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)
- How to Validate Agent Based Models of Financial Markets (2002)
Winker, P.; Gilli, M.
Conference paper - The Romanian economy in transition : developments and future prospects (2002)
Scrieciu, S. Şerban; Winker, P.
Working paper/research report - Applications of the Optimization Heuristic Threshold Accepting in Statistics (2001)
Winker, P.
Conference paper - Applications of the optimization heuristic threshold accepting in statistics (2001)
Winker, Peter
Working paper/research report - Bank lending in the transmission of monetary policy : a VECM analysis for Germany (2001)
Hülsewig, Oliver; Winker, Peter; Worms, Andreas
Working paper/research report - Empirical macro models under test.: A comparative simulation study of the employment effects of a revenue neutral cut in social security contributions (2001)
- Economic Modelling
Journal article - Indirect estimation of the parameters of agent based models of financial markets (2001)
Winker, Peter; Gilli, Manfred
Working paper/research report - Indirect Estimation of the Parameters of Agent Based Models of Financial Markets (2001)
Winker, P.; Gilli, M.
Working paper/research report - Modelling spillovers and feedback of international trade in a disequilibrium framework (2001)
Beck, Martin; Winker, Peter
Working paper/research report - Optimization heuristics in econometrics : applications of threshold accepting (2001)
Winker, Peter
Habilitation - Rezension zu Karl Heinrich Oppenländer: Empirische Wirtschaftsforschung als Grundlage für unternehmerisches und wirtschaftspolitisches Handeln. Berlin: Duncker & Humblot 2000. 458 Seiten (2001)
- Journal of Economics and Statistics
Journal article - The economics of crime : investigating the drugs crime channel ; empirical evidence from panel data of the German states (2001)
Entorf, Horst; Winker, Peter
Working paper/research report - The Economics of Crime: Investigating the Drugs-Crime Channel : Empirical Evidence from Panel Data of the German States (2001)
Entorf, Horst; Winker, Peter
Working paper/research report - Efficient Labour Contracts: Impediments and How to Circumvent Them (2000)
- LABOUR
Journal article - Empirical macromodels under test (2000)
Buscher, Herbert S.; Buslei, Hermann; Göggelmann, Klaus; et al.
Working paper/research report