I realize this is an old post, but I was having the same problem with setting an IGxCatalog variable to a new GxCatalogClass, and the other suggestions did not help (someone on StackExchange (arcgis 10.0 - Cant cast to IGxCatalog - Geographic Information Systems Stack Exchange) suggested using the Activator class, also.) You did not mention if you were running this inside an Esri program like ArcMap or ArcCatalog, but for us, running inside ArcMap, I found that at 10.1+ ArcMap implements the IGxApplication interface, which has a Catalog property, and using that method worked. For us. The properties of IGxApplication and the classes that implement it are available here: ArcObjects Help for .NET developers
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