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Christian Jonathan Kascha

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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 the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

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

RePEc Short-ID: pka324

Email:
Homepage: http://www.econ.uzh.ch/faculty/kascha.html
Postal Address:
Phone:

Affiliation

Institut für Volkswirtschaftslehre
Wirtschaftswissenschaftliche Fakutät
Universität Zürich
Location: Zürich, Switzerland
Homepage: http://www.econ.uzh.ch/
Email:
Phone: +41-1-634 22 05
Fax: +41-1-634 49 07
Postal: Blümlisalpstrasse 10, CH-8006 Zürich
Handle: RePEc:edi:seizhch (more details at EDIRC)

Works

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Working papers

  1. Christian Kascha & Carsten Trenkler, 2011. "Cointegrated VARMA models and forecasting US interest rates," ECON - Working Papers 033, Department of Economics - University of Zurich.
  2. 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.
  3. Christian Kascha & Francesco Ravazzolo, 2008. "Combining inflation density forecasts," Working Paper 2008/22, Norges Bank.
  4. Christian Kascha & Karel Mertens, 2008. "Business cycle analysis and VARMA models," Working Paper 2008/05, Norges Bank.
  5. Christian Kascha, 2007. "A Comparison of Estimation Methods for Vector Autoregressive Moving-Average Models," Economics Working Papers ECO2007/12, European University Institute.

Articles

  1. Kascha, Christian & Trenkler, Carsten, 2011. "Bootstrapping the likelihood ratio cointegration test in error correction models with unknown lag order," Computational Statistics & Data Analysis, Elsevier, vol. 55(2), pages 1008-1017, February.
  2. Christian Kascha & Francesco Ravazzolo, 2010. "Combining inflation density forecasts," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 29(1-2), pages 231-250.
  3. 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.

NEP Fields

5 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CBA: Central Banking (2) 2009-01-03 2011-10-15. Author is listed
  2. NEP-DGE: Dynamic General Equilibrium (1) 2007-01-28
  3. NEP-ECM: Econometrics (5) 2007-01-28 2007-07-07 2009-01-03 2009-08-16 2011-10-15. Author is listed
  4. NEP-ETS: Econometric Time Series (5) 2007-01-28 2007-07-07 2009-01-03 2009-08-16 2011-10-15. Author is listed
  5. NEP-FOR: Forecasting (3) 2007-07-07 2009-01-03 2011-10-15. Author is listed
  6. NEP-MAC: Macroeconomics (2) 2007-01-28 2009-01-03. Author is listed
  7. NEP-MST: Market Microstructure (1) 2009-08-16

Statistics

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Co-authorship network on CollEc

Corrections

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