Tom Zimmermann

QuantCo, Inc.

University of Cologne

Albertus-Magnus-Platz

Cologne, 50923

Germany

SCHOLARLY PAPERS

11

DOWNLOADS
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Top 11,885

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5,277

SSRN CITATIONS
Rank 13,426

SSRN RANKINGS

Top 13,426

in Total Papers Citations

51

CROSSREF CITATIONS

37

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, Tom Zimmermann and Tom Zimmermann
Ludwig Maximilian University of Munich (LMU) and University of CologneQuantCo, Inc.
Downloads 2,754 (6,003)
Citation 26

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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 735 (43,751)
Citation 5

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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 663 (50,192)
Citation 4

Abstract:

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

The 'Privatization' of Municipal Debt

Number of pages: 42 Posted: 20 Oct 2017 Last Revised: 08 Feb 2021
Ivan Ivanov, Tom Zimmermann and Tom Zimmermann
Board of Governors of the Federal Reserve System and University of CologneQuantCo, Inc.
Downloads 334 (115,362)

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state and local governments' debt, debt heterogeneity, fiscal shocks

Claim Dilution in the Municipal Debt Market

Number of pages: 40 Posted: 08 Feb 2018 Last Revised: 29 Apr 2020
Ivan Ivanov, Tom Zimmermann and Tom Zimmermann
Board of Governors of the Federal Reserve System and University of CologneQuantCo, Inc.
Downloads 87 (367,993)

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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 144 (257,383)

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Narrative Approach, Fiscal Stabilization, Tax Multiplier, Weak Instruments

Revisiting the Narrative Approach of Estimating Tax Multipliers

Number of pages: 22 Posted: 05 Nov 2014
Shafik Hebous, Tom Zimmermann and Tom Zimmermann
International Monetary Fund and University of CologneQuantCo, Inc.
Downloads 55 (473,335)
Citation 1

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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, Tom Zimmermann and Tom Zimmermann
International Monetary Fund and University of CologneQuantCo, Inc.
Downloads 1 (838,783)
Citation 1
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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, 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 186 (206,923)
Citation 4

Abstract:

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QE, Banks, Risk, SLOOS, STBL

7.

Estimating the Effects of Coordinated Fiscal Actions in the Euro Area

Number of pages: 27 Posted: 03 Sep 2012
Shafik Hebous, Tom Zimmermann and Tom Zimmermann
International Monetary Fund and University of CologneQuantCo, Inc.
Downloads 106 (321,420)
Citation 3

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

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

Number of pages: 34 Posted: 04 May 2016
Shafik Hebous, Tom Zimmermann and Tom Zimmermann
International Monetary Fund and University of CologneQuantCo, Inc.
Downloads 59 (457,575)

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

9.

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

Number of pages: 31 Posted: 10 Jul 2013
Shafik Hebous, Tom Zimmermann and Tom Zimmermann
International Monetary Fund and University of CologneQuantCo, Inc.
Downloads 69 (416,572)

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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

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 47 (498,751)
Citation 7

Abstract:

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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 37 (545,760)

Abstract:

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