Details about Peter Winker

E-mail:
Homepage:	http://www.uni-giessen.de/fbz/fb02/fb/professuren/vwl/winker
Phone:	+49-641-99-22641
Postal address:	Prof. Dr. Peter Winker Department of Economics University of Giessen Licher Straße 64 D-35394 Giessen Germany
Workplace:	Fachbereich Wirtschaftswissenschaften (Faculty of Economics and Business Studies), Justus-Liebig-Universität Gießen (University of Giessen), (more information at EDIRC)

Access statistics for papers by Peter Winker.

Last updated 2024-10-08. Update your information in the RePEc Author Service.

Short-id: pwi49

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Working Papers

2024

1. Identification of Innovation Drivers Based on Technology-Related News Articles
   MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung)
   Also in VfS Annual Conference 2024 (Berlin): Upcoming Labor Market Challenges, Verein für Socialpolitik / German Economic Association (2024)

2023

2. Fiscal Policy in the Bundestag: Textual Analysis and Macroeconomic Effects
   VfS Annual Conference 2023 (Regensburg): Growth and the "sociale Frage", Verein für Socialpolitik / German Economic Association
   Also in MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung) (2023)
   See also Journal Article Fiscal policy in the Bundestag: Textual analysis and macroeconomic effects, European Economic Review, Elsevier (2024) View citations (1) (2024)
3. Visualizing Topic Uncertainty in Topic Modelling
   VfS Annual Conference 2023 (Regensburg): Growth and the "sociale Frage", Verein für Socialpolitik / German Economic Association

2022

4. Inconsistent response behavior: A potential pitfall in modeling the link between educational attainment and social network characteristics
   MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung)

2021

5. An integrated data framework for policy guidance in times of dynamic economic shocks
   ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research View citations (2)

2020

6. Corona-Pandemie betrifft Unternehmen unterschiedlich: Tagesaktuelle Webseiten-Analyse zur Reaktion von Unternehmen auf die Corona-Pandemie in Deutschland
   ZEW Expert Briefs, ZEW - Leibniz Centre for European Economic Research
7. Coronavirus pandemic affects companies differently: A high-frequency website analysis of companies' reactions to the coronavirus pandemic in Germany
   ZEW Expert Briefs, ZEW - Leibniz Centre for European Economic Research View citations (1)

2018

8. Constructing Joint Confidence Bands for Impulse Response Functions of VAR Models - A Review
   Lodz Economics Working Papers, University of Lodz, Faculty of Economics and Sociology View citations (2)
   Also in Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research (2018) View citations (2)
   See also Journal Article Constructing joint confidence bands for impulse response functions of VAR models – A review, Econometrics and Statistics, Elsevier (2020) View citations (4) (2020)
9. Measuring the Diffusion of Innovations with Paragraph Vector Topic Models
   MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung) View citations (2)
   See also Journal Article Measuring the diffusion of innovations with paragraph vector topic models, PLOS ONE, Public Library of Science (2020) View citations (14) (2020)
10. Skewness-Adjusted Bootstrap Confidence Intervals and Confidence Bands for Impulse Response Functions
    Lodz Economics Working Papers, University of Lodz, Faculty of Economics and Sociology
    Also in MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung) (2018)
    See also Journal Article Skewness-adjusted bootstrap confidence intervals and confidence bands for impulse response functions, AStA Advances in Statistical Analysis, Springer (2020) (2020)

2017

11. Estimation of Structural Impulse Responses: Short-Run versus Long-Run Identifying Restrictions
    Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research
    Also in VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking, Verein für Socialpolitik / German Economic Association (2017)
    See also Journal Article Estimation of structural impulse responses: short-run versus long-run identifying restrictions, AStA Advances in Statistical Analysis, Springer (2018) View citations (2) (2018)

2016

12. Calculating Joint Bands for Impulse Response Functions using Highest Density Regions
    VfS Annual Conference 2016 (Augsburg): Demographic Change, Verein für Socialpolitik / German Economic Association
13. Calculating Joint Confidence Bands for Impulse Response Functions Using Highest Density Regions
    Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research
    Also in SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk (2016)
    MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung) (2016) View citations (5)
    See also Journal Article Calculating joint confidence bands for impulse response functions using highest density regions, Empirical Economics, Springer (2018) View citations (13) (2018)
14. Forward or Backward Looking? The Economic Discourse and the Observed Reality
    MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung) View citations (20)
    See also Journal Article Forward or Backward Looking? The Economic Discourse and the Observed Reality, Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter (2016) View citations (16) (2016)

