Team

Prof. Dr. Helmut Lütkepohl

Prof. Dr. Helmut Lütkepohl
Role
Dean of Graduate Studies
Department
Executive Board
Key activities
  • Univariate Time Series Analysis
  • Multivariate Time Series Analysis
  • Forecasting Methods
  • Money Demand Analysis
  • Macroeconometrics

    Publications at DIW Berlin

    Diskussionspapiere/ Discussion Papers (2016)

    Calculating Joint Confidence Bands for Impulse Response Functions Using Highest Density Regions

    Helmut Lütkepohl, Anna Staszewska-Bystrova, Peter Winker
    Aufsätze referiert extern - ISI (2016)

    Structural Vector Autoregressions: Checking Identifying Long-Run Restrictions via Heteroskedasticity

    Helmut Lütkepohl, Anton Velinov
    Aufsätze referiert extern - ISI (6 / 2015)

    Confidence Bands for Impulse Responses: Bonferroni vs. Wald

    Helmut Lütkepohl, Anna Staszewska-Bystrova, Peter Winker
    Diskussionspapiere/ Discussion Papers (2015)

    Structural Vector Autoregressions with Heteroskedasticity: A Comparison of Different Volatility Models

    Helmut Lütkepohl, Aleksei Netsunajev
    Diskussionspapiere/ Discussion Papers (2015)

    Testing for Identification in SVAR-GARCH Models: Reconsidering the Impact of Monetary Shocks on Exchange Rates

    Helmut Lütkepohl, George Milunovich

    Vorträge am DIW Berlin

  • Vortrag Seminar : UNSW Business School
    Sydney, Australien, 09.03.2016

    Calculating Joint Confidence Bands for Impulse Response Functions Using Highest Density Regions
    Helmut Lütkepohl, Anna Staszewska-Bystrova, Peter Winker

  • Vortrag Economics & Finance Seminar Series : Tasmanian School of Business & Economics, University of Tasmania
    Hobart, Australien, 04.03.2016

    Structural Vector Autoregressions with Smooth Transition in Variances : The Interaction between U.S. Monetary Policy and the Stock Market
    Helmut Lütkepohl, Aleksei Netsunajev

  • Vortrag Economics Research Group Seminars : University of Sydney
    Sydney, Australien, 01.03.2016

    Calculating Joint Confidence Bands for Impulse Response Functions Using Highest Density Regions
    Helmut Lütkepohl, Anna Staszewska-Bystrova, Peter Winker

  • Vortrag Research Seminar : Macquarie University
    Sydney, Australien, 25.02.2016

    Calculating Joint Confidence Bands for Impulse Response Functions Using Highest Density Regions
    Helmut Lütkepohl, Anna Staszewska-Bystrova, Peter Winker

  • Vortrag Kick-off Workshop of the DFG Project: Estimation and Inference Theory for Cointegrated Processes in the State Space Representation : Fakultät Statistik, Technische Universität Dortmund
    Dortmund, 27.01.2016 - 28.01.2016

    The Sieve Approach to VAR Analysis
    Helmut Lütkepohl

  • CV - Short Version

    Since Januar 2012, Helmut Lütkepohl has been Dean of the DIW Berlin Graduate Center and Bundesbank Professor in the field of "Methods of Empirical Economics" at the Freie Universität Berlin. Before that, he was Professor of Econometrics at the European University Institute in Florence (2002-2011) and the Faculty of Economics at the Humboldt Universität zu Berlin (1992-2001), Professor of Statistics at the Christian-Albrechts-Universität Kiel (1987-1992) and the University of Hamburg (1985-1987) and Visiting Assistant Professor at the University of California, San Diego (1984/85). He has been on the editorial board of several scientific journals like Econometric Theory, Journal of Econometrics, Journal of Applied Econometrics, Macroeconomic Dynamics, Empirical Economics und Econometric Reviews and has published numerous papers in academic journals. He is the author, co-author and editor of many books, like “Handbook of Matrices“ (Wiley, 1996), “Applied Time Series Econometrics” (Cambridge University Press, 2004) und “New Introduction to Multiple Time Series Analysis” (Springer, 2005).