Annika Camehl
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Journal Articles
On superlevel sets of conditional densities and multivariate quantile regression
with
Dennis Fok
and
Kathrin Gruber
Journal of Econometrics
, forthcoming
Replication code
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
Time-Varying Identification of Structural Vector Autoregressions
with
Tomasz Woźniak
arXiv:2502.19659, 2025
What Explains International Interest Rate Co-Movement?
with
Gregor von Schweinitz
IWH Discussion Papers 3/2023, 2023
Selected Work in Progress
How vaccination changes economic-pandemic dynamics
with
Malte Rieth
and
Michele Piffer
A Level-Set Method for Multiple-Output Panel Quantiles
with
Kathrin Gruber
Micro-based SVAR Identification
with
Maximilian Schröder
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.