Peter Winker

University of Giessen - Department of Economics

Professor of Statistics and Econometrics

Licher Str. 62

D-35394 Giessen, DE

Germany

http://wiwi.uni-giessen.de/home/oekonometrie/

SCHOLARLY PAPERS

20

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4,605

SSRN CITATIONS
Rank 12,103

SSRN RANKINGS

Top 12,103

in Total Papers Citations

16

CROSSREF CITATIONS

59

Scholarly Papers (20)

1.

A Review of Heuristic Optimization Methods in Econometrics

Swiss Finance Institute Research Paper No. 08-12
Number of pages: 47 Posted: 05 Jun 2008
Manfred Gilli and Peter Winker
University of Geneva - Research Center for Statistics and University of Giessen - Department of Economics
Downloads 1,392 (13,240)
Citation 1

Abstract:

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Optimization heuristics, Estimation, Modelling

2.

Bank Lending and the Transmission of Monetary Policy: A Vecm Analysis for Germany

International University in Germany Working Paper No. 08/2001
Number of pages: 29 Posted: 01 May 2002
Oliver Hülsewig, Peter Winker and Andreas Worms
University of Applied Sciences, Munich, University of Giessen - Department of Economics and Deutsche Bundesbank, Economics Department
Downloads 898 (25,558)
Citation 7

Abstract:

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Monetary Transmission, Bank Lending Channel, Vector Error Correction Model

3.

Constructing Optimal Sparse Portfolios Using Regularization Methods

Number of pages: 30 Posted: 02 Nov 2012 Last Revised: 22 Aug 2014
Bjoern Fastrich, Sandra Paterlini and Peter Winker
University of Giessen - Department of Economics, University of Trento - Department of Economics and Management and University of Giessen - Department of Economics
Downloads 409 (71,811)
Citation 10

Abstract:

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Minimum Variance Portfolio, Statistical Regularization, Non-Convex Penalties

4.

The Economics of Crime: Investigating the Drugs-Crime Channel

Wuerzburg Economic Working Paper No. 29
Number of pages: 43 Posted: 11 Aug 2001
Horst Entorf and Peter Winker
Goethe University Frankfurt - Research Center SAFE and University of Giessen - Department of Economics
Downloads 407 (72,002)
Citation 1

Abstract:

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economics of crime, drug abuse, panel econometrics

5.

Indirect Estimation of the Parameters of Agent Based Models of Financial Markets

FAME Working Paper No. 38
Number of pages: 24 Posted: 25 Feb 2002
Manfred Gilli and Peter Winker
University of Geneva - Research Center for Statistics and University of Giessen - Department of Economics
Downloads 324 (93,460)
Citation 20

Abstract:

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Agent Based Models, Indirect Estimation, Validation

6.

An Objective Function for Simulation Based Inference on Exchange Rate Data

Swiss Finance Institute Research Paper No. 07-01
Number of pages: 23 Posted: 21 Feb 2007
Manfred Gilli, Peter Winker and Vahidin Jeleskovic
University of Geneva - Research Center for Statistics, University of Giessen - Department of Economics and University of Giessen - Department of Economics
Downloads 272 (112,928)

Abstract:

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Indirect estimation, simulation based estimation, exchange rate returns

7.

Cardinality versus q-Norm Constraints for Index Tracking

Number of pages: 21 Posted: 21 Sep 2010
Bjoern Fastrich, Sandra Paterlini and Peter Winker
University of Giessen - Department of Economics, University of Trento - Department of Economics and Management and University of Giessen - Department of Economics
Downloads 261 (117,911)
Citation 2

Abstract:

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Index tracking, Cardinality constraint, q-Norm, Regularization methods, Heuristic algorithms

8.

Investigating the Drugs - Crime Channel in Economics of Crime Models: Empirical Evidence from Panel Data of the German States

Number of pages: 39 Posted: 28 Jan 2003
Horst Entorf and Peter Winker
Goethe University Frankfurt - Research Center SAFE and University of Giessen - Department of Economics
Downloads 207 (148,233)
Citation 5

Abstract:

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Economics of crime, drug addiction, panel data

9.

Forecasting Russian Foreign Trade Comparative Advantages in the Context of a Potential WTO Accession

Central European Journal of Economic Modelling and Econometrics, 2009
Number of pages: 31 Posted: 12 Jul 2012
Ivan Savin and Peter Winker
Ural Federal University and University of Giessen - Department of Economics
Downloads 105 (258,623)

Abstract:

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comparative advantage, competitive advantage, economy in transition, Balassa index, Lafay index

10.

Heuristic Model Selection for Leading Indicators in Russia and Germany

MAGKS Papers on Economics 201101
Number of pages: 31 Posted: 12 Jul 2012
Ivan Savin and Peter Winker
Ural Federal University and University of Giessen - Department of Economics
Downloads 59 (362,746)
Citation 1

Abstract:

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Leading indicators, business cycle forecasts, VAR, model selection, genetic algorithms

11.