2015

15. Complexity and Model Comparison in Agent Based Modeling of Financial Markets
    MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung) View citations (4)
    See also Journal Article Complexity and model comparison in agent based modeling of financial markets, Journal of Economic Interaction and Coordination, Springer (2017) View citations (17) (2017)

2014

16. Confidence Bands for Impulse Responses: Bonferroni versus Wald
    CESifo Working Paper Series, CESifo View citations (10)
    Also in Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research (2014) View citations (8)
    SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk (2014)
    VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy, Verein für Socialpolitik / German Economic Association (2014) View citations (6)

2013

17. Comparison of Methods for Constructing Joint Confidence Bands for Impulse Response Functions
    Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research View citations (11)
    Also in SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk (2013)
    MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung) (2013) View citations (12)
    See also Journal Article Comparison of methods for constructing joint confidence bands for impulse response functions, International Journal of Forecasting, Elsevier (2015) View citations (48) (2015)
18. Financial sector and output dynamics in the euro area countries
    ZEW policy briefs, ZEW - Leibniz Centre for European Economic Research View citations (3)
19. LEffekte der Hochschulen am Standort Gießen aus regionalökonomischer Sicht
    MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung) View citations (2)

2012

20. Evaluating FOMC forecast ranges: an interval data approach
    MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung) View citations (5)
    See also Journal Article Evaluating FOMC forecast ranges: an interval data approach, Empirical Economics, Springer (2014) View citations (3) (2014)
21. Lasso-type and Heuristic Strategies in Model Selection and Forecasting
    Jena Economics Research Papers, Friedrich-Schiller-University Jena View citations (2)

2011

22. Cardinality versus q-Norm Constraints for Index Tracking
    Center for Economic Research (RECent), University of Modena and Reggio E., Dept. of Economics "Marco Biagi" View citations (3)
    Also in Department of Economics, University of Modena and Reggio E., Faculty of Economics "Marco Biagi" (2011) View citations (11)
    See also Journal Article Cardinality versus q -norm constraints for index tracking, Quantitative Finance, Taylor & Francis Journals (2014) View citations (18) (2014)
23. Heuristic model selection for leading indicators in Russia and Germany
    Working Papers, COMISEF View citations (2)
    Also in MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung) (2011) View citations (3)
    See also Journal Article 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 (2013) View citations (4) (2013)
24. Robustness of clustering methods for identification of potential falsifications in survey data
    Discussion Papers, Justus Liebig University Giessen, Center for international Development and Environmental Research (ZEU)

2010

25. Heuristic Optimization Methods for Dynamic Panel Data Model Selection. Application on the Russian Innovative Performance
    Working Papers, COMISEF View citations (7)
    See also Journal Article Heuristic Optimization Methods for Dynamic Panel Data Model Selection: Application on the Russian Innovative Performance, Computational Economics, Springer (2012) View citations (15) (2012)
26. Robust Portfolio Optimization with a Hybrid Heuristic Algorithm
    Working Papers, COMISEF View citations (3)
    See also Journal Article Robust portfolio optimization with a hybrid heuristic algorithm, Computational Management Science, Springer (2012) View citations (5) (2012)
27. Threshold Accepting for Credit Risk Assessment and Validation
    Working Papers, COMISEF View citations (1)
    See also Journal Article Threshold accepting for credit risk assessment and validation, Journal of Banking Regulation, Palgrave Macmillan (2015) (2015)

2009

28. Die Bestimmung regionaler Preisindizes – Das Beispiel Österreich
    RatSWD Research Notes, German Data Forum (RatSWD) View citations (1)
29. Forecasting Russian Foreign Trade Comparative Advantages in the Context of a Potential WTO Accession
    MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung) View citations (7)
    See also Journal Article 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 (2009) View citations (8) (2009)
30. 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), Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL) View citations (1)
    Also in Darmstadt Discussion Papers in Economics, Darmstadt University of Technology, Department of Law and Economics (2005) View citations (1)
    Publications of Darmstadt Technical University, Institute for Business Studies (BWL), Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL) (2006)
    See also Journal Article 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 (2008) View citations (22) (2008)
31. Optimization Heuristics for Determining Internal Rating Grading Scales
    Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance), Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi" View citations (20)
    Also in Center for Economic Research (RECent), University of Modena and Reggio E., Dept. of Economics "Marco Biagi" (2008) View citations (24)
    Working Papers, COMISEF (2008)
    See also Journal Article Optimization heuristics for determining internal rating grading scales, Computational Statistics & Data Analysis, Elsevier (2010) View citations (14) (2010)
32. Optimized U-type Designs on Flexible Regions
    Working Papers, COMISEF View citations (1)
    See also Journal Article Optimized U-type designs on flexible regions, Computational Statistics & Data Analysis, Elsevier (2010) View citations (4) (2010)

