Tom Zimmermann

QuantCo, Inc.

SCHOLARLY PAPERS

11

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2,024

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 97 (244,642)

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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 (365,493)

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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 (607,337)
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Fiscal stabilization, narrative approach, tax multiplier, weak instruments

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 74 (292,264)

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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 27 (447,877)

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Bank lending, Claim dilution, Disclosure, Municipal finance

3.

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 94 (248,107)
Citation 1

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

4.

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 55 (334,886)

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

5.

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 (413,539)

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

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 (471,973)

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Banks, QE, Risk, SLOOS, STBL

7.

Employment Effects of Unconventional Monetary Policy: Evidence from QE

Number of pages: 74 Posted: 19 Jul 2017 Last Revised: 25 Jan 2018
Stephan Luck and Tom Zimmermann
Board of Governors of the Federal Reserve System and QuantCo, Inc.
Downloads 0 (150,652)

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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 (268,265)

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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 (124,758)

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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 (346,743)

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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 (17,579)

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