Peter Winker : Citation Profile

Are you Peter Winker?

Justus-Liebig-Universität Gießen

12

H index

16

i10 index

539

Citations

RESEARCH PRODUCTION:

57

Articles

88

Papers

1

Books

EDITOR:

1

Series edited

RESEARCH ACTIVITY:

   26 years (1991 - 2017). See details.
   Cites by year: 20
   Journals where Peter Winker has often published
   Relations with other researchers
   Recent citing documents: 50.    Total self citations: 64 (10.61 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pwi49
   Updated: 2017-07-22    RAS profile: 2017-07-06    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

Staszewska-Bystrova, Anna (18)

Lütkepohl, Helmut (14)

Savin, Ivan (3)

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:

Grazzini, Jakob (25)

Savin, Ivan (22)

Richiardi, Matteo (19)

Roventini, Andrea (18)

Hommes, Cars (16)

Blueschke, Dmitri (15)

Gilli, Manfred (11)

Fagiolo, Giorgio (11)

Schleer, Frauke (11)

Lyra, Marianna (11)

Westerhoff, Frank (10)

Cites to:

Gilli, Manfred (23)

Staszewska-Bystrova, Anna (20)

Franz, Wolfgang (17)

Johansen, Soren (16)

Kilian, Lutz (14)

Paterlini, Sandra (14)

Kontoghiorghes, Erricos (11)

Bollerslev, Tim (9)

Kim, Jae (8)

Bernanke, Ben (8)

Stiglitz, Joseph (8)

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)14
Computational Statistics & Data Analysis9
Computational Economics5
Computational Management Science3
International Journal of Forecasting2
Central European Journal of Economic Modelling and Econometrics2
Statistical Papers2
Economic Modelling2
Empirical Economics2
AStA Advances in Statistical Analysis2

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)8
Working Papers / COMISEF8
ZEW Discussion Papers / ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research7
Discussion Papers / University of Erfurt, Faculty of Economics, Law and Social Sciences4
Discussion Papers of DIW Berlin / DIW Berlin, German Institute for Economic Research4
SFB 649 Discussion Papers / Sonderforschungsbereich 649, Humboldt University, Berlin, Germany3
Discussion Papers / Institut fuer Volkswirtschaftslehre und Statistik, Abteilung fuer Volkswirtschaftslehre3
Darmstadt Discussion Papers in Economics / Darmstadt University of Technology, Department of Law and Economics2
Discussion Papers / Justus Liebig University Giessen, Center for international Development and Environmental Research (ZEU)2
Center for Economic Research (RECent) / University of Modena and Reggio E., Dept. of Economics "Marco Biagi"2
Swiss Finance Institute Research Paper Series / Swiss Finance Institute2
Computing in Economics and Finance 2001 / Society for Computational Economics2
Discussion Papers / University of Konstanz, Center for International Labor Economics (CILE)2

Recent works citing Peter Winker (2017 and 2016)

YearTitle of citing document
2016Asymmetric Exchange Rate Pass-through: Evidence from Nonlinear SVARs. (2016). Vega, Marco ; Pérez Forero, Fernando. In: Working Papers. RePEc:apc:wpaper:2016-063.

Full description at Econpapers || Download paper

2016A new structural stochastic volatility model of asset pricing and its stylized facts. (2016). Pruna, Radu T ; Jennings, Nicholas R ; Polukarov, Maria . In: Papers. RePEc:arx:papers:1604.08824.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2016Neural Nets for Indirect Inference. (2016). Creel, Michael. In: Working Papers. RePEc:bge:wpaper:942.

Full description at Econpapers || Download paper

2016A Spatial Knowledge Production Function Approach for the Regions of the Russian Federation. (2016). Perret, Jens K. In: EIIW Discussion paper. RePEc:bwu:eiiwdp:disbei217.

