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Thomas O. Zoerner

Personal Details

First Name:Thomas
Middle Name:O.
Last Name:Zoerner
Suffix:
RePEc Short-ID:pzo79
[This author has chosen not to make the email address public]

Affiliation

Department Volkswirtschaft
WU Wirtschaftsuniversität Wien

Wien, Austria
http://www.wu.ac.at/economics

:


RePEc:edi:dvwuwat (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Böck, Maximilian & Zörner, Thomas O., 2019. "The Impact of Credit Market Sentiment Shocks - A TVAR Approach," Department of Economics Working Paper Series 7087, WU Vienna University of Economics and Business.
  2. Christian Hotz-Behofsits & Florian Huber & Thomas O. Zorner, 2018. "Predicting crypto-currencies using sparse non-Gaussian state space models," Papers 1801.06373, arXiv.org, revised Feb 2018.
  3. Florian Huber & Michael Pfarrhofer & Thomas O. Zorner, 2018. "Stochastic model specification in Markov switching vector error correction models," Papers 1807.00529, arXiv.org.
  4. Huber, Florian & Zörner, Thomas, 2017. "Threshold cointegration and adaptive shrinkage," Department of Economics Working Paper Series 5577, WU Vienna University of Economics and Business.
  5. Ingrid Kubin & Thomas O. Zörner, 2017. "Human Capital in a Credit Cycle Model," Department of Economics Working Papers wuwp251, Vienna University of Economics and Business, Department of Economics.

Articles

  1. Huber, Florian & Zörner, Thomas O., 2019. "Threshold cointegration in international exchange rates:A Bayesian approach," International Journal of Forecasting, Elsevier, vol. 35(2), pages 458-473.
  2. Christian Hotz‐Behofsits & Florian Huber & Thomas Otto Zörner, 2018. "Predicting crypto‐currencies using sparse non‐Gaussian state space models," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 37(6), pages 627-640, September.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Christian Hotz-Behofsits & Florian Huber & Thomas O. Zorner, 2018. "Predicting crypto-currencies using sparse non-Gaussian state space models," Papers 1801.06373, arXiv.org, revised Feb 2018.

    Cited by:

    1. Catania, Leopoldo & Grassi, Stefano & Ravazzolo, Francesco, 2019. "Forecasting cryptocurrencies under model and parameter instability," International Journal of Forecasting, Elsevier, vol. 35(2), pages 485-501.
    2. Leopoldo Catania & Stefano Grassi & Francesco Ravazzolo, 2018. "Forecasting Cryptocurrencies Financial Time Series," Working Papers No 5/2018, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.

  2. Huber, Florian & Zörner, Thomas, 2017. "Threshold cointegration and adaptive shrinkage," Department of Economics Working Paper Series 5577, WU Vienna University of Economics and Business.

    Cited by:

    1. Florian Huber & Michael Pfarrhofer & Thomas O. Zorner, 2018. "Stochastic model specification in Markov switching vector error correction models," Papers 1807.00529, arXiv.org.

Articles

  1. Huber, Florian & Zörner, Thomas O., 2019. "Threshold cointegration in international exchange rates:A Bayesian approach," International Journal of Forecasting, Elsevier, vol. 35(2), pages 458-473.

    Cited by:

    1. Hauzenberger, Niko & Huber, Florian, 2018. "Model instability in predictive exchange rate regressions," Department of Economics Working Paper Series 6770, WU Vienna University of Economics and Business.

  2. Christian Hotz‐Behofsits & Florian Huber & Thomas Otto Zörner, 2018. "Predicting crypto‐currencies using sparse non‐Gaussian state space models," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 37(6), pages 627-640, September.
    See citations under working paper version above.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 6 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ECM: Econometrics (3) 2017-06-18 2018-02-05 2018-07-09. Author is listed
  2. NEP-ETS: Econometric Time Series (3) 2017-06-18 2018-02-05 2018-07-09. Author is listed
  3. NEP-ORE: Operations Research (3) 2017-06-18 2018-07-09 2018-11-19. Author is listed
  4. NEP-MAC: Macroeconomics (2) 2017-08-20 2018-11-19. Author is listed
  5. NEP-CMP: Computational Economics (1) 2017-08-20
  6. NEP-FDG: Financial Development & Growth (1) 2017-08-20
  7. NEP-FOR: Forecasting (1) 2018-02-05
  8. NEP-KNM: Knowledge Management & Knowledge Economy (1) 2018-07-09
  9. NEP-LMA: Labor Markets - Supply, Demand, & Wages (1) 2017-08-20

Corrections

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