13
H index
16
i10 index
575
Citations
Peter Winker : Citation Profile
Justus-Liebig-Universität Gießen | RESEARCH PRODUCTION: 62 Articles 90 Papers 1 Books EDITOR: Series edited RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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27 years (1991 - 2018). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Peter Winker. | Is cited by:
| Cites to:
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Main data
Where Peter Winker has published?
Recent works citing Peter Winker (2018 and 2017)
| Year | Title of citing document |
|---|---|
| 2018 | Skewness-Adjusted Bootstrap Confidence Intervals and Confidence Bands for Impulse Response Functions. (2018). Grabowski, Daniel ; Winker, Peter ; Staszewska-Bystrova, Anna . In: Lodz Economics Working Papers. RePEc:ann:wpaper:1/2018. Full description at Econpapers || Download paper |
| 2017 | The Problem of Calibrating an Agent-Based Model of High-Frequency Trading. (2017). Gebbie, Tim ; Platt, Donovan . In: Papers. RePEc:arx:papers:1606.01495. Full description at Econpapers || Download paper |
| 2017 | Can Agent-Based Models Probe Market Microstructure?. (2017). Platt, Donovan ; Gebbie, Tim . In: Papers. RePEc:arx:papers:1611.08510. Full description at Econpapers || Download paper |
| 2017 | Agent-Based Model Calibration using Machine Learning Surrogates. (2017). Roventini, Andrea ; Lamperti, Francesco ; Sani, Amir . In: Papers. RePEc:arx:papers:1703.10639. Full description at Econpapers || Download paper |
| 2017 | Inference for Impulse Responses under Model Uncertainty. (2017). Smeekes, Stephan ; Lieb, Lenard. In: Papers. RePEc:arx:papers:1709.09583. Full description at Econpapers || Download paper |
| 2017 | Sparse Portfolio Selection via the sorted $\ell_{1}$-Norm. (2017). Kremer, Philipp J ; Paterlini, Sandra ; Bogdan, Malgorzata ; Lee, Sangkyun. In: Papers. RePEc:arx:papers:1710.02435. Full description at Econpapers || Download paper |
| 2017 | Economic History Goes Digital: Topic Modeling the Journal of Economic History. (2017). Wehrheim, Lino. In: Working Papers. RePEc:bav:wpaper:177_wehrheim. Full description at Econpapers || Download paper |
| 2017 | ANIMAL SPIRITS, HETEROGENEOUS EXPECTATIONS, AND THE AMPLIFICATION AND DURATION OF CRISES. (2017). Hommes, Cars ; Brock, William A ; Assenza, Tiziana. In: Economic Inquiry. RePEc:bla:ecinqu:v:55:y:2017:i:1:p:542-564. Full description at Econpapers || Download paper |
| 2017 | Shifting Taxes from Labor to Consumption: More Employment and more Inequality?. (2017). Sommer, Eric ; Pestel, Nico. In: Review of Income and Wealth. RePEc:bla:revinw:v:63:y:2017:i:3:p:542-563. Full description at Econpapers || Download paper |
| 2017 | A method for agent-based models validation. (2017). Moneta, Alessio ; Guerini, Mattia. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:82:y:2017:i:c:p:125-141. Full description at Econpapers || Download paper |
| 2017 | Estimation of financial agent-based models with simulated maximum likelihood. (2017). BarunÃÂk, Jozef ; Kukacka, Jiri. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:85:y:2017:i:c:p:21-45. Full description at Econpapers || Download paper |
| 2017 | Complexity and the Economics of Climate Change: A Survey and a Look Forward. (2017). Roventini, Andrea ; Napoletano, Mauro ; Mandel, Antoine ; Lamperti, Francesco ; Sapio, A ; Balint, T. In: Ecological Economics. RePEc:eee:ecolec:v:138:y:2017:i:c:p:252-265. Full description at Econpapers || Download paper |
| 2017 | Neural nets for indirect inference. (2017). Creel, Michael . In: Econometrics and Statistics. RePEc:eee:ecosta:v:2:y:2017:i:c:p:36-49. Full description at Econpapers || Download paper |
| 2018 | An information theoretic criterion for empirical validation of simulation models. (2018). Lamperti, Francesco. In: Econometrics and Statistics. RePEc:eee:ecosta:v:5:y:2018:i:c:p:83-106. Full description at Econpapers || Download paper |
| 2017 | American option valuation under time changed tempered stable Lévy processes. (2017). Gong, Xiaoli ; Zhuang, Xintian . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:466:y:2017:i:c:p:57-68. Full description at Econpapers || Download paper |
| 2017 | The Impact on Unemployment of Social Security Contributions: the Empiricial Analysis in Turkey. (2017). Giray, Filiz ; Anar, Mehmet. In: EJMS European Journal of Multidisciplinary Studies Articles. RePEc:eur:ejmsjr:345. Full description at Econpapers || Download paper |
| 2017 | Agent-based model calibration using machine learning surrogates. (2017). Roventini, Andrea ; Sani, Amir ; Lamperti, Frencesco. In: Documents de Travail de l'OFCE. RePEc:fce:doctra:1709. Full description at Econpapers || Download paper |
