Dr Castle studied economics at Durham University, before moving to Nuffield College, Oxford University, where she obtained her PhD in Economics.
She was awarded a three year British Academy Postdoctoral Research Fellowship at the Department of Economics and Nuffield College, prior to joining Magdalen College as an Economics Fellow in 2009. She is affiliated to the Institute for New Economic Thinking at the Oxford Martin School as a Senior Research Fellow in the Economic Modelling Programme.
Her research interests lie in the fields of model selection, forecasting, time-series econometrics and applied macro-economics. She focuses on econometric modelling and the use of general-to-specific methodology in modelling economic time series, modelling non-linear economic time series and macro-economic forecasting in theory and practice, with applications including inflation, unemployment and the output gap.