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Details about Christian Jonathan Kascha

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Homepage:http://www.christiankascha.com

Access statistics for papers by Christian Jonathan Kascha.

Last updated 2019-03-07. Update your information in the RePEc Author Service.

Short-id: pka324


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Working Papers

2018

  1. Directed Graphs and Variable Selection in Large Vector Autoregressive Models
    Working Paper Series of the Department of Economics, University of Konstanz, Department of Economics, University of Konstanz Downloads
    Also in Working Paper Series of the Department of Economics, University of Konstanz, Department of Economics, University of Konstanz (2017) Downloads

2015

  1. Forecasting VARs, model selection, and shrinkage
    Working Papers, University of Mannheim, Department of Economics Downloads View citations (7)

2011

  1. Cointegrated VARMA models and forecasting US interest rates
    ECON - Working Papers, Department of Economics - University of Zurich Downloads View citations (1)

2009

  1. Bootstrapping the likelihood ratio cointegration test in error correction models with unknown lag order
    Working Paper, Norges Bank Downloads View citations (1)
    See also Journal Article in Computational Statistics & Data Analysis (2011)

2008

  1. Business cycle analysis and VARMA models
    Working Paper, Norges Bank Downloads View citations (1)
    Also in Economics Working Papers, European University Institute (2006) Downloads

    See also Journal Article in Journal of Economic Dynamics and Control (2009)
  2. Combining inflation density forecasts
    Working Paper, Norges Bank Downloads View citations (18)
    See also Journal Article in Journal of Forecasting (2010)

2007

  1. A Comparison of Estimation Methods for Vector Autoregressive Moving-Average Models
    Economics Working Papers, European University Institute Downloads View citations (11)
    See also Journal Article in Econometric Reviews (2012)

Journal Articles

2015

  1. Simple Identification and Specification of Cointegrated Varma Models
    Journal of Applied Econometrics, 2015, 30, (4), 675-702 Downloads View citations (3)

2012

  1. A Comparison of Estimation Methods for Vector Autoregressive Moving-Average Models
    Econometric Reviews, 2012, 31, (3), 297-324 Downloads View citations (2)
    See also Working Paper (2007)

2011

  1. Bootstrapping the likelihood ratio cointegration test in error correction models with unknown lag order
    Computational Statistics & Data Analysis, 2011, 55, (2), 1008-1017 Downloads
    See also Working Paper (2009)

2010

  1. Combining inflation density forecasts
    Journal of Forecasting, 2010, 29, (1-2), 231-250 Downloads View citations (92)
    See also Working Paper (2008)

2009

  1. Business cycle analysis and VARMA models
    Journal of Economic Dynamics and Control, 2009, 33, (2), 267-282 Downloads View citations (15)
    See also Working Paper (2008)
 
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