2008

33. A review of heuristic optimization methods in econometrics
    Swiss Finance Institute Research Paper Series, Swiss Finance Institute View citations (18)
    Also in Working Papers, COMISEF (2008) View citations (17)
34. A statistical approach to detect cheating interviewers
    Discussion Papers, Justus Liebig University Giessen, Center for international Development and Environmental Research (ZEU) View citations (10)
35. Least Median of Squares Estimation by Optimization Heuristics with an Application to the CAPM and Multi Factor Models
    Working Papers, COMISEF View citations (3)
    See also Journal Article Least median of squares estimation by optimization heuristics with an application to the CAPM and a multi-factor model, Computational Management Science, Springer (2011) View citations (9) (2011)
36. The Economics of Crime: Investigating the Drugs-Crime Channel
    Publications of Darmstadt Technical University, Institute for Business Studies (BWL), Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL)
    Also in Darmstadt Discussion Papers in Economics, Darmstadt University of Technology, Department of Law and Economics (2002) View citations (1)
    Publications of Darmstadt Technical University, Institute for Business Studies (BWL), Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL) (2002)
    Law and Economics, University Library of Munich, Germany (2001) View citations (7)

2007

37. An Objective Function for Simulation Based Inference on Exchange Rate Data
    Swiss Finance Institute Research Paper Series, Swiss Finance Institute View citations (92)
    Also in Computing in Economics and Finance 2006, Society for Computational Economics (2006)
    See also Journal Article An objective function for simulation based inference on exchange rate data, Journal of Economic Interaction and Coordination, Springer (2007) View citations (92) (2007)

2005

38. Hedonic regression for digital cameras in Germany
    Discussion Papers, University of Erfurt, Faculty of Economics, Law and Social Sciences
39. The Stochastics of Threshold Accepting: Analysis of an Application to the Uniform Design Problem
    Discussion Papers, University of Erfurt, Faculty of Economics, Law and Social Sciences View citations (3)
40. The convergence of optimization based estimators: theory and application to a GARCH-model
    Discussion Papers, University of Erfurt, Faculty of Economics, Law and Social Sciences View citations (3)

2004

41. Optimal Lag Structure Selection in VEC-Models
    Computing in Economics and Finance 2004, Society for Computational Economics View citations (16)
    See also Chapter Optimal Lag Structure Selection in VEC-Models, Contributions to Economic Analysis, Emerald Group Publishing Limited (2004) (2004)
42. The Hidden Risks of Optimizing Bond Portfolios under VaR
    Research Notes, Deutsche Bank Research View citations (6)
43. The Romanian Economy in Transition: Developments and Future Prospects
    Macroeconomics, University Library of Munich, Germany View citations (2)
44. Using HP Filtered Data for Econometric Analysis: Some Evidence from Monte Carlo Simulations
    Discussion Papers, University of Erfurt, Faculty of Economics, Law and Social Sciences
    See also Journal Article Using HP Filtered Data for Econometric Analysis: Some Evidence from Monte Carlo Simulations, AStA Advances in Statistical Analysis, Springer (2005) View citations (23) (2005)

2003

45. Illegale Drogen und Kriminalität: Wie ausgeprägt ist der Zusammenhang?
    Publications of Darmstadt Technical University, Institute for Business Studies (BWL), Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL) View citations (2)

2002

46. Indirect Estimation of the Parameters of Agent Based Models of Financial Markets
    Computing in Economics and Finance 2002, Society for Computational Economics View citations (5)
    Also in Computing in Economics and Finance 2001, Society for Computational Economics (2001) View citations (35)
    Working Papers, Manitoba - Department of Economics (2001) View citations (36)
    FAME Research Paper Series, International Center for Financial Asset Management and Engineering (2001) View citations (33)

2001

47. Quasi Monte Carlo methods for macroeconometric simulation
    Computing in Economics and Finance 2001, Society for Computational Economics
48. The Economics of Crime: Investigating the Drugs-Crime Channel - Empirical Evidence from Panel Data of the German States
    W.E.P. - Würzburg Economic Papers, University of Würzburg, Department of Economics View citations (6)
    Also in ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research (2001) View citations (6)

