Peter Winker : Citation Profile

Are you Peter Winker?

Justus-Liebig-Universität Gießen

17

H index

28

i10 index

1017

Citations

RESEARCH PRODUCTION:

76

Articles

101

Papers

1

Books

2

Chapters

EDITOR:

1

Books edited

1

Series edited

RESEARCH ACTIVITY:

   31 years (1991 - 2022). See details.
   Cites by year: 32
   Journals where Peter Winker has often published
   Relations with other researchers
   Recent citing documents: 87.    Total self citations: 86 (7.8 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pwi49
   Updated: 2023-01-28    RAS profile: 2022-12-28    
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Relations with other researchers

Works with:

Staszewska-Bystrova, Anna (11)

Lütkepohl, Helmut (7)

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 (41)

Kilian, Lutz (34)

Inoue, Atsushi (34)

Savin, Ivan (32)

Grazzini, Jakob (27)

Paterlini, Sandra (24)

Gilli, Manfred (21)

Barde, Sylvain (20)

Richiardi, Matteo (19)

Fagiolo, Giorgio (18)

Schumann, Enrico (18)

Cites to:

Staszewska-Bystrova, Anna (42)

Kilian, Lutz (27)

Gilli, Manfred (25)

Franz, Wolfgang (24)

Lütkepohl, Helmut (21)

Stiglitz, Joseph (19)

Paterlini, Sandra (17)

Johansen, Soren (16)

Gertler, Mark (14)

Kontoghiorghes, Erricos (12)

Inoue, Atsushi (11)

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)23
Computational Statistics & Data Analysis10
Computational Economics5
AStA Advances in Statistical Analysis4
Empirical Economics3
Computational Management Science3
Central European Journal of Economic Modelling and Econometrics2
International Journal of Forecasting2
PLOS ONE2
Economic Modelling2
Journal of Economic Interaction and Coordination2

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)11
ZEW Discussion Papers / ZEW - Leibniz Centre for European Economic Research8
Working Papers / COMISEF8
Publications of Darmstadt Technical University, Institute for Business Studies (BWL) / Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL)5
Discussion Papers of DIW Berlin / DIW Berlin, German Institute for Economic Research5
Discussion Papers / University of Erfurt, Faculty of Economics, Law and Social Sciences4
Discussion Papers / Institut fuer Volkswirtschaftslehre und Statistik, Abteilung fuer Volkswirtschaftslehre3
SFB 649 Discussion Papers / Sonderforschungsbereich 649, Humboldt University, Berlin, Germany3
Darmstadt Discussion Papers in Economics / Darmstadt University of Technology, Department of Law and Economics2
Computing in Economics and Finance 2001 / Society for Computational Economics2
Lodz Economics Working Papers / University of Lodz, Faculty of Economics and Sociology2
Discussion Papers / Justus Liebig University Giessen, Center for international Development and Environmental Research (ZEU)2
Swiss Finance Institute Research Paper Series / Swiss Finance Institute2
Discussion Papers / University of Konstanz, Center for International Labor Economics (CILE)2
Center for Economic Research (RECent) / University of Modena and Reggio E., Dept. of Economics "Marco Biagi"2

Recent works citing Peter Winker (2022 and 2021)

YearTitle of citing document
2022.

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2021Search for Profits and Business Fluctuations: How Banks Behaviour Explain Cycles?. (2021). Maggioni, Daniela ; Lo Turco, Alessia ; Gaffeo, Edoardo ; Gallegati, Mauro ; Casabianca, Elizabeth ; Ciola, Emanuele. In: Working Papers. RePEc:anc:wpaper:448.

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2021Search for Profits and Business Fluctuations: How Banks Behaviour Explain Cycles?. (2021). Gaffeo, Edoardo ; Gallegati, Mauro ; Ciola, Emanuele. In: Working Papers. RePEc:anc:wpaper:450.

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2021Bayesian analysis of seasonally cointegrated VAR model. (2020). Wr, Justyna. In: Papers. RePEc:arx:papers:2012.14820.

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2021Automated and Distributed Statistical Analysis of Economic Agent-Based Models. (2021). Lamperti, Francesco ; Vandin, Andrea ; Giachini, Daniele ; Chiaromonte, Francesca. In: Papers. RePEc:arx:papers:2102.05405.