Full description at Econpapers || Download paper

2016An Alternative Approach towards the Knowledge Production Function on a Regional Level - Applications for the USA and Russia. (2016). Perret, Jens K. In: Schumpeter Discussion Papers. RePEc:bwu:schdps:sdp16003.

Full description at Econpapers || Download paper

2016Joint Confidence Sets for Structural Impulse Responses. (2016). Kilian, Lutz ; Inoue, Atsushi . In: CESifo Working Paper Series. RePEc:ces:ceswps:_5746.

Full description at Econpapers || Download paper

2016Identifying Uncertainty Shocks Using the Price of Gold. (2016). Piffer, Michele ; Podstawski, Maximilian . In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1549.

Full description at Econpapers || Download paper

2016Profitability of Directional Change Based Trading Strategies: The Case of Saudi Stock Market. (2016). Aloud, Monira Essa . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2016-01-12.

Full description at Econpapers || Download paper

2016How will auctioning impact on the carbon emission abatement cost of electric power generation sector in China?. (2016). Liu, Liwei ; Chen, Chuxiang ; Sun, Xiaoru . In: Applied Energy. RePEc:eee:appene:v:168:y:2016:i:c:p:594-609.

Full description at Econpapers || Download paper

2016Emergence of innovation networks from R&D cooperation with endogenous absorptive capacity. (2016). Savin, Ivan ; Egbetokun, Abiodun. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:64:y:2016:i:c:p:82-103.

Full description at Econpapers || Download paper

2016Direct comparison of agent-based models of herding in financial markets. (2016). Barde, Sylvain. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:73:y:2016:i:c:p:329-353.

Full description at Econpapers || Download paper

2016Constructing minimum-width confidence bands. (2016). Schussler, Rainer ; Trede, Mark . In: Economics Letters. RePEc:eee:ecolet:v:145:y:2016:i:c:p:182-185.

Full description at Econpapers || Download paper

2016Joint confidence sets for structural impulse responses. (2016). Kilian, Lutz ; Inoue, Atsushi . In: Journal of Econometrics. RePEc:eee:econom:v:192:y:2016:i:2:p:421-432.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2016Retail bank interest rate pass-through in the euro area: An empirical survey. (2016). Billon, Steve ; Andries, Natalia. In: Economic Systems. RePEc:eee:ecosys:v:40:y:2016:i:1:p:170-194.

Full description at Econpapers || Download paper

2016Bringing an elementary agent-based model to the data: Estimation via GMM and an application to forecasting of asset price volatility. (2016). Lux, Thomas ; Ghonghadze, Jaba . In: Journal of Empirical Finance. RePEc:eee:empfin:v:37:y:2016:i:c:p:1-19.

Full description at Econpapers || Download paper

2016Enhanced index tracking optimal portfolio selection. (2016). de Paulo, Wanderlei Lima ; Do, Oswaldo Luiz ; de Oliveira, Estela Mara . In: Finance Research Letters. RePEc:eee:finlet:v:16:y:2016:i:c:p:93-102.

Full description at Econpapers || Download paper

2016A differential evolution algorithm for yield curve estimation. (2016). Ballini, Rosangela ; GOMIDE, FERNANDO ; MacIel, Leandro . In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:129:y:2016:i:c:p:10-30.

Full description at Econpapers || Download paper

2016Option pricing for stochastic volatility model with infinite activity Lévy jumps. (2016). Gong, Xiaoli ; Zhuang, Xintian . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:455:y:2016:i:c:p:1-10.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2016Macroeconomic policy in DGSE and agent based models redux : new developments and challenges ahead. (2016). Roventini, Andrea ; Fagiolo, Giorgio. In: Documents de Travail de l'OFCE. RePEc:fce:doctra:16011.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2016How banks’ strategies influence financial cycles: An approach to identifying micro behavior. (2016). Tedeschi, Gabriele ; Berardi, Simone . In: Working Papers. RePEc:jau:wpaper:2016/24.

