Peter Winker : Citation Profile

Are you Peter Winker?

Justus-Liebig-Universität Gießen

13

H index

17

i10 index

670

Citations

RESEARCH PRODUCTION:

66

Articles

94

Papers

1

Books

EDITOR:

1

Series edited

RESEARCH ACTIVITY:

   27 years (1991 - 2018). See details.
   Cites by year: 24
   Journals where Peter Winker has often published
   Relations with other researchers
   Recent citing documents: 95.    Total self citations: 74 (9.95 %)

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   Permalink: http://citec.repec.org/pwi49
   Updated: 2019-10-15    RAS profile: 2019-08-06    
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Relations with other researchers

Works with:

Staszewska-Bystrova, Anna (25)

Lütkepohl, Helmut (19)

Lüdering, Jochen (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Peter Winker.

Is cited by:

Roventini, Andrea (28)

Grazzini, Jakob (25)

Savin, Ivan (20)

Richiardi, Matteo (19)

Hommes, Cars (17)

Gilli, Manfred (14)

Lamperti, Francesco (13)

Blueschke, Dmitri (13)

Schumann, Enrico (12)

Westerhoff, Frank (12)

Lyra, Marianna (11)

Cites to:

Staszewska-Bystrova, Anna (34)

Kilian, Lutz (24)

Gilli, Manfred (22)

Franz, Wolfgang (17)

Johansen, Soren (16)

Paterlini, Sandra (13)

Lütkepohl, Helmut (13)

Kontoghiorghes, Erricos (12)

Gertler, Mark (11)

Inoue, Atsushi (10)

Sims, Christopher (10)

Main data

Where Peter Winker has published?

Journals with more than one article published# docs
Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik)18
Computational Statistics & Data Analysis9
Computational Economics5
AStA Advances in Statistical Analysis3
Empirical Economics3
Computational Management Science3
International Journal of Forecasting2
Economic Modelling2
Journal of Economic Interaction and Coordination2
Central European Journal of Economic Modelling and Econometrics2

Working Papers Series with more than one paper published# docs
Discussion Papers, Series II / University of Konstanz, Collaborative Research Centre (SFB) 178 "Internationalization of the Economy"18
MAGKS Papers on Economics / Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung)10
Working Papers / COMISEF8
ZEW Discussion Papers / ZEW - Leibniz Centre for European Economic Research7
Discussion Papers of DIW Berlin / DIW Berlin, German Institute for Economic Research5
Discussion Papers / University of Erfurt, Faculty of Economics, Law and Social Sciences4
SFB 649 Discussion Papers / Sonderforschungsbereich 649, Humboldt University, Berlin, Germany3
Discussion Papers / Institut fuer Volkswirtschaftslehre und Statistik, Abteilung fuer Volkswirtschaftslehre3
Lodz Economics Working Papers / University of Lodz, Faculty of Economics and Sociology2
Center for Economic Research (RECent) / University of Modena and Reggio E., Dept. of Economics "Marco Biagi"2
Computing in Economics and Finance 2001 / Society for Computational Economics2
Darmstadt Discussion Papers in Economics / Darmstadt University of Technology, Department of Law and Economics2
Discussion Papers / University of Konstanz, Center for International Labor Economics (CILE)2
Discussion Papers / Justus Liebig University Giessen, Center for international Development and Environmental Research (ZEU)2
Swiss Finance Institute Research Paper Series / Swiss Finance Institute2

Recent works citing Peter Winker (2018 and 2017)

YearTitle of citing document
2018The Long Run Stability of Money Demand in the Proposed West African Monetary Union. (2018). Asongu, Simplice ; Biekpe, Nicholas ; Folarin, Oludele E. In: Research Africa Network Working Papers. RePEc:abh:wpaper:18/052.

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2018The Long Run Stability of Money Demand in the Proposed West African Monetary Union. (2018). Folarin, Oludele ; Asongu, Simplice ; Biekpe, Nicholas. In: AFEA Working Papers. RePEc:afe:wpaper:18/043.

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2018The Long Run Stability of Money Demand in the Proposed West African Monetary Union. (2018). Folarin, Oludele ; Asongu, Simplice ; Biekpe, Nicholas. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:18/052.

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2018Learning in repeated multiple unit combinatorial auctions: An experimental study. (2018). Tisdell, John ; Iftekhar, M S. In: Working Papers. RePEc:ags:uwauwp:267301.

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2017The Problem of Calibrating an Agent-Based Model of High-Frequency Trading. (2017). Gebbie, Tim ; Platt, Donovan . In: Papers. RePEc:arx:papers:1606.01495.

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2017Can Agent-Based Models Probe Market Microstructure?. (2017). Platt, Donovan ; Gebbie, Tim. In: Papers. RePEc:arx:papers:1611.08510.

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2017Agent-Based Model Calibration using Machine Learning Surrogates. (2017). Roventini, Andrea ; Lamperti, Francesco ; Sani, Amir. In: Papers. RePEc:arx:papers:1703.10639.