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2021Calibrating an adaptive Farmer-Joshi agent-based model for financial markets. (2021). Jericevich, Ivan ; Gebbie, Tim ; McKechnie, Murray. In: Papers. RePEc:arx:papers:2104.09863.

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2021Simulation and estimation of an agent-based market-model with a matching engine. (2021). Gebbie, Tim ; Chang, Patrick ; Jericevich, Ivan. In: Papers. RePEc:arx:papers:2108.07806.

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2022Reinforcement Learning in Macroeconomic Policy Design: A New Frontier?. (2022). Tilbury, Callum. In: Papers. RePEc:arx:papers:2206.08781.

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2022Interpreting and predicting the economy flows: A time-varying parameter global vector autoregressive integrated the machine learning model. (2022). Tian, Ting ; Yang, Haisheng ; Xiong, Zhixi ; Wang, Xueqin ; Jiang, Yukang. In: Papers. RePEc:arx:papers:2209.05998.

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2022Heterogeneous effects and spillovers of macroprudential policy in an agent-based model of the UK housing market. (2022). Farmer, Doyne J ; Uluc, Arzu ; Hinterschweiger, Marc ; Carro, Adrian. In: Working Papers. RePEc:bde:wpaper:2217.

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2022Economists in the 2008 Financial Crisis: Slow to See, Fast to Act. (2022). Levy, Daniel ; Raviv, Alon ; Mayer, Tamir. In: Working Papers. RePEc:biu:wpaper:2022-01.

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2022Contract farming, community effect, and farmer valuation of biofortified crop varieties in China: The case of high?zinc wheat. (2022). Hu, Wuyang ; Qing, Ping ; Li, Jian. In: Review of Development Economics. RePEc:bla:rdevec:v:26:y:2022:i:2:p:1035-1055.

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2022Volatility transmission and volatility impulse response functions in the main and the satellite Renminbi exchange rate markets. (2022). Tsang, Andrew ; Funke, Michael ; Loermann, Julius. In: Review of International Economics. RePEc:bla:reviec:v:30:y:2022:i:2:p:606-628.

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2022Heterogeneous effects and spillovers of macroprudential policy in an agent-based model of the UK housing market. (2022). Farmer, Doyne J ; Uluc, Arzu ; Hinterschweiger, Marc ; Carro, Adrian. In: Bank of England working papers. RePEc:boe:boeewp:0976.

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2021Qualitative versus Quantitative External Information for Proxy Vector Autoregressive Analysis. (2021). Boer, Lukas ; Lutkepohl, Helmut. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1940.

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2021Comparison of Local Projection Estimators for Proxy Vector Autoregressions. (2021). Lutkepohl, Helmut ; Bruns, Martin. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1949.

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2021The transmission of euro area monetary policy to financially euroised countries. (2021). Moder, Isabella. In: Working Paper Series. RePEc:ecb:ecbwps:20212611.

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2021Multi-agent-based VaR forecasting. (2021). Poddig, Thorsten ; Fieberg, Christian ; Tubbenhauer, Tobias. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:131:y:2021:i:c:s0165188921001664.

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2022Comparison of local projection estimators for proxy vector autoregressions. (2022). Lütkepohl, Helmut ; Lutkepohl, Helmut ; Bruns, Martin. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:134:y:2022:i:c:s0165188921002128.

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2022Search for profits and business fluctuations: How does banks’ behaviour explain cycles?. (2022). Gallegati, Mauro ; Gaffeo, Edoardo ; Ciola, Emanuele. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:135:y:2022:i:c:s016518892100227x.

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2021Local market definition in competition analysis: An application to entry models. (2021). Pennerstorfer, Dieter ; Yontcheva, Biliana. In: Economics Letters. RePEc:eee:ecolet:v:198:y:2021:i:c:s0165176520304389.

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2022Asset selection based on high frequency Sharpe ratio. (2022). Chen, Min ; Lian, Yimin ; Wang, Christina Dan. In: Journal of Econometrics. RePEc:eee:econom:v:227:y:2022:i:1:p:168-188.

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2021Model calibration and validation via confidence sets. (2021). Centorrino, Samuele ; Secchi, Davide ; Martinoli, Mario ; Seri, Raffaello. In: Econometrics and Statistics. RePEc:eee:ecosta:v:20:y:2021:i:c:p:62-86.

