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Christian Jonathan Kascha

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
RePEc Short-ID:pka324
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  1. Ralf Br├╝ggemann & Christian Kascha, 2017. "Directed Graphs and Variable Selection in Large Vector Autoregressive Models," Working Paper Series of the Department of Economics, University of Konstanz 2017-06, Department of Economics, University of Konstanz.
  2. Kascha, Christian & Trenkler, Carsten, 2015. "Forecasting VARs, model selection, and shrinkage," Working Papers 15-07, University of Mannheim, Department of Economics.
  3. Christian Kascha & Carsten Trenkler, 2011. "Cointegrated VARMA models and forecasting US interest rates," ECON - Working Papers 033, Department of Economics - University of Zurich.
  4. 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.
  5. Christian Kascha & Karel Mertens, 2008. "Business cycle analysis and VARMA models," Working Paper 2008/05, Norges Bank.
  6. Christian Kascha & Francesco Ravazzolo, 2008. "Combining inflation density forecasts," Working Paper 2008/22, Norges Bank.
  7. Christian Kascha, 2007. "A Comparison of Estimation Methods for Vector Autoregressive Moving-Average Models," Economics Working Papers ECO2007/12, European University Institute.
  1. Christian Kascha & Carsten Trenkler, 2015. "Simple Identification and Specification of Cointegrated Varma Models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 30(4), pages 675-702, June.
  2. 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.
  3. Christian Kascha & Francesco Ravazzolo, 2010. "Combining inflation density forecasts," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 29(1-2), pages 231-250.
  4. 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 is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 7 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ECM: Econometrics (6) 2007-01-28 2007-07-07 2009-01-03 2009-08-16 2011-10-15 2017-08-13. Author is listed
  2. NEP-ETS: Econometric Time Series (6) 2007-01-28 2007-07-07 2009-01-03 2009-08-16 2011-10-15 2015-06-20. Author is listed
  3. NEP-FOR: Forecasting (4) 2007-07-07 2009-01-03 2011-10-15 2015-06-20
  4. NEP-MAC: Macroeconomics (4) 2007-01-28 2009-01-03 2015-06-20 2017-08-13
  5. NEP-CBA: Central Banking (2) 2009-01-03 2011-10-15
  6. NEP-DGE: Dynamic General Equilibrium (1) 2007-01-28
  7. NEP-MST: Market Microstructure (1) 2009-08-16
  8. NEP-ORE: Operations Research (1) 2015-06-20

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