 2011 - February 2016
  • MSc in Economics, University of Warwick, United Kingdom, September 2010 - August 2011
  • BSc Economics (with placement), University of Bath, United Kingdom, September 2006 - August 2010

Employment

  • Senior Lecturer in Economics, King's Business School, United Kingdom, September 2021 - June 2024
  • Lecturer in Economics, King's Business School, United Kingdom, September 2018 - August 2021
  • Lecturer in Economics, University of East Anglia, United Kingdom, September 2015 - August 2018

Languages

Catalan; Valencian (can read, speak, understand spoken), German (can read, write, speak, understand spoken) and Spanish; Castilian (can read, write, speak, understand spoken)

Publications

Journal articles (17)

  1. Fosten, J., Gutknecht, D. and Pohle, M.-.O. (2024). Testing Quantile Forecast Optimality. Journal of Business & Economic Statistics, 42(4), pp. 1367-1378. doi:10.1080/07350015.2024.2316091

    [publisher’s website]

  2. Corradi, V., Fosten, J. and Gutknecht, D. (2024). Predictive ability tests with possibly overlapping models. Journal of Econometrics, 241(1), pp. 105716-105716. doi:10.1016/j.jeconom.2024.105716

    [publisher’s website]

  3. Fosten, J. and Nandi, S. (2023). Nowcasting U.S. state-level CO2 emissions and energy consumption. International Journal of Forecasting. doi:10.1016/j.ijforecast.2023.10.002

    [publisher’s website]

  4. Corradi, V., Fosten, J. and Gutknecht, D. (2023). Out-of-sample tests for conditional quantile coverage an application to Growth-at-Risk. Journal of Econometrics, 236(2). doi:10.1016/j.jeconom.2023.105490

    [publisher’s website]

  5. Fosten, J. and Nandi, S. (2023). Nowcasting from cross‐sectionally dependent panels. Journal of Applied Econometrics, 38(6), pp. 898-919. doi:10.1002/jae.2980

    [publisher’s website]

  6. Fosten, J. and Greenaway-McGrevy, R. (2022). Panel data nowcasting. Econometric Reviews, 41(7), pp. 675-696. doi:10.1080/07474938.2021.2017670

    [publisher’s website]

  7. Fosten, J. and Gutknecht, D. (2021). Horizon confidence sets. Empirical Economics, 61(2), pp. 667-692. doi:10.1007/s00181-020-01891-7

    [publisher’s website]

  8. Fosten, J. and Gutknecht, D. (2020). Testing Nowcast Monotonicity with Estimated Factors. Journal of Business & Economic Statistics, 38(1), pp. 107-123. doi:10.1080/07350015.2018.1458623

    [publisher’s website]

  9. Fosten, J. (2019). CO2 emissions and economic activity: A short-to-medium run perspective. Energy Economics, 83, pp. 415-429. doi:10.1016/j.eneco.2019.07.015

    [publisher’s website]

  10. Cook, S. and Fosten, J. (2019). Replicating rockets and feathers. Energy Economics, 82, pp. 139-151. doi:10.1016/j.eneco.2017.12.021

    [publisher’s website]

  11. Bragoli, D. and Fosten, J. (2018). Nowcasting Indian GDP. Oxford Bulletin of Economics and Statistics, 80(2), pp. 259-282. doi:10.1111/obes.12219

    [publisher’s website]

  12. Fosten, J. (2017). Model selection with estimated factors and idiosyncratic components. Journal of Applied Econometrics, 32(6), pp. 1087-1106. doi:10.1002/jae.2567

    [publisher’s website]

  13. Fosten, J. (2017). Confidence intervals in regressions with estimated factors and idiosyncratic components. Economics Letters, 157, pp. 71-74. doi:10.1016/j.econlet.2017.05.034

    [publisher’s website]

  14. Fosten, J. (2017). Revisiting Targeted Factors. Journal of Forecasting, 36(2), pp. 207-216. doi:10.1002/for.2429

    [publisher’s website]

  15. Fosten, J. (2012). Rising household diesel consumption in the United States: A cause for concern? Evidence on asymmetric pricing. Energy Economics, 34(5), pp. 1514-1522. doi:10.1016/j.eneco.2012.06.025

    [publisher’s website]

  16. Fosten, J., Morley, B. and Taylor, T. (2012). Dynamic misspecification in the environmental Kuznets curve: Evidence from CO2 and SO2 emissions in the United Kingdom. Ecological Economics, 76, pp. 25-33. doi:10.1016/j.ecolecon.2012.01.023

    [publisher’s website]

  17. Fosten, J. and Ghoshray, A. (2011). Dynamic persistence in the unemployment rate of OECD countries. Economic Modelling, 28(3), pp. 948-954. doi:10.1016/j.econmod.2010.11.007

    [publisher’s website]