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2022Inference for Nonlinear State Space Models: A Comparison of Different Methods applied to Markov-Switching Multifractal Models. (2022). Lux, Thomas. In: Econometrics and Statistics. RePEc:eee:ecosta:v:21:y:2022:i:c:p:69-95.

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2022The reliability of adult self-reported height: The role of interviewers. (2022). Sakshaug, Joseph W ; Kosyakova, Yuliya ; Olbrich, Lukas. In: Economics & Human Biology. RePEc:eee:ehbiol:v:45:y:2022:i:c:s1570677x22000144.

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2022A toolkit for exploiting contemporaneous stock correlations. (2022). Sun, Chuanping ; Hiraki, Kazuhiro. In: Journal of Empirical Finance. RePEc:eee:empfin:v:65:y:2022:i:c:p:99-124.

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2022An enhanced multivariable dynamic time-delay discrete grey forecasting model for predicting Chinas carbon emissions. (2022). Wang, Junjie ; Dang, Yaoguo ; Yang, Deling ; Ye, LI. In: Energy. RePEc:eee:energy:v:249:y:2022:i:c:s0360544222005849.

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2021Voluntary adoption of board risk committees and financial constraints risk. (2021). Buckby, Sherrena ; Nowland, John ; Malik, Muhammad Farhan. In: International Review of Financial Analysis. RePEc:eee:finana:v:73:y:2021:i:c:s1057521920302544.

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2022Economists in the 2008 financial crisis: Slow to see, fast to act. (2022). Raviv, Alon ; Mayer, Tamir ; Levy, Daniel. In: Journal of Financial Stability. RePEc:eee:finsta:v:60:y:2022:i:c:s1572308922000158.

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2022Robustness, replicability and scalability in topic modelling. (2022). Penner, Orion ; Ballester, Omar. In: Journal of Informetrics. RePEc:eee:infome:v:16:y:2022:i:1:s175115772100095x.

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2021A non-elliptical orthogonal GARCH model for portfolio selection under transaction costs. (2021). Walker, Patrick S ; Polak, Pawe ; Paolella, Marc S. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:125:y:2021:i:c:s0378426621000042.

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2021Does parameterization affect the complexity of agent-based models?. (2021). Krištoufek, Ladislav ; Kristoufek, Ladislav ; Kukacka, Jiri. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:192:y:2021:i:c:p:324-356.

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2022Innovative events: product launches, innovation and firm performance. (2022). Nathan, Max ; Rosso, Anna. In: Research Policy. RePEc:eee:respol:v:51:y:2022:i:1:s0048733321001700.

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2022Herding in the Chinese and US stock markets: Evidence from a micro-founded approach. (2022). Chen, Zhenxi ; Zheng, Huanhuan. In: International Review of Economics & Finance. RePEc:eee:reveco:v:78:y:2022:i:c:p:597-604.

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2022Tracing the evolution of service robotics: Insights from a topic modeling approach. (2022). Savin, Ivan ; Konop, Chris ; Ott, Ingrid. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:174:y:2022:i:c:s0040162521007149.

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2022The Effects of Central Bank Digital Currencies News on Financial Markets. (2022). Yarovaya, Larisa ; Vigne, Samuel A ; Lucey, Brian M ; Wang, Yizhi. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:180:y:2022:i:c:s0040162522002414.

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2021The Impact of the COVID-19 Pandemic on Consumer and Business Confidence Indicators. (2021). Yue, Xiaoguang ; TERESIENE, DEIMANTE ; Liao, Yiyi ; Keliuotyte-Staniuleniene, Greta ; Hu, Siyan ; Pu, Ruihui ; Kanapickiene, Rasa. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:4:p:159-:d:529243.

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2021Kelly Criterion for Optimal Credit Allocation. (2021). Verhoeven, Peter ; Tran, Son. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:9:p:434-:d:631915.

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2022Predicting Volatility Based on Interval Regression Models. (2022). He, Mengying ; Qu, Hui. In: JRFM. RePEc:gam:jjrfmx:v:15:y:2022:i:12:p:564-:d:988416.

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2022.

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2021Assessing the Economic Impact of Lockdowns in Italy: A Computational Input-Output Approach. (2021). Roventini, Andrea ; Reissl, Severin ; Napoletano, Mauro ; Guerini, Mattia ; Ferraresi, Tommaso ; Fagiolo, Giorgio ; Vanni, Fabio ; Lamperti, Francesco ; Caiani, Alessandro ; Ghezzi, Leonardo. In: GREDEG Working Papers. RePEc:gre:wpaper:2021-15.