Lasso-Type and Heuristic Strategies in Model Selection and Forecasting

Jena Economic Research Papers 2012-055
Number of pages: 14 Posted: 15 Oct 2012
Ivan Savin and Peter Winker
Ural Federal University and University of Giessen - Department of Economics
Downloads 58 (365,772)

Abstract:

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Adaptive Lasso, Elastic net, Forecasting, Genetic algorithms, Heuristic methods, Lasso, Model selection

Confidence Bands for Impulse Responses: Bonferroni versus Wald

CESifo Working Paper Series No. 4634
Number of pages: 32 Posted: 06 Mar 2014
German Institute for Economic Research (DIW Berlin), University of Lodz, Department of Economics and Sociology and University of Giessen - Department of Economics
Downloads 31 (478,695)

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impulse responses, Bayesian error bands, frequentist confidence bands, Wald statistic, vector autoregressive process

Confidence Bands for Impulse Responses: Bonferroni versus Wald

DIW Berlin Discussion Paper No. 1354
Number of pages: 34 Posted: 31 Jan 2014
German Institute for Economic Research (DIW Berlin), University of Lodz, Department of Economics and Sociology and University of Giessen - Department of Economics
Downloads 20 (544,831)
Citation 5

Abstract:

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Impulse responses, Bayesian error bands, frequentist confidence bands, Wald statistic, vector autoregressive process

13.

International Spillovers and Feedback: Modelling in a Disequilibrium Framework

ZEW Discussion Paper No. 99-36
Number of pages: 27 Posted: 09 Nov 2003
Martin Beck and Peter Winker
ZEW – Leibniz Centre for European Economic Research and University of Giessen - Department of Economics
Downloads 49 (395,206)

Abstract:

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Macroeconometric modelling, international spillovers, trade feedback, VEC modelling

14.

Heuristic Optimization Methods for Dynamic Panel Data Model Selection: Application on the Russian Innovative Performance

COMISEF Working Paper No. WPS-027
Number of pages: 34 Posted: 13 Jul 2012
Ivan Savin and Peter Winker
Ural Federal University and University of Giessen - Department of Economics
Downloads 43 (416,526)
Citation 3

Abstract:

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Innovation, Dynamic panel data, GMM, Model selection, Threshold accepting, Genetic algorithms

15.

Comparison of Methods for Constructing Joint Confidence Bands for Impulse Response Functions

DIW Berlin Discussion Paper No. 1292
Number of pages: 31 Posted: 18 Apr 2013
German Institute for Economic Research (DIW Berlin), University of Lodz, Department of Economics and Sociology and University of Giessen - Department of Economics
Downloads 23 (508,878)
Citation 2

Abstract:

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Vector autoregressive process, impulse responses, bootstrap, confidence band

16.

Estimation of Structural Impulse Responses: Short-Run Versus Long-Run Identifying Restrictions

DIW Berlin Discussion Paper No. 1642
Number of pages: 15 Posted: 20 Feb 2017
Free University of Berlin (FUB), University of Lodz, Department of Economics and Sociology and University of Giessen - Department of Economics
Downloads 21 (520,691)

Abstract:

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Impulse responses, structural vector autoregressive model, longrun multipliers, short-run multipliers

17.

Calculating Joint Confidence Bands for Impulse Response Functions Using Highest Density Regions

DIW Berlin Discussion Paper No. 1564
Number of pages: 41 Posted: 29 Mar 2016
German Institute for Economic Research (DIW Berlin), University of Lodz, Department of Economics and Sociology and University of Giessen - Department of Economics
Downloads 20 (526,580)

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Impulse responses, joint confidence bands, highest density region, vector autoregressive process

18.

Constructing Joint Confidence Bands for Impulse Response Functions of VAR Models: A Review

DIW Berlin Discussion Paper No. 1762
Number of pages: 31 Posted: 21 Oct 2018
Free University of Berlin (FUB), University of Lodz, Department of Economics and Sociology and University of Giessen - Department of Economics
Downloads 6 (613,742)

Abstract:

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Impulse responses, vector autoregressive model, joint confidence bands

19.

Confidence Bands for Impulse Responses: Bonferroni vs. Wald

Oxford Bulletin of Economics and Statistics, Vol. 77, Issue 6, pp. 800-821, 2015
Number of pages: 22 Posted: 27 Oct 2015
German Institute for Economic Research (DIW Berlin), University of Lodz, Department of Economics and Sociology and University of Giessen - Department of Economics
Downloads 0 (674,284)
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20.

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, Vol. 25, No. 2, 2000
Posted: 29 Jul 2000
Centre for European Economic Research (ZEW), Credit Suisse Asset Management, GSF - National Research Center for Environment and Health - Institute of Health Economics and Health Care Management (IGM) and University of Giessen - Department of Economics

Abstract:

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Policy simulation, stochastic simulation, random number generation, Quasi-Monte Carlo methods