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)
- Identification of multivariate AR-models by threshold accepting (1995)
- Computational Statistics & Data Analysis
Journal article - Optimal Industrial Classification by Threshold Accepting (1995)
- Control and Cybernetics
Journal article - Optimal Industrial Classification (1995)
Chipman, J.S.; Winker, P.
Conference paper - Optimal Industrial Classification with Heteroskedasticity Correction (1995)
Chipman, J.S.; Winker, P.
Conference paper - A macroeconometric disequilibrium analysis of current and future migration from Eastern Europe into West Germany (1994)
- Journal of Population Economics
Conference paper - Credit rationing at the firm level : some microeconometric evidence (1994)
Winker, P.
Working paper/research report - Eine makroökonometrische Analyse von Kreditmarkt und Kreditrationierung : Bankkredite in der Bundesrepublik Deutschland 1974 - 1989 (1994)
Winker, P.
Working paper/research report - Identification of multivariate AR models by threshold accepting (1994)
Winker, P.
Working paper/research report - Optimal industrial classification (1994)
Chipman, John S.; Winker, P.
Working paper/research report - Stochastic Simulations of a Macroeconometric Disequilibrium Model for West Germany (1994)
Schellhorn, M.; Winker, P.
Conference paper - Stochastic simulations of a macroeconomic disequilibrium model for West Germany (1994)
Schellhorn, M.; Winker, P.
Working paper/research report - A macroeconometric disequilibrium analysis of current and future migration from Eastern Europe into West Germany (1993)
Franz, W.; Oser, U.; Winker, P.
Working paper/research report - Die Trägheit von Zinssätzen und Kreditrationierung in der Bundesrepublik Deutschland (1993)
Winker, Peter
Working paper/research report - Firmenalter und Kreditrationierung : eine mikroökonomische Analyse mit ifo-Umfragedaten (1993)
- IFO-Studien : Zeitschrift für empirische Wirtschaftsforschung
Journal article - Firmenalter und Kreditrationierung : eine mikroökonomische Analyse mit IFO-Umfragedaten (1993)
Winker, Peter
Working paper/research report