Annika Camehl

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 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

• How vaccination changes economic-pandemic dynamics
  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.