Full description at Econpapers || Download paper

2016Lost in Translation: Explicitly Solving Nonlinear Stochastic Optimal Control Problems Using the Median Objective Value. (2016). Savin, Ivan ; Blueschke, Dmitri. In: Computational Economics. RePEc:kap:compec:v:48:y:2016:i:2:d:10.1007_s10614-015-9526-3.

Full description at Econpapers || Download paper

2016On the Choice of a Genetic Algorithm for Estimating GARCH Models. (2016). Rizzo, Manuel ; Battaglia, Francesco . In: Computational Economics. RePEc:kap:compec:v:48:y:2016:i:3:d:10.1007_s10614-015-9522-7.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2016Monetary Policy on Twitter and its Effect on Asset Prices: Evidence from Computational Text Analysis. (2016). Lüdering, Jochen ; Ludering, Jochen ; Tillmann, Peter ; PeterTillmann, . In: MAGKS Papers on Economics. RePEc:mar:magkse:201612.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2016Stock Markets under the Changing Terms of Trade. (2016). Zyamalov, Vadim ; Turuntseva, Marina. In: Journal of the New Economic Association. RePEc:nea:journl:y:2016:i:31:p:93-109.

Full description at Econpapers || Download paper

2017Agent-Based Model Calibration using Machine Learning Surrogates. (2017). Roventini, Andrea ; Sani, Amir ; Lamperti, Francesco . In: Sciences Po publications. RePEc:spo:wpmain:info:hdl:2441/20hflp7eqn97boh50no50tv67n.

Full description at Econpapers || Download paper

2016Macroeconomic Policy in DGSE and Agent-Based Models Redux: New Developments and Challenges Ahead. (2016). Roventini, Andrea ; Fagiolo, Giorgio. In: Sciences Po publications. RePEc:spo:wpmain:info:hdl:2441/dcditnq6282sbu1u151qe5p7f.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2016Moving out of the bottom of the economy? Constraints to firm transition in the Indian informal manufacturing sector. (2016). Sen, Kunal ; Raj, Rajesh ; Sn, Rajesh . In: IZA Journal of Labor & Development. RePEc:spr:izaldv:v:5:y:2016:i:1:d:10.1186_s40175-016-0056-8.

Full description at Econpapers || Download paper

2016Why a simple herding model may generate the stylized facts of daily returns: explanation and estimation. (2016). Westerhoff, Frank ; Franke, Reiner . In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:11:y:2016:i:1:d:10.1007_s11403-014-0140-6.

Full description at Econpapers || Download paper

2016Long-term Uncertainty of Hydropower Revenue Due to Climate Change and Electricity Prices. (2016). Romerio, Franco ; Gabbi, Jeannette ; Bauder, Andreas ; Gaudard, Ludovic . In: Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA). RePEc:spr:waterr:v:30:y:2016:i:4:d:10.1007_s11269-015-1216-3.

Full description at Econpapers || Download paper

2016A Method for Agent-Based Models Validation. (2016). Moneta, Alessio ; Guerini, Mattia. In: LEM Papers Series. RePEc:ssa:lemwps:2016/16.

Full description at Econpapers || Download paper

2016Macroeconomic Policy in DSGE and Agent-Based Models Redux: New Developments and Challenges Ahead. (2016). Roventini, Andrea ; Fagiolo, Giorgio. In: LEM Papers Series. RePEc:ssa:lemwps:2016/17.

Full description at Econpapers || Download paper

2016Empirical Validation of Simulated Models through the GSL-div: an Illustrative Application. (2016). Lamperti, Francesco. In: LEM Papers Series. RePEc:ssa:lemwps:2016/18.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2017An empirical validation protocol for large-scale agent-based models. (2017). Barde, Sylvain ; Van Der Hoog, Sander ; Sander van der Hoog, . In: Studies in Economics. RePEc:ukc:ukcedp:1712.

