Thomas O. Zoerner : Citation Profile

Are you Thomas O. Zoerner?

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

4

H index

1

i10 index

50

Citations

RESEARCH PRODUCTION:

5

Articles

12

Papers

RESEARCH ACTIVITY:

   4 years (2017 - 2021). See details.
   Cites by year: 12
   Journals where Thomas O. Zoerner has often published
   Relations with other researchers
   Recent citing documents: 15.    Total self citations: 4 (7.41 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pzo79
   Updated: 2024-11-04    RAS profile: 2022-01-31    
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Relations with other researchers

Works with:

Boeck, Maximilian (4)

Huber, Florian (3)

Pfarrhofer, Michael (2)

Kubin, Ingrid (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)

Bougheas, Spiros (5)

Commendatore, Pasquale (5)

Rossini, Luca (4)

Huber, Florian (4)

Chan, Joshua (2)

Ravazzolo, Francesco (2)

Pajor, Anna (2)

Panagiotidis, Theodore (2)

Stengos, Thanasis (2)

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)

Kastner, Gregor (6)

Gambetti, Luca (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 (2024 and 2023)

YearTitle of citing document
2023Sparse 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.

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2023BVARs and Stochastic Volatility. (2023). Chan, Joshua. In: Papers. RePEc:arx:papers:2310.14438.

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2024.

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2023Comparing 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.

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2023Herding 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.

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2023Data-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.

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2023Ex-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.

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2023.

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2023Dynamic 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.

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2023Investigating the Academic Response to Cryptocurrencies: Insights from Research Diversification as Separated by Journal Ranking. (2023). Oxley, Les ; Corbet, Shaen. In: Review of Corporate Finance. RePEc:now:jnlrcf:114.00000049.

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2023Bayesian 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.

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Works by Thomas O. Zoerner:

YearTitleTypeCited
2018Predicting crypto-currencies using sparse non-Gaussian state space models In: Papers.
[Full Text][Citation analysis]		paper23
2019Stochastic model specification in Markov switching vector error correction models In: Papers.
[Full Text][Citation analysis]		paper6
2021Stochastic 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: 6		article
2018Stochastic 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: 6		paper
2020The heterogeneous impact of monetary policy on the US labor market In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article5
2019Threshold cointegration in international exchange rates:A Bayesian approach In: International Journal of Forecasting.
[Full Text][Citation analysis]		article9
2021Credit cycles, human capital and the distribution of income In: Journal of Economic Behavior & Organization.
[Full Text][Citation analysis]		article4
2019A credit cycle model with market sentiments In: Structural Change and Economic Dynamics.
[Full Text][Citation analysis]		article2
2017Threshold cointegration and adaptive shrinkage In: Department of Economics Working Papers.
[Full Text][Citation analysis]		paper0
2017Threshold 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
2017Human Capital in a Credit Cycle Model In: Department of Economics Working Papers.
[Full Text][Citation analysis]		paper0
2017Human 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
2019The Impact of Credit Market Sentiment Shocks - A TVAR Approach In: Department of Economics Working Papers.
[Full Text][Citation analysis]		paper1
2019The 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
2021The money-inflation nexus revisited In: Department of Economics Working Papers.
[Full Text][Citation analysis]		paper0
2021The 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
2019Of clerks & cleaners: the heterogeneous impact of monetary policy on the US labor market In: Department of Economics Working Paper Series.
[Full Text][Citation analysis]		paper0

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team