Dr. Alexander Lange

Research interests

  • Multivariate Time Series models
  • Data-driven identification in structural VAR models
  • Software development
  • Energy and commodity markets

Please visit www.alexanderlange.net for more information.

Articles in peer-reviewed journals

Articles in peer-reviewed volumes

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, 2020, 2021
  • 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, summer term 2020, winter term 2020
  • Scientific Programming: Winter term 2018, summer term 2019, winter term 2019, summer term 2020, winter term 2020
  • Wissenschaftliches Programmieren: Winter term 2018, summer term 2019, winter term 2019, summer term 2020, winter term 2020