Details about Tom Zimmermann

Access statistics for papers by Tom Zimmermann.

Last updated 2023-10-09. Update your information in the RePEc Author Service.

Short-id: pzi103

Working Papers

2025

1. Deep parametric portfolio policies
   CFR Working Papers, University of Cologne, Centre for Financial Research (CFR)
2. Does Peer-Reviewed Research Help Predict Stock Returns?
   Papers, arXiv.org
   Also in CFR Working Papers, University of Cologne, Centre for Financial Research (CFR) (2024)

2024

3. The "privatization" of municipal debt
   CFR Working Papers, University of Cologne, Centre for Financial Research (CFR)
   Also in Working Paper Series, Federal Reserve Bank of Chicago (2023)
   ECONtribute Discussion Papers Series, University of Bonn and University of Cologne, Germany (2021) View citations (3)
   See also Journal Article The “Privatization” of municipal debt, Journal of Public Economics, Elsevier (2024) (2024)
4. The Debt-Inflation Channel of the German (Hyper-)Inflation
   Papers, arXiv.org
   Also in NBER Working Papers, National Bureau of Economic Research, Inc (2023) View citations (1)

2023

5. Inflating Away the Debt: The Debt-Inflation Channel of German Hyperinflation
   Liberty Street Economics, Federal Reserve Bank of New York
6. Publication Bias in Asset Pricing Research
   Papers, arXiv.org

2022

7. Limits of Disclosure Regulation in the Municipal Bond Market
   ECONtribute Discussion Papers Series, University of Bonn and University of Cologne, Germany View citations (2)
   Also in CFR Working Papers, University of Cologne, Centre for Financial Research (CFR) (2022) View citations (2)
8. The Targeted Assignment of Incentive Schemes
   ECONtribute Discussion Papers Series, University of Bonn and University of Cologne, Germany View citations (1)

2021

9. Open Source Cross-Sectional Asset Pricing
   Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (6)
   Also in CFR Working Papers, University of Cologne, Centre for Financial Research (CFR) (2020) View citations (6)
   See also Journal Article Open Source Cross-Sectional Asset Pricing, Critical Finance Review, now publishers (2022) View citations (29) (2022)

2019

10. Bottom-up Leading Macroeconomic Indicators: An Application to Non-Financial Corporate Defaults using Machine Learning
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (2)
11. Can government demand stimulate private investment? Evidence from U.S. federal procurement
    CESifo Working Paper Series, CESifo View citations (2)
    Also in IMF Working Papers, International Monetary Fund (2016) View citations (7)
    See also Journal Article Can government demand stimulate private investment? Evidence from U.S. federal procurement, Journal of Monetary Economics, Elsevier (2021) View citations (22) (2021)
12. Ten years later – Did QE work?
    Liberty Street Economics, Federal Reserve Bank of New York

2018

13. Claim Dilution in the Municipal Debt Market
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.)
14. Employment Effects of Unconventional Monetary Policy: Evidence from QE
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (18)
    See also Journal Article Employment effects of unconventional monetary policy: Evidence from QE, Journal of Financial Economics, Elsevier (2020) View citations (37) (2020)
15. Publication Bias and the Cross-Section of Stock Returns
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (10)
    See also Journal Article Publication Bias and the Cross-Section of Stock Returns, The Review of Asset Pricing Studies, Society for Financial Studies (2020) View citations (26) (2020)

2017

16. Did QE Lead Banks to Relax Their Lending Standards? Evidence from the Federal Reserve's LSAPs
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (16)
    See also Journal Article Did QE lead banks to relax their lending standards? Evidence from the Federal Reserve’s LSAPs, Journal of Banking & Finance, Elsevier (2022) View citations (9) (2022)

2015

17. Revisiting the narrative approach of estimating tax multipliers
    SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE View citations (5)
    Also in CESifo Working Paper Series, CESifo (2014) View citations (4)
    See also Journal Article Revisiting the Narrative Approach of Estimating Tax Multipliers, Scandinavian Journal of Economics, Wiley Blackwell (2018) View citations (10) (2018)

