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)
- Editorial: VSI "Inter- and Transdiciplinary Water Research" (2018)
- Science of the Total Environment
Journal article - Estimation of structural impulse responses: short-run versus long-run identifying restrictions (2018)
- AStA Advances in Statistical Analysis
Journal article - Measuring the diffusion of innovations with paragraph vector topic models (2018)
Lenz, D.; Winker, P.
Working paper/research report - Sensitivity analysis of a climate vulnerability index-a case study from Indian watershed development programmes (2018)
- Climate change responses
Journal article - The Impact of Payment and Respondents’ Participation on Interviewers’ Accuracy in Face-to-face Surveys: Investigations from a Field Experiment (2018)
- Field Methods
Journal article - A Monetary Stress Indicator for the Economic Community of West African States (2017)
- Journal of African Development
Journal article - A practical planning software program for desalination in agriculture - SPARE:WATER(opt) (2017)
- Desalination
Journal article - Complexity and model comparison in agent based modeling of financial markets (2017)
- Journal of Economic Interaction and Coordination
Journal article - Empirische Wirtschaftsforschung und Ökonometrie (2017)
Winker, Peter
Monograph - Estimation of structural impulse responses: Short-run versus long-run identifying restrictions (2017)
Lütkepohl, H.; Staszewska-Bystrova, A.; Winker, P.
Working paper/research report - Generating prediction bands for path forecasts from SETAR models (2017)
- Studies in Nonlinear Dynamics & Econometrics
Journal article - Übungsbuch empirische Wirtschaftsforschung und Ökonometrie (2017)
Winker, Peter; Funk, Christoph
Monograph - Assuring the quality of survey data: Incentives, detection and documentation of deviant behavior (2016)
- Statistical Journal of the IAOS
Journal article - Calculating joint confidence bands for impulse response functions using highest density regions (2016)
Lütkepohl, H.; Staszewska-Bystrova, A.; Winker, P.
Working paper/research report - Data generation processes and statistical management of interval data (2016)
- AStA Advances in Statistical Analysis
Journal article