Citation profile for Thomas O. Zoerner

Thomas O. Zoerner : Citation Profile

Oesterreichische Nationalbank (90% share)
WU Wirtschaftsuniversität Wien (10% share)

H index

i10 index

Citations

RESEARCH PRODUCTION:

Articles

Papers

RESEARCH ACTIVITY:

   4 years (2017 - 2021). See details.
   Cites by year: 11
   Journals where Thomas O. Zoerner has often published
   Relations with other researchers
   Recent citing documents: 10.    Total self citations: 4 (8.16 %)

MORE DETAILS IN:

EconPapers

ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pzo79
   Updated: 2024-04-18    RAS profile: 2022-01-31
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

Boeck, Maximilian (4)

Huber, Florian (3)

Kubin, Ingrid (2)

Pfarrhofer, Michael (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Thomas O. Zoerner.

Is cited by:

Pfarrhofer, Michael (6)

Commendatore, Pasquale (5)

Hauzenberger, Niko (5)

Bougheas, Spiros (5)

Huber, Florian (4)

Rossini, Luca (4)

Chan, Joshua (2)

Panagiotidis, Theodore (2)

Stengos, Thanasis (2)

Vravosinos, Orestis (2)

Ravazzolo, Francesco (2)

Cites to:

Clark, Todd (17)

Huber, Florian (16)

Koop, Gary (10)

Strachan, Rodney (9)

Marcellino, Massimiliano (8)

Carriero, Andrea (7)

Korobilis, Dimitris (7)

Gardini, Laura (6)

Kastner, Gregor (6)

Leon-Gonzalez, Roberto (6)

Gambetti, Luca (6)

Main data

Where Thomas O. Zoerner has published?

Working Papers Series with more than one paper published	# docs
Department of Economics Working Paper Series / WU Vienna University of Economics and Business	5
Department of Economics Working Papers / Vienna University of Economics and Business, Department of Economics	4
Papers / arXiv.org	2

Recent works citing Thomas O. Zoerner (2024 and 2023)

Year	Title of citing document
2023	Sparse time-varying parameter VECMs with an application to modeling electricity prices. (2020). Pfarrhofer, Michael ; Hauzenberger, Niko ; Rossini, Luca. In: Papers. RePEc:arx:papers:2011.04577. Full description at Econpapers \|\| Download paper
2023	BVARs and Stochastic Volatility. (2023). Chan, Joshua. In: Papers. RePEc:arx:papers:2310.14438. Full description at Econpapers \|\| Download paper
2023	Comparing stochastic volatility specifications for large Bayesian VARs. (2023). Chan, Joshua. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1419-1446. Full description at Econpapers \|\| Download paper
2023	Herding behavior in exploring the predictability of price clustering in cryptocurrency market. (2023). Masmoudi, Afif ; Hachicha, Fatma ; Obeid, Hassan ; Abid, Ilyes. In: Finance Research Letters. RePEc:eee:finlet:v:57:y:2023:i:c:s1544612323005500. Full description at Econpapers \|\| Download paper
2023	Data-based priors for vector error correction models. (2023). Pruser, Jan. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:209-227. Full description at Econpapers \|\| Download paper
2023	Ex-post facto analysis of cryptocurrency literature over a decade using bibliometric technique. (2023). Hassan, M. Kabir ; Devji, Shridev ; Tiwari, Aviral ; Dsouza, Arun ; Pattnaik, Debidutta. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:189:y:2023:i:c:s0040162523000240. Full description at Econpapers \|\| Download paper
2023	. Full description at Econpapers \|\| Download paper
2023	Dynamic investigations of an endogenous business cycle model with heterogeneous agents. (2023). Kubin, Ingrid ; Gardini, Laura ; Commendatore, Pasquale ; Bougheas, Spiros. In: Discussion Papers. RePEc:not:notcfc:2023/02. Full description at Econpapers \|\| Download paper
2023	Bayesian nonlinear expectation for time series modelling and its application to Bitcoin. (2023). Siu, Tak Kuen. In: Empirical Economics. RePEc:spr:empeco:v:64:y:2023:i:1:d:10.1007_s00181-022-02255-z. Full description at Econpapers \|\| Download paper

Works by Thomas O. Zoerner:

Year	Title	Type	Cited
2018	Predicting crypto-currencies using sparse non-Gaussian state space models In: Papers. [Full Text][Citation analysis]	paper	21
2018	Predicting crypto?currencies using sparse non?Gaussian state space models.(2018) In: Journal of Forecasting. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 21	article
2019	Stochastic model specification in Markov switching vector error correction models In: Papers. [Full Text][Citation analysis]	paper	4
2021	Stochastic model specification in Markov switching vector error correction models.(2021) In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4	article
2018	Stochastic model specification in Markov switching vector error correction models.(2018) In: Working Papers in Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4	paper
2020	The heterogeneous impact of monetary policy on the US labor market In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis]	article	5
2019	Threshold cointegration in international exchange rates:A Bayesian approach In: International Journal of Forecasting. [Full Text][Citation analysis]	article	8
2021	Credit cycles, human capital and the distribution of income In: Journal of Economic Behavior & Organization. [Full Text][Citation analysis]	article	4
2019	A credit cycle model with market sentiments In: Structural Change and Economic Dynamics. [Full Text][Citation analysis]	article	2
2017	Threshold cointegration and adaptive shrinkage In: Department of Economics Working Papers. [Full Text][Citation analysis]	paper	0
2017	Threshold cointegration and adaptive shrinkage.(2017) In: Department of Economics Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0	paper
2017	Human Capital in a Credit Cycle Model In: Department of Economics Working Papers. [Full Text][Citation analysis]	paper	0
2017	Human Capital in a Credit Cycle Model.(2017) In: Department of Economics Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0	paper
2019	The Impact of Credit Market Sentiment Shocks - A TVAR Approach In: Department of Economics Working Papers. [Full Text][Citation analysis]	paper	1
2019	The Impact of Credit Market Sentiment Shocks - A TVAR Approach.(2019) In: Department of Economics Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1	paper
2021	The money-inflation nexus revisited In: Department of Economics Working Papers. [Full Text][Citation analysis]	paper	0
2021	The money-inflation nexus revisited.(2021) In: Department of Economics Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0	paper
2019	Of clerks & cleaners: the heterogeneous impact of monetary policy on the US labor market In: Department of Economics Working Paper Series. [Full Text][Citation analysis]	paper	0