Details about Thomas O. Zoerner

Access statistics for papers by Thomas O. Zoerner.

Last updated 2025-05-21. Update your information in the RePEc Author Service.

Short-id: pzo79

Working Papers

2024

1. Financial Complexity, Cycles and Income Inequality
   Department of Economics Working Paper Series, WU Vienna University of Economics and Business
2. Financial and fiscal environmental regulation in a credit cycle model
   Department of Economics Working Paper Series, WU Vienna University of Economics and Business
   Also in Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics (2024)

2023

3. Hawks vs. Doves: ECB’s Monetary Policy in Light of the Fed’s Policy Stance (Niko Hauzenberger, Florian Huber, Thomas Zörner)
   Working Papers, Oesterreichische Nationalbank (Austrian Central Bank)
4. The Impact of Currency Carry Trade Activity on the Transmission of Monetary Policy
   VfS Annual Conference 2023 (Regensburg): Growth and the "sociale Frage", Verein für Socialpolitik / German Economic Association
5. Vaccination Spillovers in Economic Interactions
   Department of Economics Working Paper Series, WU Vienna University of Economics and Business View citations (1)
   Also in Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics (2023) View citations (1)

2021

6. The money-inflation nexus revisited
   Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics
   Also in Department of Economics Working Paper Series, WU Vienna University of Economics and Business (2021)
   See also Journal Article The money-inflation nexus revisited, Journal of Empirical Finance, Elsevier (2023) (2023)

2019

7. Of clerks & cleaners: the heterogeneous impact of monetary policy on the US labor market
   Department of Economics Working Paper Series, WU Vienna University of Economics and Business
8. Stochastic model specification in Markov switching vector error correction models
   Papers, arXiv.org View citations (1)
   Also in Working Papers in Economics, University of Salzburg (2018) View citations (1)
   See also Journal Article Stochastic model specification in Markov switching vector error correction models, Studies in Nonlinear Dynamics & Econometrics, De Gruyter (2021) View citations (5) (2021)
9. The Impact of Credit Market Sentiment Shocks - A TVAR Approach
   Department of Economics Working Paper Series, WU Vienna University of Economics and Business View citations (1)
   Also in Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics (2019) View citations (1)

2018

10. Predicting crypto-currencies using sparse non-Gaussian state space models
    Papers, arXiv.org View citations (24)
    See also Journal Article Predicting crypto‐currencies using sparse non‐Gaussian state space models, Journal of Forecasting, John Wiley & Sons, Ltd. (2018) View citations (18) (2018)

2017

11. Human Capital in a Credit Cycle Model
    Department of Economics Working Paper Series, WU Vienna University of Economics and Business
    Also in Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics (2017)
12. Threshold cointegration and adaptive shrinkage
    Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics View citations (2)
    Also in Department of Economics Working Paper Series, WU Vienna University of Economics and Business (2017) View citations (2)

Journal Articles

2025

1. Natural gas prices, inflation expectations, and the pass-through to euro area inflation
   Energy Economics, 2025, 141, (C)

2024

2. The Impact of Credit Market Sentiment Shocks
   Journal of Money, Credit and Banking, 2024, 56, (7), 1645-1673

2023

3. Aggregate price pressures along the supply chain: a euro area perspective
   Monetary Policy & the Economy, 2023, (Q4/22-Q1/23), 21-32
4. Monetary policy in uncertain times: toward robustness and resilience. Key findings from the 50th OeNB Economics Conference and 60th SUERF Anniversary Conference (May 22 and 23, 2023)
   Monetary Policy & the Economy, 2023, (Q2-Q3/23), 99-112
5. The money-inflation nexus revisited
   Journal of Empirical Finance, 2023, 73, (C), 293-333
   See also Working Paper The money-inflation nexus revisited, Department of Economics Working Papers (2021) (2021)

2021

6. Credit cycles, human capital and the distribution of income
   Journal of Economic Behavior & Organization, 2021, 183, (C), 954-975 View citations (6)
7. Stochastic model specification in Markov switching vector error correction models
   Studies in Nonlinear Dynamics & Econometrics, 2021, 25, (2), 17 View citations (5)
   See also Working Paper Stochastic model specification in Markov switching vector error correction models, Papers (2019) View citations (1) (2019)

2020

8. The heterogeneous impact of monetary policy on the US labor market
   Journal of Economic Dynamics and Control, 2020, 119, (C) View citations (8)

2019

9. A credit cycle model with market sentiments
   Structural Change and Economic Dynamics, 2019, 50, (C), 159-174 View citations (4)
10. Threshold cointegration in international exchange rates:A Bayesian approach
    International Journal of Forecasting, 2019, 35, (2), 458-473 View citations (11)

2018

11. Predicting crypto‐currencies using sparse non‐Gaussian state space models
    Journal of Forecasting, 2018, 37, (6), 627-640 View citations (18)
    See also Working Paper Predicting crypto-currencies using sparse non-Gaussian state space models, Papers (2018) View citations (24) (2018)