Full description at Econpapers || Download paper

2016Interviewer Effects on a Network-Size Filter Question. (2016). Michael, Josten ; Mark, Trappmann . In: Journal of Official Statistics. RePEc:vrs:offsta:v:32:y:2016:i:2:p:349-373:n:8.

Full description at Econpapers || Download paper

2016Changing Patterns in M&E-Investment-Based Innovation Strategies in CESEE and FSU Countries. (2016). Stehrer, Robert ; Leitner, Sandra ; Landesmann, Michael. In: wiiw Working Papers. RePEc:wii:wpaper:123.

Full description at Econpapers || Download paper

2016The Role of Financial Constraints for Different Innovation Strategies: Evidence for CESEE and FSU Countries. (2016). Stehrer, Robert ; Leitner, Sandra. In: wiiw Working Papers. RePEc:wii:wpaper:125.

Full description at Econpapers || Download paper

2016Herding behavior and volatility clustering in financial markets. (2016). Westerhoff, Frank ; Schmitt, Noemi . In: BERG Working Paper Series. RePEc:zbw:bamber:107.

Full description at Econpapers || Download paper

2016Estimation of financial agent-based models with simulated maximum likelihood. (2016). Kukacka, Jiri ; Baruník, Jozef. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:63.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

Peter Winker is editor of

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

Works by Peter Winker:

