Team

Prof. Dr. Helmut Lütkepohl

Prof. Dr. Helmut Lütkepohl
Role
Professor
GC
Graduate Center
Key activities
  • Univariate Time Series Analysis
  • Multivariate Time Series Analysis
  • Forecasting Methods
  • Money Demand Analysis
  • Macroeconometrics

    Publications at DIW Berlin

    Diskussionspapiere/ Discussion Papers (2017)

    Bayesian Inference for Structural Vector Autoregressions Identified by Markov-Switching Heteroskedasticity

    Helmut Lütkepohl, Tomasz Woźniak
    Aufsätze referiert extern - sonstige (5 / 2017)

    Estimation of Structural Vector Autoregressive Models

    Helmut Lütkepohl
    Aufsätze referiert extern - ISI (2017)

    Structural Vector Autoregressions with Smooth Transition in Variances

    Helmut Lütkepohl, Aleksei Netsunajev
    Diskussionspapiere/ Discussion Papers (2017)

    Choosing between Different Time-Varying Volatility Models for Structural Vector Autoregressive Analysis

    Helmut Lütkepohl, Thore Schlaak
    Aufsätze referiert extern - sonstige (2017)

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

    Helmut Lütkepohl, Aleksei Netsunajev

    Lectures at DIW Berlin

  • Vortrag IPF School
    Paris, Frankreich, 05.12.2017

    Structural Vector Autoregressive Analysis of the Global Market for Crude Oil
    Helmut Lütkepohl

  • Vortrag Macromodels International Conference
    Poznan, Polen, 13.11.2017 - 16.11.2017

    Inference in Partially Identified Heteroskedastic Simultaneous Equations Models
    Helmut Lütkepohl, George Milunovich, Minxian Yang

  • Vortrag Seminar 'Quantitative Methods' : Universität St. Gallen
    St. Gallen, Schweiz, 23.10.2017

    Inference in Partially Identified Heteroskedastic Simultaneous Equations Models
    Helmut Lütkepohl

  • Vortrag EUI Alumni Conference in Economics 2017
    Florenz, Italien, 06.10.2017 - 07.10.2017

    Estimation of Structural Impulse Responses : Short-Run versus Long-run Identifying Restrictions
    Helmut Lütkepohl, Anna Staszewska-Bystrova, Peter Winker

  • Vortrag Alternative Geld- und Finanzarchitekturen : Jahrestagung 2017 des Vereins für Socialpolitik
    Wien, Österreich, 03.09.2017 - 06.09.2017

    Estimation of Structural Impulse Responses : Short-Run versus Long-run Identifying Restrictions
    Helmut Lütkepohl, Anna Staszewska-Bystrova, Peter Winker

  • CV - Short Version

    From Januar 2012 to December 2016, Helmut Lütkepohl was 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).