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2021Assessing the economic impact of lockdowns in Italy: a computational input-output approach. (2021). Caiani, Alessandro ; Reissl, Severin ; Roventini, Andrea ; Napoletano, Mauro ; Ghezzi, Leonardo ; Ferraresi, Tommaso ; Fagiolo, Giorgio ; Vanni, Fabio ; Guerini, Mattia ; Lamperti, Francesco. In: Working Papers. RePEc:hal:wpaper:hal-03373672.

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2022A Regression-Based Calibration Method for Agent-Based Models. (2022). Desiderio, Saul ; Chen, Siyan. In: Computational Economics. RePEc:kap:compec:v:59:y:2022:i:2:d:10.1007_s10614-021-10106-9.

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2022Calibration of Agent-Based Models by Means of Meta-Modeling and Nonparametric Regression. (2022). Chen, Siyan ; Desiderio, Saul. In: Computational Economics. RePEc:kap:compec:v:60:y:2022:i:4:d:10.1007_s10614-021-10188-5.

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2021Public guarantees: a countercyclical instrument for SME growth. Evidence from the Spanish Region of Madrid. (2021). Martin-Garcia, Rodrigo ; Santor, Jorge Moran. In: Small Business Economics. RePEc:kap:sbusec:v:56:y:2021:i:1:d:10.1007_s11187-019-00214-0.

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2021Measuring the persistence of high firm growth: choices and consequences. (2021). Erhardt, Eva Christine. In: Small Business Economics. RePEc:kap:sbusec:v:56:y:2021:i:1:d:10.1007_s11187-019-00229-7.

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2021The market price of greenness A factor pricing approach for Green Bonds. (2021). Torricelli, Costanza ; Boero, Gianna ; Bertelli, Beatrice. In: Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance). RePEc:mod:wcefin:0083.

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2022Social Bonds and the “Social Premiumâ€. (2022). Torricelli, Costanza ; Pellati, Eleonora. In: Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance). RePEc:mod:wcefin:0085.

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2022Climate Stress Test: bad (or good) news for the market? An Event Study Analysis on Euro Zone Banks. (2022). Ferrari, Fabio ; Torricelli, Costanza. In: Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance). RePEc:mod:wcefin:0086.

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2022ESG compliant optimal portfolios: The impact of ESG constraints on portfolio optimization in a sample of European stocks. (2022). Bertelli, Beatrice ; Torricelli, Costanza. In: Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance). RePEc:mod:wcefin:0088.

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2022Pre-selection in cointegration-based pairs trading. (2022). de Luca, Roberta ; Brunetti, Marianna. In: Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance). RePEc:mod:wcefin:0089.

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2022Sparsity and stability for minimum-variance portfolios. (2022). Steinert, Rick ; Shivarova, Antoniya ; Husmann, Sven. In: Risk Management. RePEc:pal:risman:v:24:y:2022:i:3:d:10.1057_s41283-022-00091-0.

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2021Predicting innovative firms using web mining and deep learning. (2021). Lenz, David ; Kinne, Jan. In: PLOS ONE. RePEc:plo:pone00:0249071.

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2021Innovation indicators based on firm websites—Which website characteristics predict firm-level innovation activity?. (2021). Breithaupt, Patrick ; Axenbeck, Janna. In: PLOS ONE. RePEc:plo:pone00:0249583.

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2021Advances in the Agent-Based Modeling of Economic and Social Behavior. (2021). Raddant, Matthias ; Alfarano, Simone ; Lux, Thomas ; Iori, Giulia ; Camacho-Cuena, Eva ; Karimi, Fariba ; Steinbacher, Mitja. In: MPRA Paper. RePEc:pra:mprapa:107317.

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2022Economists in the 2008 Financial Crisis: Slow to See, Fast to Act. (2022). Levy, Daniel ; Raviv, Alon ; Mayer, Tamir. In: MPRA Paper. RePEc:pra:mprapa:112008.

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2022Disposition Effect and its outcome on endogenous price fluctuations. (2022). Tramontana, Fabio ; Cafferata, Alessia. In: MPRA Paper. RePEc:pra:mprapa:113904.

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2021Efficient mean-variance portfolio selection by double regularization. (2021). Kone, N'Golo. In: Working Paper. RePEc:qed:wpaper:1453.

