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 (2018)

    Testing Identification via Heteroskedasticity in Structural Vector Autoregressive Models

    Helmut Lütkepohl, Mika Meitz, Aleksei NetŠunajev, Pentti Saikkonen
    Diskussionspapiere/ Discussion Papers (2018)

    Constructing Joint Confidence Bands for Impulse Response Functions of VAR Models: A Review

    Helmut Lütkepohl, Anna Staszewska-Bystrova, Peter Winker
    Aufsätze referiert extern - ISI (2018)

    The Relation between Monetary Policy and the Stock Market in Europe

    Helmut Lütkepohl, Aleksei Netšunajev
    Diskussionspapiere/ Discussion Papers (2018)

    Bootstrapping Impulse Responses of Structural Vector Autoregressive Models Identified through GARCH

    Helmut Lütkepohl, Thore Schlaak
    Aufsätze referiert extern - ISI (2018)

    Estimation of Structural Impulse Responses: Short-Run versus Long-Run Identifying Restrictions

    Helmut Lütkepohl, Anna Staszewska-Bystrova, Peter Winker

    Lectures at DIW Berlin

  • Vortrag Universität Tor Vergata Rom
    Rom, Italien, 25.10.2018

    Testing Identification via Heteroskedasticity in Structural Vector Autoregressive Models
    Helmut Lütkepohl

  • Vortrag European University Institute
    Florenz, Italien, 09.10.2018

    Constructing Joint Confidence Bands for Impulse Response Functions of VAR Models
    Helmut Lütkepohl

  • Vortrag European University Institute
    Florenz, Italien, 08.10.2018

    Testing Identification via Heteroskedasticity in Structural Vector Autoregressive Models
    Helmut Lütkepohl

  • Vortrag 33rd Annual Congress of the European Economic Association - 71th European Meeting of the Econometric Society : EEA - ESEM 2018
    Köln, 27.08.2018 - 31.08.2018

    Choosing Between Different Time-Varying Volatility Models for Structural Vector Autoregressive Analysis
    Thore Schlaak, Helmut Lütkepohl

  • Vortrag Bank of Estonia
    Tallinn, Estland, 22.08.2018

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

  • 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).

    Books

    Structural Vector and Autregressive Analysis
    by Lutz Kilian and Helmut Lütkepohl

    More information and a look inside

    Earlier versions und MatLab codes

    New Introduction to Multiple Time Series Analysis
    by Helmut Lütkepohl

    More information and a look inside

    Corrected Pages | ZIP, 1.92 MB