Helmut Lütkepohl : Citation Profile


Are you Helmut Lütkepohl?

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

35

H index

71

i10 index

6104

Citations

RESEARCH PRODUCTION:

119

Articles

153

Papers

3

Books

25

Chapters

EDITOR:

2

Books edited

RESEARCH ACTIVITY:

   43 years (1981 - 2024). See details.
   Cites by year: 141
   Journals where Helmut Lütkepohl has often published
   Relations with other researchers
   Recent citing documents: 258.    Total self citations: 126 (2.02 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/plt2
   Updated: 2024-07-05    RAS profile: 2024-07-04    
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Relations with other researchers


Works with:

Bruns, Martin (11)

Boer, Lukas (3)

Schlaak, Thore (3)

Boer, Lukas (3)

Saikkonen, Pentti (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 (126)

Inoue, Atsushi (71)

Tiwari, Aviral (58)

Koukouritakis, Minoas (56)

Panagiotidis, Theodore (51)

Weber, Enzo (49)

Ihle, Rico (43)

Trenkler, Carsten (43)

Panagiotidis, Theodore (42)

rey, serge (41)

Cites to:

Lanne, Markku (75)

Kilian, Lutz (69)

Saikkonen, Pentti (67)

Stock, James (57)

Watson, Mark (55)

Sims, Christopher (52)

Rigobon, Roberto (38)

Johansen, Soren (36)

Zha, Tao (34)

Phillips, Peter (32)

Staszewska-Bystrova, Anna (27)

Main data


Where Helmut Lütkepohl has published?


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

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 Research28
Economics Working Papers / European University Institute27
SFB 649 Discussion Papers / Sonderforschungsbereich 649, Humboldt University, Berlin, Germany11
CESifo Working Paper Series / CESifo9
University of East Anglia School of Economics Working Paper Series / School of Economics, University of East Anglia, Norwich, UK.4
Econometric Society World Congress 2000 Contributed Papers / Econometric Society3
SSE/EFI Working Paper Series in Economics and Finance / Stockholm School of Economics2
Papers / arXiv.org2
MPRA Paper / University Library of Munich, Germany2
CEPR Discussion Papers / C.E.P.R. Discussion Papers2
MAGKS Papers on Economics / Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung)2

Recent works citing Helmut Lütkepohl (2024 and 2023)


YearTitle of citing document
2023.

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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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2023Causal inference with (partially) independent shocks and structural signals on the global crude oil market. (2023). Wang, Shu ; Herwartz, Helmut ; Hafner, Christian M. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2023004.

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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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2023Time-Varying Parameters as Ridge Regressions. (2020). Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2009.00401.

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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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2023Estimating the non-Gaussian Dimension in Structural Linear Systems. (2022). Cabello, Miguel. In: Papers. RePEc:arx:papers:2212.07263.

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2023Sparse High-Dimensional Vector Autoregressive Bootstrap. (2023). Wilms, Ines ; Smeekes, Stephan ; Adamek, Robert. In: Papers. RePEc:arx:papers:2302.01233.

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2023A Look at Financial Dependencies by Means of Econophysics and Financial Economics. (2023). di Matteo, T ; Raddant, M. In: Papers. RePEc:arx:papers:2302.08208.

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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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2023Distributional Vector Autoregression: Eliciting Macro and Financial Dependence. (2023). Oka, Tatsushi ; Zhu, Dan ; Wang, Yunyun. In: Papers. RePEc:arx:papers:2303.04994.

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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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2023Semiparametrically Optimal Cointegration Test. (2023). Zhou, BO. In: Papers. RePEc:arx:papers:2305.08880.

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

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2023Temporal Data Meets LLM -- Explainable Financial Time Series Forecasting. (2023). Lu, Yanbin ; Liu, Zongyi ; Dong, Shujing ; Ling, Yuan ; Chen, Zheng ; Yu, Xinli. In: Papers. RePEc:arx:papers:2306.11025.

