18
H index
29
i10 index
1112
Citations
Peter Winker : Citation Profile
Justus-Liebig-Universität Gießen | RESEARCH PRODUCTION: 82 Articles 111 Papers 1 Books 3 Chapters EDITOR: RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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33 years (1991 - 2024). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Peter Winker. | Is cited by:
| Cites to:
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Main data
Where Peter Winker has published?
Recent works citing Peter Winker (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | Causal inference with (partially) independent shocks and structural signals on the global crude oil market. (2023). Wang, Shu ; Herwartz, Helmut ; Hafner, Christian M. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2023004. Full description at Econpapers || Download paper |
| 2023 | Automated 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. Full description at Econpapers || Download paper |
| 2023 | Reinforcement Learning in Macroeconomic Policy Design: A New Frontier?. (2022). Tilbury, Callum. In: Papers. RePEc:arx:papers:2206.08781. Full description at Econpapers || Download paper |
| 2023 | A Look at Financial Dependencies by Means of Econophysics and Financial Economics. (2023). di Matteo, T ; Raddant, M. In: Papers. RePEc:arx:papers:2302.08208. Full description at Econpapers || Download paper |
| 2023 | Combining search strategies to improve performance in the calibration of economic ABMs. (2023). Delli Gatti, Domenico ; Chanda, Debmallya ; Favorito, Marco ; Glielmo, Aldo. In: Papers. RePEc:arx:papers:2302.11835. Full description at Econpapers || Download paper |
| 2023 | Censored Quantile Regression with Many Controls. (2023). Hong, Seoyun. In: Papers. RePEc:arx:papers:2303.02784. Full description at Econpapers || Download paper |
| 2024 | Many learning agents interacting with an agent-based market model. (2023). Gebbie, Tim ; Paskaramoothy, Andrew ; Dicks, Matthew. In: Papers. RePEc:arx:papers:2303.07393. Full description at Econpapers || Download paper |
| 2023 | A systematic literature review on solution approaches for the index tracking problem in the last decade. (2023). de Almeida, Adiel Teixeira ; Soares, Julio Cezar. In: Papers. RePEc:arx:papers:2306.01660. Full description at Econpapers || Download paper |
| 2023 | The transmission of euro area monetary policy to financially euroized countries. (2023). Moder, Isabella. In: Economics and Politics. RePEc:bla:ecopol:v:35:y:2023:i:3:p:718-751. Full description at Econpapers || Download paper |
| 2023 | Taming the housing roller coaster: The impact of macroprudential policy on the house price cycle. (2023). Carro, Adrian. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:156:y:2023:i:c:s0165188923001598. Full description at Econpapers || Download paper |
| 2023 | Sequential Bayesian inference for agent-based models with application to the Chinese business cycle. (2023). Wang, Qianchao ; Li, Yong ; Zhang, Qiaosen. In: Economic Modelling. RePEc:eee:ecmode:v:126:y:2023:i:c:s0264999323001931. Full description at Econpapers || Download paper |
| 2023 | ETF Basket-Adjusted Covariance estimation. (2023). Vanduffel, Steven ; Boudt, Kris ; Sauri, Orimar ; Dragun, Kirill. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1144-1171. Full description at Econpapers || Download paper |
| 2023 | Fuzzy sets and (fuzzy) random sets in Econometrics and Statistics. (2023). Ramos-Guajardo, Ana Belen ; Colubi, Ana. In: Econometrics and Statistics. RePEc:eee:ecosta:v:26:y:2023:i:c:p:84-98. Full description at Econpapers || Download paper |
| 2023 | Behavioral asset pricing under expected feedback mode. (2023). Xu, Shaojun. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000248. Full description at Econpapers || Download paper |
| 2024 | (Structural) VAR models with ignored changes in mean and volatility. (2024). Salish, Nazarii ; Demetrescu, Matei. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:840-854. Full description at Econpapers || Download paper |
| 2023 | Moment set selection for the SMM using simple machine learning. (2023). Kukacka, Jiri ; Zila, Eric. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:212:y:2023:i:c:p:366-391. Full description at Econpapers || Download paper |
| 2024 | A computational model of bilateral credit limits in payment systems and other financial market infrastructures. (2024). Bewaji, Oluwasegun. In: Latin American Journal of Central Banking (previously Monetaria). RePEc:eee:lajcba:v:5:y:2024:i:1:s2666143823000364. Full description at Econpapers || Download paper |
| 2024 | A simple learning agent interacting with an agent-based market model. (2024). Gebbie, Tim ; Paskaramoorthy, Andrew ; Dicks, Matthew. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:633:y:2024:i:c:s0378437123009184. Full description at Econpapers || Download paper |
| 2023 | Exploring new digital therapeutics technologies for psychiatric disorders using BERTopic and PatentSBERTa. (2023). Sohn, So Young ; Yoon, Naeun ; Jeon, Eunji. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:186:y:2023:i:pa:s0040162522006515. Full description at Econpapers || Download paper |
