Helmut Lütkepohl : Citation Profile

DIW Berlin (Deutsches Institut für Wirtschaftsforschung) (50% share)
CESifo (10% share)
Freie Universität Berlin (40% share)

36

H index

73

i10 index

6439

Citations

RESEARCH PRODUCTION:

119

Articles

168

Papers

3

Books

25

Chapters

EDITOR:

2

Books edited

RESEARCH ACTIVITY:

   43 years (1981 - 2024). See details.
   Cites by year: 149
   Journals where Helmut Lütkepohl has often published
   Relations with other researchers
   Recent citing documents: 237.    Total self citations: 139 (2.11 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/plt2
   Updated: 2025-03-08    RAS profile: 2024-12-06    
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Relations with other researchers

Works with:

Bruns, Martin (14)

Boer, Lukas (3)

Boer, Lukas (3)

Schlaak, Thore (2)

Saikkonen, Pentti (2)

McNeil, James (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Helmut Lütkepohl.

Is cited by:

Shahbaz, Muhammad (147)

Kilian, Lutz (134)

Inoue, Atsushi (78)

Koukouritakis, Minoas (58)

Tiwari, Aviral (58)

Panagiotidis, Theodore (51)

Weber, Enzo (51)

Trenkler, Carsten (48)

Ihle, Rico (43)

Marcellino, Massimiliano (43)

Panagiotidis, Theodore (42)

Cites to:

Lanne, Markku (91)

Kilian, Lutz (78)

Watson, Mark (77)

Stock, James (73)

Saikkonen, Pentti (71)

Sims, Christopher (60)

Rigobon, Roberto (44)

Johansen, Soren (39)

Reichlin, Lucrezia (38)

Zha, Tao (37)

Marcellino, Massimiliano (37)

Main data

Production by document typearticlechapterpaperbook1981198219831984198519861987198819891990199119921993199419951996199719981999200020012002200320042005200620072008200920102011201220132014201520162017201820192020202120222023202402040Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published198119821983198419851986198719881989199019911992199319941995199619971998199920002001200220032004200520062007200820092010201120122013201420152016201720182019202020212022202320240100200300400Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received1987198819891990199119921993199419951996199719981999200020012002200320042005200620072008200920102011201220132014201520162017201820192020202120222023202420250200400600Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year1981198219831984198519861987198819891990199119921993199419951996199719981999200020012002200320042005200620072008200920102011201220132014201520162017201820192020202120222023202405001,000Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 36Most cited documents12345678910111213141516171819202122232425262728293031323334353637380250500750Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution20130820130920131020131120131220140120140220140320140420140520140620140720140820140920141020141120141220150120150220150320150420150520150620150720150820150920151020151120151220160120160220160320160420160520160620160720160820160920161020161120161220170120170220170320170420170520170620170720170820170920171020171120171220180120180220180320180420180520180620180720180820180920181020181120181220190120190220190320190420190520190620190720190820190920191020191120191220200120200220200320200420200520200620200720200820200920201020201120201220210120210220210320210420210520210620210720210820210920211020211120211220220120220220220320220420220520220620220720220820220920221020221120221220230120230220230320230420230520230620230720230820230920231020231120231220240120240220240320240420240520240620240720240820240920241020241120241220250120250220250302040h-index Highcharts.comExport to raster or vector imagePrint the chart

Where Helmut Lütkepohl has published?