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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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2023Limit Theory under Network Dependence and Nonstationarity. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2308.01418.

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2023Break-Point Date Estimation for Nonstationary Autoregressive and Predictive Regression Models. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2308.13915.

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2023Non-linear dimension reduction in factor-augmented vector autoregressions. (2023). Klieber, Karin. In: Papers. RePEc:arx:papers:2309.04821.

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2023Co-Training Realized Volatility Prediction Model with Neural Distributional Transformation. (2023). Tanaka-Ishii, Kumiko ; Moriyama, Kai ; Du, Xin. In: Papers. RePEc:arx:papers:2310.14536.

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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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2024.

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2023Anchoring Long-term VAR Forecasts Based On Survey Data and State-space Models. (2023). Gaglianone, Wagner ; Moreira, Marta Baltar. In: Working Papers Series. RePEc:bcb:wpaper:574.

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2023Evaluating Policy Institutions -150 Years of US Monetary Policy-. (2023). Mesters, Geert ; Barnichon, Regis. In: Working Papers. RePEc:bge:wpaper:1410.

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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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2023.

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2023Co?movement among oil, stock, bond, and housing markets: An analysis of U.S., Asian, and European economies. (2023). Yunus, Nafeesa. In: International Review of Finance. RePEc:bla:irvfin:v:23:y:2023:i:2:p:393-436.

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2023A new unique impulse response function in linear vector autoregressive models. (2023). Shi, Yanlin. In: International Review of Finance. RePEc:bla:irvfin:v:23:y:2023:i:2:p:460-468.

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2023.

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2023Income distribution and economic activity: A frequency domain causal exploration. (2023). Mohammed, Mikidadu ; von Arnim, Rudiger ; Barralesruiz, Jose. In: Metroeconomica. RePEc:bla:metroe:v:74:y:2023:i:2:p:306-327.

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2023The Nexus between Public Debt and the Government Spending Multiplier: Fiscal Adjustments Matter. (2023). Iwata, Yasuharu ; Iiboshi, Hirokuni. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:85:y:2023:i:4:p:830-858.

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2023Carry trades and US monetary policy. (2023). Falconio, Andrea. In: Review of International Economics. RePEc:bla:reviec:v:31:y:2023:i:1:p:237-248.

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2023.

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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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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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2023Characterizing G-multipliers in Canada. (2022). Rouillard, Jean-Franois ; Richard, Patrick ; Khan, Hashmat ; Dabire, Fabrice. In: Carleton Economic Papers. RePEc:car:carecp:21-14.

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2023The Price of War: Macroeconomic and Cross-Sectional Effects of Sanctions on Russia. (2023). Pestova, Anna ; Mamonov, Mikhail. In: CERGE-EI Working Papers. RePEc:cer:papers:wp756.

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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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2023SECTORAL ELECTRICITY CONSUMPTION AND ECONOMIC GROWTH IN INDIA: AN EMPIRICAL STUDY FROM 1970 TO 2016.. (2023). Behera, Jaganath. In: Applied Econometrics and International Development. RePEc:eaa:aeinde:v:23:y:2023:i:2_7.

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2023Unconventional monetary policy and wealth inequality: evidence from the US. (2023). Luna-Victoria, Sebastian Jose ; Wiechers, Lukas ; Gries, Thomas. In: Economics Bulletin. RePEc:ebl:ecbull:eb-23-00309.

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2023Measuring systemic financial stress and its risks for growth. (2023). Kremer, Manfred ; Chavleishvili, Sulkhan. In: Working Paper Series. RePEc:ecb:ecbwps:20232842.

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2023China’s footprint in global financial markets. (2023). Manu, Ana-Simona ; Lodge, David ; van Robays, Ine. In: Working Paper Series. RePEc:ecb:ecbwps:20232861.

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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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2023Analysis and Modeling Gross Domestic Product, Carbon Dioxide Emission, Population Growth, and Life Expectancy at Birth: Case Study in Qatar. (2023). , Faiz ; Faisol, Ahmad ; Usman, Mustofa ; Hasnawati, Sri. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-02-53.