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2022Economists in the 2008 Financial Crisis: Slow to See, Fast to Act. (2022). Levy, Daniel ; Raviv, Alon ; Mayer, Tamir. In: Working Paper series. RePEc:rim:rimwps:22-04.

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2021Quantile-based optimal portfolio selection. (2021). Tyrcha, Joanna ; Thorsen, Erik ; Lindholm, Mathias ; Bodnar, Taras. In: Computational Management Science. RePEc:spr:comgts:v:18:y:2021:i:3:d:10.1007_s10287-021-00395-8.

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2021Quantile– based portfolios: post– model– selection estimation with alternative specifications. (2021). Bonaccolto, Giovanni. In: Computational Management Science. RePEc:spr:comgts:v:18:y:2021:i:3:d:10.1007_s10287-021-00396-7.

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2021Optimal portfolio selections via $$\ell _{1, 2}$$ ? 1 , 2 -norm regularization. (2021). Qi, Hou-Duo ; Kong, Lingchen ; Zhao, Hongxin. In: Computational Optimization and Applications. RePEc:spr:coopap:v:80:y:2021:i:3:d:10.1007_s10589-021-00312-4.

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2021Herding and capitalization size in the Chinese stock market: a micro-foundation evidence. (2021). Chen, Zhenxi ; Ru, Jing. In: Empirical Economics. RePEc:spr:empeco:v:60:y:2021:i:4:d:10.1007_s00181-019-01816-z.

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2022Changing selection into full-time work and its effect on wage inequality in Germany. (2022). Lazzer, Jakob ; Fitzenberger, Bernd. In: Empirical Economics. RePEc:spr:empeco:v:62:y:2022:i:1:d:10.1007_s00181-021-02098-0.

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2021What drives TFP long-run dynamics in five large European economies?. (2021). Travaglini, Giuseppe ; Sánchez Carrera, Edgar ; Sanchez, Edgar J ; Bellocchi, Alessandro. In: Economia Politica: Journal of Analytical and Institutional Economics. RePEc:spr:epolit:v:38:y:2021:i:2:d:10.1007_s40888-021-00215-x.

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2021Measuring the impact of financial cycles on family firms: how to prepare for crisis?. (2021). Skare, Marinko ; Porada-Rocho, Magorzata. In: International Entrepreneurship and Management Journal. RePEc:spr:intemj:v:17:y:2021:i:3:d:10.1007_s11365-020-00722-6.

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2022An Empirical Assessment of the Contagion Determinants in the Euro Area in a Period of Sovereign Debt Risk. (2022). Sica, Edgardo ; Pacelli, Vincenzo ; Altinba, Hazar. In: Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti. RePEc:spr:italej:v:8:y:2022:i:2:d:10.1007_s40797-021-00147-2.

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2021Internalizing the externalities of overfunding: an agent-based model approach for analyzing the market dynamics on crowdfunding platforms. (2021). Kohlhase, Moritz ; Lausen, Jens ; Koch, Jascha-Alexander. In: Journal of Business Economics. RePEc:spr:jbecon:v:91:y:2021:i:9:d:10.1007_s11573-021-01045-w.

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2021Heterogeneous expectations, forecasting behaviour and policy experiments in a hybrid Agent-based Stock-flow-consistent model. (2021). Reissl, Severin. In: Journal of Evolutionary Economics. RePEc:spr:joevec:v:31:y:2021:i:1:d:10.1007_s00191-020-00683-7.

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2022Optimal forecasting accuracy using Lp-norm combination. (2022). Giacalone, Massimiliano. In: METRON. RePEc:spr:metron:v:80:y:2022:i:2:d:10.1007_s40300-021-00218-5.

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2022Regularized Factor Portfolio for Cross-sectional Multifactor Models. (2022). Huang, Mian ; Yu, Shangbing ; Yao, Weixin. In: Sankhya A: The Indian Journal of Statistics. RePEc:spr:sankha:v:84:y:2022:i:2:d:10.1007_s13171-020-00201-8.

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2022Network dynamics in university-industry collaboration: a collaboration-knowledge dual-layer network perspective. (2022). Chen, Hongshu ; Song, Xinna ; Jin, Qianqian ; Wang, Ximeng. In: Scientometrics. RePEc:spr:scient:v:127:y:2022:i:11:d:10.1007_s11192-022-04330-9.