| 2023 | Using big data for generating firm-level innovation indicators - a literature review. (2023). Rammer, Christian ; Es-Sadki, Nordine. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:197:y:2023:i:c:s0040162523005590. Full description at Econpapers || Download paper |
| 2023 | Vector Autoregression Model-Based Forecasting of Reference Evapotranspiration in Malaysia. (2023). Al-Shareeda, Mahmood A ; Manickam, Selvakumar ; Fadzil, Lokman Mohd ; Hou, Phon Sheng. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:4:p:3675-:d:1071098. Full description at Econpapers || Download paper |
| 2024 | Mean-Variance Efficient Large Portfolios : A Simple Machine Learning Heuristic Technique based on the Two-Fund Separation Theorem. (2024). Maillet, Bertrand ; Costola, Michele ; Zhang, Xiang ; Yuan, Zhining. In: Post-Print. RePEc:hal:journl:hal-04514343. Full description at Econpapers || Download paper |
| 2024 | Demography, Human Capital Investment, and Lifetime Earnings for Women and Men. (2024). Jacobsen, Joyce ; Yuksel, Mutlu ; Khamis, Melanie. In: IZA Discussion Papers. RePEc:iza:izadps:dp16936. Full description at Econpapers || Download paper |
| 2023 | The ZEW Financial Market Survey Panel. (2023). Schröder, Michael ; Frank, Bruckbauer. In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik). RePEc:jns:jbstat:v:243:y:2023:i:3-4:p:451-469:n:8. Full description at Econpapers || Download paper |
| 2023 | An Alternative Bootstrap for Proxy Vector Autoregressions. (2023). Lutkepohl, Helmut ; Bruns, Martin. In: Computational Economics. RePEc:kap:compec:v:62:y:2023:i:4:d:10.1007_s10614-022-10323-w. Full description at Econpapers || Download paper |
| 2023 | Topic-based classification and identification of global trends for startup companies. (2023). Savin, Ivan ; Pushkarev, Andrey ; Chukavina, Kristina. In: Small Business Economics. RePEc:kap:sbusec:v:60:y:2023:i:2:d:10.1007_s11187-022-00609-6. Full description at Econpapers || Download paper |
| 2023 | Digital economic activity and resilience for metros and small businesses during Covid-19. (2023). Tolbert, Caroline J ; McCullough, Meredith ; Martini, Nicholas F ; Mossberger, Karen. In: Small Business Economics. RePEc:kap:sbusec:v:60:y:2023:i:4:d:10.1007_s11187-022-00674-x. Full description at Econpapers || Download paper |
| 2023 | Construction and Analysis of Uncertainty Indices based on Multilingual Text Representations. (2023). Naboka-Krell, Viktoriia. In: MAGKS Papers on Economics. RePEc:mar:magkse:202310. Full description at Econpapers || Download paper |
| 2024 | Revisiting the Effect of Hosting Large-Scale Sport Events on International Tourist Inflows. (2024). Savin, Ivan ; Ilya, Zverev ; Drapkin, Igor. In: Journal of Sports Economics. RePEc:sae:jospec:v:25:y:2024:i:1:p:98-125. Full description at Econpapers || Download paper |
| 2023 | Bet against the trend and cash in profits: An agent-based model of endogenous fluctuations of exchange rates. (2023). Bassi, Federico ; Lang, Dany ; Ramos, Raquel. In: Journal of Evolutionary Economics. RePEc:spr:joevec:v:33:y:2023:i:2:d:10.1007_s00191-023-00821-x. Full description at Econpapers || Download paper |
| 2023 | A Low-Cost Alternating Projection Approach for a Continuous Formulation of Convex and Cardinality Constrained Optimization. (2023). E. H. M. Krulikovski, ; Kreji, N ; Raydan, M. In: SN Operations Research Forum. RePEc:spr:snopef:v:4:y:2023:i:4:d:10.1007_s43069-023-00257-w. Full description at Econpapers || Download paper |
| 2024 | Sparse portfolio selection via the sorted â„“1-Norm. (2020). Paterlini, Sandra ; Bogdan, Magorzata ; Lee, Sangkyun ; Kremer, Philipp J. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:110:y:2020:i:c:s0378426619302614. Full description at Econpapers || Download paper |
Peter Winker is editor of
| Journal | |
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| Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik) |
Peter Winker has edited the books:
| Year | Title | Type | Cited |
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Works by Peter Winker:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2017 | A Monetary Stress Indicator for the Economic Community of West African States In: Journal of African Development. [Full Text][Citation analysis] | article | 5 |
| 2018 | Skewness-Adjusted Bootstrap Confidence Intervals and Confidence Bands for Impulse Response Functions In: Lodz Economics Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2018 | Skewness-Adjusted Bootstrap Confidence Intervals and Confidence Bands for Impulse Response Functions.(2018) In: MAGKS Papers on Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2020 | Skewness-adjusted bootstrap confidence intervals and confidence bands for impulse response functions.(2020) In: AStA Advances in Statistical Analysis. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2018 | Constructing Joint Confidence Bands for Impulse Response Functions of VAR Models - A Review In: Lodz Economics Working Papers. [Full Text][Citation analysis] | paper | 5 |
| 2018 | Constructing Joint Confidence Bands for Impulse Response Functions of VAR Models: A Review.(2018) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