2000

49. Empirical Macromodels Under Test
    Discussion Papers, Institut fuer Volkswirtschaftslehre und Statistik, Abteilung fuer Volkswirtschaftslehre
50. International spillovers and feedback: Modelling in a disequilibrium framework
    ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research
51. Optimal Industrial Classification: An Application to the German Industrial Classification System
    Econometric Society World Congress 2000 Contributed Papers, Econometric Society
    Also in Discussion Papers, Series II, University of Konstanz, Collaborative Research Centre (SFB) 178 "Internationalization of the Economy" (1994)
52. TIME SERIES SIMULATION WITH QUASI-MONTE CARLO METHODS
    Computing in Economics and Finance 2000, Society for Computational Economics
    Also in Working Papers, Pennsylvania State - Department of Economics (2000)
    See also Journal Article Time Series Simulation with Quasi Monte Carlo Methods, Computational Economics, Springer (2003) View citations (4) (2003)

1999

53. Employment adjustment and financing constraints: A theoretical and empirical analysis at the micro level
    Discussion Papers, Institut fuer Volkswirtschaftslehre und Statistik, Abteilung fuer Volkswirtschaftslehre View citations (3)
54. Improving the Computation of Censored Quantile Regressions
    Discussion Papers, Institut fuer Volkswirtschaftslehre und Statistik, Abteilung fuer Volkswirtschaftslehre View citations (5)
    See also Journal Article Improving the computation of censored quantile regressions, Computational Statistics & Data Analysis, Elsevier (2007) View citations (29) (2007)
55. Investment and employment adjustment after unification: some results from a macroeconometric disequilibrium model
    ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research View citations (2)
56. Modeling German unification in a disequilibrium framework
    ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research View citations (2)

1998

57. Empirical macromodels under test: a comparative simulation study of the employment effects of a revenue neutral cut in social security contributions
    ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research
    See also Journal Article 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 (2001) View citations (8) (2001)
58. 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, ZEW - Leibniz Centre for European Economic Research View citations (4)

1997

59. Einige Wirkungen von steuerlichen Umfinanzierungsmaßnahmen in einem makroökonometrischen Ungleichgewichtsmodell für die westdeutsche Volkswirtschaft
    ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research View citations (4)
60. Measuring the fiscal revenue loss of VAT exemption in commercial banking
    Discussion Papers, Series II, University of Konstanz, Collaborative Research Centre (SFB) 178 "Internationalization of the Economy" View citations (13)

1996

61. A macroeconomic disequilibrium model of the German credit market
    Discussion Papers, Series II, University of Konstanz, Collaborative Research Centre (SFB) 178 "Internationalization of the Economy" View citations (6)
62. Bündnis für Arbeit: Eine Randnotiz
    Discussion Papers, University of Konstanz, Center for International Labor Economics (CILE) View citations (1)
    See also Journal Article Bündnis für Arbeit: Eine Randnotiz, Wirtschaftsdienst – Zeitschrift für Wirtschaftspolitik (1949 - 2007), ZBW - Leibniz Information Centre for Economics (1996) (1996)
63. Causes and effects of financing constraints at the firm level: Some microeconometric evidence
    Discussion Papers, Series II, University of Konstanz, Collaborative Research Centre (SFB) 178 "Internationalization of the Economy" View citations (43)
64. Die ökologische Steuerreform auf dem Prüfstand: Zur Kritik am Gutachten des Deutschen Instituts für Wirtschaftsforschung
    Discussion Papers, Series II, University of Konstanz, Collaborative Research Centre (SFB) 178 "Internationalization of the Economy"
65. Ein makroökonometrisches Ungleichgewichtsmodell für die deutsche Volkswirtschaft 1960 bis 1994: Konzeption, Ergebnisse und Erfahrungen
    Discussion Papers, Series II, University of Konstanz, Collaborative Research Centre (SFB) 178 "Internationalization of the Economy" View citations (3)

1995

66. Application of threshold accepting to the evaluation of the discrepancy of a set of points
    Discussion Papers, Series II, University of Konstanz, Collaborative Research Centre (SFB) 178 "Internationalization of the Economy" View citations (27)

1994

67. Credit rationing at the firm level: Some microeconometric evidence
    Discussion Papers, Series II, University of Konstanz, Collaborative Research Centre (SFB) 178 "Internationalization of the Economy"
68. Eine makroökonometrische Analyse von Kreditmarkt und Kreditrationierung: Bankkredite in der Bundesrepublik Deutschland 1974 - 1989
    Discussion Papers, Series II, University of Konstanz, Collaborative Research Centre (SFB) 178 "Internationalization of the Economy" View citations (1)
69. Identification of multivariate AR-models by threshold accepting
    Discussion Papers, Series II, University of Konstanz, Collaborative Research Centre (SFB) 178 "Internationalization of the Economy" View citations (4)
    See also Journal Article Identification of multivariate AR-models by threshold accepting, Computational Statistics & Data Analysis, Elsevier (1995) View citations (15) (1995)
70. Optimal industrial classification with heteroskedasticity correction: An application to the Swedish industrial classification system
    Discussion Papers, Series II, University of Konstanz, Collaborative Research Centre (SFB) 178 "Internationalization of the Economy"
71. Stochastic simulations of a macroeconomic disequilibrium model for West Germany
    Discussion Papers, Series II, University of Konstanz, Collaborative Research Centre (SFB) 178 "Internationalization of the Economy" View citations (5)