| 2017 | Agent-Based Model Calibration using Machine Learning Surrogates. (2017). Roventini, Andrea ; Lamperti, Francesco ; Sani, Amir . In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). RePEc:hal:cesptp:hal-01499344. Full description at Econpapers || Download paper |
| 2017 | Non-parametric news impact curve: a variational approach. (2017). Garcin, Matthieu ; Goulet, Clement . In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). RePEc:hal:cesptp:halshs-01244292. Full description at Econpapers || Download paper |
| 2017 | Spatial Nexus in Crime and Unemployement in Times of Crisis. (2017). Lastauskas, Povilas ; Tatsi, Eirini . In: Bank of Lithuania Working Paper Series. RePEc:lie:wpaper:39. Full description at Econpapers || Download paper |
| 2017 | The effect of Western TV on crime: Evidence from East Germany. (2017). Neumeier, Florian ; Friehe, Tim ; Muller, Helge . In: MAGKS Papers on Economics. RePEc:mar:magkse:201710. Full description at Econpapers || Download paper |
| 2017 | Past Income Scarcity and Current Perception of Financial Fragility. (2017). Torricelli, Costanza ; Gallo, Giovanni ; Baldini, Massimo . In: Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance). RePEc:mod:wcefin:17121. Full description at Econpapers || Download paper |
| 2018 | Customer Complaining and Probability of Default in Consumer Credit. (2018). Cosma, Stefano ; Vezzani, Paola ; Pancotto, Francesca . In: Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance). RePEc:mod:wcefin:18031. Full description at Econpapers || Download paper |
| 2018 | Tail Event Driven ASset allocation: evidence from equity and mutual funds’ markets. (2018). Härdle, Wolfgang ; Petukhina, Alla ; Nasekin, Sergey ; Chuen, David Kuo ; Hardle, Wolfgang Karl. In: Journal of Asset Management. RePEc:pal:assmgt:v:19:y:2018:i:1:d:10.1057_s41260-017-0060-9. Full description at Econpapers || Download paper |
| 2018 | Long memory in financial markets: A heterogeneous agent model perspective. (2018). Li, Youwei ; Liu, Ruipeng ; Zheng, Min. In: MPRA Paper. RePEc:pra:mprapa:84886. Full description at Econpapers || Download paper |
| 2017 | Modeling of innovative investment in Russian regions. (2017). Teplykh, Grigorii ; Galimardanov, Amal . In: Applied Econometrics. RePEc:ris:apltrx:0320. Full description at Econpapers || Download paper |
| 2017 | Complexity and the economics of climate change : a survey and a look foreward. (2017). Balint, Tomas ; Sapio, Sandro ; Roventini, Andrea ; Napoletano, Mauro ; Mandel, Antoine ; Lamperti, Francesco. In: Sciences Po publications. RePEc:spo:wpmain:info:hdl:2441/1nlv566svi86iqtetenms15tc4. Full description at Econpapers || Download paper |
| 2017 | Agent-Based Model Calibration using Machine Learning Surrogates. (2017). Roventini, Andrea ; Lamperti, Francesco ; Sani, Amir . In: Sciences Po publications. RePEc:spo:wpmain:info:hdl:2441/20hflp7eqn97boh50no50tv67n. Full description at Econpapers || Download paper |
| 2017 | No such thing as a perfect hammer: comparing different objective function specifications for optimal control. (2017). Savin, Ivan ; Blueschke, Dmitri. In: Central European Journal of Operations Research. RePEc:spr:cejnor:v:25:y:2017:i:2:d:10.1007_s10100-016-0446-7. Full description at Econpapers || Download paper |
| 2018 | Asset allocation strategies based on penalized quantile regression. (2018). Caporin, Massimiliano ; Bonaccolto, Giovanni ; Paterlini, Sandra. In: Computational Management Science. RePEc:spr:comgts:v:15:y:2018:i:1:d:10.1007_s10287-017-0288-3. Full description at Econpapers || Download paper |
| 2017 | Genetic algorithm versus classical methods in sparse index tracking. (2017). Giuzio, Margherita . In: Decisions in Economics and Finance. RePEc:spr:decfin:v:40:y:2017:i:1:d:10.1007_s10203-017-0191-y. Full description at Econpapers || Download paper |
| 2017 | Heterogeneity, spontaneous coordination and extreme events within large-scale and small-scale agent-based financial market models. (2017). Westerhoff, Frank ; Schmitt, Noemi. In: Journal of Evolutionary Economics. RePEc:spr:joevec:v:27:y:2017:i:5:d:10.1007_s00191-017-0504-x. Full description at Econpapers || Download paper |
| 2017 | The adaptiveness in stock markets: testing the stylized facts in the DAX 30. (2017). Li, Youwei ; He, Xuezhong. In: Journal of Evolutionary Economics. RePEc:spr:joevec:v:27:y:2017:i:5:d:10.1007_s00191-017-0505-9. Full description at Econpapers || Download paper |
| 2017 | Wild bootstrap tests for autocorrelation in vector autoregressive models. (2017). Catani, Paul ; Ahlgren, Niklas . In: Statistical Papers. RePEc:spr:stpapr:v:58:y:2017:i:4:d:10.1007_s00362-016-0744-0. Full description at Econpapers || Download paper |
