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Peter Winker

Personal Details

First Name:Peter
Middle Name:
Last Name:Winker
Suffix:
RePEc Short-ID:pwi49
[This author has chosen not to make the email address public]
http://www.uni-giessen.de/fbz/fb02/fb/professuren/vwl/winker
Prof. Dr. Peter Winker Department of Economics University of Giessen Licher Straße 64 D-35394 Giessen Germany
+49-641-99-22641
Terminal Degree:1995 Fachbereich Wirtschaftswissenschaften; Universität Konstanz (from RePEc Genealogy)

Affiliation

Fachbereich Wirtschaftswissenschaften
Justus-Liebig-Universität Gießen

Gießen, Germany
http://wiwi.uni-giessen.de/home/fb02/
RePEc:edi:fwgiede (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters Books Editorship

Working papers

  1. Albina Latifi & Viktoriia Naboka-Krell & Peter Tillmann & Peter Winker, 2023. "Fiscal Policy in the Bundestag: Textual Analysis and Macroeconomic Effects," MAGKS Papers on Economics 202307, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
  2. Winker, Peter, 2023. "Visualizing Topic Uncertainty in Topic Modelling," VfS Annual Conference 2023 (Regensburg): Growth and the "sociale Frage" 277584, Verein für Socialpolitik / German Economic Association.
  3. Latifi, Albina & Naboka-Krell, Viktoriia & Tillmann, Peter & Winker, Peter, 2023. "Fiscal Policy in the Bundestag: Textual Analysis and Macroeconomic Effects," VfS Annual Conference 2023 (Regensburg): Growth and the "sociale Frage" 277624, Verein für Socialpolitik / German Economic Association.
  4. Marina Lagemann & Peter Winker, 2022. "Inconsistent response behavior: A potential pitfall in modeling the link between educational attainment and social network characteristics," MAGKS Papers on Economics 202202, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
  5. Dörr, Julian Oliver & Kinne, Jan & Lenz, David & Licht, Georg & Winker, Peter, 2021. "An integrated data framework for policy guidance in times of dynamic economic shocks," ZEW Discussion Papers 21-062, ZEW - Leibniz Centre for European Economic Research.
  6. Kinne, Jan & Krüger, Miriam & Lenz, David & Licht, Georg & Winker, Peter, 2020. "Corona-Pandemie betrifft Unternehmen unterschiedlich: Tagesaktuelle Webseiten-Analyse zur Reaktion von Unternehmen auf die Corona-Pandemie in Deutschland," ZEW Expert Briefs 20-05, ZEW - Leibniz Centre for European Economic Research.
  7. Kinne, Jan & Krüger, Miriam & Lenz, David & Licht, Georg & Winker, Peter, 2020. "Coronavirus pandemic affects companies differently: A high-frequency website analysis of companies' reactions to the coronavirus pandemic in Germany," ZEW Expert Briefs 20-05e, ZEW - Leibniz Centre for European Economic Research.
  8. Daniel Grabowski & Anna Staszewska-Bystrova & Peter Winker, 2018. "Skewness-Adjusted Bootstrap Confidence Intervals and Confidence Bands for Impulse Response Functions," Lodz Economics Working Papers 1/2018, University of Lodz, Faculty of Economics and Sociology.
  9. David Lenz & Peter Winker, 2018. "Measuring the Diffusion of Innovations with Paragraph Vector Topic Models," MAGKS Papers on Economics 201815, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
  10. Lütkepohl, Helmut & Staszewska-Bystrova, Anna & Winker, Peter, 2018. "Constructing Joint Confidence Bands for Impulse Response Functions of VAR Models - A Review," Lodz Economics Working Papers 4/2018, University of Lodz, Faculty of Economics and Sociology.
  11. Helmut Lütkepohl & Anna Staszewska-Bystrova & Peter Winker, 2017. "Estimation of Structural Impulse Responses: Short-Run versus Long-Run Identifying Restrictions," Discussion Papers of DIW Berlin 1642, DIW Berlin, German Institute for Economic Research.
  12. Helmut Lütkepohl & Anna Staszewska-Bystrova & Peter Winker, 2016. "Calculating Joint Confidence Bands for Impulse Response Functions Using Highest Density Regions," Discussion Papers of DIW Berlin 1564, DIW Berlin, German Institute for Economic Research.
  13. Winker, Peter & Lütkepohl, Helmut & Staszewska-Bystrova, Anna, 2016. "Calculating Joint Bands for Impulse Response Functions using Highest Density Regions," VfS Annual Conference 2016 (Augsburg): Demographic Change 145537, Verein für Socialpolitik / German Economic Association.
