Topics Monetary Policy and Economic Impact (91 papers) Market Dynamics and Volatility (57 papers) Financial Risk and Volatility Modeling (43 papers) Overview Impact Standout Papers Peers Geography Research Space Co-Authors Works Hit Papers New Introduction to Multiple Time Series Analysis 1988 2026 2000 2013 2005 1989 1993 1988 2004 1000 2.0k 3.0k Peers Helmut Lütkepohl
Comparison fields: 5 of 198 Economics and Econometrics 10.3k General Economics, Econometrics and Finance 7.2k Finance 4.4k Management Science and Operations Research 1.5k Statistics and Probability 1.5k Renewable Energy, Sustainability and the Environment 1.3k Accounting 1.1k Artificial Intelligence 810 Strategy and Management 797 Sociology and Political Science 783 Electrical and Electronic Engineering 626 Control and Systems Engineering 613 Global and Planetary Change 520 Signal Processing 516 Environmental Engineering 495 Cognitive Neuroscience 421 Marketing 416 Statistics, Probability and Uncertainty 381 Information Systems 357 General Health Professions 322 General Agricultural and Biological Sciences 303 Computer Networks and Communications 301 Pollution 284 Political Science and International Relations 259 Statistical and Nonlinear Physics 238 Demography 234 Computer Vision and Pattern Recognition 219 Applied Mathematics 196 Experimental and Cognitive Psychology 175 Transportation 174 Management Information Systems 172 Soil Science 170 Analytical Chemistry 170 Nature and Landscape Conservation 160 Plant Science 152 Building and Construction 151 Computational Theory and Mathematics 142 Gender Studies 142 Aerospace Engineering 125 Civil and Structural Engineering 123 Mechanical Engineering 122 Molecular Biology 122 Ecology 119 Computational Mechanics 113 Ocean Engineering 112 Biomedical Engineering 106 Management, Monitoring, Policy and Law 102 Epidemiology 99 Atmospheric Science 97 Management of Technology and Innovation 95 Food Science 94 Organizational Behavior and Human Resource Management 94 Health 93 Modeling and Simulation 87 Water Science and Technology 85 Safety, Risk, Reliability and Quality 80 Cardiology and Cardiovascular Medicine 80 Tourism, Leisure and Hospitality Management 75 Clinical Psychology 74 Automotive Engineering 70 Radiology, Nuclear Medicine and Imaging 69 Development 68 Social Psychology 68 Industrial and Manufacturing Engineering 66 Safety Research 63 Applied Psychology 63 Genetics 63 Media Technology 58 Health, Toxicology and Mutagenesis 57 Information Systems and Management 57 Public Health, Environmental and Occupational Health 57 Agronomy and Crop Science 56 General Energy 55 Oceanography 51 Education 50 Numerical Analysis 46 Mechanics of Materials 44 Communication 42 Ecology, Evolution, Behavior and Systematics 40 General Decision Sciences 36 Urban Studies 36 Forestry 35 Environmental Chemistry 30 Neurology 29 Public Administration 28 Mathematical Physics 28 Nutrition and Dietetics 26 Condensed Matter Physics 25 Atomic and Molecular Physics, and Optics 24 Geometry and Topology 22 Physiology 22 Business and International Management 21 Surgery 21 Cellular and Molecular Neuroscience 21 Infectious Diseases 21 Pediatrics, Perinatology and Child Health 21 Radiological and Ultrasound Technology 19 Animal Science and Zoology 19 Psychiatry and Mental health 19 Ecological Modeling 19 Law 18 Computational Mathematics 18 Developmental and Educational Psychology 18 Geophysics 18 Industrial and Manufacturing Engineering 17 Geochemistry and Petrology 15 Electrochemistry 15 Materials Chemistry 15 Discrete Mathematics and Combinatorics 14 Pulmonary and Respiratory Medicine 13 Aquatic Science 13 Insect Science 12 Behavioral Neuroscience 11 Earth-Surface Processes 11 Health Information Management 11 Electronic, Optical and Magnetic Materials 11 Speech and Hearing 10 Computer Science Applications 10 Pharmacology 9 Philosophy 9 Pathology and Forensic Medicine 9 Visual Arts and Performing Arts 9 Biophysics 8 Biological Psychiatry 8 Software 8 Nuclear and High Energy Physics 8 Spectroscopy 8 Oncology 7 Pharmacology 7 Literature and Literary Theory 7 Algebra and Number Theory 7 Polymers and Plastics 6 Neurology 6 Endocrinology, Diabetes and Metabolism 6 Endocrine and Autonomic Systems 6 Organic Chemistry 5 Surfaces, Coatings and Films 5 Complementary and alternative medicine 5 Astronomy and Astrophysics 5 General Social Sciences 5 Cell Biology 5 Transplantation 5 Anthropology 5 Endocrinology 4 Pharmacy 4 Archeology 4 Immunology 4 Small Animals 4 Physical and Theoretical Chemistry 4 Emergency Medical Services 4 History and Philosophy of Science 4 Hardware and Architecture 4 Physical Therapy, Sports Therapy and Rehabilitation 4 Emergency Medicine 4 Rheumatology 4 Geology 3 Parasitology 3 Sensory Systems 3 