4
H index
3
i10 index
163
Citations
Christian Jonathan Kascha : Citation Profile
| RESEARCH PRODUCTION: 5 Articles 10 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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13 years (2006 - 2019). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Christian Jonathan Kascha. | Is cited by:
| Cites to:
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Main data
Where Christian Jonathan Kascha has published?
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Economics Working Papers / European University Institute | 2 |
| Working Paper Series of the Department of Economics, University of Konstanz / Department of Economics, University of Konstanz | 2 |
Recent works citing Christian Jonathan Kascha (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | Predictive properties of forecast combination, ensemble methods, and Bayesian predictive synthesis. (2019). McAlinn, Kenichiro ; Takanashi, Kosaku. In: Papers. RePEc:arx:papers:1911.08662. Full description at Econpapers || Download paper |
| 2023 | Directed graphs and variable selection in large vector autoregressive models. (2023). Kascha, Christian ; Bruggemann, Ralf ; Bertsche, Dominik. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:44:y:2023:i:2:p:223-246. Full description at Econpapers || Download paper |
| 2023 | Structural inference in sparse high-dimensional vector autoregressions. (2023). Trenkler, C ; Paparoditis, E ; Krampe, J. In: Journal of Econometrics. RePEc:eee:econom:v:234:y:2023:i:1:p:276-300. Full description at Econpapers || Download paper |
| 2023 | Empirically-transformed linear opinion pools. (2023). Vahey, Shaun P ; Henckel, Timo ; Garratt, Anthony. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:2:p:736-753. Full description at Econpapers || Download paper |
| 2023 | Bayesian forecast combination using time-varying features. (2023). Li, Feng ; Kang, Yanfei. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1287-1302. Full description at Econpapers || Download paper |
| 2023 | Real-time density nowcasts of US inflation: A model combination approach. (2023). Zaman, Saeed ; Knotek, Edward S. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:4:p:1736-1760. Full description at Econpapers || Download paper |
| 2023 | Forecasting inflation time series using score?driven dynamic models and combination methods: The case of Brazil. (2023). Lucena, Fernando Antonio ; Dias, Carlos Henrique. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:2:p:369-401. Full description at Econpapers || Download paper |
Works by Christian Jonathan Kascha:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2008 | Business cycle analysis and VARMA models In: Working Paper. [Full Text][Citation analysis] | paper | 18 |
| 2009 | Business cycle analysis and VARMA models.(2009) In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 18 | article | |
| 2006 | Business Cycle Analysis and VARMA models.(2006) In: Economics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 18 | paper | |
| 2008 | Combining inflation density forecasts In: Working Paper. [Full Text][Citation analysis] | paper | 110 |
| 2010 | Combining inflation density forecasts.(2010) In: Journal of Forecasting. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 110 | article | |
| 2009 | Bootstrapping the likelihood ratio cointegration test in error correction models with unknown lag order In: Working Paper. [Full Text][Citation analysis] | paper | 2 |
| 2011 | Bootstrapping the likelihood ratio cointegration test in error correction models with unknown lag order.(2011) In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
| 2007 | A Comparison of Estimation Methods for Vector Autoregressive Moving-Average Models In: Economics Working Papers. [Full Text][Citation analysis] | paper | 22 |
| 2012 | A Comparison of Estimation Methods for Vector Autoregressive Moving-Average Models.(2012) In: Econometric Reviews. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 22 | article | |
| 2017 | Directed Graphs and Variable Selection in Large Vector Autoregressive Models In: Working Paper Series of the Department of Economics, University of Konstanz. [Full Text][Citation analysis] | paper | 0 |
| 2018 | Directed Graphs and Variable Selection in Large Vector Autoregressive Models.(2018) In: Working Paper Series of the Department of Economics, University of Konstanz. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2019 | Directed Graph and Variable Selection in Large Vector Autoregressive Models.(2019) In: VfS Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2015 | Forecasting VARs, model selection, and shrinkage In: Working Papers. [Full Text][Citation analysis] | paper | 7 |
| 2015 | Simple Identification and Specification of Cointegrated Varma Models In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 3 |
| 2011 | Cointegrated VARMA models and forecasting US interest rates In: ECON - Working Papers. [Full Text][Citation analysis] | paper | 1 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated March, 4 2024. Contact: CitEc Team