Research output per year
Research output per year
Personal profile
Personal information
Julia Schaumburg is a Professor of Econometric Methods and Applications and head of the Department of Econometrics and Data Science. She is also a Tinbergen Institute research fellow, and a research professor at Halle Institute for Economic Research.
Research
Julia's research interests include time series and financial econometrics flavoured with (spatial) panel and machine learning methods, and applications to topics in empirical finance, systemic risk, and financial stability.
Grants
2015: NWO-Veni grant
2020: NWO-vidi grant
Teaching
B. Sc. Econometrics and Operations Research
B. Sc. track Econometrics and Data Science
M. Sc. Econometrics and Operations Research
Ancillary activities
- Halle Institute for Economic Research | Halle | Visiting Professor | 2019-02-08 - present
- De Nederlandsche Bank | Amsterdam | Visiting researcher | 2022-12-01 - 2023-12-31
- World Bank | Washington D.C. | External consultant | 2023-05-01 - 2023-09-30
Ancillary activities are updated daily
Expertise related to UN Sustainable Development Goals
In 2015, UN member states agreed to 17 global Sustainable Development Goals (SDGs) to end poverty, protect the planet and ensure prosperity for all. This person’s work contributes towards the following SDG(s):
Collaborations and top research areas from the last five years
Recent external collaboration on country/territory level. Dive into details by clicking on the dots or
-
Dynamic clustering of multivariate panel data
Custodio João, I., Lucas, A., Schaumburg, J. & Schwaab, B., 2023, (Accepted/In press) In: Journal of Econometrics.Research output: Contribution to Journal › Article › Academic › peer-review
-
Dynamic Nonparametric Clustering of Multivariate Panel Data
João, I. C., Schaumburg, J., Lucas, A. & Schwaab, B., 15 Dec 2022, (E-pub ahead of print) In: Journal of Financial Econometrics. 40 p.Research output: Contribution to Journal › Article › Academic › peer-review
Open Access -
Financial Linkages and Sectoral Business Cycle Synchronization: Evidence from Europe
Böhm, H., Schaumburg, J. & Tonzer, L., Dec 2022, In: IMF Economic Review. 70, 4, p. 698-734 37 p.Research output: Contribution to Journal › Article › Academic › peer-review
Open AccessFile8 Downloads (Pure) -
Opinie: Samenwerken met Shell past universiteiten nu echt niet meer
Verdonk, P., Ossebaard, H., Kort, R. & Schaumburg, J., 1 Oct 2022, In: Trouw.Research output: Contribution to Journal › Article › Popular
-
Clustering Dynamics and Persistence for Financial Multivariate Panel Data
Custodio Joao, I., Lucas, A. & Schaumburg, J., 10 May 2021, Tinbergen Institute, (TI Discussion Paper Series).Research output: Working paper / Preprint › Working paper › Professional
Open Access
Courses
-
Statistical learning over time: closing the gap between time-series econometrics and the statistical learning literature
Schaumburg, J., Wiersma, Q. & Kooiker, S.
1/09/21 → 31/08/26
Project: Research
-
Systemic Financial Risk Measurement
Lucas, A., Siegmann, A., Schaumburg, J., Zamojski, M. & Lit, R.
1/03/13 → 1/03/16
Project: Research
Activities
- 1 Other
-
Advocacy work on fossil fuel collaborations in academia
Petra Verdonk (Participant), Julia Schaumburg (Participant), C Kaupa (Participant), Niels Debonne (Participant), Edina Doci (Participant), Koen Lemaire (Participant), I. Maas (Participant), Marthe Wens (Participant), Hans Ossebaard (Participant), J. Leggett (Participant), Peter H. Verburg (Participant), PH Pattberg (Participant), M. Holland (Participant), D Iannuzzi (Participant), Pim Klaassen (Participant) & Remco Kort (Participant)
1 Jan 2023 → 15 Aug 2023Activity: Other
Prizes
Press/Media
-
Dit onderzoek werd mede mogelijk gemaakt door Shell: moeten universiteiten hun banden met de fossiele industrie verbreken?
17/02/23
1 Media contribution
Press/Media: Expert Comment