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2021Advances in the agent-based modeling of economic and social behavior. (2021). Steinbacher, Mitja ; Raddant, Matthias ; Alfarano, Simone ; Lux, Thomas ; Iori, Giulia ; Cuena, Eva Camacho ; Karimi, Fariba. In: SN Business & Economics. RePEc:spr:snbeco:v:1:y:2021:i:7:d:10.1007_s43546-021-00103-3.

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2021The effect of regularization in portfolio selection problems. (2021). Cifuentes, Arturo ; del Canto, Felipe ; Pagnoncelli, Bernardo K. In: TOP: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:topjnl:v:29:y:2021:i:1:d:10.1007_s11750-020-00578-7.

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2021Assessing the economic effects of lockdowns in Italy: a dynamic Input-Output approach. (2021). Napoletano, Mauro ; Reissl, Severin ; Roventini, Andrea ; Ghezzi, Leonardo ; Ferraresi, Tommaso ; Fagiolo, Giorgio ; Vanni, Fabio ; Guerini, Mattia ; Lamperti, Francesco ; Caiani, Alessandro. In: LEM Papers Series. RePEc:ssa:lemwps:2021/03.

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2021Comparison of Local Projection Estimators for Proxy Vector Autoregressions. (2021). Luetkepohl, Helmut ; Bruns, Martin. In: University of East Anglia School of Economics Working Paper Series. RePEc:uea:ueaeco:2021-04.

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2022Bayesian Estimation of Large-Scale Simulation Models with Gaussian Process Regression Surrogates. (2022). Barde, Sylvain. In: Studies in Economics. RePEc:ukc:ukcedp:2203.

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2022Structural Volatility Impulse Response Analysis. (2022). Polivka, Jeannine ; Fengler, Matthias . In: Economics Working Paper Series. RePEc:usg:econwp:2022:11.

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2022Some new efficient mean–variance portfolio selection models. (2022). Kang, Jie ; Dai, Zhifeng. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:27:y:2022:i:4:p:4784-4796.

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2021The value added of the Bank of Japans range forecasts. (2021). Tsuchiya, Yoichi. In: Journal of Forecasting. RePEc:wly:jforec:v:40:y:2021:i:5:p:817-833.

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2022Bootstrap VAR forecasts: The effect of model uncertainties. (2022). Fresoli, Diego . In: Journal of Forecasting. RePEc:wly:jforec:v:41:y:2022:i:2:p:279-293.

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2021Stock market tail risk, tail risk premia, and return predictability. (2021). Yoon, SunJoong ; Suh, Sangwon. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:41:y:2021:i:10:p:1569-1596.

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2021VAT Treatment of the Financial Services: Implications for the Real Economy. (2021). Yilmaz, Fatih ; Baydur, Ismail. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:53:y:2021:i:8:p:2167-2200.

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2021The role of the prior in estimating VAR models with sign restrictions. (2021). Kilian, Lutz ; Inoue, Atsushi. In: CFS Working Paper Series. RePEc:zbw:cfswop:660.

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2022Economists in the 2008 Financial Crisis: Slow to See, Fast to Act. (2022). Levy, Daniel ; Raviv, Alon ; Mayer, Tamir. In: EconStor Open Access Articles and Book Chapters. RePEc:zbw:espost:249769.

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2021Tracing the evolution of service robotics: Insights from a topic modeling approach. (2021). Konop, Chris ; Savin, Ivan ; Ott, Ingrid. In: Kiel Working Papers. RePEc:zbw:ifwkwp:2180.

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2022Greenwashing in the US metal industry? A novel approach combining SO2 concentrations from satellite data, a plant-level firm database and web text mining. (2022). Resch, Bernd ; Lenz, David ; Blaschke, Thomas ; Lautenbach, Sven ; Kinne, Jan ; Schmidt, Sebastian. In: ZEW Discussion Papers. RePEc:zbw:zewdip:22006.

