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Prof. Dr. Helmut Lütkepohl

Prof. Dr. Helmut Lütkepohl

Professor of the

Graduate Center

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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)

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Publications

Diskussionspapiere 1949 / 2021

Comparison of Local Projection Estimators for Proxy Vector Autoregressions

2021| Martin Bruns, Helmut Lütkepohl
Diskussionspapiere 1940 / 2021

Qualitative versus Quantitative External Information for Proxy Vector Autoregressive Analysis

2021| Lukas Boer, Helmut Lütkepohl
Diskussionspapiere 1913 / 2020

An Alternative Bootstrap for Proxy Vector Autoregressions

2020| Martin Bruns, Helmut Lütkepohl
Refereed essays Web of Science

Have the Effects of Shocks to Oil Price Expectations Changed? Evidence from Heteroskedastic Proxy Vector Autoregressions

In: Economics Letters 233 (2023), 111416, 5 S. | Martin Bruns, Helmut Lütkepohl
Refereed essays Web of Science

An Alternative Bootstrap for Proxy Vector Autoregressions

In: Computational Economics 62 (2023), S. 1857–1882 | Martin Bruns, Helmut Lütkepohl
Refereed essays Web of Science

Comparison of Local Projection Estimators for Proxy Vector Autoregressions

In: Journal of Economic Dynamics & Control 134 (2022), 104277, 17 S. | Martin Bruns, Helmut Lütkepohl
Refereed essays Web of Science

Heteroscedastic Proxy Vector Autoregressions

In: Journal of Business & Economic Statistics 40 (2022), 3, S. 1268-1281 | Helmut Lütkepohl, Thore Schlaak
Refereed essays Web of Science

Qualitative versus Quantitative External Information for Proxy Vector Autoregressive Analysis

In: Journal of Economic Dynamics & Control 127 (2021), 104118, 17 S. | Lukas Boer, Helmut Lütkepohl

Lectures

Vortrag

Have the Effects of Shocks to Oil Price Expectations Changed? Evidence from Heteroskedastic Proxy Vector Autoregressions

Helmut Lütkepohl
Norwich, Großbritannien, 01.06.2023 - 02.06.2023
| Time Series Workshop 2023: University of East Anglia
Vortrag

Heteroskedastic Proxy Vector Autoregressions: An Identification-Robust Test for Time-Varying Impulse Responses in the Presence of Multiple Proxies

Helmut Lütkepohl, Martin Bruns
[Online], 26.01.2023
| Virtual Time Series Seminar: [Online Seminar]
Vortrag

Heteroskedastic Proxy Vector Autoregressions: Testing for Time-Varying Impulse Responses in the Presence of Multiple Proxies

Martin Bruns, Helmut Lütkepohl
Carcavelos, Portugal, 24.05.2022
| Conference on Heavy Tails and Robust Estimation: Nova School of Business and Economics
Vortrag

Heteroskedastic Proxy Vector Autoregressions

Helmut Lütkepohl
[Online], 05.11.2021 - 06.11.2021
| 6th HenU/INFER Workshop on Applied Macroeconomics 5.5: School of Economics at Henan University [Online]
Vortrag

Heteroskedastic Proxy Vector Autoregressions

Helmut Lütkepohl, Thore Schlaak
[Online], 26.09.2021 - 29.09.2021
| Climate Economics: Jahrestagung des Vereins für Socialpolitik 2021; Online-Konferenz

In the media

Video

Graduation Ceremony des DIW Graduate Center 2016

22.12.2016| Veranstaltungsrückblick
Video

Graduation Ceremony des DIW Graduate Center 2015

08.01.2016| Veranstaltungsrückblick
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