Alexander Lange, M.Sc.

Research interests

  • Multivariate Time Series models
  • Data-driven identification in structural VAR models


Articles in peer-reviewed journals

  • svars: An R package for data-driven identification in multivariate time series analysis (with B. Dalheimer, H. Herwartz and S. Maxand), Journal of Statistical Software, (forthcoming)
  • The interest rate sensitivity of investment (with G. Baldi), Credit and Capital Markets, 2019, 52(2), 173-190

Articles in peer-reviewed volumes

  • Bootstrapping in Macroeconometrics (with H. Herwartz), Oxford Research Encyclopedia of Economics and Finance, Oxford University Press, (forthcoming)

Working papers


Published research software

  • optimization: Flexible optimizer with numerous input specifications. (with K. Husmann)
  • svars: Data-driven identification of SVAR models. (with B. Dalheimer, H. Herwartz and S. Maxand) Project page.


Teaching

  • Econometrics I: Winter term 2017
  • Econometrics II: Summer terms 2018, 2019
  • Multivariate Time Series Analyis: Summer term 2018
  • Prepatory Course Econometrics: Winter term 2017, summer term 2018, winter term 2018, summer term 2019, winter term 2019
  • Scientific Programming: Winter term 2018, summer term 2019, winter term 2019
  • Wissenschaftliches Programmieren: Winter term 2018, summer term 2019, winter term 2019