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2023Dynamic Modeling and Analysis of Some Energy Companies of Indonesia Over the Year 2018 to 2022 By Using VAR(p)-CCC GARCH(r,s) Model: -. (2023). Warsono, Warsono ; Sidiq, Ahmad ; Russel, Edwin ; Nurhanurawati, Nurhanurawati ; Komarudin, M ; Usman, Mustofa ; F. A. M Elfaki, . In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-04-55.

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2023Point estimation in sign-restricted SVARs based on independence criteria with an application to rational bubbles. (2023). Wang, Shu ; Herwartz, Helmut. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:151:y:2023:i:c:s0165188923000362.

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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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2023Fiscal sustainability, monetary policy and economic growth in the Euro Area: In search of the ultimate causal path. (2023). Vides, Jose Carlos ; Sanchez-Fuentes, Jesus A ; Golpe, Antonio A. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:78:y:2023:i:c:p:1026-1045.

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2023Eurozone prices: A tale of convergence and divergence. (2023). Garcia-Hiernaux, Alfredo ; Guerrero, David E ; Gonzalez-Perez, Maria T. In: Economic Modelling. RePEc:eee:ecmode:v:126:y:2023:i:c:s0264999323002304.

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2023Systematic monetary policy in a SVAR for Australia. (2023). Huh, Hyeon-Seung ; Fisher, Lance A. In: Economic Modelling. RePEc:eee:ecmode:v:128:y:2023:i:c:s0264999323003310.

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2023The confidence channel of U.S. financial uncertainty: Evidence from industry-level data. (2023). Rangaraju, Sandeep Kumar ; Karaki, Mohamad B. In: Economic Modelling. RePEc:eee:ecmode:v:129:y:2023:i:c:s0264999323003693.

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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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2023Spillover shifts in the FX market: Implication for the behavior of a safe haven currency. (2023). Lee, Seojin ; Kim, Youngmin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:65:y:2023:i:c:s1062940823000086.

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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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2023Structural inference in sparse high-dimensional vector autoregressions. (2023). Trenkler, C ; Paparoditis, E ; Krampe, J. In: Journal of Econometrics. RePEc:eee:econom:v:234:y:2023:i:1:p:276-300.

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2023Time series estimation of the dynamic effects of disaster-type shocks. (2023). Ng, Serena ; Davis, Richard. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:1:p:180-201.

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2023Discrete mixtures of normals pseudo maximum likelihood estimators of structural vector autoregressions. (2023). Sentana, Enrique ; Fiorentini, Gabriele. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:643-665.

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2023Structural VAR models in the Frequency Domain. (2023). Pelgrin, Florian ; Guay, Alain. In: Journal of Econometrics. RePEc:eee:econom:v:236:y:2023:i:1:s0304407623001604.

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2023Inward FDI and the quality of domestic institutions: A cross-country panel VAR analysis. (2023). Mondolo, Jasmine ; Antonietti, Roberto. In: Economic Systems. RePEc:eee:ecosys:v:47:y:2023:i:3:s0939362523000079.

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2023Evidence on monetary transmission and the role of imperfect information: Interest rate versus inflation target shocks. (2023). Rabitsch, Katrin ; Lukmanova, Elizaveta. In: European Economic Review. RePEc:eee:eecrev:v:158:y:2023:i:c:s001429212300185x.

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2023Data-driven support for policy and decision-making in university research management: A case study from Germany. (2023). Lessmann, Stefan ; Hardle, Wolfgang Karl ; Zharova, Alona. In: European Journal of Operational Research. RePEc:eee:ejores:v:308:y:2023:i:1:p:353-368.

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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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2023The hard road to a soft landing: Evidence from a (modestly) nonlinear structural model. (2023). Verbrugge, Randal ; Zaman, Saeed. In: Energy Economics. RePEc:eee:eneeco:v:123:y:2023:i:c:s0140988323002311.

