Tom Zimmermann

QuantCo, Inc.

SCHOLARLY PAPERS

11

DOWNLOADS
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1,722

CITATIONS

2

Scholarly Papers (11)

Revisiting the Narrative Approach of Estimating Tax Multipliers

SAFE Working Paper No. 93
Number of pages: 28 Posted: 26 Mar 2015
Shafik Hebous and Tom Zimmermann
International Monetary Fund and QuantCo, Inc.
Downloads 93 (245,224)

Abstract:

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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 and Tom Zimmermann
International Monetary Fund and QuantCo, Inc.
Downloads 47 (356,533)

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narrative approach, fiscal stabilization, multiplier, weak instruments

2.

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 and Tom Zimmermann
International Monetary Fund and QuantCo, Inc.
Downloads 93 (243,425)
Citation 1

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

3.

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 and Tom Zimmermann
International Monetary Fund and QuantCo, Inc.
Downloads 54 (329,487)

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

4.

Fiscal Consolidations and Bank Balance Sheets

ECB Working Paper No. 1511
Number of pages: 27 Posted: 12 Feb 2013
European Central Bank, European Central Bank (ECB) - Directorate General Economics and QuantCo, Inc.
Downloads 22 (403,756)

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

5.

Claim Dilution in the Municipal Debt Market

Number of pages: 39 Posted: 20 Oct 2017 Last Revised: 22 Dec 2017
Ivan Ivanov and Tom Zimmermann
Board of Governors of the Federal Reserve System and QuantCo, Inc.
Downloads 0 (380,509)

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6.

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

FEDS Working Paper No. 2017-093
Number of pages: 49 Posted: 11 Sep 2017
Robert J. Kurtzman, Stephan Luck and Tom Zimmermann
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and QuantCo, Inc.
Downloads 0 (477,323)

Abstract:

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Banks, QE, Risk, SLOOS, STBL

7.

Employment Effects of Unconventional Monetary Policy: Evidence from QE

Number of pages: 61 Posted: 19 Jul 2017 Last Revised: 31 Aug 2017
Stephan Luck and Tom Zimmermann
Board of Governors of the Federal Reserve System and QuantCo, Inc.
Downloads 0 (211,362)

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

8.

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 and Tom Zimmermann
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and QuantCo, Inc.
Downloads 0 (288,732)

Abstract:

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QE, Banks, Risk, SLOOS, STBL

9.

Publication Bias and the Cross-Section of Stock Returns

Number of pages: 67 Posted: 30 Jun 2016 Last Revised: 30 Dec 2017
Andrew Y. Chen and Tom Zimmermann
Federal Reserve Board and QuantCo, Inc.
Downloads 0 (143,791)

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Stock return anomalies, publication bias, data mining, mispricing

10.

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 and Tom Zimmermann
International Monetary Fund and QuantCo, Inc.
Downloads 0 (338,331)

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

11.

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

Number of pages: 81 Posted: 05 Mar 2016
Benjamin Moritz and Tom Zimmermann
Ludwig Maximilian University of Munich and QuantCo, Inc.
Downloads 0 (20,369)

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