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2018Inference for Impulse Responses under Model Uncertainty. (2018). Smeekes, Stephan ; Lieb, Lenard. In: Papers. RePEc:arx:papers:1709.09583.

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2017Sparse 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.

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2018Diversity and Sparsity: A New Perspective on Index Tracking. (2018). Yang, Yongxin ; Hospedales, Timothy M ; Zheng, YU. In: Papers. RePEc:arx:papers:1809.01989.

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2019Critical Decisions for Asset Allocation via Penalized Quantile Regression. (2019). Bonaccolto, Giovanni. In: Papers. RePEc:arx:papers:1908.04697.

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2017Economic History Goes Digital: Topic Modeling the Journal of Economic History. (2017). Wehrheim, Lino. In: Working Papers. RePEc:bav:wpaper:177_wehrheim.

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2017ANIMAL 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.

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2017Shifting 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.

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2017Heterogeneous beliefs and asset price dynamics: a survey of recent evidence. (2017). Verschoor, Willem ; ter Ellen, Saskia. In: Working Paper. RePEc:bno:worpap:2017_22.

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2018Bootstrapping Impulse Responses of Structural Vector Autoregressive Models Identified through GARCH. (2018). Schlaak, Thore ; Lütkepohl, Helmut ; Lutkepohl, Helmut. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1750.

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2019Bootstrapping impulse responses of structural vector autoregressive models identified through GARCH. (2019). Schlaak, Thore ; Lütkepohl, Helmut ; Lutkepohl, Helmut. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:101:y:2019:i:c:p:41-61.

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2017A 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.

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2017Estimation of financial agent-based models with simulated maximum likelihood. (2017). Baruník, Jozef ; Kukacka, Jiri. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:85:y:2017:i:c:p:21-45.

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2018Agent-based model calibration using machine learning surrogates. (2018). Roventini, Andrea ; Sani, Amir ; Lamperti, Francesco. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:90:y:2018:i:c:p:366-389.

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2017Complexity 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.

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2018Uniform confidence bands: Characterization and optimality. (2018). Freyberger, Joachim ; Rai, Yoshiyasu. In: Journal of Econometrics. RePEc:eee:econom:v:204:y:2018:i:1:p:119-130.

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2018Sequential estimation of censored quantile regression models. (2018). Chen, Song Nian. In: Journal of Econometrics. RePEc:eee:econom:v:207:y:2018:i:1:p:30-52.

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2017Neural nets for indirect inference. (2017). Creel, Michael . In: Econometrics and Statistics. RePEc:eee:ecosta:v:2:y:2017:i:c:p:36-49.

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2018An 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.

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2018A hyperplanes intersection simulated annealing algorithm for maximum score estimation. (2018). Florios, Kostas. In: Econometrics and Statistics. RePEc:eee:ecosta:v:8:y:2018:i:c:p:37-55.

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2018Long memory in financial markets: A heterogeneous agent model perspective. (2018). Li, Youwei ; Liu, Ruipeng ; Zheng, Min. In: International Review of Financial Analysis. RePEc:eee:finana:v:58:y:2018:i:c:p:38-51.

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2018Some improved sparse and stable portfolio optimization problems. (2018). Dai, Zhifeng ; Wen, Fenghua. In: Finance Research Letters. RePEc:eee:finlet:v:27:y:2018:i:c:p:46-52.

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2018Market entry waves and volatility outbursts in stock markets. (2018). Westerhoff, Frank ; Schmitt, Noemi ; Blaurock, Ivonne . In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:153:y:2018:i:c:p:19-37.

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2019An approach to identifying micro behavior: How banks’ strategies influence financial cycles. (2019). Recchioni, Maria Cristina ; Tedeschi, Gabriele ; Berardi, Simone. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:162:y:2019:i:c:p:329-346.

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2017American 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.

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2018Can agent-based models probe market microstructure?. (2018). Platt, Donovan ; Gebbie, Tim. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:503:y:2018:i:c:p:1092-1106.

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2019Sparse and robust mean–variance portfolio optimization problems. (2019). Wang, Fei ; Dai, Zhifeng. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:523:y:2019:i:c:p:1371-1378.

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2018The effect of Western TV on crime: Evidence from East Germany. (2018). Friehe, Tim ; Neumeier, Florian ; Muller, Helge. In: European Journal of Political Economy. RePEc:eee:poleco:v:55:y:2018:i:c:p:346-372.

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2019The composition effects of tax-based consolidation on income inequality. (2019). Merola, Rossana ; Ernst, Ekkehard ; Ciminelli, Gabriele ; Giuliodori, Massimo. In: European Journal of Political Economy. RePEc:eee:poleco:v:57:y:2019:i:c:p:107-124.

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2019The long run stability of money demand in the proposed West African monetary union. (2019). Folarin, Oludele ; Asongu, Simplice ; Biekpe, Nicholas. In: Research in International Business and Finance. RePEc:eee:riibaf:v:48:y:2019:i:c:p:483-495.

