Annika M. Camehl

(née Schnücker)

Journal Articles

• Camehl and Rieth, 2023. Disentangling Covid-19, Economic Mobility, and Containment Policy Shocks. American Economic Journal: Macroeconomics (forthcoming). [Working paper version]


• Camehl, 2023. Penalized Estimation of Panel Vector Autoregressive Models: A Panel LASSO Approach, International Journal of Forecasting 39 (3), 1185 -- 1204.

Working Papers

• What Explains International Interest Rate Co-Movement? (with Gregor von Schweinitz), IWH Discussion Papers 3/2023.


• Multivariate quantile regression using superlevel sets of conditional densities (with Dennis Fok and Kathrin Gruber), Tinbergen Institute Discussion Paper TI 2022-094/III.

Selected Work in Progress

• What do Data Say About Time-Variation in Monetary Policy Shock Identification? (with Tomasz Woźniak).

Other Publications

• Model Selection Methods for Panel Vector Autoregressive Models, Dissertation, Freie Universität Berlin.


• Restrictions Search for Panel Vector Autoregressive Models, DIW Berlin Discussion Papers 1612.