Alexander Lange, M.Sc.
- 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, 2020
- Statistical identification in SVARs - Monte Carlo experiments and a comparative assessment of the role of economic uncertainties for the US business cycle (with H. Herwartz and S. Maxand), Center for European, Governance and Economic Development Research Discussion Papers No. 375, Georg-August-Universität Göttingen.
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.
- 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