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2018La modélisation de l’indice CAC 40 avec un modèle basé agent. (2018). Lu, Nan. In: Erudite Ph.D Dissertations. RePEc:eru:erudph:ph18-02.

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2017The Impact on Unemployment of Social Security Contributions: the Empiricial Analysis in Turkey. (2017). Giray, Filiz ; Anar, Mehmet. In: European Journal of Multidisciplinary Studies Articles. RePEc:eur:ejmsjr:345.

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2017Agent-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.

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2019Can Machine Learning-Based Portfolios Outperform Traditional Risk-Based Portfolios? The Need to Account for Covariance Misspecification. (2019). Jain, Shashi. In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:3:p:74-:d:245327.

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2017Agent-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.

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2017Non-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.

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2019Identification of interviewer falsification in the IAB-BAMF-SOEP Survey of Refugees in Germany. (2019). Kosyakova, Yuliya ; Schwanhauser, Silvia ; Sakshaug, Joseph ; Olbrich, Lukas. In: FDZ Methodenreport. RePEc:iab:iabfme:201902_en.

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2017Social and Behaviour Change Communication (SBCC) project in Manica, Mozambique: baseline survey report. (2017). Gyori, Mario ; Lefevre, Alexis ; Olsson, Sofie ; Hernandez, Maria ; Baier, Jessica ; Zavala, Tatiana Martinez. In: Working Papers. RePEc:ipc:wpaper:162.

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2018An agent based early warning indicator for financial market instability. (2018). Alfarano, Simone ; Vidal-Tomas, David. In: Working Papers. RePEc:jau:wpaper:2018/12.

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2018Discovering Traders’ Heterogeneous Behavior in High-Frequency Financial Data. (2018). Huang, Ya-Chi ; Tsao, Chueh-Yung. In: Computational Economics. RePEc:kap:compec:v:51:y:2018:i:4:d:10.1007_s10614-016-9643-7.

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2018A New Predictive Measure Using Agent-Based Behavioral Finance. (2018). Feldman, Todd ; Liu, Shuming. In: Computational Economics. RePEc:kap:compec:v:51:y:2018:i:4:d:10.1007_s10614-017-9652-1.

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2018Time Series Simulation with Randomized Quasi-Monte Carlo Methods: An Application to Value at Risk and Expected Shortfall. (2018). Beaumont, Paul ; Okten, Giray ; Tzeng, Yu-Ying. In: Computational Economics. RePEc:kap:compec:v:52:y:2018:i:1:d:10.1007_s10614-017-9661-0.

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2018Estimation of Sentiment Effects in Financial Markets: A Simulated Method of Moments Approach. (2018). Chen, Zhenxi ; Lux, Thomas. In: Computational Economics. RePEc:kap:compec:v:52:y:2018:i:3:d:10.1007_s10614-016-9638-4.

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2019How Many Agents are Rational in China’s Economy? Evidence from a Heterogeneous Agent-Based New Keynesian Model. (2019). Feng, Genfu ; Lu, YI ; Zhao, Wei. In: Computational Economics. RePEc:kap:compec:v:54:y:2019:i:2:d:10.1007_s10614-018-9844-3.

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2018Protest and property crime: political use of police resources and the deterrence of crime. (2018). Byeon, Jaewook ; Lee, Dongwon ; Kim, Iljoong. In: Public Choice. RePEc:kap:pubcho:v:175:y:2018:i:1:d:10.1007_s11127-018-0525-5.

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2018Non-oil trade of Turkey and Russia in the Middle East: Trends and potential. (2018). Kaplan, Zeynep ; Gonel, Feride Doaner. In: Journal of Economics Library. RePEc:ksp:journ5:v:5:y:2018:i:1:p:42-58.

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2017Spatial 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.

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2017The 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.

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2017Past 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:0064.

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2018Customer 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:0068.

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2017Economic Aspects of the Missing Data Problem – the Case of the Patient Registry. (2017). Uenal, Hatice ; Hampel, David. In: Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis. RePEc:mup:actaun:actaun_2017065051779.

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2018Tail 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.

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2018Long memory in financial markets: A heterogeneous agent model perspective. (2018). Li, Youwei ; Liu, Ruipeng ; Zheng, Min. In: MPRA Paper. RePEc:pra:mprapa:84886.

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2018An agent based early warning indicator for financial market instability. (2018). Alfarano, Simone ; Vidal-Tomas, David. In: MPRA Paper. RePEc:pra:mprapa:89693.

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2018The Long Run Stability of Money Demand in the Proposed West African Monetary Union. (2018). Asongu, Simplice ; Biekpe, Nicholas ; Folarin, Oludele . In: MPRA Paper. RePEc:pra:mprapa:92343.

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2017Modeling of innovative investment in Russian regions. (2017). Teplykh, Grigorii ; Galimardanov, Amal . In: Applied Econometrics. RePEc:ris:apltrx:0320.