  14. Jochen Lüdering & Peter Winker, 2016. "Forward or Backward Looking? The Economic Discourse and the Observed Reality," MAGKS Papers on Economics 201607, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
  15. Alexandru Mandes & Peter Winker, 2015. "Complexity and Model Comparison in Agent Based Modeling of Financial Markets," MAGKS Papers on Economics 201528, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
  16. Helmut Lütkepohl & Anna Staszewska-Bystrova & Peter Winker, 2014. "Confidence Bands for Impulse Responses: Bonferroni versus Wald," CESifo Working Paper Series 4634, CESifo.
  17. Sebastian Bredl & Ingo Liefner & Christian Teichert & Peter Winker, 2013. "LEffekte der Hochschulen am Standort Gießen aus regionalökonomischer Sicht," MAGKS Papers on Economics 201433, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
  18. Helmut Lütkepohl & Anna Staszewska-Bystrova & Peter Winker, 2013. "Comparison of Methods for Constructing Joint Confidence Bands for Impulse Response Functions," Discussion Papers of DIW Berlin 1292, DIW Berlin, German Institute for Economic Research.
  19. Kappler, Marcus & Schleer, Frauke & Semmler, Willi & Teräsvirta, Timo & Winker, Peter, 2013. "Financial sector and output dynamics in the euro area countries," ZEW policy briefs 9/2013, ZEW - Leibniz Centre for European Economic Research.
  20. Ivan Savin & Peter Winker, 2012. "Lasso-type and Heuristic Strategies in Model Selection and Forecasting," Jena Economics Research Papers 2012-055, Friedrich-Schiller-University Jena.
  21. 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).
  22. 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).
  23. Ivan Savin & Peter Winker, 2011. "Heuristic model selection for leading indicators in Russia and Germany," Working Papers 046, COMISEF.
  24. Bjöern Fastrich & Sandra Paterlini & Peter Winker, 2011. "Cardinality versus q-Norm Constraints for Index Tracking," Department of Economics 0642, University of Modena and Reggio E., Faculty of Economics "Marco Biagi".
  25. Ivan Savin & Peter Winker, 2010. "Heuristic Optimization Methods for Dynamic Panel Data Model Selection. Application on the Russian Innovative Performance," Working Papers 027, COMISEF.
  26. Marianna Lyra & Akwum Onwunta & Peter Winker, 2010. "Threshold Accepting for Credit Risk Assessment and Validation," Working Papers 039, COMISEF.
  27. Björn Fastrich & Peter Winker, 2010. "Robust Portfolio Optimization with a Hybrid Heuristic Algorithm," Working Papers 041, COMISEF.
  28. Dennis K.J. Lin & Chris Sharpe & Peter Winker, 2009. "Optimized U-type Designs on Flexible Regions," Working Papers 013, COMISEF.
  29. Georg Götz & Thomas Krauskopf & Peter Winker, 2009. "Die Bestimmung regionaler Preisindizes – Das Beispiel Österreich," RatSWD Research Notes 35, German Data Forum (RatSWD).
  30. 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).
  31. Manfred GILLI & Peter WINKER, 2008. "A review of heuristic optimization methods in econometrics," Swiss Finance Institute Research Paper Series 08-12, Swiss Finance Institute.
  32. 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).
  33. 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.
  34. Marianna Lyra & Johannes Paha & Sandra Paterlini & Peter Winker, 2008. "Optimization Heuristics for Determining Internal Rating Grading Scales," Working Papers 005, COMISEF.
  35. Peter Winker & Manfred Gilli & Vahidin Jeleskovic, 2007. "An Objective Function for Simulation Based Inference on Exchange Rate Data," Swiss Finance Institute Research Paper Series 07-01, Swiss Finance Institute.
  36. Entorf, Horst & Winker, Peter, 2006. "Investigating the Drugs-Crime Channel in Economics of Crime Models Empirical Evidence from Panel Data of the German States," Publications of Darmstadt Technical University, Institute for Business Studies (BWL) 36776, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL).
  37. 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.
  38. 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.
  39. 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.