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2023The macroeconomic effects of oil price uncertainty. (2023). Abiad, Abdul ; Qureshi, Irfan A. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003377.

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2023A broader perspective on the inflationary effects of energy price shocks. (2023). Kilian, Lutz ; Zhou, Xiaoqing. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003912.

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2023Inflation, oil prices, and economic activity in recent crisis: Evidence from the UK. (2023). Kumpamool, Chamaiporn ; Chen, Xihui Haviour ; Ahmed, Rizwan. In: Energy Economics. RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323004164.

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2023Financial development as a new determinant of energy diversification: The role of natural capital and structural changes in Australia. (2023). Shahbaz, Muhammad ; Jiao, Zhilun ; Ahmad, Shabbir ; Siddiqui, Aaliyah. In: Energy Economics. RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323004243.

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2023What is the role of perceived oil price shocks in inflation expectations?. (2023). Zheng, Xinye ; Sheng, Xuguang Simon ; An, Zidong. In: Energy Economics. RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323004486.

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2023Do increases in gasoline prices cause higher food prices?. (2023). Karaki, Mohamad B ; Diab, Sara. In: Energy Economics. RePEc:eee:eneeco:v:127:y:2023:i:pb:s0140988323005649.

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2023On public policies in the energy transition: Evidence on the role of socio-technical regimes for renewable technologies. (2023). Colantonio, Emiliano ; Marra, Alessandro. In: Energy Economics. RePEc:eee:eneeco:v:128:y:2023:i:c:s0140988323006242.

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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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2023Estimating and forecasting the impact of nonrenewable energy prices on US renewable energy consumption. (2023). Madraki, Golshan ; Lin, Guoyu ; Mette, Jehu ; Atems, Bebonchu. In: Energy Policy. RePEc:eee:enepol:v:173:y:2023:i:c:s0301421522005936.

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2023What factors contribute to the extent of decoupling economic growth and energy carbon emissions in China?. (2023). Li, Pin ; Sun, Feihu ; Gong, Ningyu ; Xie, Pinjie ; Pan, Xianyou. In: Energy Policy. RePEc:eee:enepol:v:173:y:2023:i:c:s0301421523000010.

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2023Does the increased electricity consumption (provided by capacity expansion and/or reliability improvement) cause economic growth?. (2023). Paaso, Esa A ; Rahmatian, Farnoosh ; Pandey, Shikhar ; Shakouri, Hamed. In: Energy Policy. RePEc:eee:enepol:v:182:y:2023:i:c:s0301421523002896.

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2023The determinants of oil consumption in Tunisia: Fresh evidence from NARDL approach and asymmetric causality test. (2023). Charfi, Fatma Marrakchi ; Gritli, Mohamed Ilyes. In: Energy. RePEc:eee:energy:v:284:y:2023:i:c:s0360544223020261.

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2023Domestic macroeconomic determinants of precious metals prices in developed and emerging economies: An international analysis of the long and short run. (2023). O'Connor, Fergal ; Usman, Hafiz Muhammad. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923003290.

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2023Modeling volatility and dependence of European carbon and energy prices. (2023). Arsova, Antonia ; Ziel, Florian ; Pappert, Sven ; Berrisch, Jonathan. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322006791.

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

Helmut Lütkepohl has edited the books:


YearTitleTypeCited

Works by Helmut Lütkepohl:


YearTitleTypeCited
1981Michael Leserer - Grundlagen der Ökonometrie In: German Journal of Agricultural Economics.
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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
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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.
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paper4
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: 4
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: 4
article
2024Partial Identification of Heteroskedastic Structural VARs: Theory and Bayesian Inference In: Papers.
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paper0
1996Specification of Echelon-Form VARMA Models. In: Journal of Business & Economic Statistics.
[Citation analysis]
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2000Testing for the Cointegrating Rank of a VAR Process with Structural Shifts. In: Journal of Business & Economic Statistics.
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