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Christian Kascha
Curriculum Vitae
Education | Employment | Research Interests | Working papers | Teaching | Personal |
Education and degrees
| 2003 - 2007 |
European University Institute, Department of Economics, Italy
Ph.D Student, Degree: September 2007
Supervisor: Professor Helmut Luetkepohl
Thesis Title: Three Essays in Time Series Econometrics |
| June 2004 |
CidE, Summer School of Econometrics, Italy |
| 2001 – 2003 |
Humboldt Universitaet zu Berlin, Department of Economics, Germany
Master of Science in Economics (Diplom – Volkswirt)
Supervisor: Professor Harald Uhlig
Thesis Title: Optimal Fiscal Policy in a Baxter-King Economy |
| 2000 – 2001 |
Libera Universita degli Studi Sociali – Guido Carli (Luiss), Department of Economics, Italy
Erasmus Student |
| 1998 – 2000 |
Universitaet Potsdam, Department of Economics, Germany
Undergraduate Studies in Economics
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| 2007 – |
Researcher, Research department, Norges Bank (Central bank of Norway) |
Research Interests
- Time Series Analysis, VARMA and State Space Modelling, Macroeconometrics
Working papers
 "Business Cycle Analysis and VARMA Models" (pdf, 375 kB) with Karel Mertens (Cornell University), March 2007 Version.
"A Comparison of Estimation Methods for VARMA Models" (pdf, 677 kB), 2007.
Teaching
- Time Series Econometrics, Teaching Assistant, European University Institute, Winter 2007
- Time Series Econometrics, Teaching Assistant, European University Institute, Spring 2006
- Statistics, Teaching Assistant, New York University, Florence, Autumn 2005
- Time Series Econometrics, Teaching Assistant, European University Institute, Spring 2005
- Introduction to Econometrics, Student Assistant, Exercise Sessions, Humboldt Universitaet zu Berlin, Summer 2003
- Introduction to Econometrics, Student Assistant, Exercise Sessions, Humboldt Universitaet zu Berlin, Summer 2002
Personal
- Date of Birth: September 2nd, 1978.
- Nationality: German
- Languages: German (mother-tongue), English (fluent), Italian (fluent), Spanish (fair)
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