  40. 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.
  41. Dietmar Maringer & Peter Winker, 2004. "Optimal Lag Structure Selection in VEC-Models," Computing in Economics and Finance 2004 155, Society for Computational Economics.
  42. Winker, Peter & Maringer, Dietmar, 2004. "The Hidden Risks of Optimizing Bond Portfolios under VaR," Research Notes 13, Deutsche Bank Research.
  43. Serban Scrieciu & Peter Winker, 2004. "The Romanian Economy in Transition: Developments and Future Prospects," Macroeconomics 0410005, University Library of Munich, Germany.
  44. Entorf, Horst & Winker, Peter, 2003. "Illegale Drogen und Kriminalität : Wie ausgeprägt ist der Zusammenhang?," Publications of Darmstadt Technical University, Institute for Business Studies (BWL) 20151, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL).
  45. Entorf, Horst & Winker, Peter, 2002. "The Economics of Crime: Investigating the Drugs-Crime Channel," Publications of Darmstadt Technical University, Institute for Business Studies (BWL) 224, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL).
  46. Manfred GILLI, & Peter WINKER, 2001. "Indirect Estimation of the Parameters of Agent Based Models of Financial Markets," FAME Research Paper Series rp38, International Center for Financial Asset Management and Engineering.
  47. 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.
  48. Entorf, Horst & Winker, Peter, 2001. "The Economics of Crime: Investigating the Drugs-Crime Channel - Empirical Evidence from Panel Data of the German States," W.E.P. - Würzburg Economic Papers 29, University of Würzburg, Department of Economics.
  49. Li, J.X. & Winker, P., 2000. "Time Series Simulation With Quasi Monte Carlo Methods," Papers 9-00-1, Pennsylvania State - Department of Economics.
  50. Winker, Peter & Beck, Martin, 2000. "International spillovers and feedback: Modelling in a disequilibrium framework," ZEW Discussion Papers 00-36, ZEW - Leibniz Centre for European Economic Research.
  51. 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.
  52. 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.
  53. Winker, Peter & Smolny, Werner & Radowski, Daniel, 1999. "Modeling German unification in a disequilibrium framework," ZEW Discussion Papers 99-61, ZEW - Leibniz Centre for European Economic Research.
  54. 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.
  55. 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 - Leibniz Centre for European Economic Research.
  56. Fitzenberger, Bernd & Winker, Peter, 1999. "Improving the Computation of Censored Quantile Regressions," Discussion Papers 568, Institut fuer Volkswirtschaftslehre und Statistik, Abteilung fuer Volkswirtschaftslehre.
  57. Franz, Wolfgang & Göggelmann, Klaus & Schellhorn, Martin & Winker, Peter, 1998. "Quasi-Monte Carlo Methods in Stochastic Simulations: An Application to Fiscal Policy Simulations using an Aggregate Disequilibrium Model of the West German Economy," ZEW Discussion Papers 98-03, ZEW - Leibniz Centre for European Economic Research.
  58. 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 - Leibniz Centre for European Economic Research.
  59. 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 - Leibniz Centre for European Economic Research.
  60. Genser, Bernd & Winker, Peter, 1997. "Measuring the fiscal revenue loss of VAT exemption in commercial banking," Discussion Papers, Series II 342, University of Konstanz, Collaborative Research Centre (SFB) 178 "Internationalization of the Economy".
  61. Winker, Peter, 1996. "Bündnis für Arbeit: Eine Randnotiz," Discussion Papers 34, University of Konstanz, Center for International Labor Economics (CILE).
  62. Franz, Wolfgang & Göggelmann, Klaus & Winker, Peter, 1996. "Ein makroökonometrisches Ungleichgewichtsmodell für die deutsche Volkswirtschaft 1960 bis 1994: Konzeption, Ergebnisse und Erfahrungen," Discussion Papers, Series II 327, University of Konstanz, Collaborative Research Centre (SFB) 178 "Internationalization of the Economy".
