Narrow search
Showing 1 - 10 of 196
Cover Image
Business cycle analysis and VARMA models
Kascha, Christian; Mertens, Karel - In: Journal of economic dynamics & control 33 (2009) 2, pp. 267-282
Persistent link: https://www.econbiz.de/10003809966
Cover Image
Business cycle analysis and VARMA models
Kascha, Christian; Mertens, Karel - 2008
Persistent link: https://www.econbiz.de/10003698121
Cover Image
Money and credit in Norway
Kascha, Christian - 2009
Persistent link: https://www.econbiz.de/10003872526
Cover Image
A comparison of estimation methods for vector autoregressive moving-average models
Kascha, Christian (contributor) - 2007
Persistent link: https://www.econbiz.de/10003483076
Cover Image
A comparison of estimation methods for vector autoregressive moving-average models
Kascha, Christian - In: Econometric reviews 31 (2012) 1/3, pp. 297-324
Persistent link: https://www.econbiz.de/10009515958
Cover Image
Business cycle analysis and VARMA models
Kascha, Christian (contributor); Mertens, Karl (contributor) - 2006
Persistent link: https://www.econbiz.de/10003419732
Cover Image
Bootstrapping the likelihood ratio cointegration test in error correction models with unknown lag order
Kascha, Christian; Trenkler, Carsten - 2010
Persistent link: https://www.econbiz.de/10003920108
Cover Image
Combining inflation density forecasts
Kascha, Christian; Ravazzolo, Francesco - In: Journal of forecasting 29 (2010) 1/2, pp. 231-250
Persistent link: https://www.econbiz.de/10003951839
Cover Image
Cointegrated VARMA models and forecasting US interest rates
Kascha, Christian; Trenkler, Carsten - 2011
Persistent link: https://www.econbiz.de/10009491985
Cover Image
Simple identification and specification of cointegrated VARMA models
Kascha, Christian; Trenkler, Carsten - In: Journal of applied econometrics 30 (2015) 4, pp. 675-702
Persistent link: https://www.econbiz.de/10011332854