| 2020 | Constructing joint confidence bands for impulse response functions of VAR models – A review.(2020) In: Econometrics and Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | article | |
| 2000 | Efficient Labour Contracts: Impediments and How to Circumvent Them In: LABOUR. [Full Text][Citation analysis] | article | 2 |
| 2015 | Confidence Bands for Impulse Responses: Bonferroni vs. Wald In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 33 |
| 2017 | Generating prediction bands for path forecasts from SETAR models In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 1 |
| 2014 | Confidence Bands for Impulse Responses: Bonferroni versus Wald In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 7 |
| 2014 | Confidence Bands for Impulse Responses: Bonferroni versus Wald.(2014) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
| .() In: . [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | ||
| 2014 | Confidence Bands for Impulse Responses: Bonferroni versus Wald.(2014) In: VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
| 2006 | Calculation of GDP elasticities of public expenditure and revenue for forecasting purposes and a discussion of their volatility: Study commissioned by the Bundesministerium der Finanzen (06/05) In: ifo Forschungsberichte. [Full Text][Citation analysis] | book | 7 |
| 2007 | An Objective Function for Simulation Based Inference on Exchange Rate Data In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 89 |
| 2006 | An Objective Function for Simulation Based Inference on Exchange Rate Data.(2006) In: Computing in Economics and Finance 2006. [Citation analysis] This paper has nother version. Agregated cites: 89 | paper | |
| 2007 | An objective function for simulation based inference on exchange rate data.(2007) In: Journal of Economic Interaction and Coordination. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 89 | article | |
| 2008 | A review of heuristic optimization methods in econometrics In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 18 |
| 2008 | Review of Heuristic Optimization Methods in Econometrics.(2008) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 18 | paper | |
| 2008 | Optimization Heuristics for Determining Internal Rating Grading Scales In: Working Papers. [Full Text][Citation analysis] | paper | 39 |
| 2010 | Optimization heuristics for determining internal rating grading scales.(2010) In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 39 | article | |
| 2008 | Optimization Heuristics for Determining Internal Rating Grading Scales.(2008) In: Center for Economic Research (RECent). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 39 | paper | |
| 2009 | Optimization Heuristics for Determining Internal Rating Grading Scales.(2009) In: Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 39 | paper | |
| 2008 | Least Median of Squares Estimation by Optimization Heuristics with an Application to the CAPM and Multi Factor Models In: Working Papers. [Full Text][Citation analysis] | paper | 11 |
| 2011 | Least median of squares estimation by optimization heuristics with an application to the CAPM and a multi-factor model.(2011) In: Computational Management Science. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | article | |
| 2009 | Optimized U-type Designs on Flexible Regions In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2010 | Optimized U-type designs on flexible regions.(2010) In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
| 2010 | Heuristic Optimization Methods for Dynamic Panel Data Model Selection. Application on the Russian Innovative Performance In: Working Papers. [Full Text][Citation analysis] | paper | 16 |
| 2012 | Heuristic Optimization Methods for Dynamic Panel Data Model Selection: Application on the Russian Innovative Performance.(2012) In: Computational Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 16 | article | |
| 2010 | Threshold Accepting for Credit Risk Assessment and Validation In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2015 | Threshold accepting for credit risk assessment and validation.(2015) In: Journal of Banking Regulation. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
| 2010 | Robust Portfolio Optimization with a Hybrid Heuristic Algorithm In: Working Papers. [Full Text][Citation analysis] | paper | 5 |
| 2012 | Robust portfolio optimization with a hybrid heuristic algorithm.(2012) In: Computational Management Science. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | article | |
| 2011 | Heuristic model selection for leading indicators in Russia and Germany In: Working Papers. [Full Text][Citation analysis] | paper | 5 |
| 2011 | Heuristic model selection for leading indicators in Russia and Germany.(2011) In: MAGKS Papers on Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
| 2013 | Heuristic model selection for leading indicators in Russia and Germany.(2013) In: OECD Journal: Journal of Business Cycle Measurement and Analysis. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | article | |
| 2003 | Illegale Drogen und Kriminalität : Wie ausgeprägt ist der Zusammenhang? In: Publications of Darmstadt Technical University, Institute for Business Studies (BWL). [Citation analysis] | paper | 3 |
