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Information about:
Christian Jonathan Kascha

Personal Details | Affiliation | Works

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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 2009-10-31.

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.