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)
- Portfolio Optimization under VaR Constraints Based on Dynamic Estimates of the Variance-Covariance Matrix (2008)
Specht, K.; Winker, P.
Contribution in an anthology - Review of Heuristic Optimization Methods in Econometrics (2008)
Gilli, M.; Winker, P.
Working paper/research report - Rezension zu G.M. Peter Swann: Putting Econometrics in its Place. A New Direction in Applied Economics. Cheltenham: Edward Elgar 2006. 250 Seiten (2008)
- Journal of Economics and Statistics
Journal article - Schwerpunkt – Wirtschaftswissenschaften - Solarkraftwerke in Nordafrika und Energiepartnerschaft mit Europa : Einige Anmerkungen aus ökonomischer Sicht (2008)
- Spiegel der Forschung
Journal article - 2nd Special Issue on Applications of Optimization Heuristics to Estimation and Modelling Problems (2007)
- Computational Statistics & Data Analysis
Journal article - An objective function for simulation based inference on exchange rate data (2007)
- Journal of Economic Interaction and Coordination
Journal article - An objective function for simulation based inference on exchange rate data (2007)
Winker, P.; Gilli, M.; Jeleskovic, V.
Working paper/research report - Dependence of - and Long Memory in - Exchange Rate Returns: Statistics, Robustness, Time Aggregation (2007)
Winker, P.; Jeleskovic, V.
Working paper/research report - Empirische Wirtschaftsforschung und Ökonometrie (2007)
Winker, Peter
Monograph - Improving the computation of censored quantile regressions (2007)
- Computational Statistics & Data Analysis
Journal article - Simulation Based Inference on Agent Based Models of Exchange Rate Data (2007)
Winker, P.; Jeleskovic, V.; Gilli, M.
Conference paper - The hidden risks of optimizing bond portfolios under VAR (2007)
- Journal of Risk
Journal article - The Threshold Accepting Optimisation Algorithm in Economics and Statistics (2007)
Winker, P.; Maringer, D.
Contribution in an anthology - Berechnung der BIP-Elastizitäten öffentlicher Ausgaben und Einnahmen zu Prognosezwecken und Diskussion ihrer Volatilität (2006)
Büttner, T.; Dehne, A.; Flaig, G.; et al.
Working paper/research report - Lower bounds and stochastic optimization algorithms for uniform designs with three or four levels (2006)
- Mathematics of Computation
Journal article