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Annika Camehl

Erasmus University Rotterdam (from arXiv:2502.19659, 2025) · ORCID · OpenAlex

5 papers in scope · 3 published · 2 on the econ.EM arXiv · 28 citations · h-index 2 (over the papers listed here)

Related authors

The 20 authors closest to this one in our weighted citation graph, most related first.

  1. Fei Shang
  2. Sylvia Frühwirth-Schnatter
  3. Luis Uzeda
  4. Helmut Lütkepohl
  5. Tomasz Woźniak
  6. Gregor Kastner
  7. Annalisa Cadonna
  8. Peter Knaus
  9. Xuewen Yu
  10. Florian Huber
  11. Darjus Hosszejni
  12. Hedibert F. Lopes
  13. Gary Koop
  14. Joshua C. C. Chan
  15. Martin Feldkircher
  16. Niko Hauzenberger
  17. Giorgio Calzolari
  18. Christian Mücher
  19. Sebastian Ankargren
  20. Benjamin Poignard

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

(2 of 5)

What Explains International Interest Rate Co‐Movement?
published2026 · Journal of Applied Econometrics
with Gregor von Schweinitz
working paper2025 · arXiv
On superlevel sets of conditional densities and multivariate quantile regression
published2024 · Journal of Econometrics · 1 citations
with Dennis Fok, Kathrin Gruber
working paper2023 · arXiv · 3 citations
Penalized estimation of panel vector autoregressive models: A panel LASSO approach
published2022 · International Journal of Forecasting · 24 citations

Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.