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Details about Tom Zimmermann

Homepage:http://www.tomzimmermann.net/
Workplace:Wirtschafts- und Sozialwissenschaftliche Fakultät (Faculty of Social and Economic Sciences), Universität zu Köln (University of Cologne), (more information at EDIRC)

Access statistics for papers by Tom Zimmermann.

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

Short-id: pzi103


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Working Papers

2024

  1. Does Peer-Reviewed Research Help Predict Stock Returns?
    Papers, arXiv.org Downloads

2023

  1. Deep parametric portfolio policies
    CFR Working Papers, University of Cologne, Centre for Financial Research (CFR) Downloads
  2. Inflating Away the Debt: The Debt-Inflation Channel of German Hyperinflation
    Liberty Street Economics, Federal Reserve Bank of New York Downloads
  3. Publication Bias in Asset Pricing Research
    Papers, arXiv.org Downloads
  4. The Debt-Inflation Channel of the German Hyperinflation
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (1)
  5. The “Privatization” of Municipal Debt
    Working Paper Series, Federal Reserve Bank of Chicago Downloads
    Also in ECONtribute Discussion Papers Series, University of Bonn and University of Cologne, Germany (2021) Downloads View citations (3)

2022

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

2021

  1. Open Source Cross-Sectional Asset Pricing
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (6)
    Also in CFR Working Papers, University of Cologne, Centre for Financial Research (CFR) (2020) Downloads View citations (6)

    See also Journal Article Open Source Cross-Sectional Asset Pricing, Critical Finance Review, now publishers (2022) Downloads View citations (15) (2022)

2019

  1. 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.) Downloads View citations (2)
  2. Can government demand stimulate private investment? Evidence from U.S. federal procurement
    CESifo Working Paper Series, CESifo Downloads View citations (2)
    Also in IMF Working Papers, International Monetary Fund (2016) Downloads 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) Downloads View citations (13) (2021)
  3. Ten years later – Did QE work?
    Liberty Street Economics, Federal Reserve Bank of New York Downloads

2018

  1. Claim Dilution in the Municipal Debt Market
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) Downloads
  2. Employment Effects of Unconventional Monetary Policy: Evidence from QE
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (19)
    See also Journal Article Employment effects of unconventional monetary policy: Evidence from QE, Journal of Financial Economics, Elsevier (2020) Downloads View citations (31) (2020)
  3. Publication Bias and the Cross-Section of Stock Returns
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) Downloads 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) Downloads View citations (22) (2020)

2017

  1. 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.) Downloads View citations (17)
    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) Downloads View citations (8) (2022)

2015

  1. Revisiting the narrative approach of estimating tax multipliers
    SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE Downloads View citations (5)
    Also in CESifo Working Paper Series, CESifo (2014) Downloads View citations (4)

    See also Journal Article Revisiting the Narrative Approach of Estimating Tax Multipliers, Scandinavian Journal of Economics, Wiley Blackwell (2018) Downloads View citations (10) (2018)

2014

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

2013

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

2012

  1. Estimating the Effects of Coordinated Fiscal Actions in the Euro Area
    CESifo Working Paper Series, CESifo Downloads View citations (22)
    See also Journal Article Estimating the effects of coordinated fiscal actions in the euro area, European Economic Review, Elsevier (2013) Downloads View citations (54) (2013)
  2. Fiscal Consolidations and Banking Stability
    Working Papers, CEPII research center Downloads
    Also in MPRA Paper, University Library of Munich, Germany (2012) Downloads

Journal Articles

2022

  1. Did QE lead banks to relax their lending standards? Evidence from the Federal Reserve’s LSAPs
    Journal of Banking & Finance, 2022, 138, (C) Downloads View citations (8)
    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) Downloads View citations (17) (2017)
  2. Open Source Cross-Sectional Asset Pricing
    Critical Finance Review, 2022, 11, (2), 207-264 Downloads View citations (15)
    See also Working Paper Open Source Cross-Sectional Asset Pricing, Finance and Economics Discussion Series (2021) Downloads View citations (6) (2021)

2021

  1. Can government demand stimulate private investment? Evidence from U.S. federal procurement
    Journal of Monetary Economics, 2021, 118, (C), 178-194 Downloads View citations (13)
    See also Working Paper Can government demand stimulate private investment? Evidence from U.S. federal procurement, CESifo Working Paper Series (2019) Downloads View citations (2) (2019)

2020

  1. Employment effects of unconventional monetary policy: Evidence from QE
    Journal of Financial Economics, 2020, 135, (3), 678-703 Downloads View citations (31)
    See also Working Paper Employment Effects of Unconventional Monetary Policy: Evidence from QE, Finance and Economics Discussion Series (2018) Downloads View citations (19) (2018)
  2. Publication Bias and the Cross-Section of Stock Returns
    The Review of Asset Pricing Studies, 2020, 10, (2), 249-289 Downloads View citations (22)
    See also Working Paper Publication Bias and the Cross-Section of Stock Returns, Finance and Economics Discussion Series (2018) Downloads View citations (10) (2018)

2018

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

2014

  1. Fiscal consolidations and bank balance sheets
    Journal of International Money and Finance, 2014, 45, (C), 74-90 Downloads View citations (3)
    See also Working Paper Fiscal consolidations and bank balance sheets, Working Paper Series (2013) Downloads View citations (3) (2013)
  2. 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 Downloads

2013

  1. Estimating the effects of coordinated fiscal actions in the euro area
    European Economic Review, 2013, 58, (C), 110-121 Downloads View citations (54)
    See also Working Paper Estimating the Effects of Coordinated Fiscal Actions in the Euro Area, CESifo Working Paper Series (2012) Downloads View citations (22) (2012)
 
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