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

    Aufsätze referiert extern - ISI (2016)

    Testing for Identification in SVAR-Garch Models

    Helmut Lütkepohl, George Milunovich
    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 (2 / 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

    Lectures at DIW Berlin

  • Vortrag Demographischer Wandel : Jahrestagung 2016 des Vereins für Socialpolitik
    Augsburg, 04.09.2016 - 07.09.2016

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

  • Vortrag 69th European Meeting of the Econometric Society : ESEM 2016
    Genf, Schweiz, 22.08.2016 - 26.08.2016

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

  • Vortrag IAAE 2016 Annual Conference
    Mailand, Italien, 22.06.2016 - 25.06.2016

    Testing for Identification in SVAR-GARCH Models : Reconsidering the Impact of Monetary Shocks on Exchange Rates
    Helmut Lütkepohl, George Milunovich

  • Vortrag IAAE 2016 Annual Conference
    Mailand, Italien, 22.06.2016 - 25.06.2016

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

  • Vortrag New Trends and Developments in Econometrics : Conference of the Banco de Portugal
    Lissabon, Portugal, 03.06.2016 - 04.06.2016

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

  • 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).

    Audio & Video

    Video from 08.01.2016: