Thomas Zörner

Monetary Policy Section
Thomas Zörner

Research interests

  • monetary policy
  • macroeconomics and macroeconometrics
  • credit and business cycles
  • theory of economic dynamics

Selected publications

Böck, M. and T. Zörner. 2023. The Impact of Credit Market Sentiment Shocks. Journal of Money, Credit and Banking (forthcoming).

Ringwald, L. andT.  Zörner. 2023. The money-inflation nexus revisited. Journal of Empirical Finance 73, 293–333.

Kubin, I. and T. Zörner. 2021. Credit Cycles, Human Capital and the Distribution of Income. Journal of Economic Behavior & Organization 183, 954–975.

Zens, G., M. Böck and T. Zörner. 2020. The heterogeneous impact of monetary policy on the US labor market. Journal of Economic Dynamics and Control 119.

Hauzenberger, N., F. Huber, M. Pfarrhofer and T. Zörner. 2020. Stochastic model specification in Markov switching vector error correction models. Studies in Nonlinear Dynamics & Econometrics.

Kubin, I., T. Zörner, L. Gardini and P. Commendatore. 2019. A credit cycle model with market sentiments. Structural Change and Economic Dynamics, 50, 159–174.

Huber, F. and T.  Zörner. 2019. Threshold cointegration in international exchange rates: a Bayesian approach. International Journal of Forecasting, 35(2), 458–473.

Hotz-Behofsits, C., F. Huber and T. Zörner. 2018. Predicting crypto-currencies using sparse non-Gaussian state space models. Journal of Forecasting, 37(6), 627–640.