Camehl, A. and von Schweinitz, G. (2026). What Explains International Interest Rate Co-Movement? Journal of Applied Econometrics, 41(4):343--359.
Annika Camehl
University
Erasmus University Rotterdam
E-mail
Research field
Econometrics
Interests
Applied Econometrics, Bayesian Econometrics, Macroeconomics, Time Series Econometrics
Website
Biography
Annika Camehl is an Associate Professor 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.
Key publications
Camehl, A., Fok, D. and Gruber, K. (2025). On superlevel sets of conditional densities and multivariate quantile regression Journal of Econometrics, 249.
Camehl, A. and Rieth, M. (2023). Disentangling COVID-19, Economic Mobility, and Containment Policy Shocks. American Economic Journal: Macroeconomics, 15(4):217--248.
List of publications
Camehl, A. and von Schweinitz, G. (2026). What Explains International Interest Rate Co-Movement? Journal of Applied Econometrics, 41(4):343--359.
Camehl, A., Fok, D. and Gruber, K. (2025). On superlevel sets of conditional densities and multivariate quantile regression Journal of Econometrics, 249.
Camehl, A. (2023). Penalized estimation of panel vector autoregressive models: A panel LASSO approach International Journal of Forecasting, 39(3):1185--1204.
Camehl, A. and Rieth, M. (2023). Disentangling COVID-19, Economic Mobility, and Containment Policy Shocks. American Economic Journal: Macroeconomics, 15(4):217--248.