Dr. Felix Pretis

Felix Pretis obtained his DPhil (PhD) in economics from the University of Oxford (Nuffield College). His research concentrates on time series, panel, and spatial econometric methods with applications to climate change, environmental economics and natural resources. He co-directs the Climate Econometrics project and research network (www.climateeconometrics.org). Prior to joining UVic he was a British Academy Postdoctoral Research Fellow at Nuffield College at the University of Oxford, as well as a visiting researcher at UC Berkeley.

Interests

• Econometrics
• Climate Change
• Environmental Economics

Courses

• ECON 345, Applied Econometrics
• ECON 547, Time-Series Econometrics

Links

• www.felixpretis.org
• www.climateeconometrics.org

Selected publications

1. Jiao, X., & Pretis, F. (2022). Testing the presence of outliers in regression models. Forthcoming in Oxford Bulletin of Economics and Statistics. [link to working paper]
2. Pretis, F. (2022) Does a Carbon Tax Reduce CO2 Emissions? Evidence from British Columbia. Environmental and Resource Economics. [link]
3. Hendry, D. F., & Pretis, F. (2022). Analysing differences between scenarios. International Journal of Forecasting. [link]
4. Pretis, F. (2021). Exogeneity in Climate Econometrics. Energy Economics, 96, 105122. [link]
5. Kaufmann, R. K., & Pretis, F. (2021). Understanding glacial cycles: A multivariate disequilibrium approach. Quaternary Science Reviews, 251, 106694. [link]
6. "Variation in Responsiveness to Warranted Behaviour Change Among NHS Clinicians: Novel Implementation of Change Detection Methods in Longitudinal Prescribing Data" (2019) The BMJ, doi: 10.1136/bmj.l5205 [link]
7. Pretis, F. (2020). Econometric modelling of climate systems: The equivalence of energy balance models and cointegrated vector autoregressions. Journal of Econometrics, 214(1), 256-273. [link] 
8. “Uncertain Impacts on Economic Growth When Stabilizing Global Temperatures at 1.5°C or 2°C” with M. Schwarz, K. Tang, K. Haustein, & M. R. Allen (2018) Philosophical Transactions of the Royal Society A, vol. 376 (2119). [link]
9. “Automated General-to-Specific (GETS) Regression Modelling and Indicator Saturation for Outliers and Structural Breaks”, with G. Sucarrat & J. Reade (2018) Journal of Statistical Software. Accepted, in press. [link to earlier version]
10. “The Spatial Heterogeneity of Climate Change as an Experiential Basis for Skepticism” with R. K. Kaufmann, M. L Mann, S. Gopal, J. A. Liederman, P.D. Howe, X. Tang, & M. Gillmore (2017)  Proceedings of the National Academy of Sciences (PNAS), vol.114(1). [link]
11. “CO2 Emission-Intensity in Climate Projections: Comparing the Observational Record to Socio-Economic Scenarios”, with M. Roser. (2017) Energy, vol.135. [link]
12. “A new archive of large volcanic events over the past millennium from reconstructed summer temperatures”, with L. Schneider, J. Smerdon, C. Hartl-Meier, and J. Esper (2017) Environmental Research Letters, vol. 12. [link]
13.  “Detecting Volcanic Eruptions in Temperature Reconstructions by Designed Break-Indicator Saturation”, with L. Schneider, J. Smerdon, & D.F. Hendry (2016) Journal of Econ. Surveys, vol.30(3). [link]
14. “Detecting Location Shifts during Model Selection by Step-Indicator Saturation”, with D.F. Hendry, J.A. Doornik, & J.L. Castle, (2015) Econometrics, vol.3(2). [link]
15. “Testing Competing Models of the Temperature Hiatus: Assessing the effects of conditioning variables and temporal uncertainties through sample-wide break detection”, with R. K. Kaufmann, & M. L. Mann (2015) Climatic Change, vol.131(4). [link]
16. “Climate Science: Breaks in Trends”, with M.R. Allen (2013) Nature Geoscience, vol.6. [link]
17. 10. “Some Hazards in Econometric Modelling of Climate Change”, with D. F. Hendry. (2013) Earth System Dynamics, vol.4. [link]

1. “All Change: The Implications of Non-stationarity for Empirical Modelling, Forecasting and Policy”, with David F. Hendry, (2016) Oxford Martin School Policy Paper (peer-reviewed). [link]

1. “Anthropogenic Influences on Atmospheric CO2” with D. F. Hendry, (2013) in Handbook on Energy and Climate Change, R. Fouquet ed. Cheltenham: Edward Elgar. [link]