| 2002 | The Economics of Crime: Investigating the Drugs-Crime Channel In: Publications of Darmstadt Technical University, Institute for Business Studies (BWL). [Citation analysis] | paper | 8 |
| 2008 | The Economics of Crime: Investigating the Drugs-Crime Channel.(2008) In: Publications of Darmstadt Technical University, Institute for Business Studies (BWL). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
| 2001 | The Economics of Crime: Investigating the Drugs-Crime Channel.(2001) In: Law and Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
| 2002 | The Economics of Crime: Investigating the Drugs-Crime Channel.(2002) In: Darmstadt Discussion Papers in Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
| 2006 | Investigating 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] | paper | 22 |
| 2009 | Investigating the Drugs-Crime Channel in Economics of Crime Models Empirical Evidence from Panel Data of the German States.(2009) In: Publications of Darmstadt Technical University, Institute for Business Studies (BWL). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 22 | paper | |
| 2008 | Investigating 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. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 22 | article | |
| 2005 | Investigating the drugs-crime channel in economics of crime models empirical evidence from panel data of the German states.(2005) In: Darmstadt Discussion Papers in Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 22 | paper | |
| 2013 | Comparison of Methods for Constructing Joint Confidence Bands for Impulse Response Functions In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] | paper | 42 |
| 2015 | Comparison of methods for constructing joint confidence bands for impulse response functions.(2015) In: International Journal of Forecasting. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 42 | article | |
| 2013 | Comparison of Methods for Constructing Joint Confidence Bands for Impulse Response Functions.(2013) In: MAGKS Papers on Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 42 | paper | |
| .() In: . [Full Text][Citation analysis] This paper has nother version. Agregated cites: 42 | paper | ||
| 2016 | Calculating Joint Confidence Bands for Impulse Response Functions Using Highest Density Regions In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] | paper | 12 |
| 2016 | Calculating Joint Confidence Bands for Impulse Response Functions using Highest Density Regions.(2016) In: MAGKS Papers on Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | paper | |
| 2018 | Calculating joint confidence bands for impulse response functions using highest density regions.(2018) In: Empirical Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | article | |
| .() In: . [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | paper | ||
| 2017 | Estimation of Structural Impulse Responses: Short-Run versus Long-Run Identifying Restrictions In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] | paper | 2 |
| 2018 | Estimation of structural impulse responses: short-run versus long-run identifying restrictions.(2018) In: AStA Advances in Statistical Analysis. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
| 2017 | Estimation of Structural Impulse Responses: Short-Run versus Long-run Identifying Restrictions.(2017) In: VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2000 | Optimal Industrial Classification: An Application to the German Industrial Classification System In: Econometric Society World Congress 2000 Contributed Papers. [Full Text][Citation analysis] | paper | 0 |
| 1994 | Optimal industrial classification: [an application to the German industrial classification system].(1994) In: Discussion Papers, Series II. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2022 | TA algorithms for D-optimal OofA Mixture designs In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 0 |
| 1995 | Identification of multivariate AR-models by threshold accepting In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 9 |
| 1994 | Identification of multivariate AR-models by threshold accepting.(1994) In: Discussion Papers, Series II. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
| 2003 | A global optimization heuristic for estimating agent based models In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 185 |
| 2004 | Applications of optimization heuristics to estimation and modelling problems In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 25 |
| 2005 | Optimal aggregation of linear time series models In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 0 |
| 2007 | 2nd Special Issue on Applications of Optimization Heuristics to Estimation and Modelling Problems In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 2 |
| 2007 | Improving the computation of censored quantile regressions In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 27 |
| 1999 | Improving the Computation of Censored Quantile Regressions.(1999) In: Discussion Papers. [Citation analysis] This paper has nother version. Agregated cites: 27 | paper | |
| 2008 | E.J. Kontoghiorghes, Editor, Handbook of Parallel Computing and Statistics, Chapman & Hall/CRC, Boca Raton (2006). In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 0 |
