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Prof. Dr. Helmut Lütkepohl

Prof. Dr. Helmut Lütkepohl

Professor of the

Graduate Center

Research Topics and Working Areas
  • Time Series Analysis
  • Forecasting Methods
  • Money Demand Analysis
  • Macroeconometrics

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)

Downloads

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
Externe referierte Aufsätze

An Alternative Bootstrap for Proxy Vector Autoregressions

In: Computational Economics im Ersch. (2023), [online first: 2022-11-09] | Martin Bruns, Helmut Lütkepohl
Externe referierte Aufsätze

Comparison of Local Projection Estimators for Proxy Vector Autoregressions

In: Journal of Economic Dynamics & Control 134 (2022), 104277, 17 S. | Martin Bruns, Helmut Lütkepohl
Externe referierte Aufsätze

Heteroscedastic Proxy Vector Autoregressions

In: Journal of Business & Economic Statistics 40 (2022), 3, S. 1268-1281 | Helmut Lütkepohl, Thore Schlaak
Externe referierte Aufsätze

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
Externe referierte Aufsätze

Testing Identification via Heteroskedasticity in Structural Vector Autoregressive Models

In: The Econometrics Journal 24 (2021), 1, S. 1-22 | Helmut Lütkepohl, Mika Meitz, Aleksei Netšunajev, Pentti Saikkonen

Lectures

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
Vortrag

Qualitative Versus Quantitative External Information for Proxy Vector Autoregressive Analysis

Lukas Boer, Helmut Lütkepohl
[Online], 23.08.2021 - 27.08.2021
| 36th Annual Congress of the European Economic Association - 74th European Meeting of the Econometric Society: EEA - ESEM 2021; Virtual

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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