Helmut Lütkepohl

Biography

Since January 2012, Helmut Lütkepohl has been a federal bank professor for the department "Methods of Empirical Economic Research" at the Freie Universität Berlin and head of the Graduate Center of DIW. Previously, he was Professor of Econometrics at the European University Institute in Florence (2002-2011) and at the Faculty of Economics and Business Administration, Humboldt University, Berlin (1992-2001), Professor of Statistics at the Christian-Albrechts-University Kiel (1987-1992) the University of Hamburg (1985-1987) and Visiting Assistant Professor at the University of California, San Diego (1984/85). He has been, or has been, in the midst of various scientific journals, such as Econometric Theory, the Journal of Econometrics, the Journal of Applied Econometrics, Macroeconomic Dynamics, Empirical Economics and Econometric Reviews, and has published numerous papers in specialist journals. He is the author, coauthor and editor of several books, such as "Handbook of Matrices" (Wiley, 1996), "Applied Time Series Econometrics" (Cambridge University Press, 2004) and "New Introduction to Multiple Time Series Analysis" (Springer, 2005 ).

Research Interest

Univariate and multivariate time series analysis,Forecasting methods,Macroeconometrics