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Peter Winker

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Personal Details

First Name: Peter
Middle Name:
Last Name: Winker
Suffix:

RePEc Short-ID: pwi49

Email:
Homepage: http://www.uni-giessen.de/fbz/fb02/fb/professuren/vwl/winker
Postal Address: Prof. Dr. Peter Winker Department of Economics University of Giessen Licher Straße 64 D-35394 Giessen Germany
Phone: +49-641-99-22641

Affiliation

Fachbereich Wirtschaftswissenschaften
Justus-Liebig-Universität Gießen
Location: Gießen, Germany
Homepage: http://wiwi.uni-giessen.de/home/fb02/
Email:
Phone: +49 (0)641 99 22 001
Fax: +49 (0)641 99 22 009
Postal: Licher Straße 74, 35394 Gießen
Handle: RePEc:edi:fwgiede (more details at EDIRC)

Works

as in new window

Working papers

  1. Helmut Lütkepohl & Anna Staszewska-Bystrova & Peter Winker, 2014. "Confidence Bands for Impulse Responses: Bonferroni versus Wald," Discussion Papers of DIW Berlin 1354, DIW Berlin, German Institute for Economic Research.
  2. Helmut Lütkepohl & Anna Staszewska-Bystrova & Peter Winker, 2013. "Comparison of Methods for Constructing Joint Confidence Bands for Impulse Response Functions," MAGKS Papers on Economics 201325, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
  3. Henning Fischer & Marta García-Bárzana & Peter Tillmann & Peter Winker, 2012. "Evaluating FOMC forecast ranges: an interval data approach," MAGKS Papers on Economics 201213, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
  4. Ivan Savin & Peter Winker, 2012. "Lasso-type and Heuristic Strategies in Model Selection and Forecasting," Jena Economic Research Papers 2012-055, Friedrich-Schiller-University Jena, Max-Planck-Institute of Economics.
  5. Bjoern Fastrich & Sandra Paterlini & Peter Winker, 2011. "Cardinality versus q-Norm Constraints for Index Tracking," Center for Economic Research (RECent) 056, University of Modena and Reggio E., Dept. of Economics.
  6. Ivan Savin & Peter Winker, 2011. "Heuristic model selection for leading indicators in Russia and Germany," Working Papers 046, COMISEF.
  7. Storfinger, Nina & Winker, Peter, 2011. "Robustness of clustering methods for identification of potential falsifications in survey data," Discussion Papers 57, Justus Liebig University Giessen, Center for international Development and Environmental Research (ZEU).
  8. Marianna Lyra & Akwum Onwunta & Peter Winker, 2010. "Threshold Accepting for Credit Risk Assessment and Validation," Working Papers 039, COMISEF.
  9. Ivan Savin & Peter Winker, 2010. "Heuristic Optimization Methods for Dynamic Panel Data Model Selection. Application on the Russian Innovative Performance," Working Papers 027, COMISEF.
  10. Björn Fastrich & Peter Winker, 2010. "Robust Portfolio Optimization with a Hybrid Heuristic Algorithm," Working Papers 041, COMISEF.
  11. Georg Götz & Thomas Krauskopf & Peter Winker, 2009. "Die Bestimmung regionaler Preisindizes – Das Beispiel Österreich," Research Notes of the German Council for Social and Economic Data 35, German Council for Social and Economic Data (RatSWD).
  12. Ivan Savin & Peter Winker, 2009. "Forecasting Russian Foreign Trade Comparative Advantages in the Context of a Potential WTO Accession," MAGKS Papers on Economics 200914, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
  13. Dennis K.J. Lin & Chris Sharpe & Peter Winker, 2009. "Optimized U-type Designs on Flexible Regions," Working Papers 013, COMISEF.
  14. Marianna Lyra & Johannes Paha & Sandra Paterlini & Peter Winker, 2008. "Optimization Heuristics for Determining Internal Rating Grading Scales," Center for Economic Research (RECent) 023, University of Modena and Reggio E., Dept. of Economics.
  15. Peter Winker & Marianna Lyra & Chris Sharpe, 2008. "Least Median of Squares Estimation by Optimization Heuristics with an Application to the CAPM and Multi Factor Models," Working Papers 006, COMISEF.
  16. Bredl, Sebastian & Winker, Peter & Kötschau, Kerstin, 2008. "A statistical approach to detect cheating interviewers," Discussion Papers 39, Justus Liebig University Giessen, Center for international Development and Environmental Research (ZEU).
  17. Manfred Gilli & Peter Winker & Vahidin Jeleskovic, 2006. "An Objective Function for Simulation Based Inference on Exchange Rate Data," Computing in Economics and Finance 2006 147, Society for Computational Economics.
  18. Entorf, Horst & Winker, Peter, 2006. "Investigating the Drugs-Crime Channel in Economics of Crime Models Empirical Evidence from Panel Data of the German States," Darmstadt Discussion Papers in Economics 36776, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute of Economics (VWL).
  19. Winker, Peter & Maringer, Dietmar, 2005. "The convergence of optimization based estimators : theory and application to a GARCH-model," Discussion Papers 2005,004E, University of Erfurt, Faculty of Economics, Law and Social Sciences.
  20. Winker, Peter & Rippin, Franziska, 2005. "Hedonic regression for digital cameras in Germany," Discussion Papers 2005,005E, University of Erfurt, Faculty of Economics, Law and Social Sciences.
