Christian Jonathan Kascha : Citation Profile

Are you Christian Jonathan Kascha?

4

H index

3

i10 index

159

Citations

RESEARCH PRODUCTION:

5

Articles

10

Papers

RESEARCH ACTIVITY:

   13 years (2006 - 2019). See details.
   Cites by year: 12
   Journals where Christian Jonathan Kascha has often published
   Relations with other researchers
   Recent citing documents: 13.    Total self citations: 4 (2.45 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pka324
   Updated: 2023-11-04    RAS profile: 2023-01-25    
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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 (26)

van Dijk, Herman (17)

Vahey, Shaun (11)

Aastveit, Knut Are (10)

Mitchell, James (9)

Casarin, Roberto (8)

Yao, Wenying (7)

Poskitt, Donald (6)

Thorsrud, Leif (6)

Vahid, Farshid (6)

Billio, Monica (6)

Cites to:

Watson, Mark (11)

Reichlin, Lucrezia (7)

Bauer, Dietmar (6)

Kapetanios, George (6)

Poskitt, Donald (6)

Stock, James (5)

Lütkepohl, Helmut (5)

Sims, Christopher (5)

Giannone, Domenico (5)

King, Robert (4)

Plosser, Charles (4)

Main data

Where Christian Jonathan Kascha has published?

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

Recent works citing Christian Jonathan Kascha (2023 and 2022)

YearTitle of citing document
2023Predictive 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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2022Bayesian forecast combination using time-varying features. (2021). Li, Feng ; Kang, Yanfei. In: Papers. RePEc:arx:papers:2108.02082.

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2022Sparsification and Filtering for Spatial-temporal GNN in Multivariate Time-series. (2022). Wang, Yuanrong ; Aste, Tomaso. In: Papers. RePEc:arx:papers:2203.03991.

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2022.

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2023Directed 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.

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2022Infinite Markov pooling of predictive distributions. (2022). Maheu, John ; Yang, Qiao ; Jin, Xin. In: Journal of Econometrics. RePEc:eee:econom:v:228:y:2022:i:2:p:302-321.

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2023Structural 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.

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2022An indirect proof for the asymptotic properties of VARMA model estimators. (2022). Melard, Guy. In: Econometrics and Statistics. RePEc:eee:ecosta:v:21:y:2022:i:c:p:96-111.

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2022Forecasting: theory and practice. (2022). Shang, Han Lin ; Rubaszek, Michał ; Martinez, Andrew ; Grossi, Luigi ; Franses, Philip Hans ; Fiszeder, Piotr ; Clements, Michael ; Castle, Jennifer ; Carnevale, Claudio ; Kolassa, Stephan ; Thorarinsdottir, Thordis ; Guo, Xiaojia ; Reade, James J ; Petropoulos, Fotios ; Nikolopoulos, Konstantinos ; Koehler, Anne B ; Thomakos, Dimitrios ; Browell, Jethro ; Rapach, David E ; Modis, Theodore ; Kang, Yanfei ; Tashman, Len ; Boylan, John E ; Gunter, Ulrich ; Ramos, Patricia ; Ellison, Joanne ; Meeran, Sheik ; Richmond, Victor ; Talagala, Thiyanga S ; Bijak, Jakub ; Guidolin, Massimo ; Pinson, Pierre ; Dokumentov, Alexander ; Jeon, Jooyoung ; Bessa, Ricardo J ; Pedregal, Diego J ; de Baets, Shari ; Ziel, Florian ; Syntetos, Aris A ; Bergmeir, Christoph
2023Empirically-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.

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2022Dynamic Identification in VARs. (2022). Portier, Franck ; Guay, Alain ; Feve, Patrick ; Collard, Fabrice ; Beaudry, Paul. In: Working Papers. RePEc:hal:wpaper:hal-03863451.

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2022Dynamic Identification in VARs. (2022). Portier, Franck ; Guay, Alain ; Collard, Fabrice ; Beaudry, Paul ; Feve, Patrick. In: TSE Working Papers. RePEc:tse:wpaper:127516.

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2023Forecasting 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.

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Works by Christian Jonathan Kascha:

YearTitleTypeCited
2008Business cycle analysis and VARMA models In: Working Paper.
[Full Text][Citation analysis]		paper17
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: 17		article
2006Business Cycle Analysis and VARMA models.(2006) In: Economics Working Papers.
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This paper has another version. Agregated cites: 17		paper
2008Combining inflation density forecasts In: Working Paper.
[Full Text][Citation analysis]		paper108
2010Combining inflation density forecasts.(2010) In: Journal of Forecasting.
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This paper has another version. Agregated cites: 108		article
2009Bootstrapping the likelihood ratio cointegration test in error correction models with unknown lag order In: Working Paper.
[Full Text][Citation analysis]		paper2
2011Bootstrapping 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 another version. Agregated cites: 2		article
2007A Comparison of Estimation Methods for Vector Autoregressive Moving-Average Models In: Economics Working Papers.
[Full Text][Citation analysis]		paper21
2012A Comparison of Estimation Methods for Vector Autoregressive Moving-Average Models.(2012) In: Econometric Reviews.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 21		article
2017Directed 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]		paper0
2018Directed 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 another version. Agregated cites: 0		paper
2019Directed 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 another version. Agregated cites: 0		paper
2015Forecasting VARs, model selection, and shrinkage In: Working Papers.
[Full Text][Citation analysis]		paper7
2015Simple Identification and Specification of Cointegrated Varma Models In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article3
2011Cointegrated VARMA models and forecasting US interest rates In: ECON - Working Papers.
[Full Text][Citation analysis]		paper1

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