Welcome to my personal homepage.
I am an associate professor in Econometrics at Vrije Universiteit Amsterdam, a research professor at Halle Institute for Economic Research, a Tinbergen Institute research fellow, and a visiting researcher at De Nederlandsche Bank. My 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. I obtained my Ph.D. from Humboldt-Universität zu Berlin in 2013.
Department of Econometrics and Operations Research
School of Business and Economics (SBE)
Vrije Universiteit Amsterdam
De Boelelaan 1105, 1081 HV Amsterdam, The Netherlands
j.schaumburg at vu.nl
my cv (updated in September 2019)