Details about Thomas O. Zoerner

Access statistics for papers by Thomas O. Zoerner.

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

Short-id: pzo79

Working Papers

2021

1. 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)

2019

2. 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
3. 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 (4) (2021)
4. The Impact of Credit Market Sentiment Shocks - A TVAR Approach
   Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics View citations (1)
   Also in Department of Economics Working Paper Series, WU Vienna University of Economics and Business (2019) View citations (1)

2018

5. 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

6. 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)
7. Threshold cointegration and adaptive shrinkage
   Department of Economics Working Paper Series, WU Vienna University of Economics and Business View citations (2)
   Also in Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics (2017) 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 View citations (4)
2. Stochastic model specification in Markov switching vector error correction models
   Studies in Nonlinear Dynamics & Econometrics, 2021, 25, (2), 17 View citations (4)
   See also Working Paper Stochastic model specification in Markov switching vector error correction models, Papers (2019) View citations (1) (2019)

2020

3. The heterogeneous impact of monetary policy on the US labor market
   Journal of Economic Dynamics and Control, 2020, 119, (C) View citations (6)

2019

4. A credit cycle model with market sentiments
   Structural Change and Economic Dynamics, 2019, 50, (C), 159-174 View citations (3)
5. Threshold cointegration in international exchange rates:A Bayesian approach
   International Journal of Forecasting, 2019, 35, (2), 458-473 View citations (10)

2018

6. 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)