4
H index
3
i10 index
167
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 |
|---|---|
| Working Paper Series of the Department of Economics, University of Konstanz / Department of Economics, University of Konstanz | 2 |
| Economics Working Papers / European University Institute | 2 |
Recent works citing Christian Jonathan Kascha (2025 and 2024)
| Year | Title of citing document |
|---|---|
| 2024 | Vector AutoRegressive Moving Average Models: A Review. (2024). Wilms, Ines ; Tsay, Ruey S ; Duker, Marie-Christine ; Matteson, David S. In: Papers. RePEc:arx:papers:2406.19702. 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 | 111 |
| 2010 | Combining inflation density forecasts.(2010) In: Journal of Forecasting. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 111 | 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 | 24 |
| 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: 24 | 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 | 8 |
| 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. Last updated December, 22 2025. Contact: CitEc Team