![Dynamic clustering of multivariate panel data](https://tinbergen.nl/media/cache/publication_detail/media/publication/image/c233ce3f29c02dcc48f31c9d82749816_0304-4076-32.jpg)
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Julia Schaumburg
Key publications
![Dynamic clustering of multivariate panel data](https://tinbergen.nl/media/cache/publication_detail/media/publication/image/c233ce3f29c02dcc48f31c9d82749816_0304-4076-32.jpg)
![Financial Linkages and Sectoral Business Cycle Synchronization: Evidence from Europe](https://tinbergen.nl/media/cache/publication_detail/media/publication/image/785d32fb9210be5853089ad65009a7e4_2041-4161-4.jpg)
![Bank Business Models at Zero Interest Rates](https://tinbergen.nl/media/cache/publication_detail/media/publication/image/383b28e72f2392dca6bad08ddd834c7b_0735-0015-6.jpg)
![Spillover dynamics for systemic risk measurement using spatial financial time series models](https://tinbergen.nl/media/cache/publication_detail/media/publication/image/c233ce3f29c02dcc48f31c9d82749816_fabf54ded96c70a32cc7fbca6fcf80bb_0304-4076.jpg)
List of publications
João, I.C., Schaumburg, J., Lucas, A. and Schwaab, B. (2024). Dynamic Nonparametric Clustering of Multivariate Panel Data Journal of Financial Econometrics, :.
Custodio João, I., Lucas, A., Schaumburg, J. and Schwaab, B. (2023). Dynamic clustering of multivariate panel data Journal of Econometrics, 237(2, Part B):1--18.
Böhm, H., Schaumburg, J. and Tonzer, L. (2022). Financial Linkages and Sectoral Business Cycle Synchronization: Evidence from Europe IMF Economic Review, 70(4):698--734.
Lucas, A., Schaumburg, J. and Schwaab, B. (2019). Bank Business Models at Zero Interest Rates Journal of Business and Economic Statistics, 37(3):542--555.
Nucera, F., Lucas, A., Schaumburg, J. and Schwaab, B. (2017). Do negative interest rates make banks less safe? Economics Letters, 159:112--115.
Lucas, A., Opschoor, A. and Schaumburg, J. (2016). Accounting for Missing Values in Score-Driven Time-Varying Parameter Models Economics Letters, 148:96--98.
Blasques, F., Koopman, S., Lucas, A. and Schaumburg, J. (2016). Spillover dynamics for systemic risk measurement using spatial financial time series models Journal of Econometrics, 195(2):211--223.
Bormann, C., Schaumburg, J. and Schienle, M. (2016). Beyond Dimension two: A Test for Higher-Order Tail Risk Journal of Financial Econometrics, 14(3):442--480.
Hautsch, N., Schaumburg, J. and Schienle, M. (2015). Financial Network Systemic Risk Contributions Review of Finance, 19(2):685--738.
Hautsch, N., Schaumburg, J. and Schienle, M. (2014). Forecasting systemic impact in financial networks International Journal of Forecasting, 30(3):781--794.