| 2017 | Agent-Based Model Calibration using Machine Learning Surrogates. (2017). Roventini, Andrea ; Lamperti, Francesco ; Sani, Amir . In: LEM Papers Series. RePEc:ssa:lemwps:2017/11. Full description at Econpapers || Download paper |
| 2018 | Monetary policy shocks, expectations and information rigidities. (2018). Czudaj, Robert ; Beckmann, Joscha. In: Chemnitz Economic Papers. RePEc:tch:wpaper:cep019. Full description at Econpapers || Download paper |
| 2017 | An empirical validation protocol for large-scale agent-based models. (2017). van der Hoog, Sander ; Barde, Sylvain ; Sander van der Hoog, . In: Studies in Economics. RePEc:ukc:ukcedp:1712. Full description at Econpapers || Download paper |
| 2017 | Inference for Impulse Responses under Model Uncertainty. (2017). Smeekes, Stephan ; Lieb, Lenard. In: Research Memorandum. RePEc:unm:umagsb:2017022. Full description at Econpapers || Download paper |
| 2017 | Balanced bootstrap joint confidence bands for structural impulse response functions. (2017). Wolf, Michael ; Bruder, Stefan. In: ECON - Working Papers. RePEc:zur:econwp:246. Full description at Econpapers || Download paper |
Peter Winker is editor of
| Journal | |
|---|---|
| Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik) |
Works by Peter Winker:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2017 | A Monetary Stress Indicator for the Economic Community of West African States In: Journal of African Development. [Full Text][Citation analysis] | article | 0 |
| 2000 | Efficient Labour Contracts: Impediments and How to Circumvent Them In: LABOUR. [Full Text][Citation analysis] | article | 2 |
| 2015 | Confidence Bands for Impulse Responses: Bonferroni vs. Wald In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 4 |
| 2017 | Generating prediction bands for path forecasts from SETAR models In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 1 |
| 2014 | Confidence Bands for Impulse Responses: Bonferroni versus Wald In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 8 |
| 2014 | Confidence Bands for Impulse Responses: Bonferroni versus Wald.(2014) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
| 2014 | Confidence Bands for Impulse Responses: Bonferroni versus Wald.(2014) In: SFB 649 Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
| 2014 | Confidence Bands for Impulse Responses: Bonferroni versus Wald.(2014) In: Annual Conference 2014 (Hamburg): Evidence-based Economic Policy. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
| 2006 | Berechnung der BIP-Elastizitäten öffentlicher Ausgaben und Einnahmen zu Prognosezwecken und Diskussion ihrer Volatilität : Studie im Auftrag des Bundesministeriums der Finanzen In: ifo Forschungsberichte. [Full Text][Citation analysis] | book | 6 |
| 2007 | An Objective Function for Simulation Based Inference on Exchange Rate Data In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 46 |
| 2006 | An Objective Function for Simulation Based Inference on Exchange Rate Data.(2006) In: Computing in Economics and Finance 2006. [Citation analysis] This paper has another version. Agregated cites: 46 | paper | |
| 2007 | An objective function for simulation based inference on exchange rate data.(2007) In: Journal of Economic Interaction and Coordination. [Full Text][Citation analysis] This paper has another version. Agregated cites: 46 | article | |
| 2008 | A review of heuristic optimization methods in econometrics In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 13 |
| 2008 | Review of Heuristic Optimization Methods in Econometrics.(2008) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | paper | |
| 2008 | Optimization Heuristics for Determining Internal Rating Grading Scales In: Working Papers. [Full Text][Citation analysis] | paper | 21 |
| 2010 | Optimization heuristics for determining internal rating grading scales.(2010) In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] This paper has another version. Agregated cites: 21 | article | |
| 2008 | Optimization Heuristics for Determining Internal Rating Grading Scales.(2008) In: Center for Economic Research (RECent). [Full Text][Citation analysis] This paper has another version. Agregated cites: 21 | paper | |
| 2009 | Optimization Heuristics for Determining Internal Rating Grading Scales.(2009) In: Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance). [Full Text][Citation analysis] This paper has another version. Agregated cites: 21 | paper | |
