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)
- Employment Effects of Restructuring the German Tax System: A Macroeconometric Disequilibrium Model for an Open Economy in Action (2000)
Franz, W.; Göggelmann, K.; Winker, P.
Contribution in an anthology - Europäische Handelsbeziehungen in einem Makromodell (2000)
- ZEW Konjunkturreport
Journal article - International Spillovers and Feedback: Modelling in a Disequilibrium Framework (2000)
Winker, Peter; Beck, Martin
Working paper/research report - Modeling German Unification in a Disequilibrium Framework (2000)
Radowski, D.; Smolny, W.; Winker, P.
Conference paper - Optimized Multivariate Lag Structure Selection (2000)
- Computational Economics
Journal article - Quasi-Monte Carlo methods in stochastic simulations: An application to policy simulations using a disequilibrium model of the West German economy 1960–1994 (2000)
- Empirical Economics
Journal article - Quasi-Monte Carlo Policy Simulations (2000)
Winker, P.
Conference paper - Time Series Simulation with Quasi Monte Carlo Methods (2000)
Li, J.X.; Winker, P.
Working paper/research report - Uniform Design: Theory and application (2000)
- Technometrics
Journal article - Causes and Effects of Financing Constraints at the Firm Level (1999)
- Small Business Economics
Journal article - Centered L2 - discrepancy of random sampling and Latin hypercube design, and construction of uniform designs (1999)
Fang, K.-T.; Ma, C.-X.; Winker, P.
Working paper/research report - Employment adjustment and financing constraints : A theoretical and empirical analysis at the micro level (1999)
Smolny, Werner; Winker, Peter
Working paper/research report - Financing constraints, output and employment : lessons from theory and empirical evidence on the micro and macro level (1999)
Winker, P.
Contribution in an anthology - Improving the computation of censored quantile regressions (1999)
Fitzenberger, Bernd; Winker, Peter
Working paper/research report - Investment and Employment Adjustment after Unification: Some Results from a Macroeconometric Disequilibrium Model (1999)
Radowski, Daniel; Smolny, Werner; Winker, Peter
Working paper/research report