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)
- Detecting Fraudulent Interviewers by Improved Clustering Methods - The Case of Falsifications of Answers to Parts of a Questionnaire (2016)
- Journal of Official Statistics
Journal article - Editorial Announcement (2016)
- Journal of Economics and Statistics
Journal article - Forward or Backward Looking? The Economic Discourse and the Observed Reality (2016)
- Journal of Economics and Statistics
Journal article - Forward or backward looking? the economic discourse and the observed reality (2016)
Lüdering, J.; Winker, P.
Working paper/research report - Improved bootstrap prediction intervals for SETAR models (2016)
- Statistical Papers
Journal article - New Methods in Exploring Old Topics: Case Studying Brittle Diabetes in the Family Context (2016)
- Journal of Diabetes Research
Journal article - Predicting Stock Return Volatility: Can We Benefit from Regression Models for Return Intervals? (2016)
- Journal of Forecasting
Journal article - Comparison of methods for constructing joint confidence bands for impulse response functions (2015)
- International Journal of Forecasting
Journal article - Confidence Bands for Impulse Responses: Bonferroni vs. Wald (2015)
- Oxford Bulletin of Economics and Statistics
Journal article - Constructing optimal sparse portfolios using regularization methods (2015)
- Computational Management Science
Journal article - Interviewer effects in real and falsified interviews: Results from a large scale experiment (2015)
- Statistical Journal of the IAOS
Journal article - Threshold accepting for credit risk assessment and validation (2015)
- Journal of Banking Regulation
Journal article - Cardinality versus q-norm constraints for index tracking (2014)
- Quantitative Finance
Journal article - Combining Forecasts with Missing Data: Making Use of Portfolio Theory (2014)
- Computational Economics
Journal article - Confidence bands for impulse responses : Bonferroni versus Wald (2014)
Lütkepohl, H.; Staszewska-Bystrova, A.; Winker, P.
Working paper/research report