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Home | People | Annika Camehl
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Annika Camehl

Faculty

University
Erasmus University Rotterdam
Research field
Data Science
Interests
Applied Econometrics, Bayesian Econometrics, Time Series Econometrics

Biography

Annika Camehl is an Assistant Professor (tenure track) at the Econometric Institute of Erasmus University Rotterdam.

Camehl (née Schnücker) received her PhD from Freie Universität Berlin, Germany in 2018. She was a member of the DIW Berlin Graduate Center. Annika joined Erasmus University Rotterdam in September 2018.

Her main research field is applied econometrics. She focuses on multivariate time series analysis, especially on estimation, model selection and structural identification and the application to macroeconomic questions. 

Publication

Camehl, A. (2023). Penalized estimation of panel vector autoregressive models: A panel LASSO approach International Journal of Forecasting, 39(3):1185--1204.