2014

18. Revisiting the Narrative Approach of Estimating Fiscal Multipliers
    VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy, Verein für Socialpolitik / German Economic Association

2013

19. Cross-Border Effects of Fiscal Consolidations: Estimates Based on Narrative Records
    CESifo Working Paper Series, CESifo View citations (6)
20. Fiscal consolidations and bank balance sheets
    Working Paper Series, European Central Bank View citations (3)
    See also Journal Article Fiscal consolidations and bank balance sheets, Journal of International Money and Finance, Elsevier (2014) View citations (3) (2014)

2012

21. Estimating the Effects of Coordinated Fiscal Actions in the Euro Area
    CESifo Working Paper Series, CESifo View citations (22)
    See also Journal Article Estimating the effects of coordinated fiscal actions in the euro area, European Economic Review, Elsevier (2013) View citations (56) (2013)
22. Fiscal Consolidations and Banking Stability
    Working Papers, CEPII research center
    Also in MPRA Paper, University Library of Munich, Germany (2012)

Journal Articles

2024

1. Exposure to Cyber Risk and Inadequate Cybersecurity Regulations: Evidence from Municipalities
   Chicago Fed Letter, 2024, 501
2. The “Privatization” of municipal debt
   Journal of Public Economics, 2024, 237, (C)
   See also Working Paper The "privatization" of municipal debt, CFR Working Papers (2024) (2024)

2022

3. Did QE lead banks to relax their lending standards? Evidence from the Federal Reserve’s LSAPs
   Journal of Banking & Finance, 2022, 138, (C) View citations (9)
   See also Working Paper Did QE Lead Banks to Relax Their Lending Standards? Evidence from the Federal Reserve's LSAPs, Finance and Economics Discussion Series (2017) View citations (16) (2017)
4. Open Source Cross-Sectional Asset Pricing
   Critical Finance Review, 2022, 11, (2), 207-264 View citations (29)
   See also Working Paper Open Source Cross-Sectional Asset Pricing, Finance and Economics Discussion Series (2021) View citations (6) (2021)

2021

5. Can government demand stimulate private investment? Evidence from U.S. federal procurement
   Journal of Monetary Economics, 2021, 118, (C), 178-194 View citations (22)
   See also Working Paper Can government demand stimulate private investment? Evidence from U.S. federal procurement, CESifo Working Paper Series (2019) View citations (2) (2019)

2020

6. Employment effects of unconventional monetary policy: Evidence from QE
   Journal of Financial Economics, 2020, 135, (3), 678-703 View citations (37)
   See also Working Paper Employment Effects of Unconventional Monetary Policy: Evidence from QE, Finance and Economics Discussion Series (2018) View citations (18) (2018)
7. Publication Bias and the Cross-Section of Stock Returns
   The Review of Asset Pricing Studies, 2020, 10, (2), 249-289 View citations (26)
   See also Working Paper Publication Bias and the Cross-Section of Stock Returns, Finance and Economics Discussion Series (2018) View citations (10) (2018)

2018

8. Revisiting the Narrative Approach of Estimating Tax Multipliers
   Scandinavian Journal of Economics, 2018, 120, (2), 428-439 View citations (10)
   See also Working Paper Revisiting the narrative approach of estimating tax multipliers, SAFE Working Paper Series (2015) View citations (5) (2015)

2014

9. Fiscal consolidations and bank balance sheets
   Journal of International Money and Finance, 2014, 45, (C), 74-90 View citations (3)
   See also Working Paper Fiscal consolidations and bank balance sheets, Working Paper Series (2013) View citations (3) (2013)
10. The impact of heuristics on the practice of risk management: The example of default probabilities
    Journal of Risk Management in Financial Institutions, 2014, 7, (2), 153-160

2013

11. Estimating the effects of coordinated fiscal actions in the euro area
    European Economic Review, 2013, 58, (C), 110-121 View citations (56)
    See also Working Paper Estimating the Effects of Coordinated Fiscal Actions in the Euro Area, CESifo Working Paper Series (2012) View citations (22) (2012)