Browsing All of EconStor by Author Kascha, Christian
Showing results 1 to 8 of 8
Year of Publication | Title | Author(s) |
2008 | Business Cycle Analysis and VARMA Models | Kascha, Christian; Mertens, Karel |
2008 | Combining Inflation Density Forecasts | Kascha, Christian; Ravazzolo, Francesco |
2009 | Bootstrapping the Likelihood Ratio Cointegration Test in Error Correction Models with Unknown Lag Order | Kascha, Christian; Trenkler, Carsten |
2009 | Money and Credit in Norway | Kascha, Christian |
2011 | Cointegrated VARMA models and forecasting US interest rates | Kascha, Christian; Trenkler, Carsten |
2015 | Forecasting VARs, model selection, and shrinkage | Kascha, Christian; Trenkler, Carsten |
2019 | Directed Graph and Variable Selection in Large Vector Autoregressive Models | Bertsche, Dominik; Brüggemann, Ralf; Kascha, Christian |
2022 | Directed graphs and variable selection in large vector autoregressive models | Bertsche, Dominik; Brüggemann, Ralf; Kascha, Christian |