| 2008 | Least Median of Squares Estimation by Optimization Heuristics with an Application to the CAPM and Multi Factor Models In: Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2009 | Optimized U-type Designs on Flexible Regions In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2010 | Optimized U-type designs on flexible regions.(2010) In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | article | |
| 2010 | Heuristic Optimization Methods for Dynamic Panel Data Model Selection. Application on the Russian Innovative Performance In: Working Papers. [Full Text][Citation analysis] | paper | 12 |
| 2012 | Heuristic Optimization Methods for Dynamic Panel Data Model Selection: Application on the Russian Innovative Performance.(2012) In: Computational Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 12 | article | |
| 2010 | Threshold Accepting for Credit Risk Assessment and Validation In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2015 | Threshold accepting for credit risk assessment and validation.(2015) In: Journal of Banking Regulation. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | article | |
| 2010 | Robust Portfolio Optimization with a Hybrid Heuristic Algorithm In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2012 | Robust portfolio optimization with a hybrid heuristic algorithm.(2012) In: Computational Management Science. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | article | |
| 2011 | Heuristic model selection for leading indicators in Russia and Germany In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2011 | Heuristic model selection for leading indicators in Russia and Germany.(2011) In: MAGKS Papers on Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2013 | Heuristic model selection for leading indicators in Russia and Germany.(2013) In: OECD Journal: Journal of Business Cycle Measurement and Analysis. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | article | |
| 2013 | Comparison of Methods for Constructing Joint Confidence Bands for Impulse Response Functions In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] | paper | 14 |
| 2015 | Comparison of methods for constructing joint confidence bands for impulse response functions.(2015) In: International Journal of Forecasting. [Full Text][Citation analysis] This paper has another version. Agregated cites: 14 | article | |
| 2013 | Comparison of Methods for Constructing Joint Confidence Bands for Impulse Response Functions.(2013) In: SFB 649 Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 14 | paper | |
| 2013 | Comparison of Methods for Constructing Joint Confidence Bands for Impulse Response Functions.(2013) In: MAGKS Papers on Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 14 | paper | |
| 2016 | Calculating Joint Confidence Bands for Impulse Response Functions Using Highest Density Regions In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] | paper | 0 |
| 2016 | Calculating Joint Confidence Bands for Impulse Response Functions using Highest Density Regions.(2016) In: SFB 649 Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2016 | Calculating Joint Confidence Bands for Impulse Response Functions using Highest Density Regions.(2016) In: MAGKS Papers on Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2017 | Estimation of Structural Impulse Responses: Short-Run versus Long-Run Identifying Restrictions In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] | paper | 0 |
| 2017 | Estimation of Structural Impulse Responses: Short-Run versus Long-run Identifying Restrictions.(2017) In: Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2000 | Optimal Industrial Classification: An Application to the German Industrial Classification System In: Econometric Society World Congress 2000 Contributed Papers. [Full Text][Citation analysis] | paper | 0 |
| 1994 | Optimal industrial classification: [an application to the German industrial classification system].(1994) In: Discussion Papers, Series II. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 1995 | Identification of multivariate AR-models by threshold accepting In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 6 |
| 1994 | Identification of multivariate AR-models by threshold accepting.(1994) In: Discussion Papers, Series II. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
| 2003 | A global optimization heuristic for estimating agent based models In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 98 |
| 2004 | Applications of optimization heuristics to estimation and modelling problems In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 19 |
| 2005 | Optimal aggregation of linear time series models In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 0 |