1993

72. A macroeconometric disequilibrium analysis of current and future migration from Eastern Europe into West Germany
    Discussion Papers, University of Konstanz, Center for International Labor Economics (CILE)
    See also Journal Article A Macroeconometric Disequilibrium Analysis of Current and Future Migration from Eastern Europe into West Germany, Journal of Population Economics, Springer (1994) View citations (6) (1994)
73. Die Trägheit von Zinssätzen und Kreditrationierung in der Bundesrepublik Deutschland
    Discussion Papers, Series II, University of Konstanz, Collaborative Research Centre (SFB) 178 "Internationalization of the Economy" View citations (4)
74. Firmenalter und Kreditrationierung: Eine mikroökonomische Analyse mit IFO-Umfragedaten
    Discussion Papers, Series II, University of Konstanz, Collaborative Research Centre (SFB) 178 "Internationalization of the Economy" View citations (2)
75. Migratory movements in a disequilibrium macroeconometric model for West Germany
    Discussion Papers, Series II, University of Konstanz, Collaborative Research Centre (SFB) 178 "Internationalization of the Economy" View citations (6)

1992

76. Optimal aggregation by threshold accepting: An application to the German industrial classification system
    Discussion Papers, Series II, University of Konstanz, Collaborative Research Centre (SFB) 178 "Internationalization of the Economy"
77. Some notes on the computational complexity of optimal aggregation
    Discussion Papers, Series II, University of Konstanz, Collaborative Research Centre (SFB) 178 "Internationalization of the Economy" View citations (2)

1991

78. Zur Messung der Lohndifferenzierung mit Entropiemaßen
    Discussion Papers, Series II, University of Konstanz, Collaborative Research Centre (SFB) 178 "Internationalization of the Economy" View citations (1)

Undated

79. Optimal Industrial Classification in a Dynamic Model of Price Adjustment
    Computing in Economics and Finance 1996, Society for Computational Economics

Journal Articles

2024

1. Annual Reviewer Acknowledgement
   Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), 2024, 244, (5-6), 699-702
   Also in Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), 2023, 243, (6), 725-727 (2023)
   Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), 2018, 238, (6), 621-623 (2018)
   Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), 2017, 237, (6), 549-551 (2017)
   Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), 2019, 239, (5-6), 1005-1007 (2019)
   Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), 2020, 240, (6), 861-862 (2020)
   Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), 2022, 242, (5-6), 713-714 (2022)
   Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), 2021, 241, (5-6), 813-815 (2021)
   Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), 2016, 236, (6), 679-681 (2016)
2. Fiscal policy in the Bundestag: Textual analysis and macroeconomic effects
   European Economic Review, 2024, 168, (C) View citations (1)
   See also Working Paper Fiscal Policy in the Bundestag: Textual Analysis and Macroeconomic Effects, VfS Annual Conference 2023 (Regensburg): Growth and the "sociale Frage" (2023) (2023)

2023

3. 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), 2023, 243, (1), 39-41
4. Editorial Announcement
   Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), 2023, 243, (1), 1-2
5. Editorial Announcement
   Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), 2023, 243, (2), 123-124
6. Reliability in Portfolio Optimization using Uncertain Estimates
   Sankhya B: The Indian Journal of Statistics, 2023, 85, (1), 199-233

2022

7. An integrated data framework for policy guidance during the coronavirus pandemic: Towards real-time decision support for economic policymakers
   PLOS ONE, 2022, 17, (2), 1-30 View citations (1)
8. Cross-Corpora Comparisons of Topics and Topic Trends
   Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), 2022, 242, (4), 433-469 View citations (2)
9. TA algorithms for D-optimal OofA Mixture designs
   Computational Statistics & Data Analysis, 2022, 168, (C)

2020

10. Constructing joint confidence bands for impulse response functions of VAR models – A review
    Econometrics and Statistics, 2020, 13, (C), 69-83 View citations (4)
    See also Working Paper Constructing Joint Confidence Bands for Impulse Response Functions of VAR Models - A Review, Lodz Economics Working Papers (2018) View citations (2) (2018)
11. Measuring the diffusion of innovations with paragraph vector topic models
    PLOS ONE, 2020, 15, (1), 1-18 View citations (14)
    See also Working Paper Measuring the Diffusion of Innovations with Paragraph Vector Topic Models, MAGKS Papers on Economics (2018) View citations (2) (2018)
12. Skewness-adjusted bootstrap confidence intervals and confidence bands for impulse response functions
    AStA Advances in Statistical Analysis, 2020, 104, (1), 5-32
    See also Working Paper Skewness-Adjusted Bootstrap Confidence Intervals and Confidence Bands for Impulse Response Functions, Lodz Economics Working Papers (2018) (2018)

