Biography
Econometrics, Multivariate Time Series Analysis, Bayesian Inference, Empirical Macroeconomics
More information
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]
- Annika Schnucker, Dennis Fok & Kathrin Gruber (2022) - ERS IASC Young Researchers Award
Econometrics I
- Level
- Master
- Year Level
- Master
- Year
- 2024
- Course Code
- TI1701