Journals with more than one article published# docs
Journal of Econometrics17
Economics Letters11
Econometric Theory9
Journal of Economic Dynamics and Control9
Empirical Economics6
Journal of Time Series Analysis6
Journal of Business & Economic Statistics6
Statistical Papers4
Oxford Bulletin of Economics and Statistics4
International Journal of Forecasting4
Econometrics Journal3
EconStor Open Access Articles and Book Chapters3
Macroeconomic Dynamics3
Perspektiven der Wirtschaftspolitik2
The Review of Economics and Statistics2
Journal of Applied Econometrics2
Econometrics and Statistics2
Journal of Applied Econometrics2
German Economic Review2
AStA Advances in Statistical Analysis2

Working Papers Series with more than one paper published# docs
SFB 373 Discussion Papers / Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes48
Discussion Papers of DIW Berlin / DIW Berlin, German Institute for Economic Research31
Economics Working Papers / European University Institute27
SFB 649 Discussion Papers / Humboldt University Berlin, Collaborative Research Center 649: Economic Risk11
CESifo Working Paper Series / CESifo9
University of East Anglia School of Economics Working Paper Series / School of Economics, University of East Anglia, Norwich, UK.5
Econometric Society World Congress 2000 Contributed Papers / Econometric Society3
MPRA Paper / University Library of Munich, Germany2
CEPR Discussion Papers / C.E.P.R. Discussion Papers2
SSE/EFI Working Paper Series in Economics and Finance / Stockholm School of Economics2
MAGKS Papers on Economics / Philipps-Universit�t Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung)2
Papers / arXiv.org2

Recent works citing Helmut Lütkepohl (2025 and 2024)

Year  ↓Title of citing document  ↓
2024Deficit Financing and Economic Return to Public Expenditure in the CEMAC Member Countries. (2024). Senke, Ngeh Laura ; Tingum, Ernest Ngeh ; Atemnkeng, Johannes Tabi. In: African Journal of Economic Review. RePEc:ags:afjecr:340553.

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2024Time-varying parameters error correction model for real ruble exchange rate and oil prices: What has changed due to capital control and sanctions?. (2024). Fokin, Nikita ; Polbin, Andrey V ; Malikova, Ekaterina V. In: Russian Journal of Economics. RePEc:arh:jrujec:v:10:y:2024:i:1:p:20-33.

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2025A Nonparametric Dynamic Causal Model for Macroeconometrics. (2019). Shephard, Neil ; Rambachan, Ashesh. In: Papers. RePEc:arx:papers:1903.01637.

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2024Time-Varying Parameters as Ridge Regressions. (2020). Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2009.00401.

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2024Gaussian and Students $t$ mixture vector autoregressive model. (2021). Virolainen, Savi. In: Papers. RePEc:arx:papers:2109.13648.

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2024Local Projection Inference in High Dimensions. (2022). Wilms, Ines ; Smeekes, Stephan ; Adamek, Robert. In: Papers. RePEc:arx:papers:2209.03218.

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2024Estimating the Effects of Fiscal Policy using a Novel Proxy Shrinkage Prior. (2023). Pruser, Jan ; Klein, Mathias ; Keweloh, Sascha A. In: Papers. RePEc:arx:papers:2302.13066.

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2024Inference of Grouped Time-Varying Network Vector Autoregression Models. (2023). Wu, Wei Biao ; Tang, Songqiao ; Peng, Bin ; Li, Degui. In: Papers. RePEc:arx:papers:2303.10117.

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2024Uncertain Prior Economic Knowledge and Statistically Identified Structural Vector Autoregressions. (2023). Keweloh, Sascha A. In: Papers. RePEc:arx:papers:2303.13281.

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2025Impulse Response Analysis for Structural Nonlinear Time Series Models. (2023). Ballarin, Giovanni. In: Papers. RePEc:arx:papers:2305.19089.

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2024Propagation of carbon tax in credit portfolio through macroeconomic factors. (2023). Sopgoui, Lionel ; Jacquier, Antoine ; Ibbou, Smail ; Chassagneux, Jean-Franccois ; Bouveret, G'Eraldine. In: Papers. RePEc:arx:papers:2307.12695.

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2024Structural Analysis of Vector Autoregressive Models. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2312.06402.

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2024Forecasting Electricity Market Signals via Generative AI. (2024). Tong, Lang ; Wang, Xinyi. In: Papers. RePEc:arx:papers:2403.05743.

