EconPapers    
Economics at your fingertips  
 

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 2014-08-06. Update your information in the RePEc Author Service.

Short-id: pwi49


Jump to Journal Articles Books

Working Papers

2014

  1. Confidence Bands for Impulse Responses: Bonferroni versus Wald
    Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research Downloads
    Also in SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649 (2014) Downloads
    CESifo Working Paper Series, CESifo Group Munich (2014) Downloads View citations (1)

2013

  1. Comparison of Methods for Constructing Joint Confidence Bands for Impulse Response Functions
    SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649 Downloads View citations (3)
    Also in MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung) (2013) Downloads View citations (5)
    Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research (2013) Downloads

2012

  1. 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) Downloads View citations (2)
    See also Journal Article in Empirical Economics (2014)
  2. Lasso-type and Heuristic Strategies in Model Selection and Forecasting
    Jena Economic Research Papers, Friedrich-Schiller-University Jena, Max-Planck-Institute of Economics Downloads View citations (1)

2011

  1. Cardinality versus q-Norm Constraints for Index Tracking
    Center for Economic Research (RECent), University of Modena and Reggio E., Dept. of Economics Downloads View citations (1)
    Also in Department of Economics, University of Modena and Reggio E., Faculty of Economics "Marco Biagi" (2011) Downloads
  2. Heuristic model selection for leading indicators in Russia and Germany
    MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung) Downloads
    Also in Working Papers, COMISEF (2011) Downloads View citations (1)

    See also Journal Article in OECD Journal: Journal of Business Cycle Measurement and Analysis (2012)
  3. 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) Downloads

2010

  1. Heuristic Optimization Methods for Dynamic Panel Data Model Selection. Application on the Russian Innovative Performance
    Working Papers, COMISEF Downloads View citations (5)
    See also Journal Article in Computational Economics (2012)
  2. Robust Portfolio Optimization with a Hybrid Heuristic Algorithm
    Working Papers, COMISEF Downloads View citations (1)
    See also Journal Article in Computational Management Science (2012)
  3. Threshold Accepting for Credit Risk Assessment and Validation
    Working Papers, COMISEF Downloads View citations (1)

2009

  1. Die Bestimmung regionaler Preisindizes – Das Beispiel Österreich
    Research Notes of the German Council for Social and Economic Data, German Council for Social and Economic Data (RatSWD) Downloads
  2. 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) Downloads View citations (2)
    See also Journal Article in Central European Journal of Economic Modelling and Econometrics (2009)
  3. 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, Facoltà di Economia "Marco Biagi" Downloads
    Also in Center for Economic Research (RECent), University of Modena and Reggio E., Dept. of Economics (2008) Downloads View citations (6)
    Working Papers, COMISEF (2008) Downloads

    See also Journal Article in Computational Statistics & Data Analysis (2010)
  4. Optimized U-type Designs on Flexible Regions
    Working Papers, COMISEF Downloads View citations (1)
    See also Journal Article in Computational Statistics & Data Analysis (2010)

2008

  1. A statistical approach to detect cheating interviewers
    Discussion Papers, Justus Liebig University Giessen, Center for international Development and Environmental Research (ZEU) Downloads View citations (5)
  2. Least Median of Squares Estimation by Optimization Heuristics with an Application to the CAPM and Multi Factor Models
    Working Papers, COMISEF Downloads View citations (3)
  3. Review of Heuristic Optimization Methods in Econometrics
    Working Papers, COMISEF Downloads View citations (9)
    Also in Swiss Finance Institute Research Paper Series, Swiss Finance Institute Downloads View citations (4)

2007

  1. An Objective Function for Simulation Based Inference on Exchange Rate Data
    Swiss Finance Institute Research Paper Series, Swiss Finance Institute Downloads View citations (6)
    Also in Computing in Economics and Finance 2006, Society for Computational Economics (2006)

    See also Journal Article in Journal of Economic Interaction and Coordination (2007)

2006

  1. Investigating the Drugs-Crime Channel in Economics of Crime Models Empirical Evidence from Panel Data of the German States
    Darmstadt Discussion Papers in Economics, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute of Economics (VWL) Downloads View citations (1)
    See also Journal Article in International Review of Law and Economics (2008)

2005

  1. Hedonic regression for digital cameras in Germany
    Discussion Papers, University of Erfurt, Faculty of Economics, Law and Social Sciences Downloads
  2. 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 Downloads View citations (2)
  3. 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 Downloads View citations (1)