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Peter Winker is editor of

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

Peter Winker has edited the books:

YearTitleTypeCited

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.
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2018Skewness-Adjusted Bootstrap Confidence Intervals and Confidence Bands for Impulse Response Functions.(2018) In: MAGKS Papers on Economics.
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2020Skewness-adjusted bootstrap confidence intervals and confidence bands for impulse response functions.(2020) In: AStA Advances in Statistical Analysis.
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2018Constructing Joint Confidence Bands for Impulse Response Functions of VAR Models - A Review In: Lodz Economics Working Papers.
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2018Constructing Joint Confidence Bands for Impulse Response Functions of VAR Models: A Review.(2018) In: Discussion Papers of DIW Berlin.
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2020Constructing joint confidence bands for impulse response functions of VAR models – A review.(2020) In: Econometrics and Statistics.
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This paper has another version. Agregated cites: 4		article
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]		article29
2017Generating prediction bands for path forecasts from SETAR models In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]		article1
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: VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy.
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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]		book7
2007An Objective Function for Simulation Based Inference on Exchange Rate Data In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper79
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.
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2008A review of heuristic optimization methods in econometrics In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper18
2008Review of Heuristic Optimization Methods in Econometrics.(2008) In: Working Papers.
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2008Optimization Heuristics for Determining Internal Rating Grading Scales In: Working Papers.
[Full Text][Citation analysis]		paper39
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).
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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]		paper11
2011Least median of squares estimation by optimization heuristics with an application to the CAPM and a multi-factor model.(2011) In: Computational Management Science.
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This paper has another version. Agregated cites: 11		article
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.
[Full Text][Citation 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]		paper16
2012Heuristic Optimization Methods for Dynamic Panel Data Model Selection: Application on the Russian Innovative Performance.(2012) In: Computational Economics.
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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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2010Robust Portfolio Optimization with a Hybrid Heuristic Algorithm In: Working Papers.
[Full Text][Citation analysis]		paper5
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]		paper4
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.
[Full Text][Citation analysis]
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2003Illegale Drogen und Kriminalität : Wie ausgeprägt ist der Zusammenhang? In: Publications of Darmstadt Technical University, Institute for Business Studies (BWL).
[Citation analysis]		paper3
2002The Economics of Crime: Investigating the Drugs-Crime Channel In: Publications of Darmstadt Technical University, Institute for Business Studies (BWL).
[Citation analysis]		paper8
2002The Economics of Crime: Investigating the Drugs-Crime Channel.(2002) In: Publications of Darmstadt Technical University, Institute for Business Studies (BWL).
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2001The Economics of Crime: Investigating the Drugs-Crime Channel.(2001) 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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2006Investigating the Drugs-Crime Channel in Economics of Crime Models Empirical Evidence from Panel Data of the German States In: Publications of Darmstadt Technical University, Institute for Business Studies (BWL).
[Full Text][Citation analysis]		paper22
2006Investigating the Drugs-Crime Channel in Economics of Crime Models Empirical Evidence from Panel Data of the German States.(2006) In: Publications of Darmstadt Technical University, Institute for Business Studies (BWL).
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2008Investigating the drugs-crime channel in economics of crime models: Empirical evidence from panel data of the German States.(2008) In: International Review of Law and Economics.
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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.
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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]		paper35
2015Comparison of methods for constructing joint confidence bands for impulse response functions.(2015) In: International Journal of Forecasting.
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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]		paper11
2016Calculating Joint Confidence Bands for Impulse Response Functions using Highest Density Regions.(2016) In: SFB 649 Discussion Papers.
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2016Calculating Joint Confidence Bands for Impulse Response Functions using Highest Density Regions.(2016) In: MAGKS Papers on Economics.
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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]		paper1
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: VfS 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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2022TA algorithms for D-optimal OofA Mixture designs In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]		article0
1995Identification of multivariate AR-models by threshold accepting In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]		article9
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]		article161
2004Applications of optimization heuristics to estimation and modelling problems In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]		article25
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]		article26
1999Improving the Computation of Censored Quantile Regressions.(1999) In: Discussion Papers.
[Citation analysis]
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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]		article8
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.
