Tom Zimmermann

QuantCo, Inc.

University of Cologne

Albertus-Magnus-Platz

Cologne, 50923

Germany

SCHOLARLY PAPERS

11

DOWNLOADS
Rank 19,039

SSRN RANKINGS

Top 19,039

in Total Papers Downloads

2,244

CITATIONS

2

Scholarly Papers (11)

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 293 (93,720)

Abstract:

Loading...

Stock return anomalies, publication bias, data mining, mispricing

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 104 (236,648)

Abstract:

Loading...

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 48 (367,423)

Abstract:

Loading...

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 (616,948)
  • Add to Cart

Abstract:

Loading...

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: 05 Jun 2018
Ivan Ivanov and Tom Zimmermann
Board of Governors of the Federal Reserve System and QuantCo, Inc.
Downloads 90 (261,011)

Abstract:

Loading...

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 37 (408,053)

Abstract:

Loading...

Bank lending, Claim dilution, Disclosure, Municipal finance

4.

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 (251,951)
Citation 1

Abstract:

Loading...

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

5.

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 (339,827)

Abstract:

Loading...

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

6.

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 (419,187)

Abstract:

Loading...

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

7.

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 (456,911)

Abstract:

Loading...

Banks, QE, Risk, SLOOS, STBL

8.

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 (138,947)

Abstract:

Loading...

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

9.

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 (253,691)

Abstract:

Loading...

QE, Banks, Risk, SLOOS, STBL

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 (348,822)

Abstract:

Loading...

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 (16,196)

Abstract:

Loading...

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