2004

  1. Optimal Lag Structure Selection in VEC-Models
    Computing in Economics and Finance 2004, Society for Computational Economics Downloads View citations (11)
  2. The Hidden Risks of Optimizing Bond Portfolios under VaR
    Research Notes, Deutsche Bank Research Downloads View citations (4)
  3. The Romanian Economy in Transition: Developments and Future Prospects
    Macroeconomics, EconWPA Downloads View citations (1)
  4. 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 Downloads
    See also Journal Article in AStA Advances in Statistical Analysis (2005)

2002

  1. Indirect Estimation of the Parameters of Agent Based Models of Financial Markets
    Computing in Economics and Finance 2002, Society for Computational Economics View citations (2)
    Also in Working Papers, Manitoba - Department of Economics (2001) View citations (14)
    FAME Research Paper Series, International Center for Financial Asset Management and Engineering (2001) Downloads View citations (2)
    Computing in Economics and Finance 2001, Society for Computational Economics (2001) View citations (13)
  2. The Economics of Crime: Investigating the Drugs-Crime Channel
    Darmstadt Discussion Papers in Economics, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute of Economics (VWL) Downloads View citations (1)
    Also in Law and Economics, EconWPA (2001) Downloads View citations (3)

2001

  1. Quasi Monte Carlo methods for macroeconometric simulation
    Computing in Economics and Finance 2001, Society for Computational Economics
  2. 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, Chair for Monetary Policy and International Economics Downloads View citations (1)
    Also in ZEW Discussion Papers, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research (2001) Downloads View citations (3)

2000

  1. Empirical Macromodels Under Test
    Discussion Papers, Institut fuer Volkswirtschaftslehre und Statistik, Abteilung fuer Volkswirtschaftslehre Downloads
  2. International spillovers and feedback: modelling in a disequilibrium framework
    ZEW Discussion Papers, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research Downloads
  3. Optimal Industrial Classification: An Application to the German Industrial Classification System
    Econometric Society World Congress 2000 Contributed Papers, Econometric Society Downloads
  4. TIME SERIES SIMULATION WITH QUASI-MONTE CARLO METHODS
    Computing in Economics and Finance 2000, Society for Computational Economics Downloads
    Also in Working Papers, Pennsylvania State - Department of Economics (2000)

    See also Journal Article in Computational Economics (2003)

1999

  1. Employment adjustment and financing constraints: A theoretical and empirical analysis at the micro level
    Discussion Papers, Institut fuer Volkswirtschaftslehre und Statistik, Abteilung fuer Volkswirtschaftslehre Downloads View citations (1)
  2. Investment and employment adjustment after unification: some results from a macroeconometric disequilibrium model
    ZEW Discussion Papers, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research Downloads View citations (2)
  3. Modeling German unification in a disequilibrium framework
    ZEW Discussion Papers, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research Downloads View citations (2)

1998

  1. 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 - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research Downloads
    See also Journal Article in Economic Modelling (2001)
  2. Quasi - Monte Carlo Methods in Stochastic Simulations
    ZEW Discussion Papers, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research Downloads View citations (5)

1997

  1. Einige Wirkungen von steuerlichen Umfinanzierungsmaßnahmen in einem makroökonometrischen Ungleichgewichtsmodell für die westdeutsche Volkswirtschaft
    ZEW Discussion Papers, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research Downloads View citations (3)

1996

  1. Bündnis für Arbeit: Eine Randnotiz
    Discussion Papers, University of Konstanz, Center for International Labor Economics (CILE) Downloads View citations (1)

1993

  1. 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) Downloads
    See also Journal Article in Journal of Population Economics (1994)

Undated

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

Journal Articles

2014

  1. Evaluating FOMC forecast ranges: an interval data approach
    Empirical Economics, 2014, 47, (1), 365-388 Downloads
    See also Working Paper (2012)

2013

  1. Constructing narrowest pathwise bootstrap prediction bands using threshold accepting
    International Journal of Forecasting, 2013, 29, (2), 221-233 Downloads View citations (8)

2012

  1. Heuristic Optimization Methods for Dynamic Panel Data Model Selection: Application on the Russian Innovative Performance
    Computational Economics, 2012, 39, (4), 337-363 Downloads View citations (3)
    See also Working Paper (2010)
  2. Heuristic model selection for leading indicators in Russia and Germany
    OECD Journal: Journal of Business Cycle Measurement and Analysis, 2012, 2012, (2), 67-89 Downloads View citations (1)
    See also Working Paper (2011)
  3. Robust portfolio optimization with a hybrid heuristic algorithm
    Computational Management Science, 2012, 9, (1), 63-88 Downloads View citations (2)
    See also Working Paper (2010)