  21. Winker, Peter, 2005. "The Stochastics of Threshold Accepting: Analysis of an Application to the Uniform Design Problem," Discussion Papers 2005,003E, University of Erfurt, Faculty of Economics, Law and Social Sciences.
  22. Winker, Peter & Maringer, Dietmar, 2004. "The Hidden Risks of Optimizing Bond Portfolios under VaR," Research Notes 13, Deutsche Bank Research.
  23. Serban Scrieciu & Peter Winker, 2004. "The Romanian Economy in Transition: Developments and Future Prospects," Macroeconomics 0410005, EconWPA.
  24. Winker, Peter & Meyer, Mark, 2004. "Using HP Filtered Data for Econometric Analysis : Some Evidence from Monte Carlo Simulations," Discussion Papers 2004,001E, University of Erfurt, Faculty of Economics, Law and Social Sciences.
  25. Dietmar Maringer & Peter Winker, 2004. "Optimal Lag Structure Selection in VEC-Models," Computing in Economics and Finance 2004 155, Society for Computational Economics.
  26. Winmker, P. & Gilli, M., 2001. "Indirect Estimation of the Parameters of Agent Based Models of Financial Markets," Papers 38, Manitoba - Department of Economics.
  27. Entorf, Horst & Winkler, Peter, 2001. "The economics of crime: investigating the drugs-crime channel: empirical evidence from panel data of the German states," ZEW Discussion Papers 01-37, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research.
  28. Horst Entorf & Peter Winker, 2001. "The Economics of Crime: Investigating the Drugs-Crime Channel," Law and Economics 0108001, EconWPA.
  29. Jenny X. Li and Peter Winker, 2001. "Quasi Monte Carlo methods for macroeconometric simulation," Computing in Economics and Finance 2001 199, Society for Computational Economics.
  30. John S. Chipman & Peter Winker, 2000. "Optimal Industrial Classification: An Application to the German Industrial Classification System," Econometric Society World Congress 2000 Contributed Papers 0522, Econometric Society.
  31. Winker, Peter & Beck, Martin, 2000. "International spillovers and feedback: modelling in a disequilibrium framework," ZEW Discussion Papers 00-36, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research.
  32. Buscher, Herbert S. & Buslei, Hermann & Göggelmann, Klaus & Koschel, Henrike & Schmidt, Tobias F. N. & Steiner, Viktor & Winker, Peter, 2000. "Empirical Macromodels Under Test," Discussion Papers 575, Institut fuer Volkswirtschaftslehre und Statistik, Abteilung fuer Volkswirtschaftslehre.
  33. Li, J.X. & Winker, P., 2000. "Time Series Simulation With Quasi Monte Carlo Methods," Papers 9-00-1, Pennsylvania State - Department of Economics.
  34. Smolny, Werner & Winker, Peter, 1999. "Employment adjustment and financing constraints : A theoretical and empirical analysis at the micro level," Discussion Papers 573, Institut fuer Volkswirtschaftslehre und Statistik, Abteilung fuer Volkswirtschaftslehre.
  35. Winker, Peter & Smolny, Werner & Radowski, Daniel, 1999. "Modeling German unification in a disequilibrium framework," ZEW Discussion Papers 99-61, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research.
  36. Radowski, Daniel & Smolny, Werner & Winker, Peter, 1999. "Investment and employment adjustment after unification : some results from a macroeconometric disequilibrium model," ZEW Discussion Papers 99-56, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research.
  37. Franz, Wolfgang & Göggelmann, Klaus & Schellhorn, Martin & Winker, Peter, 1998. "Quasi - Monte Carlo Methods in Stochastic Simulations," ZEW Discussion Papers 98-03, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research.
  38. Buscher, Herbert S. & Buslei, Hermann & Göggelmann, Klaus & Koschel, Henrike & Ramb, Fred & Schmidt, Tobias F. N. & Steiner, Viktor & Winker, Peter, 1998. "Empirical macromodels under test: a comparative simulation study of the employment effects of a revenue neutral cut in social security contributions," ZEW Discussion Papers 98-40, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research.
  39. Göggelmann, Klaus & Franz, Wolfgang & Winker, Peter, 1997. "Einige Wirkungen von steuerlichen Umfinanzierungsmaßnahmen in einem makroökonometrischen Ungleichgewichtsmodell für die westdeutsche Volkswirtschaft," ZEW Discussion Papers 97-19, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research.
  40. Winker, Peter, 1996. "Bündnis für Arbeit: Eine Randnotiz," Discussion Papers 34, University of Konstanz, Center for International Labor Economics (CILE).
  41. Franz, Wolfgang & Oser, Ursula & Winker, Peter, 1993. "A macroeconometric disequilibrium analysis of current and future migration from Eastern Europe into West Germany," Discussion Papers 6, University of Konstanz, Center for International Labor Economics (CILE).
  42. John S.nChipman & Peter Winker, . "Optimal Industrial Classification in a Dynamic Model of Price Adjustment," Computing in Economics and Finance 1996 _013, Society for Computational Economics.
  43. Manfred GILLI & Peter WINKER, . "A review of heuristic optimization methods in econometrics," Swiss Finance Institute Research Paper Series 08-12, Swiss Finance Institute.

