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)
- Robustness of clustering methods for identification of potential falsifications in survey data (2011)
Storfinger, Nina; Winker, Peter
Working paper/research report - Robust Uniform Design with Errors in Design Variables (2011)
- Statistica Sinica
Journal article - Die Bestimmung regionaler Preisindizes - das Beispiel Österreich (2010)
Götz, G.; Krauskopf, T.; Winker, P.
Contribution in an anthology - Empirische Wirtschaftsforschung und Ökonometrie (2010)
Winker, Peter
Monograph - Heuristic Optimization Methods for Dynamic Panel Data Model Selection. Application on the Russian Innovative Performance (2010)
Savin, I.; Winker, P.
Working paper/research report - Optimization heuristics for determining internal rating grading scales (2010)
- Computational Statistics & Data Analysis
Journal article - Optimized U-type designs on flexible regions (2010)
- Computational Statistics & Data Analysis
Journal article - Rezension zu Othmar W. Winkler: Interpreting Economic and Social Data. A Foundation of Descriptive Statistics. Berlin: Springer 2009. 265 Seiten (2010)
- Journal of Economics and Statistics
Journal article - Robust Portfolio Optimization with a Hybrid Heuristic Algorithm (2010)
Fastrich, B.; Winker, P.
Working paper/research report - Threshold Accepting for Credit Risk Assessment and Validation (2010)
Lyra, M.; Onwunta, A.; Winker, P.
Working paper/research report - Die Bestimmung regionaler Preisindizes - Das Beispiel Österreich (2009)
Götz, G.; Krauskopf, T.; Winker, P.
Working paper/research report - Forecasting Russian Foreign Trade Comparative Advantages in the Context of a Potential WTO Accession (2009)
- Central European Journal of Economic Modelling and Econometrics
Journal article - Forecasting Russian foreign trade comparative advantages in the context of a potential WTO accession (2009)
Savin, I.; Winker, P.
Working paper/research report - Heuristic optimization methods for dynamic panel data model selection. Application on the Russian innovative performance (2009)
Savin, I.; Winker, P.
Contribution in an anthology - Heuristic Optimization Methods in Econometrics (2009)
Gilli, M.; Winker, P.
Contribution in an anthology