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2017Complexity and the economics of climate change : a survey and a look foreward. (2017). Roventini, Andrea ; Mandel, Antoine ; Sapio, Sandro ; Napoletano, Mauro ; Lamperti, Francesco ; Balint, Tomas. In: Sciences Po publications. RePEc:spo:wpmain:info:hdl:2441/1nlv566svi86iqtetenms15tc4.

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2017Agent-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.

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2017An empirical validation protocol for large-scale agent-based models. (2017). van der Hoog, Sander ; Sander van der Hoog, ; Barde, Sylvain. In: Sciences Po publications. RePEc:spo:wpmain:info:hdl:2441/4pa18fd9lf9h59m4vfavfcf61e.

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2018Tracking hedge funds returns using sparse clones. (2018). Giuzio, Margherita ; Weber, Vincent ; Paterlini, Sandra ; Eichhorn-Schott, Kay. In: Annals of Operations Research. RePEc:spr:annopr:v:266:y:2018:i:1:d:10.1007_s10479-016-2371-5.

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2018Risk minimization in multi-factor portfolios: What is the best strategy?. (2018). Kremer, Philipp J ; Paterlini, Sandra ; Talmaciu, Andreea. In: Annals of Operations Research. RePEc:spr:annopr:v:266:y:2018:i:1:d:10.1007_s10479-017-2467-6.

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2018Recent advancements in robust optimization for investment management. (2018). Ho, Jang ; Fabozzi, Frank J ; Kim, Woo Chang. In: Annals of Operations Research. RePEc:spr:annopr:v:266:y:2018:i:1:d:10.1007_s10479-017-2573-5.

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2017No 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.

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2018Using realistic trading strategies in an agent-based stock market model. (2018). Llacay, Barbara ; Peffer, Gilbert. In: Computational and Mathematical Organization Theory. RePEc:spr:comaot:v:24:y:2018:i:3:d:10.1007_s10588-017-9258-0.

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2018Asset allocation strategies based on penalized quantile regression. (2018). Caporin, Massimiliano ; Paterlini, Sandra ; Bonaccolto, Giovanni. In: Computational Management Science. RePEc:spr:comgts:v:15:y:2018:i:1:d:10.1007_s10287-017-0288-3.

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2019Un-diversifying during crises: Is it a good idea?. (2019). Paterlini, Sandra ; Giuzio, Margherita. In: Computational Management Science. RePEc:spr:comgts:v:16:y:2019:i:3:d:10.1007_s10287-018-0340-y.

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2018Convergence of a Scholtes-type regularization method for cardinality-constrained optimization problems with an application in sparse robust portfolio optimization. (2018). Branda, Martin ; Schwartz, Alexandra ; ervinka, Michal ; Bucher, Max. In: Computational Optimization and Applications. RePEc:spr:coopap:v:70:y:2018:i:2:d:10.1007_s10589-018-9985-2.

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2017Genetic 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.

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2017Are Microstates Necessarily Led by Their Bigger Neighbors’ Business Cycle? The Case of Liechtenstein and Switzerland. (2017). Brunhart, Andreas. In: Journal of Business Cycle Research. RePEc:spr:jbuscr:v:13:y:2017:i:1:d:10.1007_s41549-017-0013-x.

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2018Empirical validation of simulated models through the GSL-div: an illustrative application. (2018). Lamperti, Francesco. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:13:y:2018:i:1:d:10.1007_s11403-017-0206-3.

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2017Heterogeneity, 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.

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2017The 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.

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2019More is different ... and complex! the case for agent-based macroeconomics. (2019). Roventini, Andrea ; Dosi, Giovanni. In: Journal of Evolutionary Economics. RePEc:spr:joevec:v:29:y:2019:i:1:d:10.1007_s00191-019-00609-y.

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2017Wild 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.

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2018Bias-corrected quantile regression estimation of censored regression models. (2018). Iek, P ; Sadikoglu, S. In: Statistical Papers. RePEc:spr:stpapr:v:59:y:2018:i:1:d:10.1007_s00362-016-0761-z.

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2017Agent-Based Model Calibration using Machine Learning Surrogates. (2017). Roventini, Andrea ; Lamperti, Francesco ; Sani, Amir. In: LEM Papers Series. RePEc:ssa:lemwps:2017/11.

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2019More is Different ... and Complex! The Case for Agent-Based Macroeconomics. (2019). Dosi, Giovanni ; Roventini, Andrea. In: LEM Papers Series. RePEc:ssa:lemwps:2019/01.

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2017Behavioral heterogeneity in the Australian housing market. (2017). Chia, Wai-Mun ; Zheng, Huanhuan ; Li, Mengling . In: Applied Economics. RePEc:taf:applec:v:49:y:2017:i:9:p:872-885.

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2018Monetary policy shocks, expectations and information rigidities. (2018). Czudaj, Robert ; Beckmann, Joscha. In: Chemnitz Economic Papers. RePEc:tch:wpaper:cep019.

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2017An 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.

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2017Inference for Impulse Responses under Model Uncertainty. (2017). Smeekes, Stephan ; Lieb, Lenard. In: Research Memorandum. RePEc:unm:umagsb:2017022.

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2018Modelling the spreading process of extreme risks via a simple agent-based model: Evidence from the China stock market. (2018). Xu, Dinghai ; Wang, Donghua ; Ji, Jingru. In: Working Papers. RePEc:wat:wpaper:1806.

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2018Monetary policy shocks, expectations and information rigidities. (2018). Czudaj, Robert ; Beckmann, Joscha. In: Annual Conference 2018 (Freiburg, Breisgau): Digital Economy. RePEc:zbw:vfsc18:181573.

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2018Skewness-Adjusted Bootstrap Confidence Intervals and Confidence Bands for Impulse Response Functions. (2018). Staszewska-Bystrova, Anna ; Grabowski, Daniel. In: Annual Conference 2018 (Freiburg, Breisgau): Digital Economy. RePEc:zbw:vfsc18:181590.

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2017Balanced bootstrap joint confidence bands for structural impulse response functions. (2017). Wolf, Michael ; Bruder, Stefan. In: ECON - Working Papers. RePEc:zur:econwp:246.

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Peter Winker is editor of

Journal
Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik)

Works by Peter Winker:

