Jurgen A Doornik

Upcoming events

• 26th Dynamic Econometrics Conference (OxMetrics Users Conference)
  
  • Dates: 3-5 April 2025
  • Location: Oxford Martin School
  • Conference programme

More events are listed on the Timberlake training calendar.

COVID-19 forecasts

COVID forcasts were discontinued in June 2022.

• Short-term COVID-19 forecasts (confirmed cases and deaths),
• England (confirmed cases), and
• Latin American countries (confirmed cases and deaths)

What's new

• Version 9.30 of OxMetrics and Ox is available. Ox Console and OxMetrics updates can be downloaded, OxMetrics is available from Timberlake Consultants.
  There are several small bug fixes in Ox, as well as some minor stability enhancing changes in the macOS-specific code.
  (4 June, 2024)
• Improving models and forecasts after equilibrium-mean shifts (with Jennie Castle and David Hendry), now online at the International Journal of Forecasting.
  (19 Oct, 2023)
• Version 9.10 of OxMetrics and Ox are available. Ox Console can be downloaded here, OxMetrics is available from Timberlake Consultants.
  This version fixes a bug in Ox 9.06 that labelled an array supplied as argument as a constant. The dependency of the linux version on glibc has been pushed back, so version 9.1 can be installed on older linux; libomp is now included. A few keyboard shortcuts have been added to OxMetrics and OxEdit.
  (5 July, 2023)
• Version 9.06 of OxMetrics and Ox are available. Ox Console can be downloaded here, OxMetrics is available from Timberlake Consultants.
  (10 October, 2022)

• COVID forecasting has been discontinued.
  (June, 2022)
• Modeling and forecasting the COVID-19 pandemic time-series data (with Jennie Castle and David Hendry) in Social Science Quarterly open access.
  (9 August, 2021)
• I'm presenting on Monday 28 June at the 41st International Symposium on Forecasting (Forecasting Principles from Experience with Forecasting Competitions). Jennie Castle on Tuesday (Forecasting Time Series using Trend Indicator Saturation). David Hendry gives a keynote on Wednesday, which will also discuss our COVID-19 forecasts.
  (25 June, 2021)
• Two more papers have just appeared:
  1. Selecting a model for forecasting (with Jennie Castle and David Hendry) in Econometrics open access.
  2. The value of robust statistical forecasts in the Covid-19 pandemic (with Jennie Castle and David Hendry) in National Institute Economic Review open access.
  
  (25 June, 2021)
• Submission deadline for the 24th Dynamic Econometrics Conference is 30 June.
  (9 June, 2021)
• Malick Fall started the awesome-ox repository.
  (9 June, 2021)
• Forecasting in the time of Coronavirus Nuffield College Magazine.
  (21 May, 2021)
• 
  

  Forecasting Principles from Experience with Forecasting Competitions (with Jennie Castle and David Hendry) cover article at Forecasting. open access (1 March, 2021)

• How England lost the battle: slideshows of forecasts, absolute errors, and actuals 2020-06-30 to 2021-01-02.
  (7 January, 2021)
• Forecasting the COVID-19 Pandemic, IAAE Invited Session: COVID-19 and its Economic Implications at the 2021 AEA/ASSA Annual Meeting. Session is at: 2021-01-05T20:45Z.
  (5 January, 2021)
• Even murky glasses are better than a blindfold. Our letter to the editor has been reprinted as letter of the year in the Financial Times.
  (30 December, 2020)
• Short-term COVID-19 forecasts (confirmed cases and deaths), England (confirmed cases), and Latin American countries (confirmed cases and deaths) are still regularly updated.
  (30 December, 2020)
• Forecasting cases and deaths of the COVID-19 pandemic in Latin America, presentation at Conference on Public Policy, Opinions, Behavior, and Health Outcomes during the COVID Pandemic (U of São Paulo, Vienna U of Economics and Business, Texas A&M)
  (11 November, 2020)
• Statistical short-term forecasting of the COVID-19 Pandemic (with Jennie Castle and David Hendry) is now published at the Journal of Clinical Immunology and Immunotherapy. open access
  (27 October, 2020)
• Forecasting of the coronavirus pandemic discussion panelist at the 40th International Symposium on Forecasting, Rio de Janeiro.
  (26 October, 2020)
• Short-term forecasting of the coronavirus pandemic (with Jennie Castle and David Hendry) is now in press at the International Journal of Forecasting. open access
  (10 October, 2020)
• Modelling non-stationary 'Big Data' (with Jennie Castle and David Hendry) is now in press at the International Journal of Forecasting.
  (8 October, 2020)
• Can we get accurate short-term forecasts of coronavirus cases and deaths? Appeared at Economics Observatory.
  (6 July, 2020)
• Added forecasts of cumulative confirmed cases for lower tier local authorities of England. The data is available from 2020-07-02 including all tests (pillar one and two).
  (3 July, 2020)
• Thursday 2 July we'll be in São Paolo for a webinar at the FGV EESP - São Paolo School of Economics. This starts at 16:00 UK time (UTC+01:00) and will be streamed here.
  (1 July, 2020)
• Why short-term forecasts can be better than models for predicting how pandemics evolve Just appeared at The Conversation.
  (30 June, 2020)
• Research presentation on short-term COVID-19 forecasting on 26 June at the Quarterly Forecasting Forum of the IIF UK Chapter.
  (25 June, 2020)
• Short-term COVID-19 forecasts are regularly updated.
  (25 June, 2020)
• We now have more than three months of regular short-term COVID-19 forecasts.
  (22 June, 2020)
• We now have more than two months of regular short-term COVID-19 forecasts.
  (21 May, 2020)
• See our blog entry at the International Institute of Forecasters.
  (30 Apr, 2020)
• Our short-term COVID-19 forecasting paper is now available as Nuffield Economics Discussion Paper 2020-W06.
  (27 Apr, 2020)
• A summary of our work on short-term COVID-19 forecasting appeared as a voxeu.
  (24 Apr, 2020)
• Lead letter to the editor in the Saturday Financial Times: Even murky glasses are better than a blindfold (paywall). Also see INET Oxford.
  (11 Apr, 2020)
• We are now publishing short-term COVID-19 forecasts for many countries. This will be updated regularly.
  (20 Mar, 2020)
• My 2009 work on flu trends is still of some relevance, see the references in Flu Forecasts. Although at the time some publications were not willing to publish work critical of Google, it turned out to be a prescient criticism of some modelling approaches. It also showed the value of more careful econometric modelling.
  (Mar, 2020)

Contact information and brief CV

Jurgen A Doornik Nuffield College Oxford OX1 1NF, UK tel. +44-1865-278610   fax +44-1865-278621 email: Please check the support section before contacting me about software issues. Unfortunately, owing to the volume of emails, I sometimes take a very long time to answer. Emails without subject header or unsigned emails are binned.

Jurgen A. Doornik (D.Phil. Oxon) is a James Martin Fellow at the Institute for New Economic Thinking at the Oxford Martin School of the University of Oxford, and a director of OxMetrics Technologies Ltd. His main interest is in computational econometrics and statistics, with current research focussing on automatic model selection. He has published in Econometrica, Journal of Applied Econometrics, ACM TOMACS, Computational Statistics and Data Analysis, the Palgrave Handbook of Econometrics, and elsewhere, on topics that include cointegration analysis, fractionally integrated models, parallel computation and random number generation. He is also a core developer of the OxMetrics system of scientific software, which is used around the world. This includes PcGive, for interactive econometric modelling, and Ox, which is a matrix programming language aimed primarily at statistical and econometric applications. He has (co-)authored eight books accompanying the software.

 

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