  63. Winker, Peter, 1996. "Causes and effects of financing constraints at the firm level: Some microeconometric evidence," Discussion Papers, Series II 292, University of Konstanz, Collaborative Research Centre (SFB) 178 "Internationalization of the Economy".
  64. Hettich, Frank & Killinger, Sebastian & Winker, Peter, 1996. "Die ökologische Steuerreform auf dem Prüfstand: Zur Kritik am Gutachten des Deutschen Instituts für Wirtschaftsforschung," Discussion Papers, Series II 311, University of Konstanz, Collaborative Research Centre (SFB) 178 "Internationalization of the Economy".
  65. Winker, Peter, 1996. "A macroeconomic disequilibrium model of the German credit market," Discussion Papers, Series II 302, University of Konstanz, Collaborative Research Centre (SFB) 178 "Internationalization of the Economy".
  66. Winker, Peter & Fang, Kai-Tai, 1995. "Application of threshold accepting to the evaluation of the discrepancy of a set of points," Discussion Papers, Series II 248, University of Konstanz, Collaborative Research Centre (SFB) 178 "Internationalization of the Economy".
  67. Chipman, John Somerset & Winker, Peter, 1994. "Optimal industrial classification with heteroskedasticity correction: An application to the Swedish industrial classification system," Discussion Papers, Series II 237, University of Konstanz, Collaborative Research Centre (SFB) 178 "Internationalization of the Economy".
  68. Schellhorn, Martin & Winker, Peter, 1994. "Stochastic simulations of a macroeconomic disequilibrium model for West Germany," Discussion Papers, Series II 235, University of Konstanz, Collaborative Research Centre (SFB) 178 "Internationalization of the Economy".
  69. Winker, Peter, 1994. "Eine makroökonometrische Analyse von Kreditmarkt und Kreditrationierung: Bankkredite in der Bundesrepublik Deutschland 1974 - 1989," Discussion Papers, Series II 220, University of Konstanz, Collaborative Research Centre (SFB) 178 "Internationalization of the Economy".
  70. Winker, Peter, 1994. "Identification of multivariate AR-models by threshold accepting," Discussion Papers, Series II 224, University of Konstanz, Collaborative Research Centre (SFB) 178 "Internationalization of the Economy".
  71. Winker, Peter, 1994. "Credit rationing at the firm level: Some microeconometric evidence," Discussion Papers, Series II 223, University of Konstanz, Collaborative Research Centre (SFB) 178 "Internationalization of the Economy".
  72. 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).
  73. Franz, Wolfgang & Oser, Ursula & Winker, Peter, 1993. "Migratory movements in a disequilibrium macroeconometric model for West Germany," Discussion Papers, Series II 202, University of Konstanz, Collaborative Research Centre (SFB) 178 "Internationalization of the Economy".
  74. Winker, Peter, 1993. "Die Trägheit von Zinssätzen und Kreditrationierung in der Bundesrepublik Deutschland," Discussion Papers, Series II 208, University of Konstanz, Collaborative Research Centre (SFB) 178 "Internationalization of the Economy".
  75. Winker, Peter, 1993. "Firmenalter und Kreditrationierung: Eine mikroökonomische Analyse mit IFO-Umfragedaten," Discussion Papers, Series II 206, University of Konstanz, Collaborative Research Centre (SFB) 178 "Internationalization of the Economy".
  76. Chipman, John Somerset & Winker, Peter, 1992. "Optimal aggregation by threshold accepting: An application to the German industrial classification system," Discussion Papers, Series II 180, University of Konstanz, Collaborative Research Centre (SFB) 178 "Internationalization of the Economy".
  77. Winker, Peter, 1992. "Some notes on the computational complexity of optimal aggregation," Discussion Papers, Series II 184, University of Konstanz, Collaborative Research Centre (SFB) 178 "Internationalization of the Economy".
  78. Winker, Peter, 1991. "Zur Messung der Lohndifferenzierung mit Entropiemaßen," Discussion Papers, Series II 158, University of Konstanz, Collaborative Research Centre (SFB) 178 "Internationalization of the Economy".
  79. John S.nChipman & Peter Winker, "undated". "Optimal Industrial Classification in a Dynamic Model of Price Adjustment," Computing in Economics and Finance 1996 _013, Society for Computational Economics.