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2024Partially identified heteroskedastic SVARs. (2024). Mirto, Elisabetta ; Kitagawa, Toru ; Bastianin, Andrea ; Bacchiocchi, Emanuele. In: Papers. RePEc:arx:papers:2403.06879.

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2024Common Trends and Long-Run Multipliers in Nonlinear Structural VARs. (2024). Mavroeidis, Sophocles ; Duffy, James A. In: Papers. RePEc:arx:papers:2404.05349.

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2024The Distributional Effects of Economic Uncertainty. (2024). Marcellino, Massimiliano ; Tornese, Tommaso ; Huber, Florian. In: Papers. RePEc:arx:papers:2411.12655.

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2024Machine Learning the Macroeconomic Effects of Financial Shocks. (2024). Klieber, Karin ; Huber, Florian ; Hauzenberger, Niko ; Marcellino, Massimiliano. In: Papers. RePEc:arx:papers:2412.07649.

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2024A large non-Gaussian structural VAR with application to Monetary Policy. (2024). Pruser, Jan. In: Papers. RePEc:arx:papers:2412.17598.

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2025Bayesian Analyses of Structural Vector Autoregressions with Sign, Zero, and Narrative Restrictions Using the R Package bsvarSIGNs. (2025). Wo, Tomasz ; Wang, Xiaolei. In: Papers. RePEc:arx:papers:2501.16711.

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2024.

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2025Output Gap Measurement after COVID for Colombia: Lessons from a Permanent-Transitory Approach. (2025). Granados, Camilo ; Parra-Amado, Daniel. In: Borradores de Economia. RePEc:bdr:borrec:1295.

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2024Do higher global oil and wheat prices matter for the wheat flour price in Lebanon?. (2024). Neaimeh, Andrios ; Karaki, Mohamad B. In: Agricultural Economics. RePEc:bla:agecon:v:55:y:2024:i:4:p:559-571.

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2024How certain are we about the role of uncertainty in the economy?. (2024). Lange, Alexander ; Herwartz, Helmut. In: Economic Inquiry. RePEc:bla:ecinqu:v:62:y:2024:i:1:p:126-149.

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2024.

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2024Granger causality tests based on reduced variable information. (2024). Nakano, Junji ; Hung, Yingchao ; Tseng, Nengfang. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:45:y:2024:i:3:p:444-462.

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2024Consistency of averaged impulse response estimators in vector autoregressive models. (2024). Urbain, Jeanpierre ; Palm, Franz ; Lohmeyer, Jan. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:45:y:2024:i:5:p:691-713.

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2024Impact of China on commodity exporters. (2024). Saraf, Richa ; Chatterjee, Arpita. In: Review of International Economics. RePEc:bla:reviec:v:32:y:2024:i:3:p:1462-1491.

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2024The Effect of Labors Bargaining Power on Wealth Inequality in the UK, USA, And France. (2024). Onaran, Ozlem ; Tippet, Ben ; Wildauer, Rafael. In: Review of Income and Wealth. RePEc:bla:revinw:v:70:y:2024:i:1:p:102-128.

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2024EVALUATING THE IMPACT OF ENERGY PRICE SHOCKS ON EMERGING COUNTRIES FROM THE NON-EURO AREA: A MACROECONOMIC ANALYSIS. (2024). Negreanu, Cristina ; Dalu, Maria-Alexandra ; Horobe, Alexandra. In: Studies in Business and Economics. RePEc:blg:journl:v:19:y:2024:i:1:p:334-349.

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2024Invalid proxies and volatility changes. (2024). Fanelli, Luca ; Neri, Luca ; Angelini, Giovanni. In: Working Papers. RePEc:bol:bodewp:wp1193.

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2024Military Outlays and Economic Growth: A Nonlinear Disaggregated Analysis for a Developed Economy. (2024). Nicholas, Tsounis ; Antonis, Tsitouras. In: Peace Economics, Peace Science, and Public Policy. RePEc:bpj:pepspp:v:30:y:2024:i:3:p:341-391:n:1002.

