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prof. dr. Julia Schaumburg

Full Professor, School of Business and Economics, Econometrics and Data Science

Personal information

Julia Schaumburg is Professor of Econometric Methods and Applications and Head of the Department of Econometrics and Data Science at the School of Business and Economics, Vrije Universiteit Amsterdam. She is a Tinbergen Institute Research Fellow and a Research Professor at Halle Institute for Economic Research (IWH). Julia obtained her PhD in Economics from Humboldt-Universität zu Berlin in 2013. Her work has been recognized with competitive research grants including NWO Vidi and Veni grants and an ECB Lamfalussy Fellowship. She has held visiting research positions at the Dutch Central Bank, the World Bank and the European Central Bank.

Research

Julia develops and applies econometric methods for time series and panel data, with a particular focus on situations where relationships between variables evolve over time, where data are high-dimensional, or where the interest is in the extremes rather than the mean. Her work bridges classical time series econometrics and modern statistical learning. She has published extensively in the areas of financial stability and systemic risk, and has recently expanded her focus to the statistical and econometric analysis of climatic variables such as temperature and rainfall, including their distributional properties and long-run trends. This work contributes to a better understanding of how climate conditions, as well as the frequency and severity of extreme weather events, are shifting under global warming.

Teaching

Julia teaches courses in econometrics and data science at Bachelor, Master, PhD, and executive level. Over the years, she has supervised numerous BSc, MSc, and MPhil theses at VU Amsterdam and the Tinbergen Institute. Three PhD students have completed their degree with her as co-promotor, and she currently supervises five PhD candidates. She has held several leadership roles in education at VU Amsterdam, including Program Coordinator and Acting Program Director of the BSc and MSc in Econometrics and Operations Research (2018–2021).

Ancillary activities