Articles

  1. Winker Peter, 2023. "Comment to “Bielefeld May In Fact Not Exist – Empirical Evidence From Official Population Data” (DOI https://doi.org/10.1515/jbnst-2022-0038) by Patrick Winter," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 243(1), pages 39-41, February.
  2. Winker Peter & Hesse Jan-Otmar, 2023. "Editorial Announcement," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 243(2), pages 123-124, April.
  3. Winker Peter, 2023. "Editorial Announcement," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 243(1), pages 1-2, February.
  4. Raghu Nandan Sengupta & Rachit Seth & Peter Winker, 2023. "Reliability in Portfolio Optimization using Uncertain Estimates," Sankhya B: The Indian Journal of Statistics, Springer;Indian Statistical Institute, vol. 85(1), pages 199-233, May.
  5. Winker Peter, 2023. "Annual Reviewer Acknowledgement," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 243(6), pages 725-727, December.
  6. Bystrov Victor & Naboka Viktoriia & Winker Peter & Staszewska-Bystrova Anna, 2022. "Cross-Corpora Comparisons of Topics and Topic Trends," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 242(4), pages 433-469, August.
  7. Rios, Nicholas & Winker, Peter & Lin, Dennis K.J., 2022. "TA algorithms for D-optimal OofA Mixture designs," Computational Statistics & Data Analysis, Elsevier, vol. 168(C).
  8. Julian Oliver Dörr & Jan Kinne & David Lenz & Georg Licht & Peter Winker, 2022. "An integrated data framework for policy guidance during the coronavirus pandemic: Towards real-time decision support for economic policymakers," PLOS ONE, Public Library of Science, vol. 17(2), pages 1-30, February.
  9. Lütkepohl, Helmut & Staszewska-Bystrova, Anna & Winker, Peter, 2020. "Constructing joint confidence bands for impulse response functions of VAR models – A review," Econometrics and Statistics, Elsevier, vol. 13(C), pages 69-83.
  10. Daniel Grabowski & Anna Staszewska-Bystrova & Peter Winker, 2020. "Skewness-adjusted bootstrap confidence intervals and confidence bands for impulse response functions," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 104(1), pages 5-32, March.
  11. David Lenz & Peter Winker, 2020. "Measuring the diffusion of innovations with paragraph vector topic models," PLOS ONE, Public Library of Science, vol. 15(1), pages 1-18, January.
  12. Helmut Lütkepohl & Anna Staszewska-Bystrova & Peter Winker, 2018. "Calculating joint confidence bands for impulse response functions using highest density regions," Empirical Economics, Springer, vol. 55(4), pages 1389-1411, December.
  13. Winker Peter, 2018. "Editorial Announcement," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 238(1), pages 1-1, February.
  14. Helmut Lütkepohl & Anna Staszewska-Bystrova & Peter Winker, 2018. "Estimation of structural impulse responses: short-run versus long-run identifying restrictions," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 102(2), pages 229-244, April.
  15. Samba Diop & Peter Tillmann & Peter Winker, 2017. "A Monetary Stress Indicator for the Economic Community of West African States," Journal of African Development, African Finance and Economic Association (AFEA), vol. 19(2), pages 1-18.
  16. Alexandru Mandes & Peter Winker, 2017. "Complexity and model comparison in agent based modeling of financial markets," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 12(3), pages 469-506, October.
  17. Grabowski Daniel & Winker Peter & Staszewska-Bystrova Anna, 2017. "Generating prediction bands for path forecasts from SETAR models," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 21(5), pages 1-18, December.
  18. Henning Fischer & Ángela Blanco‐FERNÁndez & Peter Winker, 2016. "Predicting Stock Return Volatility: Can We Benefit from Regression Models for Return Intervals?," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 35(2), pages 113-146, March.
  19. Anna Staszewska-Bystrova & Peter Winker, 2016. "Improved bootstrap prediction intervals for SETAR models," Statistical Papers, Springer, vol. 57(1), pages 89-98, March.
  20. Winker Peter, 2016. "Editorial Announcement," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 236(1), pages 1-2, February.
  21. Angela Blanco-Fernández & Peter Winker, 2016. "Data generation processes and statistical management of interval data," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 100(4), pages 475-494, October.
