Print

Christian Kascha

Researcher 

E-mail: christian.kascha@norges-bank.no Phone: +47 22 31 67 19 Fax: +47 22 42 40 62 Norges Bank Bankplassen 2 P.O. Box 1179 Sentrum 0107 Oslo Norway

• CV
• Programs and Data

Christian Kascha is a senior advisor in the research department of Norges Bank. He obtained his Ph.D. at the European University Institute (EUI), Florence, and holds a MSc in economics from the Humboldt University, Berlin. Christian has joined the research department in August 2007.

Research interests

Christian's research interests are within the fields of time series econometrics, macroeconometric modelling and structural identification. He is particularly interested in forecasting, factor models, VARMA and State Space modelling of time series and the evaluation of DSGE models.

EUI Working Papers

 "Business Cycle Analysis and VARMA Models" (pdf, 375 kB) with Karel Mertens (Cornell University), 
 "A Comparison of Estimation Methods for VARMA Models" (pdf, 677 kB), 2007.

Views and conclusions expressed in working papers are the responsibility of the authors alone.