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)
- Annual Reviewer Acknowledgement (2020)
- Journal of Economics and Statistics
Journal article - Benford’s Law and Its Application to Detecting Financial Fraud and Manipulation (2020)
Bannier, C.; Ewelt-Knauer, C.; Lips, J.; et al.
Contribution in an anthology - CFEnetwork: The annals of computational and financial econometrics, 5th issue (2020)
- Econometrics and Statistics
Journal article - Changing climate - Changing livelihood: Smallholder's perceptions and adaption strategies (2020)
- Journal of Environmental Management
Journal article - Constructing joint confidence bands for impulse response functions of VAR models – A review (2020)
- Econometrics and Statistics
Journal article - Corona-Pandemie betrifft Unternehmen unterschiedlich. Tagesaktuelle Webseiten-Analyse zur Reaktion von Unternehmen auf die Corona-Pandemie in Deutschland (2020)
Kinne, Jan; Krüger, Miriam; Lenz, David; et al.
Working paper/research report - Coronavirus Pandemic Affects Companies Differently. A high-frequency website analysis of companies’ reactions to the coronavirus pandemic in Germany (2020)
Kinne, Jan; Krüger, Miriam; Lenz, David; et al.
Working paper/research report - Measuring the diffusion of innovations with paragraph vector topic models (2020)
- PLoS ONE
Journal article - Skewness-adjusted bootstrap confidence intervals and confidence bands for impulse response functions (2020)
- AStA Advances in Statistical Analysis
Journal article - Text-mining basierte Analyse der Kapitalmarktreaktionen auf Ad-hoc-Mitteilungen (2020)
- Corporate finance
Journal article - The Construction of Optimal Design for Order-of-Addition Experiment via Threshold Accepting (2020)
Winker, P.; Chen, J.; Lin, D.K.J.
Contribution in an anthology - Soziale Kosten von Bildungsaspirationen bei Sekundarstufenschüler(inne)n ohne und mit Migrationshintergrund: Wenn die eigenen Aspirationen nicht denen der Freundinnen und Freunde entsprechen (2019)
- Zeitschrift für Erziehungswissenschaft
Journal article - Calculating joint confidence bands for impulse response functions using highest density regions (2018)
- Empirical Economics
Journal article - Constructing joint confidence bands for impulse response functions of VAR models. A review (2018)
Lütkepohl, H.; Staszewska-Bystrova, A.; Winker, P.
Working paper/research report - Editorial Announcement (2018)
- Journal of Economics and Statistics
Journal article