Simone Maxand

Europa-Uni Viadrina

  • Time series analysis and theoretical statistics/econometrics
  • Structural VAR models
  • Climate econometrics
  • Quantitative sustainability

Working papers and projects (among others)

European carbon pricing in boom and bust times, preliminary working paper

oRaklE - An R Package for Multihorizon Electricity Demand Forecasting
with T. Grandón and J. Schwenzer, on github

Bivariate quantiles for measuring energy-income inequality
with F. Dorn

Local fiscal effects of immigration in Germany
with H. Sallam (2024), CESifo Working Paper No. 11162

Do monetary policy shocks affect financial uncertainty? A non-Gaussian proxy SVAR approach
with R. Crucil and J. Hambuckers (2023), http://dx.doi.org/10.2139/ssrn.4469420

Set identification of structural impulse responses in non-Gaussian VARs with an assessment of Keynesian asymmetry
with H. Herwartz (2022)

Publications

The nonlinear dependence of income inequality and carbon emissions: potentials for a sustainable future
with F. Dorn and T. Kneib (2023, Ecological Economics), preprint, data and code

Forward detrending for heteroskedasticity-robust panel unit root testing
with H. Herwartz and Y. Walle (2022), Econometric Reviews

The link between monetary policy, stock and house prices - Evidence from a statistical identification approach
with H. Herwartz and H. Rohloff (2022), International Journal of Central Banking

Identification of structural multivariate GARCH models
with C. Hafner and H. Herwartz (2022), Journal of Econometrics

Data-driven identification in SVARs – When and how can statistical characteristics be used to unravel causal relationships?
with H. Herwartz and A. Lange (2021), Economic Inquiry

svars: An R Package for Data-Driven Identification in Multivariate Time Series Analysis
with A. Lange, B. Dalheimer and H. Herwartz (2021), Journal of Statistical Software

Identification of independent structural shocks in the presence of multiple Gaussian components
(2020), Econometrics and Statistics

Nonparametric Tests for Independence - A Review and Comparative Simulation Study with an Application to Malnutrition Data in India
with H. Herwartz (2020), Statistical Papers

Heteroskedasticity-robust unit root testing for trending panels
with H. Herwartz and Y. Walle (2019), Journal of Time Series Analysis

Panel unit root tests for heteroskedastic panels
with H. Herwartz, F. Raters and Y. Walle (2018), The Stata Journal