Tom Zimmermann

QuantCo, Inc.

University of Cologne

Albertus-Magnus-Platz

Cologne, 50923

Germany

SCHOLARLY PAPERS

12

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6,859

SSRN CITATIONS
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SSRN RANKINGS

Top 11,549

in Total Papers Citations

102

CROSSREF CITATIONS

20

Scholarly Papers (12)

1.

Tree-Based Conditional Portfolio Sorts: The Relation between Past and Future Stock Returns

Number of pages: 81 Posted: 05 Mar 2016
Benjamin Moritz, Tom Zimmermann and Tom Zimmermann
Ludwig Maximilian University of Munich (LMU) and University of CologneQuantCo, Inc.
Downloads 3,617 (5,264)
Citation 26

Abstract:

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Cross-sectional asset pricing, Stock market anomalies, Momentum, Machine Learning

Publication Bias and the Cross-Section of Stock Returns

Number of pages: 68 Posted: 30 Jun 2016 Last Revised: 14 Oct 2019
Andrew Y. Chen, Tom Zimmermann and Tom Zimmermann
Board of Governors of the Federal Reserve System and University of CologneQuantCo, Inc.
Downloads 828 (49,031)
Citation 5

Abstract:

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Stock return anomalies, publication bias, data mining, mispricing, replication, p-hacking

Employment Effects of Unconventional Monetary Policy: Evidence from QE

Number of pages: 81 Posted: 19 Jul 2017 Last Revised: 16 Dec 2018
Stephan Luck, Tom Zimmermann and Tom Zimmermann
Federal Reserve Bank of New York and University of CologneQuantCo, Inc.
Downloads 800 (51,387)
Citation 6

Abstract:

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monetary policy, employment, real effects, large scale asset purchases, quantitative easing

4.
Downloads 695 (62,887)
Citation 1

The 'Privatization' of Municipal Debt

Number of pages: 84 Posted: 20 Oct 2017 Last Revised: 27 Jul 2023
Ivan Ivanov, Tom Zimmermann and Tom Zimmermann
Federal Reserve Bank of Chicago and University of CologneQuantCo, Inc.
Downloads 580 (78,109)
Citation 1

Abstract:

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local government borrowing, debt heterogeneity, fiscal shocks

Claim Dilution in the Municipal Debt Market

FEDS Working Paper No. 2018-11
Number of pages: 40 Posted: 08 Feb 2018 Last Revised: 29 Apr 2020
Ivan Ivanov, Tom Zimmermann and Tom Zimmermann
Federal Reserve Bank of Chicago and University of CologneQuantCo, Inc.
Downloads 115 (396,413)

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Revisiting the Narrative Approach of Estimating Tax Multipliers

SAFE Working Paper No. 93
Number of pages: 28 Posted: 26 Mar 2015
Shafik Hebous, Tom Zimmermann and Tom Zimmermann
International Monetary Fund and University of CologneQuantCo, Inc.
Downloads 181 (274,444)

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Narrative Approach, Fiscal Stabilization, Tax Multiplier, Weak Instruments

Revisiting the Narrative Approach of Estimating Tax Multipliers

CESifo Working Paper Series No. 5040
Number of pages: 22 Posted: 05 Nov 2014
Shafik Hebous, Tom Zimmermann and Tom Zimmermann
International Monetary Fund and University of CologneQuantCo, Inc.
Downloads 64 (575,098)
Citation 1

Abstract:

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narrative approach, fiscal stabilization, multiplier, weak instruments

6.

Did QE Lead to Lax Bank Lending Standards? Evidence from the Federal Reserve's LSAPs

Number of pages: 48 Posted: 11 May 2017 Last Revised: 05 Jul 2017
Robert J. Kurtzman, Stephan Luck, Tom Zimmermann and Tom Zimmermann
Board of Governors of the Federal Reserve System, Federal Reserve Bank of New York and University of CologneQuantCo, Inc.
Downloads 220 (230,128)
Citation 4

Abstract:

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QE, Banks, Risk, SLOOS, STBL

Can Government Demand Stimulate Private Investment? Evidence from U.S. Federal Procurement

IMF Working Paper No. 16/60
Number of pages: 34 Posted: 04 May 2016
Shafik Hebous, Tom Zimmermann and Tom Zimmermann
International Monetary Fund and University of CologneQuantCo, Inc.
Downloads 86 (484,320)

Abstract:

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Federal Procurement, Financing Constraints, Spending Multipliers, government spending, contracts, capital investment, fiscal policy, General, Other, All Countries,

8.

Estimating the Effects of Coordinated Fiscal Actions in the Euro Area

CESifo Working Paper Series No. 3912
Number of pages: 27 Posted: 03 Sep 2012
Shafik Hebous, Tom Zimmermann and Tom Zimmermann
International Monetary Fund and University of CologneQuantCo, Inc.
Downloads 125 (371,081)
Citation 9

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fiscal policy coordination, cross-border spillovers, open economy macroeconomics, European integration, Global VAR

9.

Cross-Border Effects of Fiscal Consolidations: Estimates Based on Narrative Records

CESifo Working Paper Series No. 4311
Number of pages: 31 Posted: 10 Jul 2013
Shafik Hebous, Tom Zimmermann and Tom Zimmermann
International Monetary Fund and University of CologneQuantCo, Inc.
Downloads 101 (432,794)

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fiscal consolidation, cross-border fiscal policy effects, fiscal adjustment, fiscal spillover

10.

Did QE Lead Banks to Relax Their Lending Standards? Evidence from the Federal Reserve's Lsaps

FEDS Working Paper No. 2017-93
Number of pages: 49 Posted: 11 Sep 2017
Robert J. Kurtzman, Stephan Luck, Tom Zimmermann and Tom Zimmermann
Board of Governors of the Federal Reserve System, Federal Reserve Bank of New York and University of CologneQuantCo, Inc.
Downloads 68 (548,690)
Citation 10

Abstract:

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Banks, QE, Risk, SLOOS, Survey of Terms of Business Lending

11.

Fiscal Consolidations and Bank Balance Sheets

ECB Working Paper No. 1511
Number of pages: 27 Posted: 12 Feb 2013
Jacopo Cimadomo, Sebastian Hauptmeier, Tom Zimmermann and Tom Zimmermann
European Central Bank, European Central Bank (ECB) - Directorate General Economics and University of CologneQuantCo, Inc.
Downloads 50 (636,020)

Abstract:

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fiscal consolidations, bank balance sheets, portfolio re-balancing, banking stability

12.

The 'Privatization' of Municipal Debt

FRB of Chicago Working Paper No. 2023-30
Number of pages: 85 Posted: 31 Aug 2023 Last Revised: 07 Sep 2023
Ivan Ivanov, Tom Zimmermann and Tom Zimmermann
Federal Reserve Bank of Chicago and University of CologneQuantCo, Inc.
Downloads 24 (823,372)

Abstract:

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local government borrowing, debt heterogeneity, fiscal shocks