Orthopedics and Sports Medicine 3 Cultural Studies 3 Nephrology 3 Energy Engineering and Power Technology 3 Obstetrics and Gynecology 3 Computer Graphics and Computer-Aided Design 2 Rehabilitation 2 Hepatology 2 Ophthalmology 2 Medical Laboratory Technology 2 Geography, Planning and Development 2 Critical Care and Intensive Care Medicine 2 Museology 2 History 2 Classics 1 Issues, ethics and legal aspects 1 Complementary and Manual Therapy 1 General Psychology 1 Fuel Technology 1 Horticulture 1 Structural Biology 1 Geriatrics and Gerontology 1 Dermatology 1 Conservation 1 Physiology 1 Equine 1 Clinical Biochemistry 1 Family Practice 1 Molecular Medicine 1 Cancer Research 1 Toxicology 1 Urology 1 Inorganic Chemistry 1 Human Factors and Ergonomics 1 Otorhinolaryngology 1 Microbiology 1 Religious studies 1 Paleontology 1 Applied Microbiology and Biotechnology 1 Human-Computer Interaction 1
Economics and Econometrics 10.3k General Economics, Econometrics and Finance 7.2k Finance 4.4k Management Science and Operations Research 1.5k Statistics and Probability 1.5k James G. MacKinnon Canada
David F. Hendry United Kingdom
Bruce E. Hansen United States
Paul Newbold United Kingdom
Andrew Harvey United Kingdom
Donald W. K. Andrews United States
Mark W. Watson United States
This map shows the geographic impact of Helmut Lütkepohl's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Helmut Lütkepohl with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Helmut Lütkepohl more than expected).
This network shows the impact of papers produced by Helmut Lütkepohl. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Helmut Lütkepohl. The network helps show where Helmut Lütkepohl may publish in the future.
Co-authorship network of co-authors of Helmut Lütkepohl
⚙ Controls This figure shows the co-authorship network connecting the top 25 collaborators of Helmut Lütkepohl.
A scholar is included among the top collaborators of Helmut Lütkepohl based on the total number of citations
received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Helmut Lütkepohl. Helmut Lütkepohl is excluded from
the visualization to improve readability, since they are connected to all nodes in the network.
All Works Load more (20 of 154) # Work Indexed citations 1 2025 · Journal of Business and Economic Statistics · (unknown) , Helmut Lütkepohl , (unknown) 1 2 1 3 2024 · Journal of Economic Dynamics and Control · (unknown) , Helmut Lütkepohl , (unknown) 1 4 1 5 4 6 10 7 12 8 31 9 Does the Box-Cox transformation help in forecasting macroeconomic time series?
28 10 9 11 A Statistical Comparison of Alternative Identification Schemes for Monetary Policy Shocks
7 12 Forecasting with VARMA Models
29 13 New Introduction to Multiple Time Series Analysis
breakdown → 3649 14 2004 · Cambridge University Press eBooks · (unknown) , Helmut Lütkepohl , (unknown) , (unknown) , (unknown) , (unknown) , (unknown) , (unknown) , (unknown) , (unknown) , Markus Krätzig 783 15 Comparison of Model Reduction Methods for VAR Processes
7 16 Econometric studies : a festschrift in honour of Joachim Frohn
26 17 22 18 Introduction to the Theory and Practice of Econometrics.
breakdown → 909 19 6 20 78
Load more (20 of 154) About Helmut Lütkepohl Helmut Lütkepohl is a scholar working on General Economics, Econometrics and Finance , Finance and Statistics and Probability , having authored 154 papers that have together received 17.9k indexed citations. Recurring topics across this work include Monetary Policy and Economic Impact (91 papers), Market Dynamics and Volatility (57 papers) and Financial Risk and Volatility Modeling (43 papers). The work is most often cited by research in General Economics, Econometrics and Finance (7.2k citations), Finance (4.4k citations) and Economics and Econometrics (10.3k citations). Helmut Lütkepohl has collaborated with scholars based in Germany , Italy and Finland . Frequent co-authors include Ian T. Jolliffe , George G. Judge , William E. Griffiths , Pentti Saikkonen , Juan J. Dolado , Tsoung-Chao Lee , Lutz Kilian , Eric R. Ziegel , Peter Hill and Thomas C. M. Lee . Their work appears in journals such as Journal of the American Statistical Association , Econometrica and Technometrics .
Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive
bibliographic database. While OpenAlex provides broad and valuable coverage of the global
research landscape, it—like all bibliographic datasets—has inherent limitations. These include
incomplete records, variations in author disambiguation, differences in journal indexing, and
delays in data updates. As a result, some metrics and network relationships displayed in
Rankless may not fully capture the entirety of a scholar's output or impact.
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