YearTitleTypeCited
2017A Monetary Stress Indicator for the Economic Community of West African States In: Journal of African Development.
[Full Text][Citation analysis]		article5
2018Skewness-Adjusted Bootstrap Confidence Intervals and Confidence Bands for Impulse Response Functions In: Lodz Economics Working Papers.
[Full Text][Citation analysis]		paper0
2018Skewness-Adjusted Bootstrap Confidence Intervals and Confidence Bands for Impulse Response Functions.(2018) In: MAGKS Papers on Economics.
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2018Constructing Joint Confidence Bands for Impulse Response Functions of VAR Models - A Review In: Lodz Economics Working Papers.
[Full Text][Citation analysis]		paper0
2018Constructing Joint Confidence Bands for Impulse Response Functions of VAR Models: A Review.(2018) In: Discussion Papers of DIW Berlin.
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2000Efficient Labour Contracts: Impediments and How to Circumvent Them In: LABOUR.
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2015Confidence Bands for Impulse Responses: Bonferroni vs. Wald In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article8
2017Generating prediction bands for path forecasts from SETAR models In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]		article0
2014Confidence Bands for Impulse Responses: Bonferroni versus Wald In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper8
2014Confidence Bands for Impulse Responses: Bonferroni versus Wald.(2014) In: Discussion Papers of DIW Berlin.
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2014Confidence Bands for Impulse Responses: Bonferroni versus Wald.(2014) In: SFB 649 Discussion Papers.
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2014Confidence Bands for Impulse Responses: Bonferroni versus Wald.(2014) In: Annual Conference 2014 (Hamburg): Evidence-based Economic Policy.
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This paper has another version. Agregated cites: 8		paper
2006Berechnung 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]		book6
2007An Objective Function for Simulation Based Inference on Exchange Rate Data In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper57
2006An Objective Function for Simulation Based Inference on Exchange Rate Data.(2006) In: Computing in Economics and Finance 2006.
[Citation analysis]
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2007An objective function for simulation based inference on exchange rate data.(2007) In: Journal of Economic Interaction and Coordination.
[Full Text][Citation analysis]
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2008A review of heuristic optimization methods in econometrics In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper14
2008Review of Heuristic Optimization Methods in Econometrics.(2008) In: Working Papers.
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This paper has another version. Agregated cites: 14		paper
2008Optimization Heuristics for Determining Internal Rating Grading Scales In: Working Papers.
[Full Text][Citation analysis]		paper31
2010Optimization heuristics for determining internal rating grading scales.(2010) In: Computational Statistics & Data Analysis.
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2008Optimization Heuristics for Determining Internal Rating Grading Scales.(2008) In: Center for Economic Research (RECent).
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2009Optimization 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]
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2008Least Median of Squares Estimation by Optimization Heuristics with an Application to the CAPM and Multi Factor Models In: Working Papers.
[Full Text][Citation analysis]		paper3
2009Optimized U-type Designs on Flexible Regions In: Working Papers.
[Full Text][Citation analysis]		paper2
2010Optimized U-type designs on flexible regions.(2010) In: Computational Statistics & Data Analysis.
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2010Heuristic Optimization Methods for Dynamic Panel Data Model Selection. Application on the Russian Innovative Performance In: Working Papers.
[Full Text][Citation analysis]		paper13
2012Heuristic 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: 13		article
2010Threshold Accepting for Credit Risk Assessment and Validation In: Working Papers.
[Full Text][Citation analysis]		paper1
2015Threshold accepting for credit risk assessment and validation.(2015) In: Journal of Banking Regulation.
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This paper has another version. Agregated cites: 1		article
2010Robust Portfolio Optimization with a Hybrid Heuristic Algorithm In: Working Papers.
[Full Text][Citation analysis]		paper3
2012Robust portfolio optimization with a hybrid heuristic algorithm.(2012) In: Computational Management Science.
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2011Heuristic model selection for leading indicators in Russia and Germany In: Working Papers.
[Full Text][Citation analysis]		paper2
2011Heuristic model selection for leading indicators in Russia and Germany.(2011) In: MAGKS Papers on Economics.
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2013Heuristic model selection for leading indicators in Russia and Germany.(2013) In: OECD Journal: Journal of Business Cycle Measurement and Analysis.
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2013Comparison of Methods for Constructing Joint Confidence Bands for Impulse Response Functions In: Discussion Papers of DIW Berlin.
[Full Text][Citation analysis]		paper17
2015Comparison of methods for constructing joint confidence bands for impulse response functions.(2015) In: International Journal of Forecasting.
[Full Text][Citation analysis]
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2013Comparison of Methods for Constructing Joint Confidence Bands for Impulse Response Functions.(2013) In: SFB 649 Discussion Papers.
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2013Comparison of Methods for Constructing Joint Confidence Bands for Impulse Response Functions.(2013) In: MAGKS Papers on Economics.
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2016Calculating Joint Confidence Bands for Impulse Response Functions Using Highest Density Regions In: Discussion Papers of DIW Berlin.
[Full Text][Citation analysis]		paper0
2016Calculating Joint Confidence Bands for Impulse Response Functions using Highest Density Regions.(2016) In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]
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2016Calculating Joint Confidence Bands for Impulse Response Functions using Highest Density Regions.(2016) In: MAGKS Papers on Economics.
[Full Text][Citation analysis]
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2018Calculating joint confidence bands for impulse response functions using highest density regions.(2018) In: Empirical Economics.
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2017Estimation of Structural Impulse Responses: Short-Run versus Long-Run Identifying Restrictions In: Discussion Papers of DIW Berlin.
[Full Text][Citation analysis]		paper0
2018Estimation of structural impulse responses: short-run versus long-run identifying restrictions.(2018) In: AStA Advances in Statistical Analysis.
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2017Estimation of Structural Impulse Responses: Short-Run versus Long-run Identifying Restrictions.(2017) In: Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking.
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2000Optimal Industrial Classification: An Application to the German Industrial Classification System In: Econometric Society World Congress 2000 Contributed Papers.
[Full Text][Citation analysis]		paper0
1994Optimal industrial classification: [an application to the German industrial classification system].(1994) In: Discussion Papers, Series II.
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1995Identification of multivariate AR-models by threshold accepting In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]		article7
1994Identification of multivariate AR-models by threshold accepting.(1994) In: Discussion Papers, Series II.
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2003A global optimization heuristic for estimating agent based models In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]		article116
2004Applications of optimization heuristics to estimation and modelling problems In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]		article23
2005Optimal aggregation of linear time series models In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]		article0