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2024Estimating uncertainty spillover effects across euro area using a regime dependent VAR model. (2024). Joshy, Easaw ; Mauro, Costantini ; Giovanni, Angelini. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:28:y:2024:i:1:p:39-59:n:1.

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2024Risk Scenarios and Macroeconomic Forecasts. (2024). Stevanovic, Dalibor ; Moran, Kevin ; Surprenant, Stphane. In: CIRANO Working Papers. RePEc:cir:cirwor:2024s-03.

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2024Interest Rates, Convenience Yields, and Inflation Expectations: Drivers of US Dollar Exchange Rates. (2024). Bernoth, Kerstin ; Herwartz, Helmut ; Trienens, Lasse. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp2100.

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2025Comparing External and Internal Instruments for Vector Autoregressions. (2025). Ltkepohl, Helmut ; Bruns, Martin. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp2108.

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2024Decomposing systemic risk: the roles of contagion and common exposures. (2024). Hipp, Ruben ; Haaj, Grzegorz. In: Working Paper Series. RePEc:ecb:ecbwps:20242929.

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2024Operational day-ahead photovoltaic power forecasting based on transformer variant. (2024). Tao, YE ; Tian, Yajun ; Qi, Qingqing ; Zhao, Jinghao. In: Applied Energy. RePEc:eee:appene:v:373:y:2024:i:c:s030626192401208x.

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2024Non-linear dimension reduction in factor-augmented vector autoregressions. (2024). Klieber, Karin. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:159:y:2024:i:c:s0165188923002063.

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2024Climate change and the US wheat commodity market. (2024). Agnolucci, Paolo ; de Lipsis, Vincenzo. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:161:y:2024:i:c:s0165188924000150.

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2024Identification of vector autoregressive models with nonlinear contemporaneous structure. (2024). Moneta, Alessio ; Doremus, Nicolas ; Cordoni, Francesco. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:162:y:2024:i:c:s0165188924000447.

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2024Stability between cryptocurrency prices and the term structure. (2024). Castle, Jennifer ; Kurita, Takamitsu. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:165:y:2024:i:c:s0165188924000824.

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2024How to construct monthly VAR proxies based on daily surprises in futures markets. (2024). Kilian, Lutz. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:168:y:2024:i:c:s0165188924001581.

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2024The race between education and technology in Chile and its impact on the skill premium. (2024). Balcombe, Kelvin ; Campos-Gonzalez, Jorge. In: Economic Modelling. RePEc:eee:ecmode:v:131:y:2024:i:c:s0264999323004285.

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2024Predicting tourism recovery from COVID-19: A time-varying perspective. (2024). Song, Haiyan ; Liu, Han ; Wen, Long. In: Economic Modelling. RePEc:eee:ecmode:v:135:y:2024:i:c:s0264999324000622.

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2024Detecting statistically significant changes in connectedness: A bootstrap-based technique. (2024). Nguyen, Viet Hoang ; Kočenda, Evžen ; Greenwood-Nimmo, Matthew ; Koenda, Even. In: Economic Modelling. RePEc:eee:ecmode:v:140:y:2024:i:c:s0264999324002001.

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2024Labor market policies in high- and low-interest rate environments: Evidence from the euro area. (2024). Lastauskas, Povilas ; Staknas, Julius. In: Economic Modelling. RePEc:eee:ecmode:v:141:y:2024:i:c:s026499932400275x.

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2024Economic and financial consequences of water risks: The case of hydropower. (2024). von Jagow, Adrian ; Goel, Skand ; Senni, Chiara Colesanti. In: Ecological Economics. RePEc:eee:ecolec:v:218:y:2024:i:c:s0921800923003117.

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2024Locally robust inference for non-Gaussian linear simultaneous equations models. (2024). Mesters, Geert ; Lee, Adam. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:1:s0304407623003639.

