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Julie Schnaitmann

University of Konstanz (from arXiv:2009.07341, 2020) · ORCID · OpenAlex

5 papers in scope · 3 published · 1 on the econ.EM arXiv · 6 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. Xiaochun Liu
  2. Timo Dimitriadis
  3. Johanna F. Ziegel
  4. Tobias Fissler
  5. Yannick Hoga
  6. Marius Puke
  7. Rafael Reisenhofer
  8. Xandro Bayer
  9. Nikolaus Hautsch
  10. Rutger-Jan Lange
  11. Jeannine Polivka
  12. Jasper Rennspies
  13. Sina Streicher
  14. Patrick Schmidt
  15. Oğuzhan Akgün
  16. Alain Pirotte
  17. Zhenlin Yang
  18. Jack Fosten
  19. Andrew J. Patton
  20. Marc-Oliver Pohle

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 5)

Sparsity-induced identification of factor-augmented VAR models
published2026 · Journal of Business and Economic Statistics
with Maurizio Daniele
Journal of Business and Economic Statistics
Encompassing Tests for Value at Risk and Expected Shortfall Multistep Forecasts Based on Inference on the Boundary
published2021 · Journal of Financial Econometrics · 2 citations
with Timo Dimitriadis, Xiaochun Liu
Journal of Financial Econometrics
Encompassing Tests for Value at Risk and Expected Shortfall Multi-Step Forecasts based on Inference on the Boundary
working paper2020 · arXiv
with Timo Dimitriadis, Xiaochun Liu
Paper profile arXiv arXiv:2009.07341
A Regularized Factor-augmented Vector Autoregressive Model
working paper2019 · arXiv
with Maurizio Daniele
Paper profile arXiv arXiv:1912.06049
Forecast Encompassing Tests for the Expected Shortfall
published2019 · International Journal of Forecasting · 4 citations
with Timo Dimitriadis
Paper profile International Journal of Forecasting arXiv:1908.04569

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.