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Information about:
Christian Jonathan Kascha

Personal Details | Affiliation | Works

This is information that was supplied by Christian Kascha in registering through RePEc. If you are Christian Jonathan Kascha , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Other registered authors

Personal Details

First Name: Christian
Middle Name: Jonathan
Last Name: Kascha
Suffix:

RePEc Short-ID: pka324

Email:
Homepage: http://www.norges-bank.no/research/kascha
Postal Address:
Phone:

Affiliation

(in no particular order)

Norges Bank (Central Bank of Norway)
Location: Oslo, Norway
Homepage: http://www.norges-bank.no/
Email:
Phone: +47 22 31 60 00
Fax: +47 22 41 31 05
Postal: Postboks 1179 Sentrum, 0107 Oslo
Handle: RePEc:edi:nbgovno (registered authors at this institution)

Works

Working papers

Christian Kascha & Carsten Trenkler, 2009. "Bootstrapping the likelihood ratio cointegration test in error correction models with unknown lag order," Working Paper 2009/12, Norges Bank. [Downloadable!]
Christian Kascha & Francesco Ravazzolo, 2008. "Combining inflation density forecasts," Working Paper 2008/22, Norges Bank. [Downloadable!]
Christian Kascha & Karel Mertens, 2008. "Business cycle analysis and VARMA models," Working Paper 2008/05, Norges Bank. [Downloadable!]
Other versions:
- Christian Kascha & Karel Mertens, 2006. "Business Cycle Analysis and VARMA models," Economics Working Papers ECO2006/37, European University Institute. [Downloadable!]
Published as:
- Kascha, Christian & Mertens, Karel, 2009. "Business cycle analysis and VARMA models," Journal of Economic Dynamics and Control, Elsevier, vol. 33(2), pages 267-282, February. [Downloadable!] (restricted)
Christian Kascha, 2007. "A Comparison of Estimation Methods for Vector Autoregressive Moving-Average Models," Economics Working Papers ECO2007/12, European University Institute. [Downloadable!]

Articles

Kascha, Christian & Mertens, Karel, 2009. "Business cycle analysis and VARMA models," Journal of Economic Dynamics and Control, Elsevier, vol. 33(2), pages 267-282, February. [Downloadable!] (restricted)
Other versions:
- Christian Kascha & Karel Mertens, 2006. "Business Cycle Analysis and VARMA models," Economics Working Papers ECO2006/37, European University Institute. [Downloadable!]
- Christian Kascha & Karel Mertens, 2008. "Business cycle analysis and VARMA models," Working Paper 2008/05, Norges Bank. [Downloadable!]

NEP Fields

4 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):

NEP-CBA: Central Banking (1) 2009-01-03 Author is listed
NEP-DGE: Dynamic General Equilibrium (1) 2007-01-28 Author is listed
NEP-ECM: Econometrics (4) 2007-01-28 2007-07-07 2009-01-03 2009-08-16 Author is listed
NEP-ETS: Econometric Time Series (4) 2007-01-28 2007-07-07 2009-01-03 2009-08-16 Author is listed
NEP-FOR: Forecasting (2) 2007-07-07 2009-01-03 Author is listed
NEP-MAC: Macroeconomics (2) 2007-01-28 2009-01-03 Author is listed
NEP-MST: Market Microstructure (1) 2009-08-16 Author is listed

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This page was last updated on 2009-11-19.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.