Alexander Lange, M.Sc.

Research interests

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

Teaching

Software

  • Alexander Lange, Bernhard Dalheimer, Helmut Herwartz and Simone Maxand (2018). svars: Data-driven identification of SVAR models Development version.
  • Kai Husmann, Alexander Lange (2016). optimization: Flexible optimizer with numerous input specifications. R package version 1.0-4