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/

  • University of Giessen - Department of Economics

SCHOLARLY PAPERS

23

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86

Scholarly Papers (23)

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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 1,734 (21,660)
Citation 1

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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
Munich University of Applied Sciences, University of Giessen - Department of Economics and Deutsche Bundesbank, Economics Department
Downloads 1,026 (46,825)
Citation 9

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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 720 (75,728)
Citation 16

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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
Leibniz Institute for Financial Research SAFE and University of Giessen - Department of Economics
Downloads 586 (98,422)
Citation 1

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economics of crime, drug abuse, panel econometrics

5.

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 413 (150,292)
Citation 8

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

6.

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 411 (151,130)
Citation 22

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Agent Based Models, Indirect Estimation, Validation

7.

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 405 (153,696)
Citation 1

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Indirect estimation, simulation based estimation, exchange rate returns

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
Leibniz Institute for Financial Research SAFE and University of Giessen - Department of Economics
Downloads 329 (193,221)
Citation 5

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Economics of crime, drug addiction, panel data

9.

Confidence Bands for Impulse Responses: Bonferroni versus Wald

Downloads 193 (328,921)
Citation 7

Confidence Bands for Impulse Responses: Bonferroni versus Wald

DIW Berlin Discussion Paper No. 1354
Number of pages: 34 Posted: 31 Jan 2014
Helmut Luetkepohl, Anna Staszewska-Bystrova and Peter Winker
German Institute for Economic Research (DIW Berlin), University of Lodz, Department of Economics and Sociology and University of Giessen - Department of Economics
Downloads 123 (482,029)
Citation 5

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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

CESifo Working Paper Series No. 4634
Number of pages: 32 Posted: 06 Mar 2014
Helmut Luetkepohl, Anna Staszewska-Bystrova and Peter Winker
German Institute for Economic Research (DIW Berlin), University of Lodz, Department of Economics and Sociology and University of Giessen - Department of Economics
Downloads 70 (701,270)
Citation 2

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

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
ESCP Business School, Madrid campus and University of Giessen - Department of Economics
Downloads 166 (376,290)
Citation 1

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

11.

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
ESCP Business School, Madrid campus and University of Giessen - Department of Economics
Downloads 159 (390,456)
Citation 3

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

12.

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
ESCP Business School, Madrid campus and University of Giessen - Department of Economics
Downloads 156 (396,884)

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

13.

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
Helmut Lütkepohl, Anna Staszewska-Bystrova and Peter Winker
Free University of Berlin (FUB), University of Lodz, Department of Economics and Sociology and University of Giessen - Department of Economics
Downloads 144 (423,567)
Citation 1

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

14.

Fiscal Policy in the Bundestag: Textual Analysis and Macroeconomic Effects

Number of pages: 47 Posted: 03 Apr 2023
Albina Latifi, Viktoriia Naboka-Krell, Peter Tillmann and Peter Winker
University of Giessen, University of Giessen, University of Giessen and University of Giessen - Department of Economics
Downloads 131 (456,716)

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text mining, word embeddings, VAR models, identification, government spending

15.

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
Helmut Lütkepohl, Anna Staszewska-Bystrova and Peter Winker
Free University of Berlin (FUB), University of Lodz, Department of Economics and Sociology and University of Giessen - Department of Economics
Downloads 118 (495,219)
Citation 7

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Impulse responses, vector autoregressive model, joint confidence bands

16.

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
ESCP Business School, Madrid campus and University of Giessen - Department of Economics
Downloads 101 (555,313)

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

17.

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 95 (578,177)

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Macroeconometric modelling, international spillovers, trade feedback, VEC modelling

18.

An Integrated Data Framework for Policy Guidance in Times of Dynamic Economic Shocks

ZEW - Centre for European Economic Research Discussion Paper No. 21-062
Number of pages: 33 Posted: 17 Sep 2021
Julian Oliver Dörr, Jan Kinne, David Lenz, Georg Licht and Peter Winker
Justus Liebig University Giessen, Centre for European Economic Research (ZEW), Justus Liebig University Giessen, ZEW - Leibniz Centre for European Economic Research and University of Giessen - Department of Economics
Downloads 63 (728,406)
Citation 2

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COVID-19, impact assessment, corporate sector, corporate websites, web mining, NLP

19.

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
Helmut Luetkepohl, Anna Staszewska-Bystrova and Peter Winker
German Institute for Economic Research (DIW Berlin), University of Lodz, Department of Economics and Sociology and University of Giessen - Department of Economics
Downloads 62 (734,214)
Citation 2

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Vector autoregressive process, impulse responses, bootstrap, confidence band

20.

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
Helmut Luetkepohl, Anna Staszewska-Bystrova and Peter Winker
German Institute for Economic Research (DIW Berlin), University of Lodz, Department of Economics and Sociology and University of Giessen - Department of Economics
Downloads 54 (784,689)

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

21.

Disagreement about Fiscal Policy *

Number of pages: 41 Posted: 07 Jan 2025
Peter Tillmann, Peter Winker, Albina Latifi and Viktoriia Naboka-Krell
University of Giessen, University of Giessen - Department of Economics, University of Giessen and University of Giessen
Downloads 23 (1,071,212)

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fiscal policy, disagreement, uncertainty, business cycle, natural language processing JEL classification: C89, E60, E62

22.

Debating the Bundeswehr

Number of pages: 10 Posted: 03 Mar 2025
Albina Latifi, Viktoriia Naboka-Krell, Peter Tillmann and Peter Winker
University of Giessen, University of Giessen, University of Giessen and University of Giessen - Department of Economics
Downloads 8 (1,263,433)

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defense spending, text analysis, fiscal policy, local projections, business cycle

23.

Quasi-Monte Carlo Methods in Stochastic Simulations: An Application to Policy Simulations Using a Disequilibrium Model of the West German Economy 1960-1994

Posted: 29 Jul 2000
Wolfgang Franz, Klaus Goeggelmann, Martin Schellhorn and Peter Winker
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

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