  22. De Haas Samuel & Winker Peter, 2016. "Detecting Fraudulent Interviewers by Improved Clustering Methods – The Case of Falsifications of Answers to Parts of a Questionnaire," Journal of Official Statistics, Sciendo, vol. 32(3), pages 643-660, September.
  23. Winker Peter, 2016. "Annual Reviewer Acknowledgement," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 236(6), pages 679-681, December.
  24. Lüdering Jochen & Winker Peter, 2016. "Forward or Backward Looking? The Economic Discourse and the Observed Reality," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 236(4), pages 483-515, August.
  25. Lüdering Jochen & Winker Peter, 2016. "Forward or Backward Looking? The Economic Discourse and the Observed Reality," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 236(4), pages 483-515, August.
  26. Helmut Lütkepohl & Anna Staszewska-Bystrova & Peter Winker, 2015. "Confidence Bands for Impulse Responses: Bonferroni vs. Wald," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 77(6), pages 800-821, December.
  27. B. Fastrich & S. Paterlini & P. Winker, 2015. "Constructing optimal sparse portfolios using regularization methods," Computational Management Science, Springer, vol. 12(3), pages 417-434, July.
  28. Lütkepohl, Helmut & Staszewska-Bystrova, Anna & Winker, Peter, 2015. "Comparison of methods for constructing joint confidence bands for impulse response functions," International Journal of Forecasting, Elsevier, vol. 31(3), pages 782-798.
  29. Marianna Lyra & Akwum Onwunta & Peter Winker, 2015. "Threshold accepting for credit risk assessment and validation," Journal of Banking Regulation, Palgrave Macmillan, vol. 16(2), pages 130-145, April.
  30. Bj�rn Fastrich & Sandra Paterlini & Peter Winker, 2014. "Cardinality versus q -norm constraints for index tracking," Quantitative Finance, Taylor & Francis Journals, vol. 14(11), pages 2019-2032, November.
  31. Henning Fischer & Marta García-Bárzana & Peter Tillmann & Peter Winker, 2014. "Evaluating FOMC forecast ranges: an interval data approach," Empirical Economics, Springer, vol. 47(1), pages 365-388, August.
  32. Anna Staszewska-Bystrova & Peter Winker, 2014. "Measuring Forecast Uncertainty of Corporate Bond Spreads by Bonferroni-Type Prediction Bands," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 6(2), pages 89-104, June.
  33. Björn Fastrich & Peter Winker, 2014. "Combining Forecasts with Missing Data: Making Use of Portfolio Theory," Computational Economics, Springer;Society for Computational Economics, vol. 44(2), pages 127-152, August.
  34. Winker Peter & Wagner Adolf, 2014. "Editorial Announcement," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 234(1), pages 3-4, February.
  35. 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.
  36. Winker Peter, 2013. "Editorial Announcement," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 233(1), pages 2-2, February.
  37. Franz Wolfgang & Winker Peter, 2013. "Guest Editorial," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 233(3), pages 260-265, June.
  38. Ivan Savin & Peter Winker, 2013. "Heuristic model selection for leading indicators in Russia and Germany," OECD Journal: Journal of Business Cycle Measurement and Analysis, OECD Publishing, Centre for International Research on Economic Tendency Surveys, vol. 2012(2), pages 67-89.
  39. Ivan Savin & Peter Winker, 2012. "Heuristic Optimization Methods for Dynamic Panel Data Model Selection: Application on the Russian Innovative Performance," Computational Economics, Springer;Society for Computational Economics, vol. 39(4), pages 337-363, April.
  40. Winker Peter, 2012. "Editorial Announcement," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 232(1), pages 2-3, February.
  41. Björn Fastrich & Peter Winker, 2012. "Robust portfolio optimization with a hybrid heuristic algorithm," Computational Management Science, Springer, vol. 9(1), pages 63-88, February.
  42. Entorf Horst & Winker Peter, 2012. "Guest Editorial," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 232(6), pages 604-605, December.
  43. 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.
  44. 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.
  45. 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.
