Christian Jonathan Kascha : Citation Profile


Are you Christian Jonathan Kascha?

4

H index

3

i10 index

138

Citations

RESEARCH PRODUCTION:

5

Articles

9

Papers

RESEARCH ACTIVITY:

   12 years (2006 - 2018). See details.
   Cites by year: 11
   Journals where Christian Jonathan Kascha has often published
   Relations with other researchers
   Recent citing documents: 12.    Total self citations: 3 (2.13 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pka324
   Updated: 2021-10-16    RAS profile: 2019-03-07    
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Relations with other researchers


Works with:

Brüggemann, Ralf (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Christian Jonathan Kascha.

Is cited by:

Ravazzolo, Francesco (25)

van Dijk, Herman (13)

Vahey, Shaun (10)

Mitchell, James (9)

Casarin, Roberto (8)

Yao, Wenying (7)

Aastveit, Knut Are (7)

Bürgi, Constantin (6)

Thorsrud, Leif (6)

Vahid, Farshid (6)

Billio, Monica (6)

Cites to:

Watson, Mark (11)

Reichlin, Lucrezia (7)

Kapetanios, George (6)

Poskitt, Donald (6)

Bauer, Dietmar (6)

Lütkepohl, Helmut (5)

Stock, James (5)

Giannone, Domenico (5)

Forni, Mario (4)

King, Robert (4)

Sims, Christopher (4)

Main data


Where Christian Jonathan Kascha has published?


Working Papers Series with more than one paper published# docs
Economics Working Papers / European University Institute2
Working Paper Series of the Department of Economics, University of Konstanz / Department of Economics, University of Konstanz2

Recent works citing Christian Jonathan Kascha (2021 and 2020)


YearTitle of citing document
2021Predictive properties of forecast combination, ensemble methods, and Bayesian predictive synthesis. (2019). McAlinn, Kenichiro ; Takanashi, Kosaku. In: Papers. RePEc:arx:papers:1911.08662.

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2020Forecasting With Factor-Augmented Quantile Autoregressions: A Model Averaging Approach. (2020). Phella, Anthoulla. In: Papers. RePEc:arx:papers:2010.12263.

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2021Bayesian forecast combination using time-varying features. (2021). Li, Feng ; Kang, Yanfei. In: Papers. RePEc:arx:papers:2108.02082.

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2021Estimating Large-Dimensional Connectedness Tables: The Great Moderation Through the Lens of Sectoral Spillovers. (2021). Hipp, Ruben ; Brunner, Felix. In: Staff Working Papers. RePEc:bca:bocawp:21-37.

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2021Quantifying time-varying forecast uncertainty and risk for the real price of oil. (2021). van Dijk, Herman K ; Cross, Jamie L ; Aastveit, Knut Are. In: Working Paper. RePEc:bno:worpap:2021_3.

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2021Quantifying time-varying forecast uncertainty and risk for the real price of oil. (2021). Djik, Herman K ; Cross, Jamie ; Aastveit, Knut Are. In: Working Papers. RePEc:bny:wpaper:0099.

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2020Forecasting in the Presence of Instabilities: How Do We Know Whether Models Predict Well and How to Improve Them. (2020). Rossi, Barbara. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14472.

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2020An Indirect Proof for the Asymptotic Properties of VARMA Model Estimators. (2020). Melard, Guy. In: Working Papers ECARES. RePEc:eca:wpaper:2013/304272.

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2020Inflation forecasting using the New Keynesian Phillips Curve with a time-varying trend. (2020). Rumler, Fabio ; Mihailov, Alexander ; McKnight, Stephen. In: Economic Modelling. RePEc:eee:ecmode:v:87:y:2020:i:c:p:383-393.

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2020Real-Time Density Nowcasts of US Inflation: A Model-Combination Approach. (2020). Zaman, Saeed ; Knotek, Edward. In: Working Papers. RePEc:fip:fedcwq:88961.

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2021Quantifying time-varying forecast uncertainty and risk for the real price of oil. (2021). van Dijk, Herman K ; Cross, Jamie ; Aastveit, Knut Are. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20210053.

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2021Focused Bayesian prediction. (2021). Loaiza Maya, Rubén ; Frazier, David T ; Martin, Gael M ; Loaizamaya, Ruben. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:36:y:2021:i:5:p:517-543.

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Works by Christian Jonathan Kascha:


YearTitleTypeCited
2008Business cycle analysis and VARMA models In: Working Paper.
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paper15
2009Business cycle analysis and VARMA models.(2009) In: Journal of Economic Dynamics and Control.
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This paper has another version. Agregated cites: 15
article
2006Business Cycle Analysis and VARMA models.(2006) In: Economics Working Papers.
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This paper has another version. Agregated cites: 15
paper
2008Combining inflation density forecasts In: Working Paper.
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paper100
2010Combining inflation density forecasts.(2010) In: Journal of Forecasting.
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This paper has another version. Agregated cites: 100
article
2009Bootstrapping the likelihood ratio cointegration test in error correction models with unknown lag order In: Working Paper.
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paper1
2011Bootstrapping the likelihood ratio cointegration test in error correction models with unknown lag order.(2011) In: Computational Statistics & Data Analysis.
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This paper has another version. Agregated cites: 1
article
2007A Comparison of Estimation Methods for Vector Autoregressive Moving-Average Models In: Economics Working Papers.
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paper13
2012A Comparison of Estimation Methods for Vector Autoregressive Moving-Average Models.(2012) In: Econometric Reviews.
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This paper has another version. Agregated cites: 13
article
2017Directed Graphs and Variable Selection in Large Vector Autoregressive Models In: Working Paper Series of the Department of Economics, University of Konstanz.
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paper0
2018Directed Graphs and Variable Selection in Large Vector Autoregressive Models.(2018) In: Working Paper Series of the Department of Economics, University of Konstanz.
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This paper has another version. Agregated cites: 0
paper
2015Forecasting VARs, model selection, and shrinkage In: Working Papers.
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paper5
2015Simple Identification and Specification of Cointegrated Varma Models In: Journal of Applied Econometrics.
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article3
2011Cointegrated VARMA models and forecasting US interest rates In: ECON - Working Papers.
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paper1

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