2018

13. Calculating joint confidence bands for impulse response functions using highest density regions
    Empirical Economics, 2018, 55, (4), 1389-1411 View citations (13)
    See also Working Paper Calculating Joint Confidence Bands for Impulse Response Functions Using Highest Density Regions, Discussion Papers of DIW Berlin (2016) (2016)
14. Editorial Announcement
    Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), 2018, 238, (1), 1-1
15. Estimation of structural impulse responses: short-run versus long-run identifying restrictions
    AStA Advances in Statistical Analysis, 2018, 102, (2), 229-244 View citations (2)
    See also Working Paper Estimation of Structural Impulse Responses: Short-Run versus Long-Run Identifying Restrictions, Discussion Papers of DIW Berlin (2017) (2017)

2017

16. A Monetary Stress Indicator for the Economic Community of West African States
    Journal of African Development, 2017, 19, (2), 1-18 View citations (5)
17. Complexity and model comparison in agent based modeling of financial markets
    Journal of Economic Interaction and Coordination, 2017, 12, (3), 469-506 View citations (17)
    See also Working Paper Complexity and Model Comparison in Agent Based Modeling of Financial Markets, MAGKS Papers on Economics (2015) View citations (4) (2015)
18. Generating prediction bands for path forecasts from SETAR models
    Studies in Nonlinear Dynamics & Econometrics, 2017, 21, (5), 18 View citations (7)

2016

19. Data generation processes and statistical management of interval data
    AStA Advances in Statistical Analysis, 2016, 100, (4), 475-494 View citations (2)
20. Detecting Fraudulent Interviewers by Improved Clustering Methods – The Case of Falsifications of Answers to Parts of a Questionnaire
    Journal of Official Statistics, 2016, 32, (3), 643-660 View citations (4)
21. Editorial Announcement
    Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), 2016, 236, (1), 1-2
22. Forward or Backward Looking? The Economic Discourse and the Observed Reality
    Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), 2016, 236, (4), 483-515 View citations (16)
    Also in Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), 2016, 236, (4), 483-515 (2016) View citations (1)
    Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), 2016, 236, (4), 483-515 (2016) View citations (16)
    See also Working Paper Forward or Backward Looking? The Economic Discourse and the Observed Reality, MAGKS Papers on Economics (2016) View citations (20) (2016)
23. Improved bootstrap prediction intervals for SETAR models
    Statistical Papers, 2016, 57, (1), 89-98
24. Predicting Stock Return Volatility: Can We Benefit from Regression Models for Return Intervals?
    Journal of Forecasting, 2016, 35, (2), 113-146 View citations (7)

2015

25. Comparison of methods for constructing joint confidence bands for impulse response functions
    International Journal of Forecasting, 2015, 31, (3), 782-798 View citations (48)
    See also Working Paper Comparison of Methods for Constructing Joint Confidence Bands for Impulse Response Functions, Discussion Papers of DIW Berlin (2013) View citations (11) (2013)
26. Confidence Bands for Impulse Responses: Bonferroni vs. Wald
    Oxford Bulletin of Economics and Statistics, 2015, 77, (6), 800-821 View citations (41)
27. Constructing optimal sparse portfolios using regularization methods
    Computational Management Science, 2015, 12, (3), 417-434 View citations (37)
28. Threshold accepting for credit risk assessment and validation
    Journal of Banking Regulation, 2015, 16, (2), 130-145
    See also Working Paper Threshold Accepting for Credit Risk Assessment and Validation, Working Papers (2010) View citations (1) (2010)

2014

29. Cardinality versus q -norm constraints for index tracking
    Quantitative Finance, 2014, 14, (11), 2019-2032 View citations (18)
    See also Working Paper Cardinality versus q-Norm Constraints for Index Tracking, Center for Economic Research (RECent) (2011) View citations (3) (2011)
30. Combining Forecasts with Missing Data: Making Use of Portfolio Theory
    Computational Economics, 2014, 44, (2), 127-152 View citations (5)
31. Editorial Announcement
    Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), 2014, 234, (1), 3-4
32. Evaluating FOMC forecast ranges: an interval data approach
    Empirical Economics, 2014, 47, (1), 365-388 View citations (3)
    See also Working Paper Evaluating FOMC forecast ranges: an interval data approach, MAGKS Papers on Economics (2012) View citations (5) (2012)
33. Measuring Forecast Uncertainty of Corporate Bond Spreads by Bonferroni-Type Prediction Bands
    Central European Journal of Economic Modelling and Econometrics, 2014, 6, (2), 89-104 View citations (9)