| 2007 | 2nd Special Issue on Applications of Optimization Heuristics to Estimation and Modelling Problems In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 2 |
| 2007 | Improving the computation of censored quantile regressions In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 21 |
| 1999 | Improving the Computation of Censored Quantile Regressions.(1999) In: Discussion Papers. [Citation analysis] This paper has another version. Agregated cites: 21 | paper | |
| 2008 | E.J. Kontoghiorghes, Editor, Handbook of Parallel Computing and Statistics, Chapman & Hall/CRC, Boca Raton (2006). In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 0 |
| 2008 | An efficient branch-and-bound strategy for subset vector autoregressive model selection In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 5 |
| 2001 | Empirical macro models under test. A comparative simulation study of the employment effects of a revenue neutral cut in social security contributions In: Economic Modelling. [Full Text][Citation analysis] | article | 6 |
| 1998 | Empirical macromodels under test: a comparative simulation study of the employment effects of a revenue neutral cut in social security contributions.(1998) In: ZEW Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
| 2004 | Modeling spillovers and feedback of international trade in a disequilibrium framework In: Economic Modelling. [Full Text][Citation analysis] | article | 0 |
| 2013 | Constructing narrowest pathwise bootstrap prediction bands using threshold accepting In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 8 |
| 2008 | Investigating the drugs-crime channel in economics of crime models: Empirical evidence from panel data of the German States In: International Review of Law and Economics. [Full Text][Citation analysis] | article | 19 |
| 2005 | Investigating the drugs-crime channel in economics of crime models empirical evidence from panel data of the German states.(2005) In: Darmstadt Discussion Papers in Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 19 | paper | |
| 2001 | Indirect Estimation of the Parameters of Agent Based Models of Financial Markets In: FAME Research Paper Series. [Full Text][Citation analysis] | paper | 30 |
| 2001 | Indirect Estimation of the Parameters of Agent Based Models of Financial Markets..(2001) In: Manitoba - Department of Economics. [Citation analysis] This paper has another version. Agregated cites: 30 | paper | |
| 2001 | Indirect Estimation of the Parameters of Agent Based Models of Financial Markets.(2001) In: Computing in Economics and Finance 2001. [Citation analysis] This paper has another version. Agregated cites: 30 | paper | |
| 2002 | Indirect Estimation of the Parameters of Agent Based Models of Financial Markets.(2002) In: Computing in Economics and Finance 2002. [Citation analysis] This paper has another version. Agregated cites: 30 | paper | |
| 2000 | Time Series Simulation With Quasi Monte Carlo Methods. In: Pennsylvania State - Department of Economics. [Citation analysis] | paper | 3 |
| 2003 | Time Series Simulation with Quasi Monte Carlo Methods.(2003) In: Computational Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | article | |
| 2003 | Time Series Simulation with Quasi Monte Carlo Methods.(2003) In: Computational Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | article | |
| 2000 | TIME SERIES SIMULATION WITH QUASI-MONTE CARLO METHODS.(2000) In: Computing in Economics and Finance 2000. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 1995 | Die Trägheit von Zinssätzen und Kreditrationierung in der Bundesrepublik Deutschland / The Sluggishness of Interest Rates and Credit Rationing in the Federal Republic of Germany In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik). [Full Text][Citation analysis] | article | 0 |
| 1999 | 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 A In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik). [Full Text][Citation analysis] | article | 0 |
| 2004 | Bank Lending and Monetary Policy Transmission: A VECM Analysis for Germany / Bankkredite und geldpolitische Transmission: Eine VECM Analyse für Deutschland In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik). [Full Text][Citation analysis] | article | 6 |
| 2008 | Editorial Announcement In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik). [Full Text][Citation analysis] | article | 0 |
| 2012 | Editorial Announcement.(2012) In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik). [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
| 2013 | Editorial Announcement.(2013) In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik). [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