  46. 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, Central European Journal of Economic Modelling and Econometrics, vol. 1(2), pages 111-138, November.
  47. 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.
  48. Fitzenberger Bernd & Smolny Werner & Winker Peter, 2009. "Special Issue on Labour Economics: Guest Editorial," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 229(2-3), pages 117-118, April.
  49. Winker Peter, 2008. "Editorial Announcement," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 228(1), pages 3-4, February.
  50. 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.
  51. 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.
  52. LeBaron Blake & Winker Peter, 2008. "Introduction to the Special Issue on Agent-Based Models for Economic Policy Advice," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 228(2-3), pages 141-148, April.
  53. 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.
  54. Fitzenberger, Bernd & Winker, Peter, 2007. "Improving the computation of censored quantile regressions," Computational Statistics & Data Analysis, Elsevier, vol. 52(1), pages 88-108, September.
  55. 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;Society for Economic Science with Heterogeneous Interacting Agents, vol. 2(2), pages 125-145, December.
  56. 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.
  57. Chipman, J. & Winker, P., 2005. "Optimal aggregation of linear time series models," Computational Statistics & Data Analysis, Elsevier, vol. 49(2), pages 311-331, April.
  58. Mark Meyer & Peter Winker*, 2005. "Using HP Filtered Data for Econometric Analysis: Some Evidence from Monte Carlo Simulations," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 89(3), pages 303-320, August.
  59. 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.
  60. Hülsewig Oliver & Winker Peter & Worms Andreas, 2004. "Bank Lending and Monetary Policy Transmission: A VECM Analysis for Germany / Bankkredite und geldpolitische Transmission: Eine VECM Analyse für Deutschland," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 224(5), pages 511-529, October.
  61. 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.
  62. Jenny X. Li & Peter Winker, 2003. "Time Series Simulation with Quasi Monte Carlo Methods," Computational Economics, Springer;Society for Computational Economics, vol. 21(1_2), pages 23-43, February.
  63. 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.
  64. 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.
  65. Peter Winker, 2000. "Optimized Multivariate Lag Structure Selection," Computational Economics, Springer;Society for Computational Economics, vol. 16(1/2), pages 87-103, October.
  66. Peter Winker, 2000. "Efficient Labour Contracts: Impediments and How to Circumvent Them," LABOUR, CEIS, vol. 14(3), pages 373-392, September.
  67. 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.
  68. Winker Peter & Fang Kai-Tai, 1999. "Zufall und Quasi-Monte Carlo Ansätze / Randomness and Quasi-Monte Carlo Approaches: Einige Anmerkungen zu Grundlagen und Anwendungen in Statistik und Ökonometrie / Some Remarks on Fundamentals and App," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 218(1-2), pages 215-228, February.
  69. 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.
  70. Winker, Peter, 1996. "Bündnis für Arbeit: Eine Randnotiz," Wirtschaftsdienst – Zeitschrift für Wirtschaftspolitik (1949 - 2007), ZBW - Leibniz Information Centre for Economics, vol. 76(7), pages 372-380.
  71. Winker, Peter, 1995. "Identification of multivariate AR-models by threshold accepting," Computational Statistics & Data Analysis, Elsevier, vol. 20(3), pages 295-307, September.
  72. Winker Peter, 1995. "Die Trägheit von Zinssätzen und Kreditrationierung in der Bundesrepublik Deutschland / The Sluggishness of Interest Rates and Credit Rationing in the Federal Republic of Germany," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 214(2), pages 154-174, April.
  73. 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;European Society for Population Economics, vol. 7(2), pages 217-234.
  74. Gunter Dueck & Peter Winker, 1992. "New concepts and algorithms for portfolio choice," Applied Stochastic Models and Data Analysis, John Wiley & Sons, vol. 8(3), pages 159-178, September.

