← All authors Melanie Schienle Karlsruhe Institute of Technology (from arXiv:1909.08299, 2019) · ORCID · OpenAlex
25 papers in scope · 22 published · 4 on the econ.EM arXiv · 674 citations · h-index 11 (over the papers listed here)
Related authors The 20 authors closest to this one in our weighted citation graph, most related first.
Michael Lechner Damian Kozbur Susan Athey Guido W. Imbens Alexandre Belloni Christian Hansen Victor Chernozhukov Vasilis Syrgkanis Stefan Wager Whitney K. Newey Riccardo Di Francesco Pedro H. C. Sant’Anna Gabriel Okasa Denis Chetverikov Martin Spindler Iván Fernández-Val Patrick Rehill Matias D. Cattaneo Anthony Strittmatter Dmitry Arkhangelsky Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md .
Papers (3 of 25)
working paper 2026 · arXiv
Integrating nowcasts into an ensemble of data-driven forecasting models for SARI hospitalizations in Germany
published 2026 · International Journal of Forecasting
with Daniel Wolffram, Johannes Bracher
Simple macroeconomic forecast distributions for the G7 economies
published 2025 · The Annals of Applied Statistics · 1 citations · first circulated 2024
Predicting value at risk for cryptocurrencies with generalized random forests
published 2025 · International Journal of Forecasting · 5 citations · first circulated 2022
Model determination for high-dimensional longitudinal data with missing observations: an application to microfinance data
published 2024 · Journal of the Royal Statistical Society Series A (Statistics in Society)
with Lotta Rüter
High-dimensional macroeconomic stress testing of corporate recovery rate
published 2024 · Quantitative Finance
Success factors in national team football: an analysis of the UEFA EURO 2020
published 2024 · Journal of Quantitative Analysis in Sports · 3 citations
Model Diagnostics and Forecast Evaluation for Quantiles
published 2022 · Annual Review of Statistics and Its Application · 34 citations
Assessing the impact of policy and regulation interventions in European sovereign credit risk networks: What worked best?
published 2022 · Journal of International Economics · 7 citations
with Rebekka Buse, Jörg Urban
Large Spillover Networks of Nonstationary Systems
published 2022 · Journal of Business and Economic Statistics · 10 citations
with Shi Chen
working paper 2022 · arXiv
working paper 2019 · arXiv · 3 citations
Determination of vector error correction models in high dimensions
published 2018 · Journal of Econometrics · 31 citations
with Chong Liang
Measuring connectedness of euro area sovereign risk
published 2018 · International Journal of Forecasting · 31 citations · first circulated 2015
with Rebekka Buse, Rebekka Gätjen
Detecting Structural Differences in Tail Dependence of Financial Time Series
published 2018 · Journal of Business and Economic Statistics · 7 citations
with Carsten Bormann
Testing for an Omitted Multiplicative Long-Term Component in GARCH Models
published 2018 · Journal of Business and Economic Statistics · 18 citations
with Christian Conrad
Systemic risk spillovers in the European banking and sovereign network
published 2015 · Journal of Financial Stability · 144 citations · first circulated 2014
Beyond Dimension two: A Test for Higher-Order Tail Risk
published 2015 · Journal of Financial Econometrics · 4 citations
with Carsten Bormann, Julia Schaumburg
SEMIPARAMETRIC ESTIMATION WITH GENERATED COVARIATES
published 2015 · Econometric Theory · 57 citations · first circulated 2011
with Enno Mammen, Christoph Rothe
Misspecification Testing in GARCH-MIDAS Models
published 2015 · VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy
with Christian Conrad
Yield curve modeling and forecasting using semiparametric factor dynamics
published 2014 · European Journal of Finance · 28 citations · first circulated 2012
Financial Network Systemic Risk Contributions
published 2014 · European Finance Review · 131 citations · first circulated 2013
Forecasting systemic impact in financial networks
published 2014 · International Journal of Forecasting · 66 citations · first circulated 2013
Nonparametric kernel density estimation near the boundary
published 2013 · Computational Statistics & Data Analysis · 73 citations
with Peter Malec
Capturing the Zero: A New Class of Zero-Augmented Distributions and Multiplicative Error Processes
published 2013 · Journal of Financial Econometrics · 21 citations · first circulated 2011
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