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)
- Choosing the Number of Topics in LDA Models - A Monte Carlo Comparison of Selection Criteria (2024)
- Journal of Machine Learning Research
Journal article - Comparing Links between Topic Trends and Economic Indicators in the German and Polish Academic Literature (2024)
- Comparative Economic Research. Central and Eastern Europe
Journal article - Fiscal policy in the Bundestag: Textual analysis and macroeconomic effects (2024)
- European Economic Review
Journal article - 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 (2023)
- Journal of Economics and Statistics
Journal article - Editorial Announcement (2023)
- Journal of Economics and Statistics
Journal article - Editorial Announcement (2023)
- Journal of Economics and Statistics
Journal article - Editorial Announcement (2023)
- Journal of Economics and Statistics
Journal article - Fiscal Policy in the Bundestag: Textual Analysis and Macroeconomic Effects (2023)
Latifi, A; Naboka-Krell, V; Tillmann, P; et al.
Working paper/research report - Reliability in Portfolio Optimization using Uncertain Estimates (2023)
- Sankhya. Series B: Applied and Interdisciplinary Statistics
Journal article - An integrated data framework for policy guidance during the coronavirus pandemic: Towards real-time decision support for economic policymakers (2022)
- PLoS ONE
Journal article - Annual Reviewer Acknowledgement (2022)
- Journal of Economics and Statistics
Journal article - Cross-Corpora Comparisons of Topics and Topic Trends (2022)
- Journal of Economics and Statistics
Journal article - Non-Linear Effects of Government Size on Inflation in OPEC Countries: A Threshold Panel Approach (2022)
- Iranian economic review
Journal article - TA algorithms for D-optimal OofA Mixture designs (2022)
- Computational Statistics & Data Analysis
Journal article - Übungsbuch empirische Wirtschaftsforschung und Ökonometrie (2021)
Winker, Peter; Funk, Christoph; Tönjes, Elena
Monograph