Articles

  1. Staszewska-Bystrova, Anna & Winker, Peter, 2013. "Constructing narrowest pathwise bootstrap prediction bands using threshold accepting," International Journal of Forecasting, Elsevier, vol. 29(2), pages 221-233.
  2. Ivan Savin & Peter Winker, 2012. "Heuristic Optimization Methods for Dynamic Panel Data Model Selection: Application on the Russian Innovative Performance," Computational Economics, Society for Computational Economics, vol. 39(4), pages 337-363, April.
  3. Ivan Savin & Peter Winker, 2012. "Heuristic model selection for leading indicators in Russia and Germany," OECD Journal: Journal of Business Cycle Measurement and Analysis, OECD Publishing,CIRET, vol. 2012(2), pages 67-89.
  4. Björn Fastrich & Peter Winker, 2012. "Robust portfolio optimization with a hybrid heuristic algorithm," Computational Management Science, Springer, vol. 9(1), pages 63-88, February.
  5. Peter Winker & Marianna Lyra & Chris Sharpe, 2011. "Least median of squares estimation by optimization heuristics with an application to the CAPM and a multi-factor model," Computational Management Science, Springer, vol. 8(1), pages 103-123, April.
  6. Lin, D.K.J. & Sharpe, C. & Winker, P., 2010. "Optimized U-type designs on flexible regions," Computational Statistics & Data Analysis, Elsevier, vol. 54(6), pages 1505-1515, June.
  7. Lyra, M. & Paha, J. & Paterlini, S. & Winker, P., 2010. "Optimization heuristics for determining internal rating grading scales," Computational Statistics & Data Analysis, Elsevier, vol. 54(11), pages 2693-2706, November.
  8. Peter Winker & Dietmar Maringer, 2009. "The convergence of estimators based on heuristics: theory and application to a GARCH model," Computational Statistics, Springer, vol. 24(3), pages 533-550, August.
  9. Ivan Savin & Peter Winker, 2009. "Forecasting Russian Foreign Trade Comparative Advantages in the Context of a Potential WTO Accession," Central European Journal of Economic Modelling and Econometrics, CEJEME, vol. 1(2), pages 111-138, November.
  10. Blake LeBaron & Peter Winker, 2008. "Introduction to the Special Issue on Agent-Based Models for Economic Policy Advice," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), Justus-Liebig University Giessen, Department of Statistics and Economics, vol. 228(2+3), pages 141-148, June.
  11. Gatu, Cristian & Kontoghiorghes, Erricos J. & Gilli, Manfred & Winker, Peter, 2008. "An efficient branch-and-bound strategy for subset vector autoregressive model selection," Journal of Economic Dynamics and Control, Elsevier, vol. 32(6), pages 1949-1963, June.
  12. Winker, Peter, 2008. "E.J. Kontoghiorghes, Editor, Handbook of Parallel Computing and Statistics, Chapman & Hall/CRC, Boca Raton (2006)," Computational Statistics & Data Analysis, Elsevier, vol. 52(7), pages 3424-3425, March.
  13. Entorf, H. & Winker, P., 2008. "Investigating the drugs-crime channel in economics of crime models: Empirical evidence from panel data of the German States," International Review of Law and Economics, Elsevier, vol. 28(1), pages 8-22, March.
  14. Fitzenberger, Bernd & Winker, Peter, 2007. "Improving the computation of censored quantile regressions," Computational Statistics & Data Analysis, Elsevier, vol. 52(1), pages 88-108, September.
  15. Peter Winker & Manfred Gilli & Vahidin Jeleskovic, 2007. "An objective function for simulation based inference on exchange rate data," Journal of Economic Interaction and Coordination, Springer, vol. 2(2), pages 125-145, December.