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2024Time-varying multivariate causal processes. (2024). Yan, Yayi ; Wu, Wei Biao ; Peng, Bin ; Gao, Jiti. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:1:s0304407624000174.

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2024Semiparametrically optimal cointegration test. (2024). Zhou, BO. In: Journal of Econometrics. RePEc:eee:econom:v:242:y:2024:i:2:s0304407624001611.

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2024Large Bayesian SVARs with linear restrictions. (2024). Hou, Chenghan. In: Journal of Econometrics. RePEc:eee:econom:v:244:y:2024:i:1:s0304407624001957.

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2024Spectral Dependence. (2024). Pinto, Marco ; Ombao, Hernando. In: Econometrics and Statistics. RePEc:eee:ecosta:v:32:y:2024:i:c:p:122-159.

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2024The macroeconomic impact of euro area labor market reforms: evidence from a narrative panel VAR. (2024). Runstler, Gerhard. In: European Economic Review. RePEc:eee:eecrev:v:168:y:2024:i:c:s0014292124001491.

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2024Persistence in financial connectedness and systemic risk. (2024). Baruník, Jozef ; Ellington, Michael ; Barunik, Jozef. In: European Journal of Operational Research. RePEc:eee:ejores:v:314:y:2024:i:1:p:393-407.

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2024Exploring the relationship between Chinas economic policy uncertainty and business cycles: Exogenous impulse or endogenous responses?. (2024). Ming, Che ; Zixiang, Zhu ; Yujia, LI. In: Emerging Markets Review. RePEc:eee:ememar:v:58:y:2024:i:c:s156601412300095x.

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2024A simple model of global fuel consumption. (2024). Ellwanger, Reinhard ; Bilgin, Doga. In: Energy Economics. RePEc:eee:eneeco:v:130:y:2024:i:c:s0140988323007521.

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2024Unraveling the structural sources of oil production and their impact on CO2 emissions. (2024). Wang, Shu ; Theilen, Bernd ; Herwartz, Helmut. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001968.

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2024The ‘complex’ transition: Energy intensity and CO2 emissions amidst technological and structural shifts. Evidence from OECD countries. (2024). Cucculelli, Marco ; Nissi, Eugenia ; Colantonio, Emiliano ; Marra, Alessandro. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004109.

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2024From oil surges to renewable shifts: Unveiling the dynamic impact of supply and demand shocks in global crude oil market on U.S. clean energy trends. (2024). Esmaeili, Parisa ; Rafei, Meysam ; Salari, Mahmoud ; Balsalobre-Lorente, Daniel. In: Energy Policy. RePEc:eee:enepol:v:192:y:2024:i:c:s0301421524002726.

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2024Enhancing the accuracy of Chinas electricity consumption forecasting through economic cycle division: An MSAR-OPLS scenario analysis. (2024). Pan, Xianyou ; Sun, Feihu ; Shu, Yalin ; Xie, Pinjie. In: Energy. RePEc:eee:energy:v:293:y:2024:i:c:s0360544224003906.

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2024Bilinear-DRTFT: Uncertainty prediction in electricity load considering multiple demand responses. (2024). Sun, Chuanwang ; Zhao, Zhengtang ; Li, Qianwen ; Xu, Mengjie. In: Energy. RePEc:eee:energy:v:309:y:2024:i:c:s0360544224028421.

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2024Transforming banking: Examining the role of AI technology innovation in boosting banks financial performance. (2024). Naeem, Muhammad Abubakr ; Achie, Theodoria ; Gyamfi, Bright Akwasi ; Appiah, Michael ; Gyau, Emmanuel Baffour. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s105752192400632x.

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2024Macroeconomic impacts of monetary and fiscal policy in the euro area in times of shifting policies: A SVAR approach. (2024). Verbič, Miroslav ; Ok, Mitja ; Puc, Anja ; Rant, Vasja. In: Finance Research Letters. RePEc:eee:finlet:v:64:y:2024:i:c:s1544612324004367.

