Research output per year
Research output per year
Personal profile
Personal information
Julia Schaumburg is 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
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
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Laat ver-vliegers en overstappers zelf meer opdraaien voor de kosten
Translated title of the contribution :Let long-haul flyers and transfer passengers pay for the costs themselves Research output: Web publication or Non-textual form › Web publication or Website › Academic
Open Access -
Responsibility and climate
Schaumburg, J., Jun 2024, In: De Actuaris. 31, 5, p. 38-39Research output: Contribution to Journal › Article › Professional
Open Access -
Vector autoregressions with dynamic factor coefficients and conditionally heteroskedastic errors
Gorgi, P., Koopman, S. J. & Schaumburg, J., 16 May 2024, In: Journal of Econometrics. 244, 2, 105750.Research output: Contribution to Journal › Article › Academic › peer-review
Open Access -
Bootstrapping GARCH models under dependent innovations
Beutner, E., Schaumburg, J. & Spanjers, B., 25 Jan 2024, Amsterdam: Tinbergen Insttute, (TI Discussion Paper Series; no. 24-008/III).Research output: Working paper / Preprint › Working paper › Professional
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Dynamic Nonparametric Clustering of Multivariate Panel Data
João, I. C., Schaumburg, J., Lucas, A. & Schwaab, B., 2024, In: Journal of Financial Econometrics. 22, 2, p. 335-374 40 p.Research output: Contribution to Journal › Article › Academic › peer-review
Open Access
Courses
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Statistical learning over time: closing the gap between time-series econometrics and the statistical learning literature
Schaumburg, J. (Principal Investigator), Wiersma, Q. (Project Researcher) & Kooiker, S. (Project Researcher)
1/09/21 → 31/08/26
Project: Research
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The Econometrics of Dynamic Interdependence and the Empirics of Financial Risks, Nonstandard Monetary Policy, and Economic Growth
Schaumburg, J. (Principal Investigator)
1/01/16 → 1/03/19
Project: Research
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Systemic Financial Risk Measurement
Lucas, A. (Principal Investigator), Siegmann, A. (Project Researcher), Schaumburg, J. (Project Researcher), Zamojski, M. (Project Researcher) & Lit, R. (Project Researcher)
1/03/13 → 1/03/16
Project: Research
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Advocacy work on fossil fuel collaborations in academia
Verdonk, P. (Participant), Schaumburg, J. (Participant), Kaupa, C. (Participant), Debonne, N. (Participant), Doci, E. (Participant), Lemaire, K. (Participant), Maas, I. (Participant), Wens, M. (Participant), Ossebaard, H. (Participant), Leggett, J. (Participant), Verburg, P. H. (Participant), Pattberg, P. (Participant), Holland, M. (Participant), Iannuzzi, D. (Participant), Klaassen, P. (Participant), Kort, R. (Participant) & Blondeel, M. (Participant)
1 Jan 2023 → 15 Aug 2023Activity: Other
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International Journal of Forecasting (Journal)
Schaumburg, J. (Associate editor)
2023 → 2026Activity: Peer review and Editorial work › Editorial work › Academic
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Oxford Open Economics (Journal)
Schaumburg, J. (Associate editor)
2021 → …Activity: Peer review and Editorial work › Editorial work › Academic
Prizes / Grants
Press/Media
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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
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Na Extinction Rebellion is er nu ook Scientist Rebellion: wat bezielt deze activistische wetenschappers?
4/11/22
1 Media contribution
Press/Media: Expert Comment