Helmut Lütkepohl

Helmut LütkepohlHelmut Lütkepohl is Professor of Economics at the European University Institute in Florence, Italy. He is on leave from Humboldt University Berlin where he has been Professor of Econometrics in the Faculty of Economics and Business Administration sine 1992. He had previously been Professor of Statistics at the University of Kiel (1987-1992) and the University of Hamburg (1985-1987) and was Visiting Assistant Professor at the University of California, San Diego (1984-85). Professor Lütkepohl is Associate Editor of Econometric Theory, the Journal of Applied Econometrics, Macroeconomic Dynamics, Empirical Economics and Econometric Reviewa. He has published extensively in learned journals and books and is author, co-author and editor of a number of books in econometrics and time series analysis. Professor Lütkepohl is the author of Introduction to Multiple Time Series Analysis (1991) and a Handbook of Matrices (1996). His current teaching and research interests include methodological issues related to the study of nonstationary, integrated time series and the analysis of the transmission mechanism of monetary policy in the Euro area. Read More Read Less

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Theory and Practice of Econometrics10 % NR
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Structural Vector Autoregressive Analysis16 %
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Forecasting Aggregated Vector Arma Processes37 %
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New Introduction to Multiple Time Series Analysis37 %
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Money Demand in Europe37 %
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Introduction to Multiple Time Series Analysis37 %
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Money Demand in Europe43 %
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Structural Vector Autoregressive Analysis17 % NR
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