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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]		article10
2001Indirect Estimation of the Parameters of Agent Based Models of Financial Markets In: FAME Research Paper Series.
[Full Text][Citation analysis]		paper39
2001Indirect Estimation of the Parameters of Agent Based Models of Financial Markets..(2001) In: Manitoba - Department of Economics.
[Citation analysis]
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2001Indirect Estimation of the Parameters of Agent Based Models of Financial Markets.(2001) In: Computing in Economics and Finance 2001.
[Citation analysis]
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2002Indirect Estimation of the Parameters of Agent Based Models of Financial Markets.(2002) In: Computing in Economics and Finance 2002.
[Citation analysis]
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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.
[Full Text][Citation analysis]
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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 App 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).
[Full Text][Citation analysis]		article0
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]		article6
2009Special Issue on Labour Economics: Guest Editorial In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik).
[Full Text][Citation analysis]		article0
2012Editorial Announcement In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik).
[Full Text][Citation analysis]		article0
2012Guest Editorial In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik).
[Full Text][Citation analysis]		article0
2013Editorial Announcement In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik).
[Full Text][Citation analysis]		article0
2013Guest Editorial In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik).
[Full Text][Citation analysis]		article0
2014Editorial Announcement In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik).
[Full Text][Citation analysis]		article0
2016Editorial Announcement In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik).
[Full Text][Citation analysis]		article0
2016Forward 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]		article14
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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2019Annual Reviewer Acknowledgement.(2019) In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik).
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2020Annual Reviewer Acknowledgement.(2020) In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik).
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2021Annual Reviewer Acknowledgement.(2021) In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik).
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2022Annual Reviewer Acknowledgement.(2022) In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik).
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2018Editorial Announcement In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik).
[Full Text][Citation analysis]		article0
2022Cross-Corpora Comparisons of Topics and Topic Trends In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik).
[Full Text][Citation analysis]		article0
2012Lasso-type and Heuristic Strategies in Model Selection and Forecasting In: Jena Economic Research Papers.
[Full Text][Citation analysis]		paper2
2000Optimized Multivariate Lag Structure Selection In: Computational Economics.
[Full Text][Citation analysis]		article8
2014Combining Forecasts with Missing Data: Making Use of Portfolio Theory In: Computational Economics.
[Full Text][Citation analysis]		article4
2009Forecasting Russian Foreign Trade Comparative Advantages in the Context of a Potential WTO Accession In: MAGKS Papers on Economics.
[Full Text][Citation analysis]		paper6
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.
[Full Text][Citation analysis]		paper6
2014Evaluating FOMC forecast ranges: an interval data approach.(2014) In: Empirical Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6		article
2013LEffekte der Hochschulen am Standort Gießen aus regionalökonomischer Sicht In: MAGKS Papers on Economics.
[Full Text][Citation analysis]		paper2
2015Complexity and Model Comparison in Agent Based Modeling of Financial Markets In: MAGKS Papers on Economics.
[Full Text][Citation analysis]		paper17
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.
[Full Text][Citation analysis]		paper8
2020Measuring the diffusion of innovations with paragraph vector topic models.(2020) In: PLOS ONE.
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2022Inconsistent response behavior: A potential pitfall in modeling the link between educational attainment and social network characteristics In: MAGKS Papers on Economics.
[Full Text][Citation analysis]		paper0
2000Empirical Macromodels Under Test In: Discussion Papers.
[Full Text][Citation analysis]		paper0
1999Employment adjustment and financing constraints : A theoretical and empirical analysis at the micro level In: Discussion Papers.
[Full Text][Citation analysis]		paper3
2011Cardinality versus q-Norm Constraints for Index Tracking In: Department of Economics.
[Full Text][Citation analysis]		paper17
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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2022An integrated data framework for policy guidance during the coronavirus pandemic: Towards real-time decision support for economic policymakers In: PLOS ONE.
[Full Text][Citation analysis]		article0
2014Measuring Forecast Uncertainty of Corporate Bond Spreads by Bonferroni-Type Prediction Bands In: Central European Journal of Economic Modelling and Econometrics.
[Full Text][Citation analysis]		article2
2009Die Bestimmung regionaler Preisindizes – Das Beispiel Österreich In: RatSWD Research Notes.
[Full Text][Citation analysis]		paper2
2001Quasi Monte Carlo methods for macroeconometric simulation In: Computing in Economics and Finance 2001.
[Citation analysis]		paper0
2004Optimal Lag Structure Selection in VEC-Models In: Computing in Economics and Finance 2004.
[Full Text][Citation analysis]		paper10
Optimal Industrial Classification in a Dynamic Model of Price Adjustment In: Computing in Economics and Finance 1996.
[Full Text][Citation analysis]		paper0
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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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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2008Applications of Heuristics in Finance In: International Handbooks on Information Systems.
[Citation analysis]		chapter12
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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2008Portfolio Optimization under VaR Constraints Based on Dynamic Estimates of the Variance-Covariance Matrix In: Springer Books.
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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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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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