Uni.-Prof. Dr. Peter Winker
ORCID: https://orcid.org/0000-0003-3412-4207 Researcher ID: D-1389-2011; IYB-8322-2023 |
Responsibilities at Justus Liebig University
- Professor, Professur für Volkswirtschaftslehre VII - Statistik und Ökonometrie (Dekanat Fachbereich 02 - Wirtschaftswissenschaften)
Research interest
Empirical Macroeconomics
- Forecasting Macroeconomic Variables with Non-Linear Time-Series Models (SEEK - ZEW)
- Optimal combination of forecasts in case of missing observations
- Application of Interval-Data-Modeling in Forecasting; (supported by DAAD-PPP 2012 – 2013)
Financial Markets, Risk Management
- Econometric Estimation of Agent-Based-Models
- Explaining the Complexity of Agent-Based-Models
- Robust Methods in Portfolio Optimization
- Comparing Point- and Interval-Estimators for Volatility-Forecasts (supported by DAAD-PPP 2012-2013)
- Macroeconomic Convergence of the Economic Community Of West African States (ECOWAS)
Heuristic Optimization in Econometrics and Statistics
- Estimation of Smooth Transition-Models with Heuristic Methods (supported by ZEW SEEK Project 2012-2013)
- Determining Bootstrap-Confidence Intervals for VAR-Forecasts and IRFs (supported by DAAD-PPP 2013-2014)
Miscellaneous
- Solar energy partnership with Africa (SEPA)
- Identification of Falsification in Surveys (DFG – SPP 1292, supported by DFG 2011-2014)
- Application of Multivariate Time-Series Methods in Psychosomatic Medicine
- Regional Economic Effects of the Justus-Liebig-University and analysis of the professional career of graduates
Projects as principal investigator
- Vergleichende Analyse von Terminologie und Themen in der deutschen und polnischen wirtschaftswissenschaftlichen Literatur
01/06/2024 - 31/05/2026
Deutsch-Polnische Wissenschaftsstiftung (DPWS) - EnDiKaU - Einsatz neuer Daten in Kommunikationszusammenhängen auf Unternehmensebene
01/04/2024 - 31/03/2027
Hessian Ministry for Digitalisation and Innovation () - Makroökonomische Wirkungen der Fiskalpolitik: Neue Evidenz aus der textanalytischen Auswertung der Debatten im Deutschen Bundestag
01/08/2021 - 31/12/2024
German Research Foundation (DFG) - DynTOBI TP - Dynamische Textdaten-basierte Output-Indikatoren als Basis einer neuen Innovationsmetrik
01/04/2021 - 31/03/2024
Federal Ministry of Research, Technology and Space, former: Federal Ministry of Education and Research (BMFTR, BMBF) - Integration von Text Mining Verfahren mit multivariater Zeitreihenanalyse
01/01/2020 - 31/03/2024
German Research Foundation (DFG)
- The convergence of optimization based GARCH estimators: theory and application (2006)
Winker, P.; Maringer, D.
Conference paper - The stochastics of threshold accepting: analysis of an application to the uniform design problem (2006)
Winker, P.
Conference paper - The Threshold Acceptance Optimization Heuristic in Economics and Statistics (2006)
Winker, Peter; Maringer, Dietmar
Working paper/research report - The Unconditional Distribution of Exchange Rate Returns: Statistics, Robustness, Time Aggregation (2006)
Winker, Peter; Jeleskovic, Vahidin
Working paper/research report - Hedonic regression for digital cameras in Germany (2005)
Winker, P.; Rippin, F.
Working paper/research report - Optimal aggregation of linear time series models (2005)
- Computational Statistics & Data Analysis
Journal article - Optimized Two-Step Sequential U -Type Designs (2005)
Winker, P.
Contribution in an anthology - Pitfalls in the Econometric Analysis of HP Filtered Data: A Monte Carlo Study (2005)
Meyer, M.; Winker, P.
Conference paper - The convergence of optimization based estimators : theory and application to a GARCH model (2005)
Winker, P.; Maringer, D.
Working paper/research report - The stochastics of threshold accepting : analysis of an application to the uniform design problem (2005)
Winker, Peter
Working paper/research report - Using HP Filtered Data for Econometric Analysis: Some Evidence from Monte Carlo Simulations (2005)
- Allgemeines Statistisches Archiv
Journal article - Applications of optimization heuristics to estimation and modelling problems (2004)
- Computational Statistics & Data Analysis
Journal article - Bankenrisiko und Risiko Bank (2004)
Winker, P.
Contribution in an anthology - Bank lending and monetary policy transmission:: A VECM analysis for Germany (2004)
- Journal of Economics and Statistics
Journal article - Bank Lending and Monetary Policy Transmission: A VECM Analysis for Germany (2004)
- Journal of Economics and Statistics
Journal article