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2024Temporal networks and financial contagion. (2024). Nocciola, Luca ; Vouldis, Angelos ; Franch, Fabio. In: Journal of Financial Stability. RePEc:eee:finsta:v:71:y:2024:i:c:s1572308924000093.

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More than 100 citations found, this list is not complete...

Helmut Lütkepohl has edited the books:

Year  ↓Title  ↓Type  ↓Cited  ↓

Works by Helmut Lütkepohl:

Year  ↓Title  ↓Type  ↓Cited  ↓
1981Michael Leserer - Grundlagen der Ökonometrie In: German Journal of Agricultural Economics.
[Full Text][Citation analysis]		article0
2018Constructing Joint Confidence Bands for Impulse Response Functions of VAR Models - A Review In: Lodz Economics Working Papers.
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2018Constructing Joint Confidence Bands for Impulse Response Functions of VAR Models: A Review.(2018) In: Discussion Papers of DIW Berlin.
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This paper has nother version. Agregated cites: 6		paper
2020Constructing joint confidence bands for impulse response functions of VAR models – A review.(2020) In: Econometrics and Statistics.
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This paper has nother version. Agregated cites: 6		article
2018Bayesian Inference for Structural Vector Autoregressions Identified by Markov-Switching Heteroskedasticity In: Papers.
[Full Text][Citation analysis]		paper6
2017Bayesian Inference for Structural Vector Autoregressions Identified by Markov-Switching Heteroskedasticity.(2017) In: Discussion Papers of DIW Berlin.
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This paper has nother version. Agregated cites: 6		paper
2020Bayesian inference for structural vector autoregressions identified by Markov-switching heteroskedasticity.(2020) In: Journal of Economic Dynamics and Control.
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This paper has nother version. Agregated cites: 6		article
2024Partial Identification of Heteroskedastic Structural VARs: Theory and Bayesian Inference In: Papers.
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2024Partial Identification of Heteroskedastic Structural VARs: Theory and Bayesian Inference.(2024) In: Discussion Papers of DIW Berlin.
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This paper has nother version. Agregated cites: 2		paper
1996Specification of Echelon-Form VARMA Models. In: Journal of Business & Economic Statistics.
[Citation analysis]		article43
2000Testing for the Cointegrating Rank of a VAR Process with Structural Shifts. In: Journal of Business & Economic Statistics.
[Citation analysis]		article220
2001Testing for the cointegrating rank of a VAR process with structural shifts.(2001) In: SFB 373 Discussion Papers.
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This paper has nother version. Agregated cites: 220		paper
2010Structural Vector Autoregressions With Nonnormal Residuals In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article152
2006Structural Vector Autoregressions with Nonnormal Residuals.(2006) In: CESifo Working Paper Series.
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2005Structural Vector Autoregressions with Nonnormal Residuals.(2005) In: Economics Working Papers.
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This paper has nother version. Agregated cites: 152		paper
1984Forecasting Contemporaneously Aggregated Vector ARMA Processes. In: Journal of Business & Economic Statistics.
[Citation analysis]		article37
1986Forecasting Vector ARMA Processes with Systematically Missing Observations. In: Journal of Business & Economic Statistics.
[Citation analysis]		article0
1989Prediction Tests for Structural Stability of Multiple Time Series. In: Journal of Business & Economic Statistics.
[Citation analysis]		article0
2010Acquisition of Information and Share Prices: An Empirical Investigation of Cognitive Dissonance In: German Economic Review.
[Full Text][Citation analysis]		article10
2010Acquisition of Information and Share Prices: An Empirical Investigation of Cognitive Dissonance.(2010) In: German Economic Review.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 10		article
2006Acquisition of Information and Share Prices: An Empirical Investigation of Cognitive Dissonance.(2006) In: CEPR Discussion Papers.
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This paper has nother version. Agregated cites: 10		paper
2006Acquisition of information and share prices: An empirical investigation of cognitive dissonance.(2006) In: Economics Working Papers.
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