Thomas O. Zoerner : Citation Profile


Are you Thomas O. Zoerner?

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

3

H index

1

i10 index

31

Citations

RESEARCH PRODUCTION:

6

Articles

12

Papers

RESEARCH ACTIVITY:

   4 years (2017 - 2021). See details.
   Cites by year: 7
   Journals where Thomas O. Zoerner has often published
   Relations with other researchers
   Recent citing documents: 9.    Total self citations: 4 (11.43 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pzo79
   Updated: 2022-10-01    RAS profile: 2022-01-31    
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Relations with other researchers


Works with:

Huber, Florian (8)

Kubin, Ingrid (4)

Boeck, Maximilian (4)

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)

Hauzenberger, Niko (5)

Huber, Florian (4)

Rossini, Luca (4)

Ravazzolo, Francesco (2)

Vravosinos, Orestis (2)

Panagiotidis, Theodore (2)

Dávila-Fernández, Marwil (2)

Stengos, Thanasis (2)

Thaler, Dominik (1)

Ruiz, Esther (1)

Cites to:

Clark, Todd (17)

Huber, Florian (16)

Koop, Gary (10)

Strachan, Rodney (9)

Marcellino, Massimiliano (8)

Korobilis, Dimitris (7)

Carriero, Andrea (7)

Gardini, Laura (6)

Gambetti, Luca (6)

Heckman, James (6)

Leon-Gonzalez, Roberto (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 Business5
Department of Economics Working Papers / Vienna University of Economics and Business, Department of Economics4
Papers / arXiv.org2

Recent works citing Thomas O. Zoerner (2022 and 2021)


YearTitle of citing document
2021A Peek into the Unobservable: Hidden States and Bayesian Inference for the Bitcoin and Ether Price Series. (2019). Piliouras, Georgios ; Leonardos, Stefanos ; Koki, Constandina. In: Papers. RePEc:arx:papers:1909.10957.

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2021A Scalable Inference Method For Large Dynamic Economic Systems. (2021). Arcucci, Rossella ; Nadler, Philip ; Khandelwal, Pratha ; Guo, Yi-Ke ; Knottenbelt, William. In: Papers. RePEc:arx:papers:2110.14346.

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2021Employment and the conduct of monetary policy in the euro area. (2021). Vanhala, Juuso ; Ristiniemi, Annukka ; Pidkuyko, Myroslav ; Mongelli, Francesco ; Mazelis, Falk ; Lozej, Matija ; Hertweck, Matthias ; Dossche, Maarten ; Coenen, Günter ; BOBEICA, Elena ; Angino, Siria ; Nakov, Anton ; Justo, Ana Seco ; Botelho, Vasco ; Sokol, Andrej ; Hammermann, Felix ; Goy, Gavin ; Warne, Anders ; Kanutin, Andrew ; Polemidiotis, Marios ; Ajevskis, Viktors ; Motto, Roberto ; le Roux, Julien ; Saint-Guilhem, Arthur ; Bodnar, Katalin ; Slacalek, Jirka ; Lydon, Reamonn ; Salvador, Ramon Gomez ; da Silva, Antonio Dias ; Jacquinot, Pascal ; Ploj, Gasper ; Sondermann, David ; Montero, Jose ; Lhuissier, Stephane ; Rodrigues, Manuel Bernado ; Piton, Celine ; Obstbaum, Meri ; Gomes, Sandra ; de Philippis, Marta ; Thaler, Do
202130 years of cointegration and dynamic factor models forecasting and its future with big data: Editorial. (2021). Ruiz, Esther ; Pea, Daniel ; Escribano, Alvaro. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:4:p:1333-1337.

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2021On the effectiveness of the European Central Bank’s conventional and unconventional policies under uncertainty. (2021). Pfarrhofer, Michael ; Stelzer, Anna ; Hauzenberger, Niko. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:191:y:2021:i:c:p:822-845.

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2021The impact of macroprudential policies on capital flows in CESEE. (2021). Huber, Florian ; Eller, Markus ; Vashold, Lukas ; Schuberth, Helene ; Hauzenberger, Niko. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:119:y:2021:i:c:s0261560621001467.

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2022Exploring the predictability of cryptocurrencies via Bayesian hidden Markov models. (2022). Piliouras, Georgios ; Leonardos, Stefanos ; Koki, Constandina. In: Research in International Business and Finance. RePEc:eee:riibaf:v:59:y:2022:i:c:s0275531921001756.

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2022Switching Coefficients or Automatic Variable Selection: An Application in Forecasting Commodity Returns. (2022). Guidolin, Massimo ; Pedio, Manuela. In: Forecasting. RePEc:gam:jforec:v:4:y:2022:i:1:p:16-306:d:752601.

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2021Monetary Policy Shocks and the Employment of Young, Middle-Aged, and Old Workers. (2021). Sudo, Nao ; Nakamura, Fumitaka ; Sugisaki, YU. In: IMES Discussion Paper Series. RePEc:ime:imedps:21-e-06.

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Works by Thomas O. Zoerner:


YearTitleTypeCited
2018Predicting crypto-currencies using sparse non-Gaussian state space models In: Papers.
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paper17
2018Predicting crypto?currencies using sparse non?Gaussian state space models.(2018) In: Journal of Forecasting.
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This paper has another version. Agregated cites: 17
article
2019Stochastic model specification in Markov switching vector error correction models In: Papers.
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paper4
2021Stochastic model specification in Markov switching vector error correction models.(2021) In: Studies in Nonlinear Dynamics & Econometrics.
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This paper has another version. Agregated cites: 4
article
2018Stochastic model specification in Markov switching vector error correction models.(2018) In: Working Papers in Economics.
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This paper has another version. Agregated cites: 4
paper
2020The heterogeneous impact of monetary policy on the US labor market In: Journal of Economic Dynamics and Control.
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article2
2019Threshold cointegration in international exchange rates:A Bayesian approach In: International Journal of Forecasting.
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article6
2021Credit cycles, human capital and the distribution of income In: Journal of Economic Behavior & Organization.
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article0
2019A credit cycle model with market sentiments In: Structural Change and Economic Dynamics.
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article1
2017Threshold cointegration and adaptive shrinkage In: Department of Economics Working Papers.
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paper0
2017Threshold cointegration and adaptive shrinkage.(2017) In: Department of Economics Working Paper Series.
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This paper has another version. Agregated cites: 0
paper
2017Human Capital in a Credit Cycle Model In: Department of Economics Working Papers.
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paper0
2017Human Capital in a Credit Cycle Model.(2017) In: Department of Economics Working Paper Series.
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This paper has another version. Agregated cites: 0
paper
2019The Impact of Credit Market Sentiment Shocks - A TVAR Approach In: Department of Economics Working Papers.
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paper1
2019The Impact of Credit Market Sentiment Shocks - A TVAR Approach.(2019) In: Department of Economics Working Paper Series.
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This paper has another version. Agregated cites: 1
paper
2021The money-inflation nexus revisited In: Department of Economics Working Papers.
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paper0
2021The money-inflation nexus revisited.(2021) In: Department of Economics Working Paper Series.
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This paper has another version. Agregated cites: 0
paper
2019Of clerks & cleaners: the heterogeneous impact of monetary policy on the US labor market In: Department of Economics Working Paper Series.
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paper0

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