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)
- Bank Lending in the Transmission of Monetary Policy: A VECM Analysis for Germany (2004)
Hülsewig, O.; Winker, P.; Worms, A.
Conference paper - Herausforderungen an den Wirtschaftsstandort Deutschland : wirtschaftspolitisches Memorandum aus wissenschaftlicher Sicht (2004)
Anthology - Modeling spillovers and feedback of international trade in a disequilibrium framework (2004)
- Economic Modelling
Journal article - Optimal Lag Structure Selection in VAR and VEC Models (2004)
Winker, P.; Maringer, D.
Contribution in an anthology - The Hidden Risks of Optimizing Bond Portfolios under VaR (2004)
Winker, P; Maringer, D
Working paper/research report - Using HP Filtered Data for Econometric Analysis : Some Evidence from Monte Carlo Simulations (2004)
Winker, P.; Meyer, M.
Working paper/research report - Aggregationsprobleme in der Ökonometrie: Ein Beitrag heuristischer Optimierungsverfahren (2003)
Winker, P.
Contribution in an anthology - A global optimization heuristic for estimating agent based models (2003)
- Computational Statistics & Data Analysis
Journal article - Illegale Drogen und Kriminalität: Wie ausgeprägt ist der Zusammenhang? (2003)
Entorf, H.; Winker, P.
Contribution in an anthology - Lower bounds for centered and wrap-around L2-discrepancies and construction of uniform designs by threshold accepting (2003)
- Journal of Complexity
Journal article - Portfolio optimization under different risk constraints with modified memetic algorithms (2003)
Maringer, D.G.; Winker, P.
Working paper/research report - Time Series Simulation with Quasi Monte Carlo Methods (2003)
- Computational Economics
Journal article - Transmission über den Geschäftsbankensektor (2003)
Winker, P.
Contribution in an anthology - A global optimization heuristic for estimating agent based models (2002)
Gilli, M.; Winker, P.
Working paper/research report - Centered L2-discrepancy of random sampling and Latin hypercube design, and construction of uniform designs (2002)
- Mathematics of Computation
Journal article