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)
- Quasi-Monte Carlo Policy Simulations in a Macroeconometric Disequilibrium Model (1999)
Winker, P.
Conference paper - Sluggish adjustment of interest rates and credit rationing: an application of unit root testing and error correction modelling (1999)
- Applied Economics
Journal article - Zufall und Quasi-Monte Carlo Ansätze : Einige Anmerkungen zu Grundlagen und Anwendungen in Statistik und Ökonometrie (1999)
- Journal of Economics and Statistics
Journal article - An equivalence theorem for orthogonality and D-optimality (1998)
Chan, L.-Y.; Fang, K.-T.; Winker, P.
Working paper/research report - Ein makroökonometrisches Ungleichgewichtsmodell für die westdeutsche Volkswirtschaft 1960 bis 1994: Konzeption, Ergebnisse und Erfahrungen (1998)
Franz, W.; Göggelmann, K.; Winker, P.
Contribution in an anthology - Empirical Macromodels Under Test : A Comparative Simulation Study of the Employment Effects of a Revenue Neutral Cut in Social Security Contributions (1998)
Buscher, Herbert S.; Buslei, Hermann; Göggelmann, Klaus; et al.
Working paper/research report - Optimal Industrial Classification: An Application to the German Industrial Classification System (1998)
Chipman, J.S.; Winker, P.
Conference paper - Optimal U-Type Designs (1998)
Winker, P.; Fang, K.-T.
Conference paper - Quasi-Monte Carlo Methods in Stochastic Simulations : an application to fiscal policy simulations using an aggregate disequilibrium model of the West German economy 1960-1994 (1998)
Franz, W.; Göggelmann, K.; Schellhorn, M.; et al.
Working paper/research report - Quasi-Monte Carlo policy simulations in a macroeconometric disequilibrium model : an application to the inherent uncertainty of policy simulations (1998)
Winker, P.
Working paper/research report - Uniformity and orthogonality (1998)
Fang, K.-T.; Winker, P.
Working paper/research report - Using Threshold Accepting to Improve the Computation of Censored Quantile Regression (1998)
Fitzenberger, B.; Winker, P.
Conference paper - Application of Threshold-Accepting to the Evaluation of the Discrepancy of a Set of Points (1997)
- SIAM Journal on Numerical Analysis
Journal article - Die ökologische Steuerreform auf dem Prüfstand: Zur Kritik am Gutachten des Deutschen Instituts für Wirtschaftsforschung (1997)
- Zeitschrift für Umweltpolitik und Umweltrecht
Journal article - Empirische Wirtschaftsforschung (1997)
Winker, Peter
Monograph