dr. AM (Annika) Camehl

Biography

Econometrics, Multivariate Time Series Analysis, Bayesian Inference, Empirical Macroeconomics

Erasmus School of Economics

Associate professor | Econometrics

Email: camehl@ese.eur.nl

Work

Annika Camehl, Dennis Fok & Kathrin Gruber (2024) - On superlevel sets of conditional densities and multivariate quantile regression - Journal of Econometrics - doi: 10.1016/j.jeconom.2024.105807
Annika Camehl (2023) - Penalized estimation of panel vector autoregressive models: A panel LASSO approach - International Journal of Forecasting, 39 (3), 1185-1204 - doi: 10.1016/j.ijforecast.2022.05.007 - [link]
Annika Camehl & Malte Rieth (2023) - Disentangling COVID-19, Economic Mobility, and Containment Policy Shocks. - American Economic Journal: Macroeconomics, 15 (4), 217-248 - doi: 10.1257/mac.20210071 - [link]
Annika Camehl & Tomasz Wozniak (2023) - Time-Varying Identification of Monetary Policy Shocks - [link]
Annika Camehl & Gregor von Schweinitz (2023) - What Explains International Interest Rate Co-Movement? - [link]
Annika Camehl, Dennis Fok & Kathrin Gruber (2022) - Multivariate quantile regression using superlevel sets of conditional densities - [link]
Annika Camehl (2019) - Penalized Estimation of Panel Vector Autoregressive Models: A Panel LASSO Approach - [link]

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Annika Schnucker, Dennis Fok & Kathrin Gruber (2022) - ERS IASC Young Researchers Award

Time Series Analysis

Year: 2024
Course Code: FEB23001

Time Series Analysis

Year: 2024
Course Code: FEB23001X

Soon to be published study in the American Economic Journal: Macroeconomics quantifies trade-off of containment measures during Covid-19

A new study by Annika Camehl and her co-author investigates the dynamic interaction between Covid-19, economic mobility and containment policy.

Monday 28 Aug 2023
General