YearTitleTypeCited
2000Efficient Labour Contracts: Impediments and How to Circumvent Them In: LABOUR.
[Full Text][Citation analysis]		article2
2015Confidence Bands for Impulse Responses: Bonferroni vs. Wald In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article2
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.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 8		paper
2014Confidence Bands for Impulse Responses: Bonferroni versus Wald.(2014) In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 8		paper
2014Confidence Bands for Impulse Responses: Bonferroni versus Wald.(2014) In: Annual Conference 2014 (Hamburg): Evidence-based Economic Policy.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 8		paper
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]		paper41
2006An Objective Function for Simulation Based Inference on Exchange Rate Data.(2006) In: Computing in Economics and Finance 2006.
[Citation analysis]
This paper has another version. Agregated cites: 41		paper
2007An objective function for simulation based inference on exchange rate data.(2007) In: Journal of Economic Interaction and Coordination.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 41		article
2008A review of heuristic optimization methods in econometrics In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper13
2008Review of Heuristic Optimization Methods in Econometrics.(2008) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 13		paper
2008Optimization Heuristics for Determining Internal Rating Grading Scales In: Working Papers.
[Full Text][Citation analysis]		paper19
2010Optimization heuristics for determining internal rating grading scales.(2010) In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 19		article
2008Optimization Heuristics for Determining Internal Rating Grading Scales.(2008) In: Center for Economic Research (RECent).
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 19		paper
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]
This paper has another version. Agregated cites: 19		paper
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.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2		article
2010Heuristic Optimization Methods for Dynamic Panel Data Model Selection. Application on the Russian Innovative Performance In: Working Papers.
[Full Text][Citation analysis]		paper11
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: 11		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.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1		article
2010Robust Portfolio Optimization with a Hybrid Heuristic Algorithm In: Working Papers.
[Full Text][Citation analysis]		paper2
2012Robust portfolio optimization with a hybrid heuristic algorithm.(2012) In: Computational Management Science.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2		article
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.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2		paper
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]
This paper has another version. Agregated cites: 2		article
2013Comparison of Methods for Constructing Joint Confidence Bands for Impulse Response Functions In: Discussion Papers of DIW Berlin.
[Full Text][Citation analysis]		paper11
2015Comparison of methods for constructing joint confidence bands for impulse response functions.(2015) In: International Journal of Forecasting.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 11		article
2013Comparison of Methods for Constructing Joint Confidence Bands for Impulse Response Functions.(2013) In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 11		paper
2013Comparison of Methods for Constructing Joint Confidence Bands for Impulse Response Functions.(2013) In: MAGKS Papers on Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 11		paper
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]
This paper has another version. Agregated cites: 0		paper
2016Calculating Joint Confidence Bands for Impulse Response Functions using Highest Density Regions.(2016) In: MAGKS Papers on Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		paper
2017Estimation of Structural Impulse Responses: Short-Run versus Long-Run Identifying Restrictions In: Discussion Papers of DIW Berlin.
[Full Text][Citation analysis]		paper0
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.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		paper
1995Identification of multivariate AR-models by threshold accepting In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]		article6
1994Identification of multivariate AR-models by threshold accepting.(1994) In: Discussion Papers, Series II.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6		paper
2003A global optimization heuristic for estimating agent based models In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]		article88
2004Applications of optimization heuristics to estimation and modelling problems In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]		article19
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]		article20
1999Improving the Computation of Censored Quantile Regressions.(1999) In: Discussion Papers.
[Citation analysis]
This paper has another version. Agregated cites: 20		paper
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]		article5
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]		article4
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: 4		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]		article7
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]		article19
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]
This paper has another version. Agregated cites: 19		paper
2001Indirect Estimation of the Parameters of Agent Based Models of Financial Markets In: FAME Research Paper Series.
[Full Text][Citation analysis]		paper29
2001Indirect Estimation of the Parameters of Agent Based Models of Financial Markets..(2001) In: Manitoba - Department of Economics.
[Citation analysis]
