Tom Zimmermann

QuantCo, Inc.

University of Cologne

Albertus-Magnus-Platz

Cologne, 50923

Germany

SCHOLARLY PAPERS

11

DOWNLOADS
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2,613

CITATIONS

2

Scholarly Papers (11)

1.

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 1,305 (13,243)

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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: 73 Posted: 30 Jun 2016 Last Revised: 09 May 2018
Andrew Y. Chen and Tom Zimmermann
Federal Reserve Board and QuantCo, Inc.
Downloads 347 (78,781)

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Stock return anomalies, publication bias, data mining, mispricing

3.

Employment Effects of Unconventional Monetary Policy: Evidence from QE

Number of pages: 78 Posted: 19 Jul 2017 Last Revised: 16 Oct 2018
Stephan Luck and Tom Zimmermann
Board of Governors of the Federal Reserve System and QuantCo, Inc.
Downloads 262 (108,142)

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

Claim Dilution in the Municipal Debt Market

Number of pages: 39 Posted: 20 Oct 2017 Last Revised: 05 Jun 2018
Ivan Ivanov and Tom Zimmermann
Board of Governors of the Federal Reserve System and QuantCo, Inc.
Downloads 109 (234,338)

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Claim Dilution in the Municipal Debt Market

FEDS Working Paper No. 2018-011
Number of pages: 40 Posted: 08 Feb 2018
Ivan Ivanov and Tom Zimmermann
Board of Governors of the Federal Reserve System and QuantCo, Inc.
Downloads 53 (359,399)

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Bank lending, Claim dilution, Disclosure, Municipal finance

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 109 (234,338)

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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 49 (372,443)

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narrative approach, fiscal stabilization, multiplier, weak instruments

Revisiting the Narrative Approach of Estimating Tax Multipliers

The Scandinavian Journal of Economics, Vol. 120, Issue 2, pp. 428-439, 2018
Number of pages: 12 Posted: 26 Mar 2018
Shafik Hebous and Tom Zimmermann
International Monetary Fund and QuantCo, Inc.
Downloads 1 (632,845)
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Fiscal stabilization, narrative approach, tax 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 and Tom Zimmermann
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and QuantCo, Inc.
Downloads 115 (224,297)

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QE, Banks, Risk, SLOOS, STBL

7.

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 95 (256,105)
Citation 1

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

8.

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 57 (341,680)

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

9.

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 53 (353,802)

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

10.

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 32 (428,527)

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

11.

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 26 (456,599)

Abstract:

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Banks, QE, Risk, SLOOS, STBL