Access Statistics for Christian Jonathan Kascha

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Comparison of Estimation Methods for Vector Autoregressive Moving-Average Models 0 0 0 261 0 0 3 621
Bootstrapping the likelihood ratio cointegration test in error correction models with unknown lag order 0 0 0 53 0 1 5 129
Business Cycle Analysis and VARMA models 0 0 0 147 0 0 0 403
Business cycle analysis and VARMA models 0 0 0 43 0 1 4 182
Cointegrated VARMA models and forecasting US interest rates 0 0 0 154 1 4 11 350
Combining inflation density forecasts 1 2 2 111 2 6 12 205
Directed Graphs and Variable Selection in Large Vector Autoregressive Models 3 5 16 55 3 7 34 93
Directed Graphs and Variable Selection in Large Vector Autoregressive Models 1 1 1 128 2 3 7 253
Forecasting VARs, model selection, and shrinkage 0 0 3 55 0 1 7 114
Total Working Papers 5 8 22 1,007 8 23 83 2,350


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Comparison of Estimation Methods for Vector Autoregressive Moving-Average Models 0 0 0 0 0 1 4 11
Bootstrapping the likelihood ratio cointegration test in error correction models with unknown lag order 0 0 0 20 0 2 3 82
Business cycle analysis and VARMA models 0 1 1 72 0 1 5 237
Combining inflation density forecasts 0 0 0 60 0 3 10 173
Simple Identification and Specification of Cointegrated Varma Models 0 0 0 11 0 0 1 34
Total Journal Articles 0 1 1 163 0 7 23 537


Statistics updated 2021-06-03