This paper has another version. Agregated cites: 29		paper
2001Indirect Estimation of the Parameters of Agent Based Models of Financial Markets.(2001) In: Computing in Economics and Finance 2001.
[Citation analysis]
This paper has another version. Agregated cites: 29		paper
2002Indirect Estimation of the Parameters of Agent Based Models of Financial Markets.(2002) In: Computing in Economics and Finance 2002.
[Citation analysis]
This paper has another version. Agregated cites: 29		paper
2000Time Series Simulation With Quasi Monte Carlo Methods. In: Pennsylvania State - Department of Economics.
[Citation analysis]		paper3
2003Time Series Simulation with Quasi Monte Carlo Methods.(2003) In: Computational Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3		article
2003Time Series Simulation with Quasi Monte Carlo Methods.(2003) In: Computational Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3		article
2000TIME SERIES SIMULATION WITH QUASI-MONTE CARLO METHODS.(2000) In: Computing in Economics and Finance 2000.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3		paper
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]		article6
2008Editorial Announcement In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik).
[Full Text][Citation analysis]		article0
2012Editorial Announcement.(2012) In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik).
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		article
2013Editorial Announcement.(2013) In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik).
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		article
2014Editorial Announcement.(2014) In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik).
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		article
2016Editorial Announcement.(2016) In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik).
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		article
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]		article4
2009Special Issue on Labour Economics: Guest Editorial 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
2013Guest Editorial In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik).
[Full Text][Citation analysis]		article0
2016Annual Reviewer Acknowledgement 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]		article1
2016Forward or Backward Looking? The Economic Discourse and the Observed Reality.(2016) In: MAGKS Papers on Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1		paper
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]		article4
2014Combining Forecasts with Missing Data: Making Use of Portfolio Theory In: Computational Economics.
[Full Text][Citation analysis]		article2
2009Forecasting Russian Foreign Trade Comparative Advantages in the Context of a Potential WTO Accession In: MAGKS Papers on Economics.
[Full Text][Citation analysis]		paper2
2009Forecasting Russian Foreign Trade Comparative Advantages in the Context of a Potential WTO Accession.(2009) In: Central European Journal of Economic Modelling and Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2		article
2012Evaluating FOMC forecast ranges: an interval data approach In: MAGKS Papers on Economics.
[Full Text][Citation analysis]		paper4
2014Evaluating FOMC forecast ranges: an interval data approach.(2014) In: Empirical Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4		article
2013LEffekte der Hochschulen am Standort Gießen aus regionalökonomischer Sicht In: MAGKS Papers on Economics.
[Full Text][Citation analysis]		paper0
2015Complexity and Model Comparison in Agent Based Modeling of Financial Markets In: MAGKS Papers on Economics.
[Full Text][Citation analysis]		paper1
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]		paper1
2011Cardinality versus q-Norm Constraints for Index Tracking In: Department of Economics.
[Full Text][Citation analysis]		paper3
2011Cardinality versus q-Norm Constraints for Index Tracking.(2011) In: Center for Economic Research (RECent).
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3		paper
2014Cardinality versus q -norm constraints for index tracking.(2014) In: Quantitative Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3		article
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]		article0
2009Die Bestimmung regionaler Preisindizes – Das Beispiel Österreich In: Research Notes of the German Council for Social and Economic Data.
[Full Text][Citation analysis]		paper0
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]		paper7
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.
[Full Text][Citation analysis]		article0
2005Using HP Filtered Data for Econometric Analysis: Some Evidence from Monte Carlo Simulations In: AStA Advances in Statistical Analysis.
[Full Text][Citation analysis]		article19
2004Using HP Filtered Data for Econometric Analysis : Some Evidence from Monte Carlo Simulations.(2004) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 19		paper
2015Constructing optimal sparse portfolios using regularization methods In: Computational Management Science.
[Full Text][Citation analysis]		article4
2011Least median of squares estimation by optimization heuristics with an application to the CAPM and a multi-factor model In: Computational Management Science.
[Full Text][Citation analysis]		article7
2009The convergence of estimators based on heuristics: theory and application to a GARCH model In: Computational Statistics.
[Full Text][Citation analysis]		article13
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.
[Full Text][Citation analysis]		article1
1994A Macroeconometric Disequilibrium Analysis of Current and Future Migration from Eastern Europe into West Germany. In: Journal of Population Economics.
[Citation analysis]		article3
1993A macroeconometric disequilibrium analysis of current and future migration from Eastern Europe into West Germany.(1993) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3		paper
2016Improved bootstrap prediction intervals for SETAR models In: Statistical Papers.