2013

34. Constructing narrowest pathwise bootstrap prediction bands using threshold accepting
    International Journal of Forecasting, 2013, 29, (2), 221-233 View citations (29)
35. Editorial Announcement
    Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), 2013, 233, (1), 2-2
36. Guest Editorial
    Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), 2013, 233, (3), 260-265
37. Heuristic model selection for leading indicators in Russia and Germany
    OECD Journal: Journal of Business Cycle Measurement and Analysis, 2013, 2012, (2), 67-89 View citations (4)
    See also Working Paper Heuristic model selection for leading indicators in Russia and Germany, Working Papers (2011) View citations (2) (2011)

2012

38. Editorial Announcement
    Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), 2012, 232, (1), 2-3
39. Guest Editorial
    Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), 2012, 232, (6), 604-605 View citations (1)
40. Heuristic Optimization Methods for Dynamic Panel Data Model Selection: Application on the Russian Innovative Performance
    Computational Economics, 2012, 39, (4), 337-363 View citations (15)
    See also Working Paper Heuristic Optimization Methods for Dynamic Panel Data Model Selection. Application on the Russian Innovative Performance, Working Papers (2010) View citations (7) (2010)
41. Robust portfolio optimization with a hybrid heuristic algorithm
    Computational Management Science, 2012, 9, (1), 63-88 View citations (5)
    See also Working Paper Robust Portfolio Optimization with a Hybrid Heuristic Algorithm, Working Papers (2010) View citations (3) (2010)

2011

42. Least median of squares estimation by optimization heuristics with an application to the CAPM and a multi-factor model
    Computational Management Science, 2011, 8, (1), 103-123 View citations (9)
    See also Working Paper Least Median of Squares Estimation by Optimization Heuristics with an Application to the CAPM and Multi Factor Models, Working Papers (2008) View citations (3) (2008)

2010

43. Optimization heuristics for determining internal rating grading scales
    Computational Statistics & Data Analysis, 2010, 54, (11), 2693-2706 View citations (14)
    See also Working Paper Optimization Heuristics for Determining Internal Rating Grading Scales, Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance) (2009) View citations (20) (2009)
44. Optimized U-type designs on flexible regions
    Computational Statistics & Data Analysis, 2010, 54, (6), 1505-1515 View citations (4)
    See also Working Paper Optimized U-type Designs on Flexible Regions, Working Papers (2009) View citations (1) (2009)

2009

45. Forecasting Russian Foreign Trade Comparative Advantages in the Context of a Potential WTO Accession
    Central European Journal of Economic Modelling and Econometrics, 2009, 1, (2), 111-138 View citations (8)
    See also Working Paper Forecasting Russian Foreign Trade Comparative Advantages in the Context of a Potential WTO Accession, MAGKS Papers on Economics (2009) View citations (7) (2009)
46. Special Issue on Labour Economics: Guest Editorial
    Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), 2009, 229, (2-3), 117-118
47. The convergence of estimators based on heuristics: theory and application to a GARCH model
    Computational Statistics, 2009, 24, (3), 533-550 View citations (17)

2008

48. An efficient branch-and-bound strategy for subset vector autoregressive model selection
    Journal of Economic Dynamics and Control, 2008, 32, (6), 1949-1963 View citations (8)
49. E.J. Kontoghiorghes, Editor, Handbook of Parallel Computing and Statistics, Chapman & Hall/CRC, Boca Raton (2006)
    Computational Statistics & Data Analysis, 2008, 52, (7), 3424-3425
50. Editorial Announcement
    Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), 2008, 228, (1), 3-4
51. Introduction to the Special Issue on Agent-Based Models for Economic Policy Advice
    Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), 2008, 228, (2-3), 141-148 View citations (8)
52. 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, 2008, 28, (1), 8-22 View citations (22)
    See also Working Paper 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) (2009) View citations (1) (2009)

2007

53. 2nd Special Issue on Applications of Optimization Heuristics to Estimation and Modelling Problems
    Computational Statistics & Data Analysis, 2007, 52, (1), 2-3 View citations (5)
54. An objective function for simulation based inference on exchange rate data
    Journal of Economic Interaction and Coordination, 2007, 2, (2), 125-145 View citations (92)
    See also Working Paper An Objective Function for Simulation Based Inference on Exchange Rate Data, Swiss Finance Institute Research Paper Series (2007) View citations (92) (2007)
55. Improving the computation of censored quantile regressions
    Computational Statistics & Data Analysis, 2007, 52, (1), 88-108 View citations (29)
    See also Working Paper Improving the Computation of Censored Quantile Regressions, Discussion Papers (1999) View citations (5) (1999)