| 2014 | Editorial Announcement.(2014) In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik). [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
| 2016 | Editorial Announcement.(2016) In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik). [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
| 2008 | Introduction to the Special Issue on Agent-Based Models for Economic Policy Advice In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik). [Full Text][Citation analysis] | article | 4 |
| 2009 | Special Issue on Labour Economics: Guest Editorial In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik). [Full Text][Citation analysis] | article | 0 |
| 2012 | Guest Editorial In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik). [Full Text][Citation analysis] | article | 0 |
| 2013 | Guest Editorial In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik). [Full Text][Citation analysis] | article | 0 |
| 2016 | Annual Reviewer Acknowledgement In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik). [Full Text][Citation analysis] | article | 0 |
| 2017 | Annual Reviewer Acknowledgement.(2017) In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik). [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
| 2016 | Forward or Backward Looking? The Economic Discourse and the Observed Reality In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik). [Full Text][Citation analysis] | article | 2 |
| 2016 | Forward or Backward Looking? The Economic Discourse and the Observed Reality.(2016) In: MAGKS Papers on Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2018 | Editorial Announcement In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik). [Full Text][Citation analysis] | article | 0 |
| 2012 | Lasso-type and Heuristic Strategies in Model Selection and Forecasting In: Jena Economic Research Papers. [Full Text][Citation analysis] | paper | 2 |
| 2000 | Optimized Multivariate Lag Structure Selection In: Computational Economics. [Full Text][Citation analysis] | article | 4 |
| 2014 | Combining Forecasts with Missing Data: Making Use of Portfolio Theory In: Computational Economics. [Full Text][Citation analysis] | article | 2 |
| 2009 | Forecasting Russian Foreign Trade Comparative Advantages in the Context of a Potential WTO Accession In: MAGKS Papers on Economics. [Full Text][Citation analysis] | paper | 2 |
| 2009 | Forecasting Russian Foreign Trade Comparative Advantages in the Context of a Potential WTO Accession.(2009) In: Central European Journal of Economic Modelling and Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | article | |
| 2012 | Evaluating FOMC forecast ranges: an interval data approach In: MAGKS Papers on Economics. [Full Text][Citation analysis] | paper | 4 |
| 2014 | Evaluating FOMC forecast ranges: an interval data approach.(2014) In: Empirical Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | article | |
| 2013 | LEffekte der Hochschulen am Standort Gießen aus regionalökonomischer Sicht In: MAGKS Papers on Economics. [Full Text][Citation analysis] | paper | 0 |
| 2015 | Complexity and Model Comparison in Agent Based Modeling of Financial Markets In: MAGKS Papers on Economics. [Full Text][Citation analysis] | paper | 2 |
| 2017 | Complexity and model comparison in agent based modeling of financial markets.(2017) In: Journal of Economic Interaction and Coordination. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | article | |
| 2018 | Skewness-Adjusted Bootstrap Confidence Intervals and Confidence Bands for Impulse Response Functions In: MAGKS Papers on Economics. [Full Text][Citation analysis] | paper | 0 |
| 2000 | Empirical Macromodels Under Test In: Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 1999 | Employment adjustment and financing constraints : A theoretical and empirical analysis at the micro level In: Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
| 2011 | Cardinality versus q-Norm Constraints for Index Tracking In: Department of Economics. [Full Text][Citation analysis] | paper | 5 |
| 2011 | Cardinality versus q-Norm Constraints for Index Tracking.(2011) In: Center for Economic Research (RECent). [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
| 2014 | Cardinality versus q -norm constraints for index tracking.(2014) In: Quantitative Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | article | |
| 2014 | Measuring Forecast Uncertainty of Corporate Bond Spreads by Bonferroni-Type Prediction Bands In: Central European Journal of Economic Modelling and Econometrics. [Full Text][Citation analysis] | article | 1 |