[Full Text][Citation analysis]		article0
2016Improved bootstrap prediction intervals for SETAR models.(2016) In: Statistical Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		article
1999Sluggish adjustment of interest rates and credit rationing: an application of unit root testing and error correction modelling In: Applied Economics.
[Full Text][Citation analysis]		article27
2016Detecting Fraudulent Interviewers by Improved Clustering Methods – The Case of Falsifications of Answers to Parts of a Questionnaire In: Journal of Official Statistics.
[Full Text][Citation analysis]		article0
2016Predicting Stock Return Volatility: Can We Benefit from Regression Models for Return Intervals? In: Journal of Forecasting.
[Full Text][Citation analysis]		article0
2001The Economics of Crime: Investigating the Drugs-Crime Channel In: Law and Economics.
[Full Text][Citation analysis]		paper5
2002The Economics of Crime: Investigating the Drugs-Crime Channel.(2002) In: Darmstadt Discussion Papers in Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5		paper
2004The Romanian Economy in Transition: Developments and Future Prospects In: Macroeconomics.
[Full Text][Citation analysis]		paper2
2004The Hidden Risks of Optimizing Bond Portfolios under VaR In: Research Notes.
[Full Text][Citation analysis]		paper3
2005The Stochastics of Threshold Accepting: Analysis of an Application to the Uniform Design Problem In: Discussion Papers.
[Full Text][Citation analysis]		paper0
2005The convergence of optimization based estimators : theory and application to a GARCH-model In: Discussion Papers.
[Full Text][Citation analysis]		paper0
2005Hedonic regression for digital cameras in Germany In: Discussion Papers.
[Full Text][Citation analysis]		paper0
1996Bündnis für Arbeit: Eine Randnotiz In: Discussion Papers.
[Full Text][Citation analysis]		paper1
1996Bündnis für Arbeit: Eine Randnotiz.(1996) In: Wirtschaftsdienst – Zeitschrift für Wirtschaftspolitik (1949 - 2007).
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1		article
1991Zur Messung der Lohndifferenzierung mit Entropiemaßen In: Discussion Papers, Series II.
[Full Text][Citation analysis]		paper1
1992Optimal aggregation by threshold accepting: An application to the German industrial classification system In: Discussion Papers, Series II.
[Full Text][Citation analysis]		paper0
1992Some notes on the computational complexity of optimal aggregation In: Discussion Papers, Series II.
[Full Text][Citation analysis]		paper0
1993Migratory movements in a disequilibrium macroeconometric model for West Germany In: Discussion Papers, Series II.
[Full Text][Citation analysis]		paper3
1993Firmenalter und Kreditrationierung: Eine mikroökonomische Analyse mit IFO-Umfragedaten In: Discussion Papers, Series II.
[Full Text][Citation analysis]		paper0
1993Die Trägheit von Zinssätzen und Kreditrationierung in der Bundesrepublik Deutschland In: Discussion Papers, Series II.
[Full Text][Citation analysis]		paper0
1994Eine makroökonometrische Analyse von Kreditmarkt und Kreditrationierung: Bankkredite in der Bundesrepublik Deutschland 1974 - 1989 In: Discussion Papers, Series II.
[Full Text][Citation analysis]		paper1
1994Credit rationing at the firm level: Some microeconometric evidence In: Discussion Papers, Series II.
[Full Text][Citation analysis]		paper0
1994Stochastic simulations of a macroeconomic disequilibrium model for West Germany In: Discussion Papers, Series II.
[Full Text][Citation analysis]		paper1
1994Optimal industrial classification with heteroskedasticity correction: An application to the Swedish industrial classification system In: Discussion Papers, Series II.
[Full Text][Citation analysis]		paper0
1995Application of threshold accepting to the evaluation of the discrepancy of a set of points In: Discussion Papers, Series II.
[Full Text][Citation analysis]		paper11
1996Causes and effects of financing constraints at the firm level: Some microeconometric evidence In: Discussion Papers, Series II.
[Full Text][Citation analysis]		paper38
1996A macroeconomic disequilibrium model of the German credit market In: Discussion Papers, Series II.
[Full Text][Citation analysis]		paper7
1996Die ökologische Steuerreform auf dem Prüfstand: Zur Kritik am Gutachten des Deutschen Instituts für Wirtschaftsforschung In: Discussion Papers, Series II.
[Full Text][Citation analysis]		paper0
1996Ein makroökonometrisches Ungleichgewichtsmodell für die deutsche Volkswirtschaft 1960 bis 1994: Konzeption, Ergebnisse und Erfahrungen In: Discussion Papers, Series II.
[Full Text][Citation analysis]		paper1
1997Measuring the fiscal revenue loss of VAT exemption in commercial banking In: Discussion Papers, Series II.
[Full Text][Citation analysis]		paper11
2016Calculating Joint Bands for Impulse Response Functions using Highest Density Regions In: Annual Conference 2016 (Augsburg): Demographic Change.
[Full Text][Citation analysis]		paper0
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.
[Full Text][Citation analysis]		paper3
2001The economics of crime: investigating the drugs-crime channel: empirical evidence from panel data of the German states.(2001) In: ZEW Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3		paper
2008A statistical approach to detect cheating interviewers In: Discussion Papers.
[Full Text][Citation analysis]		paper5
2011Robustness of clustering methods for identification of potential falsifications in survey data In: Discussion Papers.
[Full Text][Citation analysis]		paper0
1997Einige Wirkungen von steuerlichen Umfinanzierungsmaßnahmen in einem makroökonometrischen Ungleichgewichtsmodell für die westdeutsche Volkswirtschaft In: ZEW Discussion Papers.
[Full Text][Citation analysis]		paper3
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.
[Full Text][Citation analysis]		paper4
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.
[Full Text][Citation analysis]		paper2

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated June, 1st 2017. Contact: CitEc Team