| 2008 | An efficient branch-and-bound strategy for subset vector autoregressive model selection In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 6 |
| 2001 | Empirical macro models under test. A comparative simulation study of the employment effects of a revenue neutral cut in social security contributions In: Economic Modelling. [Full Text][Citation analysis] | article | 8 |
| 1998 | Empirical macromodels under test: a comparative simulation study of the employment effects of a revenue neutral cut in social security contributions.(1998) In: ZEW Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
| 2004 | Modeling spillovers and feedback of international trade in a disequilibrium framework In: Economic Modelling. [Full Text][Citation analysis] | article | 0 |
| 2024 | Fiscal policy in the Bundestag: Textual analysis and macroeconomic effects In: European Economic Review. [Full Text][Citation analysis] | article | 0 |
| 2023 | Fiscal Policy in the Bundestag: Textual Analysis and Macroeconomic Effects.(2023) In: MAGKS Papers on Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| .() In: . [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | ||
| 2013 | Constructing narrowest pathwise bootstrap prediction bands using threshold accepting In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 10 |
| In: . [Full Text][Citation analysis] | chapter | 11 | |
| 2004 | Optimal Lag Structure Selection in VEC-Models.(2004) In: Computing in Economics and Finance 2004. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | paper | |
| 2001 | Indirect Estimation of the Parameters of Agent Based Models of Financial Markets In: FAME Research Paper Series. [Full Text][Citation analysis] | paper | 40 |
| 2001 | Indirect Estimation of the Parameters of Agent Based Models of Financial Markets..(2001) In: Manitoba - Department of Economics. [Citation analysis] This paper has nother version. Agregated cites: 40 | paper | |
| 2001 | Indirect Estimation of the Parameters of Agent Based Models of Financial Markets.(2001) In: Computing in Economics and Finance 2001. [Citation analysis] This paper has nother version. Agregated cites: 40 | paper | |
| 2002 | Indirect Estimation of the Parameters of Agent Based Models of Financial Markets.(2002) In: Computing in Economics and Finance 2002. [Citation analysis] This paper has nother version. Agregated cites: 40 | paper | |
| 2000 | Time Series Simulation With Quasi Monte Carlo Methods. In: Pennsylvania State - Department of Economics. [Citation analysis] | paper | 4 |
| 2003 | Time Series Simulation with Quasi Monte Carlo Methods.(2003) In: Computational Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | article | |
| 2003 | Time Series Simulation with Quasi Monte Carlo Methods.(2003) In: Computational Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | article | |
| 2000 | TIME SERIES SIMULATION WITH QUASI-MONTE CARLO METHODS.(2000) In: Computing in Economics and Finance 2000. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 2013 | Comparison of Methods for Constructing Joint Confidence Bands for Impulse Response Functions In: SFB 649 Discussion Papers. [Full Text][Citation analysis] | paper | 7 |
| 2014 | Confidence Bands for Impulse Responses: Bonferroni versus Wald In: SFB 649 Discussion Papers. [Full Text][Citation analysis] | paper | 7 |
| 2016 | Calculating Joint Confidence Bands for Impulse Response Functions using Highest Density Regions In: SFB 649 Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
| 1995 | Die Trägheit von Zinssätzen und Kreditrationierung in der Bundesrepublik Deutschland / The Sluggishness of Interest Rates and Credit Rationing in the Federal Republic of Germany In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik). [Full Text][Citation analysis] | article | 0 |
| 2004 | Bank Lending and Monetary Policy Transmission: A VECM Analysis for Germany / Bankkredite und geldpolitische Transmission: Eine VECM Analyse für Deutschland In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik). [Full Text][Citation analysis] | article | 5 |
| 2008 | Editorial Announcement In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik). [Full Text][Citation analysis] | article | 0 |
| 2008 | Introduction to the Special Issue on Agent-Based Models for Economic Policy Advice In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik). [Full Text][Citation analysis] | article | 6 |
| 2009 | Special Issue on Labour Economics: Guest Editorial In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik). [Full Text][Citation analysis] | article | 0 |
| 2012 | Editorial Announcement In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik). [Full Text][Citation analysis] | article | 0 |
| 2012 | Guest Editorial In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik). [Full Text][Citation analysis] | article | 0 |
| 2013 | Editorial Announcement In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik). [Full Text][Citation analysis] | article | 0 |
| 2013 | Guest Editorial In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik). [Full Text][Citation analysis] | article | 0 |
