Jack Fosten

Reader (Associate Professor) in Data Analytics at @BayesBSchool | Econometrics | Forecasting | HE Teaching | SFHEA | #CAFC | Running | Tweets = personal views

[Charlton Athletic FC @CAFCofficial]

ONE. MORE. GAME! 👊

#cafc

[Jack Fosten @jackfosten]

Great session on Climate Econometrics at the climate-macro-finance conference hosted at the Centre for Econometric Analysis here at @BayesBSchool

Here is @parla_fabio talking on seasonal temperature shocks to growth using NUTS2 data

[Jack Fosten @jackfosten]

Lovely to be part of the @BayesBSchool Festive Lunch. A nice way to kick off the year before term begins.

However it has made me realise I have a LOT of colleagues still to meet!

[Jack Fosten @jackfosten]

Yesss London! -3°C does have it's benefits ❄️

So I decided to join the other 500 commuters who stopped to take a photo on London Bridge!

Off to meet some former @kingsbschool Econ friends for breakfast 😄

[Jack Fosten @jackfosten]

Been a few years since I've been here to see the Cavalcada de Reis a Barcelona 👑

Amazing as usual!!

#Reis2025

[Jack Fosten @jackfosten]

Always nice to pass by my old employer @kingsbschool and gaze in awe at the amazing architecture on the Strand campus

[Jack Fosten @jackfosten]

Great two day workshop on Applied Econometrics and Data Analytics @cityuniecon

Kicked off with two super interesting lectures on functional data from Park and Chang from Indiana

[Jack Fosten @jackfosten]

@Vasco_J_Gabriel @BayesBSchool @andre_spicer Haha. Trombone and guitar duo would have been interesting...

[Jack Fosten @jackfosten]

Loving the sense of festive community at @BayesBSchool. Carols around the tree and a few mince pies to get spirits up. Messages from Andrew and @andre_spicer to bring Christmas to life.🎄

[Jack Fosten @jackfosten]

@LCoroneo @EconomicsatYork @FrancisDiebold I've always wondered why the test does badly even when dependence is not super high. I've always assumed it's something to do with the HAC in the denominator. Is that what you find?

I'll need to read the paper 😉

[Jack Fosten @jackfosten]

On my way to @unisouthampton to present an idea for forecast accuracy tests with functional data (w/ Piotr Kokoszka, Tim Kutta & Shixuan Wang) 📈

Programme of great presentations for this ESRC-funded workshop organised by Jean-Yves Pitarakis & José Olmo

https://t.co/Kw6lbiTUuj

[Jack Fosten @jackfosten]

🍂 Autumn nostalgia 🍂

Today I'm back in Bath to give the department seminar, 14 years after leaving as an undergrad @UniofBath

Beautiful walk up Bathwick Hill. This time for the memories but in student days we'd lug a week's shopping up the hill to avoid paying for the bus!

[Jack Fosten @jackfosten]

Come join us at @BayesBSchool in the Faculty of Finance✅

I'd love to hear from people interested in macro and financial forecasting, forecast evaluation, functional data, quantile models etc. 📈

PhD Scholarships: https://t.co/HOhYSjLKeP

ESRC Postdoc: https://t.co/HOhYSjLKeP

[Jack Fosten @jackfosten]

Some great presentations at the @ESCoEorg PhD and Early Career workshop @kingsbschool

This is @Depomtx talking about mixed frequency models for income distribution

Nice to be back seeing some old colleagues 😄

[Jack Fosten @jackfosten]

It was a pleasure to welcome some of our incoming BSc Business Analytics (with finance) students to @BayesBSchool yesterday.

This new and exciting UG programme brings students to the frontier of machine learning and AI for business decision making.

Watch this space!

[Jack Fosten @jackfosten]

Today it's the Bayes Research Day @BayesBSchool

Looking forward to hearing bitesize talks from lots of colleagues!

[Jack Fosten @jackfosten]

Very interesting morning at @UoREconomics @UniofReading 1st conference in econometrics with data science

@LorenzoTrapani1 gave a great keynote on matrix valued time series

More to come!

[Jack Fosten @jackfosten]

It's also my first time at the London Road campus. Beautiful setting on a sunny day ☀️

[Jack Fosten @jackfosten]

I'm in Reading today for the "1st Conference on “Econometrics with Data Science" @UoREconomics @UniofReading @BayesBSchool

Presenting this paper with Ryan Greenaway-McGrevy on bias corrected LS for DID type models

Looking forward to a great day of presentations

[Jack Fosten @jackfosten]

I'm in Reading today for the "1st Conference on “Econometrics with Data Science" @UoREconomics @UniofReading @BayesBSchool

Presenting this paper with Ryan Greenaway-McGrevy on bias corrected LS for DID type models

Looking forward to a great day of presentations