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)
- Measuring the Fiscal Revenue Loss of VAT Exemption in Commercial Banking (1997)
- FinanzArchiv : public finance analysis
Journal article - Measuring the fiscal revenue loss of VAT exemption in commercial banking (1997)
Genser, B.; Winker, P.
Working paper/research report - A macroeconomic disequilibrium model of the German credit market (1996)
Winker, P.
Working paper/research report - "Bündnis für Arbeit" : eine Randnotiz (1996)
Winker, P.
Working paper/research report - Causes and effects of financing constraints at the firm level : some microeconometric evidence (1996)
Winker, P.
Working paper/research report - Die ökologische Steuerreform auf dem Prüfstand : zur Kritik am Gutachten des Deutschen Instituts für Wirtschaftsforschung (1996)
Hettich, F.; Killinger, S.; Winker, P.
Working paper/research report - Ein makroökonometrisches Ungleichgewichtsmodell für die deutsche Volkswirtschaft 1960 bis 1994 : Konzeption, Ergebnisse und Erfahrungen (1996)
Franz, W.; Göggelmann, K.; Winker, P.
Working paper/research report - Optimal U–Type Designs (1996)
Fang, K.-T.; Winker, P.
Working paper/research report - Rationierung auf dem Markt für Unternehmenskredite in der BRD (1996)
Winker, Peter
Dissertation - Some Global Optimization Algorithms in Statistics (1996)
Fang, K.-T.; Hickernell, F.J.; Winker, P.
Conference paper - Some global optimization algorithms in statistics (1996)
Fang, K.-T.; Winker, P.; Hickernell, Fred J.
Working paper/research report - Application of threshold accepting to the evaluation of the discrepancy of a set of points (1995)
Fang, K.-T.; Winker, P.
Working paper/research report - Application of threshold accepting to the evaluation of the discrepancy of a set of points (1995)
Winker, P.; Fang, K.-T.
Working paper/research report - Die Trägheit von Zinssätzen und Kreditrationierung in der Bundesrepublik Deutschland (1995)
- Journal of Economics and Statistics
Journal article - Generation of Uniform Designs by Threshold Accepting (1995)
Winker, Peter; Fang, Kai-Tai
Conference paper