  16. Gilli, Manfred & Winker, Peter, 2007. "2nd Special Issue on Applications of Optimization Heuristics to Estimation and Modelling Problems," Computational Statistics & Data Analysis, Elsevier, vol. 52(1), pages 2-3, September.
  17. Chipman, J. & Winker, P., 2005. "Optimal aggregation of linear time series models," Computational Statistics & Data Analysis, Elsevier, vol. 49(2), pages 311-331, April.
  18. Mark Meyer & Peter Winker*, 2005. "Using HP Filtered Data for Econometric Analysis: Some Evidence from Monte Carlo Simulations," AStA Advances in Statistical Analysis, Springer, vol. 89(3), pages 303-320, August.
  19. Oliver Hülsewig & Peter Winker & Andreas Worms, 2004. "Bank Lending and Monetary Policy Transmission: A VECM Analysis for Germany," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), Justus-Liebig University Giessen, Department of Statistics and Economics, vol. 224(5), pages 511-529, September.
  20. Beck, Martin & Winker, Peter, 2004. "Modeling spillovers and feedback of international trade in a disequilibrium framework," Economic Modelling, Elsevier, vol. 21(3), pages 445-470, May.
  21. Winker, Peter & Gilli, Manfred, 2004. "Applications of optimization heuristics to estimation and modelling problems," Computational Statistics & Data Analysis, Elsevier, vol. 47(2), pages 211-223, September.
  22. Jenny X. Li & Peter Winker, 2003. "Time Series Simulation with Quasi Monte Carlo Methods," Computational Economics, Society for Computational Economics, vol. 21(1_2), pages 23-43, 02.
  23. Gilli, M. & Winker, P., 2003. "A global optimization heuristic for estimating agent based models," Computational Statistics & Data Analysis, Elsevier, vol. 42(3), pages 299-312, March.
  24. Buscher, Herbert S. & Buslei, Hermann & Goggelmann, Klaus & Koschel, Henrike & Schmidt, Tobias F. N. & Steiner, Viktor & Winker, Peter, 2001. "Empirical macro models under test. A comparative simulation study of the employment effects of a revenue neutral cut in social security contributions," Economic Modelling, Elsevier, vol. 18(3), pages 455-474, August.
  25. Klaus Göggelmann & Peter Winker & Martin Schellhorn & Wolfgang Franz, 2000. "Quasi-Monte Carlo methods in stochastic simulations: An application to policy simulations using a disequilibrium model of the West German economy 1960-1994," Empirical Economics, Springer, vol. 25(2), pages 247-259.
  26. Peter Winker, 2000. "Optimized Multivariate Lag Structure Selection," Computational Economics, Society for Computational Economics, vol. 16(1/2), pages 87-103, October.
  27. Peter Winker, 2000. "Efficient Labour Contracts: Impediments and How to Circumvent Them," LABOUR, CEIS, vol. 14(3), pages 373-392, 09.
  28. Peter Winker & Kai-Tai Fang, 1999. "Zufall und Quasi-Monte Carlo Ansätze, Einige Anmerkungen zu Grundlagen und Anwendungen in Statistik und Ökonometrie," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), Justus-Liebig University Giessen, Department of Statistics and Economics, vol. 218(1+2), pages 215-228, January.
  29. Peter Winker, 1999. "Sluggish adjustment of interest rates and credit rationing: an application of unit root testing and error correction modelling," Applied Economics, Taylor & Francis Journals, vol. 31(3), pages 267-277.
  30. Winker, Peter, 1995. "Identification of multivariate AR-models by threshold accepting," Computational Statistics & Data Analysis, Elsevier, vol. 20(3), pages 295-307, September.
  31. Franz, Wolfgang & Oser, Ursula & Winker, Peter, 1994. "A Macroeconometric Disequilibrium Analysis of Current and Future Migration from Eastern Europe into West Germany," Journal of Population Economics, Springer, vol. 7(2), pages 217-34.

