Prof. Dr. Helmut Lütkepohl

Prof. Dr. Helmut Lütkepohl
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)

    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
    Diskussionspapiere/ Discussion Papers (2017)

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

    Helmut Lütkepohl, Anna Staszewska-Bystrova, Peter Winker
    Diskussionspapiere/ Discussion Papers (2016)

    Inference in Partially Identified Heteroskedastic Simultaneous Equations Models

    Helmut Lütkepohl, George Milunivich, Minxian Yang
    Aufsätze referiert extern - ISI (2016)

    Testing for Identification in SVAR-Garch Models

    Helmut Lütkepohl, George Milunovich

    Lectures at DIW Berlin

  • Vortrag 9th Nordic Econometric Meeting
    Tartu, Estland, 24.05.2017 - 27.05.2017

    Inference in Partially Identified Heteroskedastic Simultaneous Equations Models
    Helmut Lütkepohl

  • Vortrag Science Meets Social Science : The S3 Interdisciplinary Seminar, Wroclaw University of Technology
    Wroclaw, Polen, 11.05.2017

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

  • Vortrag Statistik-Kolloquium der Universität Gießen
    Gießen, 02.05.2017

    Inference in Partially Identified Heteroskedastic Simultaneous Equations Models
    Helmut Lütkepohl

  • Vortrag 10th International Conference on Computational and Financial Econometrics (CFE 2016)
    Sevilla, Spanien, 09.12.2016 - 11.12.2016

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

  • 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

  • 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).