Chapters

  1. Katja Specht & Peter Winker, 2008. "Portfolio Optimization under VaR Constraints Based on Dynamic Estimates of the Variance-Covariance Matrix," Springer Books, in: Erricos J. Kontoghiorghes & Berç Rustem & Peter Winker (ed.), Computational Methods in Financial Engineering, pages 73-94, Springer.
  2. Manfred Gilli & Dietmar Maringer & Peter Winker, 2008. "Applications of Heuristics in Finance," International Handbooks on Information Systems, in: Detlef Seese & Christof Weinhardt & Frank Schlottmann (ed.), Handbook on Information Technology in Finance, chapter 26, pages 635-653, Springer.
  3. Peter Winker & Dietmar Maringer, 2004. "Optimal Lag Structure Selection in VEC-Models," Contributions to Economic Analysis, in: New Directions in Macromodelling, pages 213-234, Emerald Group Publishing Limited.

Books

  1. Erricos J. Kontoghiorghes & Berç Rustem & Peter Winker (ed.), 2008. "Computational Methods in Financial Engineering," Springer Books, Springer, number 978-3-540-77958-2, June.
  2. Thiess Büttner & Anita Dehne & Gebhard Flaig & Oliver Hülsewig & Peter Winker, 2006. "Calculation of GDP elasticities of public expenditure and revenue for forecasting purposes and a discussion of their volatility: Study commissioned by the Bundesministerium der Finanzen (06/05)," ifo Forschungsberichte, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 28, October.

Editorship

  1. Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Rankings

This author is among the top 5% authors according to these criteria:
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  2. Number of Distinct Works
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  6. Betweenness measure in co-authorship network
  7. Record of graduates

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 37 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ETS: Econometric Time Series (13) 2004-08-16 2013-04-27 2013-06-09 2014-01-24 2015-02-22 2016-04-09 2016-04-23 2016-09-11 2017-02-19 2017-10-29 2018-03-19 2018-04-02 2018-10-22. Author is listed
  2. NEP-ECM: Econometrics (11) 2007-10-20 2010-04-17 2011-02-05 2012-10-20 2013-04-27 2014-01-24 2016-04-09 2017-02-19 2017-03-05 2018-03-19 2018-10-22. Author is listed
  3. NEP-CMP: Computational Economics (10) 2008-10-21 2009-12-05 2010-04-17 2010-07-31 2011-02-05 2011-02-26 2011-03-26 2012-10-20 2016-03-23 2016-04-04. Author is listed
  4. 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
  5. NEP-BAN: Banking (2) 2008-10-21 2010-06-04
  6. NEP-BIG: Big Data (2) 2018-05-28 2021-08-30
  7. NEP-CIS: Confederation of Independent States (2) 2009-03-22 2012-10-20
  8. NEP-EEC: European Economics (2) 2023-04-03 2024-01-01
  9. NEP-INO: Innovation (2) 2010-04-17 2018-05-28
  10. NEP-ORE: Operations Research (2) 2010-04-17 2012-10-20
  11. NEP-RMG: Risk Management (2) 2008-10-21 2010-06-04
  12. NEP-CSE: Economics of Strategic Management (1) 2009-03-22
  13. NEP-EDU: Education (1) 2022-02-07
  14. NEP-GEO: Economic Geography (1) 2014-09-08
  15. NEP-GER: German Papers (1) 2014-09-08
  16. NEP-HME: Heterodox Microeconomics (1) 2016-03-23
  17. NEP-IFN: International Finance (1) 2007-10-20
  18. NEP-ISF: Islamic Finance (1) 2021-08-30
  19. NEP-LAW: Law and Economics (1) 2001-10-16
  20. NEP-MIG: Economics of Human Migration (1) 2022-02-07
  21. NEP-MON: Monetary Economics (1) 2012-03-28
  22. NEP-MST: Market Microstructure (1) 2007-10-20
  23. NEP-NET: Network Economics (1) 2022-02-07
  24. NEP-PKE: Post Keynesian Economics (1) 2016-05-08
  25. NEP-SOC: Social Norms and Social Capital (1) 2022-02-07
  26. NEP-TRA: Transition Economics (1) 2009-03-22
  27. NEP-URE: Urban and Real Estate Economics (1) 2022-02-07

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