| 2014 | Editorial Announcement In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik). [Full Text][Citation analysis] | article | 0 |
| 2016 | Editorial Announcement In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik). [Full Text][Citation analysis] | article | 0 |
| 2016 | Forward or Backward Looking? The Economic Discourse and the Observed Reality In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik). [Full Text][Citation analysis] | article | 16 |
| 2016 | Forward or Backward Looking? The Economic Discourse and the Observed Reality.(2016) In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 16 | article | |
| 2016 | Forward or Backward Looking? The Economic Discourse and the Observed Reality.(2016) In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 16 | article | |
| 2016 | Forward or Backward Looking? The Economic Discourse and the Observed Reality.(2016) In: MAGKS Papers on Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 16 | paper | |
| 2016 | Annual Reviewer Acknowledgement In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik). [Full Text][Citation analysis] | article | 0 |
| 2017 | Annual Reviewer Acknowledgement.(2017) In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2018 | Annual Reviewer Acknowledgement.(2018) In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2019 | Annual Reviewer Acknowledgement.(2019) In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2020 | Annual Reviewer Acknowledgement.(2020) In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2021 | Annual Reviewer Acknowledgement.(2021) In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2022 | Annual Reviewer Acknowledgement.(2022) In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2023 | Annual Reviewer Acknowledgement.(2023) In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2018 | Editorial Announcement In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik). [Full Text][Citation analysis] | article | 0 |
| 2022 | Cross-Corpora Comparisons of Topics and Topic Trends In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik). [Full Text][Citation analysis] | article | 0 |
| 2023 | Editorial Announcement In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik). [Full Text][Citation analysis] | article | 0 |
| 2023 | Comment to “Bielefeld May In Fact Not Exist – Empirical Evidence From Official Population Data” (DOI https://doi.org/10.1515/jbnst-2022-0038) by Patrick Winter In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik). [Full Text][Citation analysis] | article | 0 |
| 2023 | Editorial Announcement In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik). [Full Text][Citation analysis] | article | 0 |
| 2012 | Lasso-type and Heuristic Strategies in Model Selection and Forecasting In: Jena Economics Research Papers. [Full Text][Citation analysis] | paper | 2 |
| 2000 | Optimized Multivariate Lag Structure Selection In: Computational Economics. [Full Text][Citation analysis] | article | 9 |
| 2014 | Combining Forecasts with Missing Data: Making Use of Portfolio Theory In: Computational Economics. [Full Text][Citation analysis] | article | 5 |
| 2009 | Forecasting Russian Foreign Trade Comparative Advantages in the Context of a Potential WTO Accession In: MAGKS Papers on Economics. [Full Text][Citation analysis] | paper | 7 |
| 2009 | Forecasting Russian Foreign Trade Comparative Advantages in the Context of a Potential WTO Accession.(2009) In: Central European Journal of Economic Modelling and Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | article | |
| 2012 | Evaluating FOMC forecast ranges: an interval data approach In: MAGKS Papers on Economics. [Full Text][Citation analysis] | paper | 6 |
| 2014 | Evaluating FOMC forecast ranges: an interval data approach.(2014) In: Empirical Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | article | |
| 2013 | LEffekte der Hochschulen am Standort Gießen aus regionalökonomischer Sicht In: MAGKS Papers on Economics. [Full Text][Citation analysis] | paper | 2 |
| 2015 | Complexity and Model Comparison in Agent Based Modeling of Financial Markets In: MAGKS Papers on Economics. [Full Text][Citation analysis] | paper | 21 |
| 2017 | Complexity and model comparison in agent based modeling of financial markets.(2017) In: Journal of Economic Interaction and Coordination. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 21 | article | |
| 2018 | Measuring the Diffusion of Innovations with Paragraph Vector Topic Models In: MAGKS Papers on Economics. [Full Text][Citation analysis] | paper | 13 |
| 2020 | Measuring the diffusion of innovations with paragraph vector topic models.(2020) In: PLOS ONE. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | article | |
| 2022 | Inconsistent 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] | paper | 0 |
| 2024 | Identification of Innovation Drivers Based on Technology-Related News Articles In: MAGKS Papers on Economics. [Full Text][Citation analysis] | paper | 0 |
| .() In: . [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | ||
| 2000 | Empirical Macromodels Under Test In: Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 1999 | Employment adjustment and financing constraints : A theoretical and empirical analysis at the micro level In: Discussion Papers. [Full Text][Citation analysis] | paper | 3 |
