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Details about Thomas O. Zoerner

E-mail:
Workplace:Oesterreichische Nationalbank (National Bank of Austria), (more information at EDIRC)
Department Volkswirtschaft (Department of Economics), WU Wirtschaftsuniversität Wien (WU Vienna University of Economics and Business), (more information at EDIRC)

Access statistics for papers by Thomas O. Zoerner.

Last updated 2022-01-31. Update your information in the RePEc Author Service.

Short-id: pzo79


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Working Papers

2021

  1. The money-inflation nexus revisited
    Department of Economics Working Paper Series, WU Vienna University of Economics and Business Downloads
    Also in Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics (2021) Downloads

2019

  1. 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 Downloads
  2. Stochastic model specification in Markov switching vector error correction models
    Papers, arXiv.org Downloads View citations (1)
    Also in Working Papers in Economics, University of Salzburg (2018) Downloads 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) Downloads View citations (4) (2021)
  3. The Impact of Credit Market Sentiment Shocks - A TVAR Approach
    Department of Economics Working Paper Series, WU Vienna University of Economics and Business Downloads View citations (1)
    Also in Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics (2019) Downloads View citations (1)

2018

  1. Predicting crypto-currencies using sparse non-Gaussian state space models
    Papers, arXiv.org Downloads View citations (22)
    See also Journal Article Predicting crypto‐currencies using sparse non‐Gaussian state space models, Journal of Forecasting, John Wiley & Sons, Ltd. (2018) Downloads View citations (17) (2018)

2017

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

Journal Articles

2021

  1. Credit cycles, human capital and the distribution of income
    Journal of Economic Behavior & Organization, 2021, 183, (C), 954-975 Downloads View citations (4)
  2. Stochastic model specification in Markov switching vector error correction models
    Studies in Nonlinear Dynamics & Econometrics, 2021, 25, (2), 17 Downloads View citations (4)
    See also Working Paper Stochastic model specification in Markov switching vector error correction models, Papers (2019) Downloads View citations (1) (2019)

2020

  1. The heterogeneous impact of monetary policy on the US labor market
    Journal of Economic Dynamics and Control, 2020, 119, (C) Downloads View citations (5)

2019

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

2018

  1. Predicting crypto‐currencies using sparse non‐Gaussian state space models
    Journal of Forecasting, 2018, 37, (6), 627-640 Downloads View citations (17)
    See also Working Paper Predicting crypto-currencies using sparse non-Gaussian state space models, Papers (2018) Downloads View citations (22) (2018)
 
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