20072nd Special Issue on Applications of Optimization Heuristics to Estimation and Modelling Problems In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]		article2
2007Improving the computation of censored quantile regressions In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]		article23
1999Improving the Computation of Censored Quantile Regressions.(1999) In: Discussion Papers.
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2008E.J. Kontoghiorghes, Editor, Handbook of Parallel Computing and Statistics, Chapman & Hall/CRC, Boca Raton (2006). In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]		article0
2008An efficient branch-and-bound strategy for subset vector autoregressive model selection In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article6
2001Empirical 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]		article7
1998Empirical 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: 7		paper
2004Modeling spillovers and feedback of international trade in a disequilibrium framework In: Economic Modelling.
[Full Text][Citation analysis]		article0
2013Constructing narrowest pathwise bootstrap prediction bands using threshold accepting In: International Journal of Forecasting.
[Full Text][Citation analysis]		article8
2008Investigating 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]		article21
2005Investigating 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]
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2001Indirect Estimation of the Parameters of Agent Based Models of Financial Markets In: FAME Research Paper Series.
[Full Text][Citation analysis]		paper32
2001Indirect Estimation of the Parameters of Agent Based Models of Financial Markets..(2001) In: Manitoba - Department of Economics.
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2001Indirect Estimation of the Parameters of Agent Based Models of Financial Markets.(2001) In: Computing in Economics and Finance 2001.
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2002Indirect Estimation of the Parameters of Agent Based Models of Financial Markets.(2002) In: Computing in Economics and Finance 2002.
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2000Time Series Simulation With Quasi Monte Carlo Methods. In: Pennsylvania State - Department of Economics.
[Citation analysis]		paper4
2003Time Series Simulation with Quasi Monte Carlo Methods.(2003) In: Computational Economics.
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2003Time Series Simulation with Quasi Monte Carlo Methods.(2003) In: Computational Economics.
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2000TIME SERIES SIMULATION WITH QUASI-MONTE CARLO METHODS.(2000) In: Computing in Economics and Finance 2000.
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1995Die 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]		article0
1999Zufall 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]		article0
2004Bank 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]		article5
2008Editorial Announcement In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik).
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2012Editorial Announcement.(2012) In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik).
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2013Editorial Announcement.(2013) In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik).
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2014Editorial Announcement.(2014) In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik).
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2016Editorial Announcement.(2016) In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik).
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2018Editorial Announcement.(2018) In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik).
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2008Introduction 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]		article5
2009Special Issue on Labour Economics: Guest Editorial In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik).
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2012Guest Editorial In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik).
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2013Guest Editorial In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik).
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2016Forward or Backward Looking? The Economic Discourse and the Observed Reality In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik).
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2016Forward or Backward Looking? The Economic Discourse and the Observed Reality.(2016) In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik).
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2016Forward or Backward Looking? The Economic Discourse and the Observed Reality.(2016) In: MAGKS Papers on Economics.
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2016Annual Reviewer Acknowledgement In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik).
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2017Annual Reviewer Acknowledgement.(2017) In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik).
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2018Annual Reviewer Acknowledgement.(2018) In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik).
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2012Lasso-type and Heuristic Strategies in Model Selection and Forecasting In: Jena Economic Research Papers.
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2000Optimized Multivariate Lag Structure Selection In: Computational Economics.
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2014Combining Forecasts with Missing Data: Making Use of Portfolio Theory In: Computational Economics.
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2009Forecasting Russian Foreign Trade Comparative Advantages in the Context of a Potential WTO Accession In: MAGKS Papers on Economics.
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2009Forecasting Russian Foreign Trade Comparative Advantages in the Context of a Potential WTO Accession.(2009) In: Central European Journal of Economic Modelling and Econometrics.
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2012Evaluating FOMC forecast ranges: an interval data approach In: MAGKS Papers on Economics.
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2014Evaluating FOMC forecast ranges: an interval data approach.(2014) In: Empirical Economics.
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2013LEffekte der Hochschulen am Standort Gießen aus regionalökonomischer Sicht In: MAGKS Papers on Economics.
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2015Complexity and Model Comparison in Agent Based Modeling of Financial Markets In: MAGKS Papers on Economics.
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2017Complexity and model comparison in agent based modeling of financial markets.(2017) In: Journal of Economic Interaction and Coordination.
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2018Measuring the Diffusion of Innovations with Paragraph Vector Topic Models In: MAGKS Papers on Economics.
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2000Empirical Macromodels Under Test In: Discussion Papers.
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1999Employment adjustment and financing constraints : A theoretical and empirical analysis at the micro level In: Discussion Papers.
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2011Cardinality versus q-Norm Constraints for Index Tracking In: Department of Economics.
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2011Cardinality versus q-Norm Constraints for Index Tracking.(2011) In: Center for Economic Research (RECent).
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2014Cardinality versus q -norm constraints for index tracking.(2014) In: Quantitative Finance.
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2014Measuring Forecast Uncertainty of Corporate Bond Spreads by Bonferroni-Type Prediction Bands In: Central European Journal of Economic Modelling and Econometrics.
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2009Die Bestimmung regionaler Preisindizes – Das Beispiel Österreich In: Research Notes of the German Council for Social and Economic Data.
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2001Quasi Monte Carlo methods for macroeconometric simulation In: Computing in Economics and Finance 2001.
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2004Optimal Lag Structure Selection in VEC-Models In: Computing in Economics and Finance 2004.
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Optimal Industrial Classification in a Dynamic Model of Price Adjustment In: Computing in Economics and Finance 1996.
