Welcome to my personal homepage.

I am Professor of Econometric Methods and Applications and Head of the Department of Econometrics and Data Science at Vrije Universiteit Amsterdam, a research professor at Halle Institute for Economic Research, and a Tinbergen Institute research fellow. My research interests center around time series econometrics flavoured with (spatial) panel and machine learning methods, and applications to topics in macro-finance, financial stability, and climate. I obtained my Ph.D. from Humboldt-Universität zu Berlin in 2013.

Contact:
Department of Econometrics and Data Science
School of Business and Economics (SBE)
Vrije Universiteit Amsterdam
De Boelelaan 1105, 1081 HV Amsterdam, The Netherlands

j.schaumburg at vu.nl

my cv: pdf (updated in October 2025)