Annika Camehl
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Journal Articles
Disentangling Covid-19, Economic Mobility, and Containment Policy Shocks
with
Malte Rieth
American Economic Journal: Macroeconomics
15(4), 217–48, 2023
Penalized Estimation of Panel Vector Autoregressive Models: A Panel LASSO Approach,
International Journal of Forecasting
39(3), 1185–1204, 2023
Working Papers
Multivariate quantile regression using superlevel sets of conditional densities
with
Dennis Fok
and
Kathrin Gruber
Tinbergen Institute Discussion Paper TI 2022-094/III (revise and resubmit at
Journal of Econometrics
)
Time-Varying Identification of Monetary Policy Shocks
with
Tomasz Woźniak
Tinbergen Institute Discussion Paper 2023-074/III
What Explains International Interest Rate Co-Movement?
with
Gregor von Schweinitz
IWH Discussion Papers 3/2023
Selected Work in Progress
Bayesian threshold vector autoregressive models: A panel application to the Covid-19 pandemic
with
Malte Rieth
and
Michele Piffer
.
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.