Books

  1. Thiess Büttner & Anita Dehne & Gebhard Flaig & Oliver Hülsewig & Peter Winker, 2006. "Berechnung der BIP-Elastizitäten öffentlicher Ausgaben und Einnahmen zu Prognosezwecken und Diskussion ihrer Volatilität : Studie im Auftrag des Bundesministeriums der Finanzen," ifo Forschungsberichte, Ifo Institute for Economic Research at the University of Munich, number 28.

NEP Fields

19 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BAN: Banking (3) 2008-10-21 2009-04-13 2010-06-04
  2. NEP-CIS: Confederation of Independent States (2) 2009-03-22 2012-10-20
  3. NEP-CMP: Computational Economics (9) 2008-10-21 2009-04-13 2009-12-05 2010-04-17 2010-07-31 2011-02-05 2011-02-26 2011-03-26 2012-10-20. Author is listed
  4. NEP-CSE: Economics of Strategic Management (1) 2009-03-22
  5. NEP-ECM: Econometrics (6) 2007-10-20 2010-04-17 2011-02-05 2012-10-20 2013-04-27 2014-01-24. Author is listed
  6. NEP-ETS: Econometric Time Series (4) 2004-08-16 2013-04-27 2013-06-09 2014-01-24
  7. NEP-FOR: Forecasting (6) 2011-02-05 2011-02-26 2012-03-28 2012-10-20 2014-01-24 2014-02-02. Author is listed
  8. NEP-IFN: International Finance (1) 2007-10-20
  9. NEP-INO: Innovation (1) 2010-04-17
  10. NEP-LAW: Law & Economics (1) 2001-10-16
  11. NEP-MON: Monetary Economics (1) 2012-03-28
  12. NEP-MST: Market Microstructure (1) 2007-10-20
  13. NEP-ORE: Operations Research (2) 2010-04-17 2012-10-20
  14. NEP-RMG: Risk Management (3) 2008-10-21 2009-04-13 2010-06-04
  15. NEP-TRA: Transition Economics (1) 2009-03-22

Statistics

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