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2016Data generation processes and statistical management of interval data In: AStA Advances in Statistical Analysis.
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2005Using HP Filtered Data for Econometric Analysis: Some Evidence from Monte Carlo Simulations In: AStA Advances in Statistical Analysis.
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2004Using HP Filtered Data for Econometric Analysis : Some Evidence from Monte Carlo Simulations.(2004) In: Discussion Papers.
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2015Constructing optimal sparse portfolios using regularization methods In: Computational Management Science.
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2011Least median of squares estimation by optimization heuristics with an application to the CAPM and a multi-factor model In: Computational Management Science.
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2009The convergence of estimators based on heuristics: theory and application to a GARCH model In: Computational Statistics.
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2000Quasi-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.
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1994A Macroeconometric Disequilibrium Analysis of Current and Future Migration from Eastern Europe into West Germany. In: Journal of Population Economics.
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1993A macroeconometric disequilibrium analysis of current and future migration from Eastern Europe into West Germany.(1993) In: Discussion Papers.
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2016Improved bootstrap prediction intervals for SETAR models In: Statistical Papers.
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1999Sluggish adjustment of interest rates and credit rationing: an application of unit root testing and error correction modelling In: Applied Economics.
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2016Detecting Fraudulent Interviewers by Improved Clustering Methods – The Case of Falsifications of Answers to Parts of a Questionnaire In: Journal of Official Statistics.
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1992New concepts and algorithms for portfolio choice In: Applied Stochastic Models and Data Analysis.
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2016Predicting Stock Return Volatility: Can We Benefit from Regression Models for Return Intervals? In: Journal of Forecasting.
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2001The Economics of Crime: Investigating the Drugs-Crime Channel In: Law and Economics.
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2002The Economics of Crime: Investigating the Drugs-Crime Channel.(2002) In: Darmstadt Discussion Papers in Economics.
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2004The Romanian Economy in Transition: Developments and Future Prospects In: Macroeconomics.
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2004The Hidden Risks of Optimizing Bond Portfolios under VaR In: Research Notes.
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2005The Stochastics of Threshold Accepting: Analysis of an Application to the Uniform Design Problem In: Discussion Papers.
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2005The convergence of optimization based estimators : theory and application to a GARCH-model In: Discussion Papers.
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2005Hedonic regression for digital cameras in Germany In: Discussion Papers.
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1996Bündnis für Arbeit: Eine Randnotiz In: Discussion Papers.
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1996Bündnis für Arbeit: Eine Randnotiz.(1996) In: Wirtschaftsdienst – Zeitschrift für Wirtschaftspolitik (1949 - 2007).
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1991Zur Messung der Lohndifferenzierung mit Entropiemaßen In: Discussion Papers, Series II.
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1992Optimal aggregation by threshold accepting: An application to the German industrial classification system In: Discussion Papers, Series II.
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1992Some notes on the computational complexity of optimal aggregation In: Discussion Papers, Series II.
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1993Migratory movements in a disequilibrium macroeconometric model for West Germany In: Discussion Papers, Series II.
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1993Firmenalter und Kreditrationierung: Eine mikroökonomische Analyse mit IFO-Umfragedaten In: Discussion Papers, Series II.
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1993Die Trägheit von Zinssätzen und Kreditrationierung in der Bundesrepublik Deutschland In: Discussion Papers, Series II.
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1994Eine makroökonometrische Analyse von Kreditmarkt und Kreditrationierung: Bankkredite in der Bundesrepublik Deutschland 1974 - 1989 In: Discussion Papers, Series II.
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1994Credit rationing at the firm level: Some microeconometric evidence In: Discussion Papers, Series II.
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1994Stochastic simulations of a macroeconomic disequilibrium model for West Germany In: Discussion Papers, Series II.
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1994Optimal industrial classification with heteroskedasticity correction: An application to the Swedish industrial classification system In: Discussion Papers, Series II.
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1995Application of threshold accepting to the evaluation of the discrepancy of a set of points In: Discussion Papers, Series II.
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1996Causes and effects of financing constraints at the firm level: Some microeconometric evidence In: Discussion Papers, Series II.
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1996A macroeconomic disequilibrium model of the German credit market In: Discussion Papers, Series II.
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1996Die ökologische Steuerreform auf dem Prüfstand: Zur Kritik am Gutachten des Deutschen Instituts für Wirtschaftsforschung In: Discussion Papers, Series II.
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1996Ein makroökonometrisches Ungleichgewichtsmodell für die deutsche Volkswirtschaft 1960 bis 1994: Konzeption, Ergebnisse und Erfahrungen In: Discussion Papers, Series II.
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1997Measuring the fiscal revenue loss of VAT exemption in commercial banking In: Discussion Papers, Series II.
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2016Calculating Joint Bands for Impulse Response Functions using Highest Density Regions In: Annual Conference 2016 (Augsburg): Demographic Change.
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2001The Economics of Crime: Investigating the Drugs-Crime Channel - Empirical Evidence from Panel Data of the German States In: W.E.P. - Würzburg Economic Papers.
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2001The economics of crime: investigating the drugs-crime channel: empirical evidence from panel data of the German states.(2001) In: ZEW Discussion Papers.
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2008A statistical approach to detect cheating interviewers In: Discussion Papers.
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2011Robustness of clustering methods for identification of potential falsifications in survey data In: Discussion Papers.
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1997Einige Wirkungen von steuerlichen Umfinanzierungsmaßnahmen in einem makroökonometrischen Ungleichgewichtsmodell für die westdeutsche Volkswirtschaft In: ZEW Discussion Papers.
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1998Quasi-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.
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1999Investment and employment adjustment after unification : some results from a macroeconometric disequilibrium model In: ZEW Discussion Papers.
[Full Text][Citation analysis]		paper0
1999Modeling German unification in a disequilibrium framework In: ZEW Discussion Papers.
[Full Text][Citation analysis]		paper1
2000International spillovers and feedback: Modelling in a disequilibrium framework In: ZEW Discussion Papers.
[Full Text][Citation analysis]		paper0
2013Financial sector and output dynamics in the euro area countries In: ZEW policy briefs.
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