2011

  1. 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 Downloads View citations (3)

2010

  1. Optimization heuristics for determining internal rating grading scales
    Computational Statistics & Data Analysis, 2010, 54, (11), 2693-2706 Downloads View citations (7)
    See also Working Paper (2009)
  2. Optimized U-type designs on flexible regions
    Computational Statistics & Data Analysis, 2010, 54, (6), 1505-1515 Downloads View citations (1)
    See also Working Paper (2009)

2009

  1. 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 Downloads View citations (1)
    See also Working Paper (2009)
  2. The convergence of estimators based on heuristics: theory and application to a GARCH model
    Computational Statistics, 2009, 24, (3), 533-550 Downloads View citations (7)

2008

  1. An efficient branch-and-bound strategy for subset vector autoregressive model selection
    Journal of Economic Dynamics and Control, 2008, 32, (6), 1949-1963 Downloads View citations (5)
  2. 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 Downloads
  3. 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 Downloads View citations (3)
  4. 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 Downloads View citations (10)
    See also Working Paper (2006)

2007

  1. 2nd Special Issue on Applications of Optimization Heuristics to Estimation and Modelling Problems
    Computational Statistics & Data Analysis, 2007, 52, (1), 2-3 Downloads View citations (2)
  2. An objective function for simulation based inference on exchange rate data
    Journal of Economic Interaction and Coordination, 2007, 2, (2), 125-145 Downloads View citations (17)
    See also Working Paper (2007)
  3. Improving the computation of censored quantile regressions
    Computational Statistics & Data Analysis, 2007, 52, (1), 88-108 Downloads View citations (20)

2005

  1. Optimal aggregation of linear time series models
    Computational Statistics & Data Analysis, 2005, 49, (2), 311-331 Downloads View citations (2)
  2. Using HP Filtered Data for Econometric Analysis: Some Evidence from Monte Carlo Simulations
    AStA Advances in Statistical Analysis, 2005, 89, (3), 303-320 Downloads View citations (14)
    See also Working Paper (2004)

2004

  1. Applications of optimization heuristics to estimation and modelling problems
    Computational Statistics & Data Analysis, 2004, 47, (2), 211-223 Downloads View citations (23)
  2. Bank Lending and Monetary Policy Transmission: A VECM Analysis for Germany
    Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), 2004, 224, (5), 511-529 Downloads View citations (6)
  3. Modeling spillovers and feedback of international trade in a disequilibrium framework
    Economic Modelling, 2004, 21, (3), 445-470 Downloads View citations (1)

2003

  1. A global optimization heuristic for estimating agent based models
    Computational Statistics & Data Analysis, 2003, 42, (3), 299-312 Downloads View citations (54)
  2. Time Series Simulation with Quasi Monte Carlo Methods
    Computational Economics, 2003, 21, (1), 23-43 Downloads View citations (2)
    Also in Computational Economics, 2003, 21, (1_2), 23-43 (2003) Downloads View citations (3)

    See also Working Paper (2000)

2001

  1. 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 Downloads View citations (3)
    See also Working Paper (1998)

2000

  1. Efficient Labour Contracts: Impediments and How to Circumvent Them
    LABOUR, 2000, 14, (3), 373-392 Downloads
  2. Optimized Multivariate Lag Structure Selection
    Computational Economics, 2000, 16, (1/2), 87-103 Downloads View citations (10)
  3. 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 Downloads

1999

  1. 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 Downloads View citations (21)
  2. Zufall und Quasi-Monte Carlo Ansätze, Einige Anmerkungen zu Grundlagen und Anwendungen in Statistik und Ökonometrie
    Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), 1999, 218, (1+2), 215-228 Downloads

1995

  1. Identification of multivariate AR-models by threshold accepting
    Computational Statistics & Data Analysis, 1995, 20, (3), 295-307 Downloads View citations (12)

1994

  1. 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 (4)
    See also Working Paper (1993)

Books

2006

  1. Berechnung der BIP-Elastizitäten öffentlicher Ausgaben und Einnahmen zu Prognosezwecken und Diskussion ihrer Volatilität: Studie im Auftrag des Bundesministeriums der Finanzen
    ifo Forschungsberichte, Ifo Institute for Economic Research at the University of Munich View citations (4)
 
Page updated 2014-08-23