Christian Jonathan Kascha
Names
| first: |
Christian |
| middle: |
Jonathan |
| last: |
Kascha |
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Research profile
author of:
- Business cycle analysis and VARMA models (RePEc:bno:worpap:2008_05)
by Christian Kascha & Karel Mertens - Combining inflation density forecasts (RePEc:bno:worpap:2008_22)
by Christian Kascha & Francesco Ravazzolo - Bootstrapping the likelihood ratio cointegration test in error correction models with unknown lag order (RePEc:bno:worpap:2009_12)
by Christian Kascha & Carsten Trenkler - Bootstrapping the likelihood ratio cointegration test in error correction models with unknown lag order (RePEc:eee:csdana:v:55:y:2011:i:2:p:1008-1017)
by Kascha, Christian & Trenkler, Carsten - Business cycle analysis and VARMA models (RePEc:eee:dyncon:v:33:y:2009:i:2:p:267-282)
by Kascha, Christian & Mertens, Karel - Business Cycle Analysis and VARMA models (RePEc:eui:euiwps:eco2006/37)
by Christian Kascha & Karel Mertens - A Comparison of Estimation Methods for Vector Autoregressive Moving-Average Models (RePEc:eui:euiwps:eco2007/12)
by Christian Kascha - Combining inflation density forecasts (RePEc:jof:jforec:v:29:y:2010:i:1-2:p:231-250)
by Christian Kascha & Francesco Ravazzolo - Directed Graphs and Variable Selection in Large Vector Autoregressive Models (RePEc:knz:dpteco:1706)
by Ralf Brüggemann & Christian Kascha - Directed Graphs and Variable Selection in Large Vector Autoregressive Models (RePEc:knz:dpteco:1808)
by Dominik Bertsche & Ralf Brüggemann & Christian Kascha - Forecasting VARs, model selection, and shrinkage (RePEc:mnh:wpaper:38872)
by Kascha, Christian & Trenkler, Carsten - A Comparison of Estimation Methods for Vector Autoregressive Moving-Average Models (RePEc:taf:emetrv:v:31:y:2012:i:3:p:297-324)
by Christian Kascha - Simple Identification and Specification of Cointegrated Varma Models (RePEc:wly:japmet:v:30:y:2015:i:4:p:675-702)
by Christian Kascha & Carsten Trenkler - Directed Graph and Variable Selection in Large Vector Autoregressive Models (RePEc:zbw:vfsc19:203656)
by Bertsche, Dominik & Brüggemann, Ralf & Kascha, Christian - Cointegrated VARMA models and forecasting US interest rates (RePEc:zur:econwp:033)
by Christian Kascha & Carsten Trenkler