| 2009 | Die Bestimmung regionaler Preisindizes – Das Beispiel Österreich In: Research Notes of the German Council for Social and Economic Data. [Full Text][Citation analysis] | paper | 0 |
| 2001 | Quasi Monte Carlo methods for macroeconometric simulation In: Computing in Economics and Finance 2001. [Citation analysis] | paper | 0 |
| 2004 | Optimal Lag Structure Selection in VEC-Models In: Computing in Economics and Finance 2004. [Full Text][Citation analysis] | paper | 7 |
| Optimal Industrial Classification in a Dynamic Model of Price Adjustment In: Computing in Economics and Finance 1996. [Full Text][Citation analysis] | paper | 0 | |
| 2016 | Data generation processes and statistical management of interval data In: AStA Advances in Statistical Analysis. [Full Text][Citation analysis] | article | 0 |
| 2005 | Using HP Filtered Data for Econometric Analysis: Some Evidence from Monte Carlo Simulations In: AStA Advances in Statistical Analysis. [Full Text][Citation analysis] | article | 19 |
| 2004 | Using HP Filtered Data for Econometric Analysis : Some Evidence from Monte Carlo Simulations.(2004) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 19 | paper | |
| 2015 | Constructing optimal sparse portfolios using regularization methods In: Computational Management Science. [Full Text][Citation analysis] | article | 7 |
| 2011 | Least median of squares estimation by optimization heuristics with an application to the CAPM and a multi-factor model In: Computational Management Science. [Full Text][Citation analysis] | article | 7 |
| 2009 | The convergence of estimators based on heuristics: theory and application to a GARCH model In: Computational Statistics. [Full Text][Citation analysis] | article | 13 |
| 2000 | Quasi-Monte Carlo methods in stochastic simulations: An application to policy simulations using a disequilibrium model of the West German economy 1960-1994 In: Empirical Economics. [Full Text][Citation analysis] | article | 1 |
| 1994 | A Macroeconometric Disequilibrium Analysis of Current and Future Migration from Eastern Europe into West Germany. In: Journal of Population Economics. [Citation analysis] | article | 3 |
| 1993 | A macroeconometric disequilibrium analysis of current and future migration from Eastern Europe into West Germany.(1993) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 2016 | Improved bootstrap prediction intervals for SETAR models In: Statistical Papers. [Full Text][Citation analysis] | article | 0 |
| 2016 | Improved bootstrap prediction intervals for SETAR models.(2016) In: Statistical Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
| 1999 | Sluggish adjustment of interest rates and credit rationing: an application of unit root testing and error correction modelling In: Applied Economics. [Full Text][Citation analysis] | article | 27 |
| 2016 | Detecting Fraudulent Interviewers by Improved Clustering Methods – The Case of Falsifications of Answers to Parts of a Questionnaire In: Journal of Official Statistics. [Full Text][Citation analysis] | article | 0 |
| 2016 | Predicting Stock Return Volatility: Can We Benefit from Regression Models for Return Intervals? In: Journal of Forecasting. [Full Text][Citation analysis] | article | 0 |
| 2001 | The Economics of Crime: Investigating the Drugs-Crime Channel In: Law and Economics. [Full Text][Citation analysis] | paper | 5 |
| 2002 | The Economics of Crime: Investigating the Drugs-Crime Channel.(2002) In: Darmstadt Discussion Papers in Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
| 2004 | The Romanian Economy in Transition: Developments and Future Prospects In: Macroeconomics. [Full Text][Citation analysis] | paper | 2 |
| 2004 | The Hidden Risks of Optimizing Bond Portfolios under VaR In: Research Notes. [Full Text][Citation analysis] | paper | 3 |
| 2005 | The Stochastics of Threshold Accepting: Analysis of an Application to the Uniform Design Problem In: Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2005 | The convergence of optimization based estimators : theory and application to a GARCH-model In: Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2005 | Hedonic regression for digital cameras in Germany In: Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 1996 | Bündnis für Arbeit: Eine Randnotiz In: Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
| 1996 | Bündnis für Arbeit: Eine Randnotiz.(1996) In: Wirtschaftsdienst – Zeitschrift für Wirtschaftspolitik (1949 - 2007). [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | article | |
| 1991 | Zur Messung der Lohndifferenzierung mit Entropiemaßen In: Discussion Papers, Series II. [Full Text][Citation analysis] | paper | 1 |