2005

56. Optimal aggregation of linear time series models
    Computational Statistics & Data Analysis, 2005, 49, (2), 311-331 View citations (2)
57. Using HP Filtered Data for Econometric Analysis: Some Evidence from Monte Carlo Simulations
    AStA Advances in Statistical Analysis, 2005, 89, (3), 303-320 View citations (23)
    See also Working Paper Using HP Filtered Data for Econometric Analysis: Some Evidence from Monte Carlo Simulations, Discussion Papers (2004) (2004)

2004

58. Applications of optimization heuristics to estimation and modelling problems
    Computational Statistics & Data Analysis, 2004, 47, (2), 211-223 View citations (34)
59. 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), 2004, 224, (5), 511-529 View citations (5)
60. Modeling spillovers and feedback of international trade in a disequilibrium framework
    Economic Modelling, 2004, 21, (3), 445-470 View citations (1)

2003

61. A global optimization heuristic for estimating agent based models
    Computational Statistics & Data Analysis, 2003, 42, (3), 299-312 View citations (192)
62. Time Series Simulation with Quasi Monte Carlo Methods
    Computational Economics, 2003, 21, (1_2), 23-43 View citations (4)
    Also in Computational Economics, 2003, 21, (1), 23-43 (2003) View citations (3)
    See also Working Paper TIME SERIES SIMULATION WITH QUASI-MONTE CARLO METHODS, Computing in Economics and Finance 2000 (2000) (2000)

2001

63. Empirical macro models under test. A comparative simulation study of the employment effects of a revenue neutral cut in social security contributions
    Economic Modelling, 2001, 18, (3), 455-474 View citations (8)
    See also Working Paper Empirical macromodels under test: a comparative simulation study of the employment effects of a revenue neutral cut in social security contributions, ZEW Discussion Papers (1998) (1998)

2000

64. Efficient Labour Contracts: Impediments and How to Circumvent Them
    LABOUR, 2000, 14, (3), 373-392 View citations (2)
65. Optimized Multivariate Lag Structure Selection
    Computational Economics, 2000, 16, (1/2), 87-103 View citations (16)
66. 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, 2000, 25, (2), 247-259 View citations (4)

1999

67. Sluggish adjustment of interest rates and credit rationing: an application of unit root testing and error correction modelling
    Applied Economics, 1999, 31, (3), 267-277 View citations (33)
68. 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 Applications in Statistics and Econometrics
    Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), 1999, 218, (1-2), 215-228

1996

69. Bündnis für Arbeit: Eine Randnotiz
    Wirtschaftsdienst – Zeitschrift für Wirtschaftspolitik (1949 - 2007), 1996, 76, (7), 372-380
    See also Working Paper Bündnis für Arbeit: Eine Randnotiz, Discussion Papers (1996) View citations (1) (1996)

1995

70. 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), 1995, 214, (2), 154-174
71. Identification of multivariate AR-models by threshold accepting
    Computational Statistics & Data Analysis, 1995, 20, (3), 295-307 View citations (15)
    See also Working Paper Identification of multivariate AR-models by threshold accepting, Discussion Papers, Series II (1994) View citations (4) (1994)

1994

72. A Macroeconometric Disequilibrium Analysis of Current and Future Migration from Eastern Europe into West Germany
    Journal of Population Economics, 1994, 7, (2), 217-34 View citations (6)
    See also Working Paper A macroeconometric disequilibrium analysis of current and future migration from Eastern Europe into West Germany, Discussion Papers (1993) (1993)

1992

73. New concepts and algorithms for portfolio choice
    Applied Stochastic Models and Data Analysis, 1992, 8, (3), 159-178 View citations (33)

Books

2006

1. 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 View citations (6)

Edited books

2008

1. Computational Methods in Financial Engineering
   Springer Books, Springer View citations (26)

Chapters

2008

1. Applications of Heuristics in Finance
   Springer View citations (13)
2. Portfolio Optimization under VaR Constraints Based on Dynamic Estimates of the Variance-Covariance Matrix
   Springer View citations (3)

2004

3. Optimal Lag Structure Selection in VEC-Models
   A chapter in New Directions in Macromodelling, 2004, pp 213-234
   See also Working Paper Optimal Lag Structure Selection in VEC-Models, Society for Computational Economics (2004) View citations (16) (2004)

Editor

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