| 2011 | Cardinality versus q-Norm Constraints for Index Tracking In: Department of Economics. [Full Text][Citation analysis] | paper | 21 |
| 2011 | Cardinality versus q-Norm Constraints for Index Tracking.(2011) In: Center for Economic Research (RECent). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 21 | paper | |
| 2014 | Cardinality versus q -norm constraints for index tracking.(2014) In: Quantitative Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 21 | article | |
| 2022 | An 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] | article | 1 |
| 2014 | Measuring Forecast Uncertainty of Corporate Bond Spreads by Bonferroni-Type Prediction Bands In: Central European Journal of Economic Modelling and Econometrics. [Full Text][Citation analysis] | article | 2 |
| 2009 | Die Bestimmung regionaler Preisindizes – Das Beispiel Österreich In: RatSWD Research Notes. [Full Text][Citation analysis] | paper | 2 |
| 2001 | Quasi Monte Carlo methods for macroeconometric simulation In: Computing in Economics and Finance 2001. [Citation analysis] | paper | 0 |
| Optimal Industrial Classification in a Dynamic Model of Price Adjustment In: Computing in Economics and Finance 1996. [Full Text][Citation analysis] | paper | 0 | |
| 2016 | Data generation processes and statistical management of interval data In: AStA Advances in Statistical Analysis. [Full Text][Citation analysis] | article | 2 |
| 2005 | Using HP Filtered Data for Econometric Analysis: Some Evidence from Monte Carlo Simulations In: AStA Advances in Statistical Analysis. [Full Text][Citation analysis] | article | 23 |
| 2004 | Using HP Filtered Data for Econometric Analysis : Some Evidence from Monte Carlo Simulations.(2004) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 23 | paper | |
| 2015 | Constructing optimal sparse portfolios using regularization methods In: Computational Management Science. [Full Text][Citation analysis] | article | 35 |
| 2009 | The convergence of estimators based on heuristics: theory and application to a GARCH model In: Computational Statistics. [Full Text][Citation analysis] | article | 14 |
| 2000 | Quasi-Monte Carlo methods in stochastic simulations: An application to policy simulations using a disequilibrium model of the West German economy 1960-1994 In: Empirical Economics. [Full Text][Citation analysis] | article | 4 |
| 2008 | Applications of Heuristics in Finance In: International Handbooks on Information Systems. [Citation analysis] | chapter | 12 |
| 1994 | A Macroeconometric Disequilibrium Analysis of Current and Future Migration from Eastern Europe into West Germany. In: Journal of Population Economics. [Citation analysis] | article | 3 |
| 1993 | A macroeconometric disequilibrium analysis of current and future migration from Eastern Europe into West Germany.(1993) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 2023 | Reliability in Portfolio Optimization using Uncertain Estimates In: Sankhya B: The Indian Journal of Statistics. [Full Text][Citation analysis] | article | 0 |
| 2008 | Portfolio Optimization under VaR Constraints Based on Dynamic Estimates of the Variance-Covariance Matrix In: Springer Books. [Citation analysis] | chapter | 2 |
| 2016 | Improved bootstrap prediction intervals for SETAR models In: Statistical Papers. [Full Text][Citation analysis] | article | 0 |
| 1999 | Sluggish adjustment of interest rates and credit rationing: an application of unit root testing and error correction modelling In: Applied Economics. [Full Text][Citation analysis] | article | 34 |
| 2016 | Detecting Fraudulent Interviewers by Improved Clustering Methods – The Case of Falsifications of Answers to Parts of a Questionnaire In: Journal of Official Statistics. [Full Text][Citation analysis] | article | 4 |
| 1992 | New concepts and algorithms for portfolio choice In: Applied Stochastic Models and Data Analysis. [Full Text][Citation analysis] | article | 19 |
| 2016 | Predicting Stock Return Volatility: Can We Benefit from Regression Models for Return Intervals? In: Journal of Forecasting. [Full Text][Citation analysis] | article | 5 |
| 2004 | The Romanian Economy in Transition: Developments and Future Prospects In: Macroeconomics. [Full Text][Citation analysis] | paper | 2 |
| 2004 | The Hidden Risks of Optimizing Bond Portfolios under VaR In: Research Notes. [Full Text][Citation analysis] | paper | 7 |
| 2005 | The Stochastics of Threshold Accepting: Analysis of an Application to the Uniform Design Problem In: Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
| 2005 | The convergence of optimization based estimators : theory and application to a GARCH-model In: Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
| 2005 | Hedonic regression for digital cameras in Germany In: Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 1996 | Bündnis für Arbeit: Eine Randnotiz In: Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
| 1996 | Bündnis für Arbeit: Eine Randnotiz.(1996) In: Wirtschaftsdienst – Zeitschrift für Wirtschaftspolitik (1949 - 2007). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
