Details about Peter Winker

Access statistics for papers by Peter Winker.

Last updated 2013-05-04. Update your information in the RePEc Author Service.

Short-id: pwi49

Working Papers

2013

1. Comparison of Methods for Constructing Joint Confidence Bands for Impulse Response Functions
   Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research
   Also in MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung) (2013)

2012

2. 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)
3. Lasso-type and Heuristic Strategies in Model Selection and Forecasting
   Jena Economic Research Papers, Friedrich-Schiller-University Jena, Max-Planck-Institute of Economics

2011

4. Cardinality versus q-Norm Constraints for Index Tracking
   Center for Economic Research (RECent), University of Modena and Reggio E., Dept. of Economics View citations (1)
   Also in Department of Economics, University of Modena and Reggio E., Faculty of Economics "Marco Biagi" (2011)
5. 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)
   Also in Working Papers, COMISEF (2011)
   See also Journal Article in OECD Journal: Journal of Business Cycle Measurement and Analysis (2012)

2010

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

2009

9. 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)
10. 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 (1)
    See also Journal Article in Central European Journal of Economic Modelling and Econometrics (2009)
11. 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"
    Also in Center for Economic Research (RECent), University of Modena and Reggio E., Dept. of Economics (2008) View citations (2)
    Working Papers, COMISEF (2008)
    See also Journal Article in Computational Statistics & Data Analysis (2010)
12. Optimized U-type Designs on Flexible Regions
    Working Papers, COMISEF View citations (1)
    See also Journal Article in Computational Statistics & Data Analysis (2010)

2008

13. A statistical approach to detect cheating interviewers
    Discussion Papers, Justus Liebig University Giessen, Center for international Development and Environmental Research (ZEU) View citations (3)
14. Least Median of Squares Estimation by Optimization Heuristics with an Application to the CAPM and Multi Factor Models
    Working Papers, COMISEF View citations (3)
15. Review of Heuristic Optimization Methods in Econometrics
    Working Papers, COMISEF View citations (6)
    Also in Swiss Finance Institute Research Paper Series, Swiss Finance Institute View citations (4)

2007

16. An Objective Function for Simulation Based Inference on Exchange Rate Data
    Swiss Finance Institute Research Paper Series, Swiss Finance Institute View citations (3)
    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

17. 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) View citations (1)
    Also in Publications of Darmstadt Technical University, Institute of Economics (VWL), Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute of Economics (VWL) (2006)
    See also Journal Article in International Review of Law and Economics (2008)

2005

18. Hedonic regression for digital cameras in Germany
    Discussion Papers, University of Erfurt, Faculty of Economics, Law and Social Sciences
19. 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 (2)
20. 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 (1)

2004

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

2003

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

2002

26. 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 (9)
    FAME Research Paper Series, International Center for Financial Asset Management and Engineering (2001) View citations (1)
    Computing in Economics and Finance 2001, Society for Computational Economics (2001) View citations (9)
27. 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) View citations (1)
    Also in Publications of Darmstadt Technical University, Institute of Economics (VWL), Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute of Economics (VWL) (2002)
    Law and Economics, EconWPA (2001) View citations (2)

2001

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

2000

30. Empirical Macromodels Under Test
    Discussion Papers, Institut fuer Volkswirtschaftslehre und Statistik, Abteilung fuer Volkswirtschaftslehre
31. International spillovers and feedback: modelling in a disequilibrium framework
    ZEW Discussion Papers, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research
32. Optimal Industrial Classification: An Application to the German Industrial Classification System
    Econometric Society World Congress 2000 Contributed Papers, Econometric Society
33. 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 in Computational Economics (2003)

1999

34. Employment adjustment and financing constraints: A theoretical and empirical analysis at the micro level
    Discussion Papers, Institut fuer Volkswirtschaftslehre und Statistik, Abteilung fuer Volkswirtschaftslehre
35. 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 View citations (1)
36. Modeling German unification in a disequilibrium framework
    ZEW Discussion Papers, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research View citations (2)

1998

37. 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
    See also Journal Article in Economic Modelling (2001)
38. Quasi - Monte Carlo Methods in Stochastic Simulations
    ZEW Discussion Papers, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research View citations (5)

1997

39. 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 View citations (1)

Undated

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

Journal Articles

2012

1. Heuristic Optimization Methods for Dynamic Panel Data Model Selection: Application on the Russian Innovative Performance
   Computational Economics, 2012, 39, (4), 337-363
   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), 67-92
   See also Working Paper (2011)
3. Robust portfolio optimization with a hybrid heuristic algorithm
   Computational Management Science, 2012, 9, (1), 63-88
   See also Working Paper (2010)

2011

4. 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 (1)

2010

5. Optimization heuristics for determining internal rating grading scales
   Computational Statistics & Data Analysis, 2010, 54, (11), 2693-2706 View citations (3)
   See also Working Paper (2009)
6. Optimized U-type designs on flexible regions
   Computational Statistics & Data Analysis, 2010, 54, (6), 1505-1515
   See also Working Paper (2009)

2009

7. 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 (1)
   See also Working Paper (2009)
8. The convergence of estimators based on heuristics: theory and application to a GARCH model
   Computational Statistics, 2009, 24, (3), 533-550 View citations (4)

2008

9. 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 (4)
10. 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
11. 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 (2)
12. 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 (7)
    See also Working Paper (2006)

2007

13. 2nd Special Issue on Applications of Optimization Heuristics to Estimation and Modelling Problems
    Computational Statistics & Data Analysis, 2007, 52, (1), 2-3 View citations (2)
14. An objective function for simulation based inference on exchange rate data
    Journal of Economic Interaction and Coordination, 2007, 2, (2), 125-145 View citations (9)
    See also Working Paper (2007)
15. Improving the computation of censored quantile regressions
    Computational Statistics & Data Analysis, 2007, 52, (1), 88-108 View citations (16)

2005

16. Optimal aggregation of linear time series models
    Computational Statistics & Data Analysis, 2005, 49, (2), 311-331 View citations (1)
17. 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 (9)
    See also Working Paper (2004)

2004

18. Applications of optimization heuristics to estimation and modelling problems
    Computational Statistics & Data Analysis, 2004, 47, (2), 211-223 View citations (19)
19. 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 View citations (5)
20. Modeling spillovers and feedback of international trade in a disequilibrium framework
    Economic Modelling, 2004, 21, (3), 445-470 View citations (1)

2003

21. A global optimization heuristic for estimating agent based models
    Computational Statistics & Data Analysis, 2003, 42, (3), 299-312 View citations (34)
22. Time Series Simulation with Quasi Monte Carlo Methods
    Computational Economics, 2003, 21, (1_2), 23-43 View citations (3)
    Also in Computational Economics, 2003, 21, (1), 23-43 (2003) View citations (2)
    See also Working Paper (2000)

2001

23. 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 (1)
    See also Working Paper (1998)

2000

24. Efficient Labour Contracts: Impediments and How to Circumvent Them
    LABOUR, 2000, 14, (3), 373-392
25. Optimized Multivariate Lag Structure Selection
    Computational Economics, 2000, 16, (1/2), 87-103 View citations (8)
26. 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

1999

27. 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 (14)
28. 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

1995

29. Identification of multivariate AR-models by threshold accepting
    Computational Statistics & Data Analysis, 1995, 20, (3), 295-307 View citations (10)

1994

30. 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 (3)

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)