| 1992 | Optimal aggregation by threshold accepting: An application to the German industrial classification system In: Discussion Papers, Series II. [Full Text][Citation analysis] | paper | 0 |
| 1992 | Some notes on the computational complexity of optimal aggregation In: Discussion Papers, Series II. [Full Text][Citation analysis] | paper | 0 |
| 1993 | Migratory movements in a disequilibrium macroeconometric model for West Germany In: Discussion Papers, Series II. [Full Text][Citation analysis] | paper | 3 |
| 1993 | Firmenalter und Kreditrationierung: Eine mikroökonomische Analyse mit IFO-Umfragedaten In: Discussion Papers, Series II. [Full Text][Citation analysis] | paper | 0 |
| 1993 | Die Trägheit von Zinssätzen und Kreditrationierung in der Bundesrepublik Deutschland In: Discussion Papers, Series II. [Full Text][Citation analysis] | paper | 0 |
| 1994 | Eine makroökonometrische Analyse von Kreditmarkt und Kreditrationierung: Bankkredite in der Bundesrepublik Deutschland 1974 - 1989 In: Discussion Papers, Series II. [Full Text][Citation analysis] | paper | 1 |
| 1994 | Credit rationing at the firm level: Some microeconometric evidence In: Discussion Papers, Series II. [Full Text][Citation analysis] | paper | 0 |
| 1994 | Stochastic simulations of a macroeconomic disequilibrium model for West Germany In: Discussion Papers, Series II. [Full Text][Citation analysis] | paper | 1 |
| 1994 | Optimal industrial classification with heteroskedasticity correction: An application to the Swedish industrial classification system In: Discussion Papers, Series II. [Full Text][Citation analysis] | paper | 0 |
| 1995 | Application of threshold accepting to the evaluation of the discrepancy of a set of points In: Discussion Papers, Series II. [Full Text][Citation analysis] | paper | 11 |
| 1996 | Causes and effects of financing constraints at the firm level: Some microeconometric evidence In: Discussion Papers, Series II. [Full Text][Citation analysis] | paper | 38 |
| 1996 | A macroeconomic disequilibrium model of the German credit market In: Discussion Papers, Series II. [Full Text][Citation analysis] | paper | 5 |
| 1996 | Die ökologische Steuerreform auf dem Prüfstand: Zur Kritik am Gutachten des Deutschen Instituts für Wirtschaftsforschung In: Discussion Papers, Series II. [Full Text][Citation analysis] | paper | 0 |
| 1996 | Ein makroökonometrisches Ungleichgewichtsmodell für die deutsche Volkswirtschaft 1960 bis 1994: Konzeption, Ergebnisse und Erfahrungen In: Discussion Papers, Series II. [Full Text][Citation analysis] | paper | 1 |
| 1997 | Measuring the fiscal revenue loss of VAT exemption in commercial banking In: Discussion Papers, Series II. [Full Text][Citation analysis] | paper | 11 |
| 2016 | Calculating Joint Bands for Impulse Response Functions using Highest Density Regions In: Annual Conference 2016 (Augsburg): Demographic Change. [Full Text][Citation analysis] | paper | 0 |
| 2001 | The Economics of Crime: Investigating the Drugs-Crime Channel - Empirical Evidence from Panel Data of the German States In: W.E.P. - Würzburg Economic Papers. [Full Text][Citation analysis] | paper | 3 |
| 2001 | The economics of crime: investigating the drugs-crime channel: empirical evidence from panel data of the German states.(2001) In: ZEW Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 2008 | A statistical approach to detect cheating interviewers In: Discussion Papers. [Full Text][Citation analysis] | paper | 5 |
| 2011 | Robustness of clustering methods for identification of potential falsifications in survey data In: Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 1997 | Einige Wirkungen von steuerlichen Umfinanzierungsmaßnahmen in einem makroökonometrischen Ungleichgewichtsmodell für die westdeutsche Volkswirtschaft In: ZEW Discussion Papers. [Full Text][Citation analysis] | paper | 3 |
| 1998 | Quasi-Monte Carlo Methods in Stochastic Simulations: An Application to Fiscal Policy Simulations using an Aggregate Disequilibrium Model of the West German Economy In: ZEW Discussion Papers. [Full Text][Citation analysis] | paper | 3 |
| 1999 | Investment and employment adjustment after unification : some results from a macroeconometric disequilibrium model In: ZEW Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 1999 | Modeling German unification in a disequilibrium framework In: ZEW Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
| 2000 | International spillovers and feedback: Modelling in a disequilibrium framework In: ZEW Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2013 | Financial sector and output dynamics in the euro area countries In: ZEW policy briefs. [Full Text][Citation analysis] | paper | 4 |
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