| 1991 | Zur Messung der Lohndifferenzierung mit Entropiemaßen In: Discussion Papers, Series II. [Full Text][Citation analysis] | paper | 1 |
| 1992 | Optimal aggregation by threshold accepting: An application to the German industrial classification system In: Discussion Papers, Series II. [Full Text][Citation analysis] | paper | 0 |
| 1992 | Some notes on the computational complexity of optimal aggregation In: Discussion Papers, Series II. [Full Text][Citation analysis] | paper | 0 |
| 1993 | Migratory movements in a disequilibrium macroeconometric model for West Germany In: Discussion Papers, Series II. [Full Text][Citation analysis] | paper | 3 |
| 1993 | Firmenalter und Kreditrationierung: Eine mikroökonomische Analyse mit IFO-Umfragedaten In: Discussion Papers, Series II. [Full Text][Citation analysis] | paper | 0 |
| 1993 | Die Trägheit von Zinssätzen und Kreditrationierung in der Bundesrepublik Deutschland In: Discussion Papers, Series II. [Full Text][Citation analysis] | paper | 0 |
| 1994 | Eine makroökonometrische Analyse von Kreditmarkt und Kreditrationierung: Bankkredite in der Bundesrepublik Deutschland 1974 - 1989 In: Discussion Papers, Series II. [Full Text][Citation analysis] | paper | 1 |
| 1994 | Credit rationing at the firm level: Some microeconometric evidence In: Discussion Papers, Series II. [Full Text][Citation analysis] | paper | 0 |
| 1994 | Stochastic simulations of a macroeconomic disequilibrium model for West Germany In: Discussion Papers, Series II. [Full Text][Citation analysis] | paper | 1 |
| 1994 | Optimal industrial classification with heteroskedasticity correction: An application to the Swedish industrial classification system In: Discussion Papers, Series II. [Full Text][Citation analysis] | paper | 0 |
| 1995 | Application of threshold accepting to the evaluation of the discrepancy of a set of points In: Discussion Papers, Series II. [Full Text][Citation analysis] | paper | 20 |
| 1996 | Causes and effects of financing constraints at the firm level: Some microeconometric evidence In: Discussion Papers, Series II. [Full Text][Citation analysis] | paper | 45 |
| 1996 | A macroeconomic disequilibrium model of the German credit market In: Discussion Papers, Series II. [Full Text][Citation analysis] | paper | 6 |
| 1996 | Die ökologische Steuerreform auf dem Prüfstand: Zur Kritik am Gutachten des Deutschen Instituts für Wirtschaftsforschung In: Discussion Papers, Series II. [Full Text][Citation analysis] | paper | 0 |
| 1996 | Ein makroökonometrisches Ungleichgewichtsmodell für die deutsche Volkswirtschaft 1960 bis 1994: Konzeption, Ergebnisse und Erfahrungen In: Discussion Papers, Series II. [Full Text][Citation analysis] | paper | 1 |
| 1997 | Measuring the fiscal revenue loss of VAT exemption in commercial banking In: Discussion Papers, Series II. [Full Text][Citation analysis] | paper | 13 |
| 2016 | Calculating Joint Bands for Impulse Response Functions using Highest Density Regions In: VfS Annual Conference 2016 (Augsburg): Demographic Change. [Full Text][Citation analysis] | paper | 0 |
| In: . [Full Text][Citation analysis] | paper | 0 | |
| 2001 | The Economics of Crime: Investigating the Drugs-Crime Channel - Empirical Evidence from Panel Data of the German States In: W.E.P. - Würzburg Economic Papers. [Full Text][Citation analysis] | paper | 6 |
| 2001 | The economics of crime: investigating the drugs-crime channel: empirical evidence from panel data of the German states.(2001) In: ZEW Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
| 2008 | A statistical approach to detect cheating interviewers In: Discussion Papers. [Full Text][Citation analysis] | paper | 10 |
| 2011 | Robustness of clustering methods for identification of potential falsifications in survey data In: Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2021 | An integrated data framework for policy guidance in times of dynamic economic shocks In: ZEW Discussion Papers. [Full Text][Citation analysis] | paper | 2 |
| 1997 | Einige Wirkungen von steuerlichen Umfinanzierungsmaßnahmen in einem makroökonometrischen Ungleichgewichtsmodell für die westdeutsche Volkswirtschaft In: ZEW Discussion Papers. [Full Text][Citation analysis] | paper | 3 |
| 1998 | Quasi-Monte Carlo Methods in Stochastic Simulations: An Application to Fiscal Policy Simulations using an Aggregate Disequilibrium Model of the West German Economy In: ZEW Discussion Papers. [Full Text][Citation analysis] | paper | 3 |
| 1999 | Investment and employment adjustment after unification : some results from a macroeconometric disequilibrium model In: ZEW Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 1999 | Modeling German unification in a disequilibrium framework In: ZEW Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
| 2000 | International spillovers and feedback: Modelling in a disequilibrium framework In: ZEW Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| In: . [Full Text][Citation analysis] | paper | 0 | |
| In: . [Full Text][Citation analysis] | paper | 1 | |
| 2013 | Financial sector and output dynamics in the euro area countries In: ZEW policy briefs. [Full Text][Citation analysis] | paper | 3 |
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