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Publications

by members of

Federal Reserve Bank of Atlanta → Center for Quantitative Economic Research (CQER)

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. This page is updated in the first days of each month.
| Working papers | Journal articles | Chapters | Software components |

Working papers

2026

  1. Jonas E. Arias & Juan F. Rubio-Ramirez & Daniel F. Waggoner, 2026, "Inference Based on Scale, Label, and Economic Restrictions," Working Papers, Federal Reserve Bank of Philadelphia, number 26-36, Jul, DOI: 10.21799/frbp.wp.2026.36.
  2. Dawis Kim & Tao Zha, 2026, "Sharpening Economic Interpretation with HARS," NBER Working Papers, National Bureau of Economic Research, Inc, number 35483, Jul.
  3. Yucheng Yang & Tao Zha, 2026, "Algorithm-Driven SVARs: Navigating the Wilderness of Big Data," NBER Working Papers, National Bureau of Economic Research, Inc, number 35604, Aug.

2025

  1. Kaiji Chen & Yiqing Xiao & Tao Zha, 2025, "A Trade-off Between Monetary Policy Transmission and Systemic Risk in China," NBER Working Papers, National Bureau of Economic Research, Inc, number 34056, Jul.

2024

  1. Jonas E. Arias & Juan F. Rubio-Ramirez & Minchul Shin & Daniel F. Waggoner, 2024, "Inference Based On Time-Varying SVARs Identified with Time Restrictions," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2024-4, Mar, DOI: 10.29338/wp2024-04.
  2. Jonas E. Arias & Juan F. Rubio-Ramirez & Minchul Shin & Daniel F. Waggoner, 2024, "Inference Based on Time-Varying SVARs Identified with Sign Restrictions," Working Papers, Federal Reserve Bank of Philadelphia, number 24-05, Feb, DOI: 10.21799/frbp.wp.2024.05.
  3. Ms. Nan Li & Mr. Chris Papageorgiou & Tong Xu & Tao Zha, 2024, "Global Contagion of Financial Reforms," IMF Working Papers, International Monetary Fund, number 2024/243, Nov.
  4. Kaiji Chen & Patrick C. Higgins & Tao Zha, 2024, "Constructing Quarterly Chinese Time Series Usable for Macroeconomic Analysis," NBER Working Papers, National Bureau of Economic Research, Inc, number 32087, Jan.
  5. Ruiting Wang & Xue Wang & Gang Xu & Tao Zha, 2024, "Privatization's Impacts on State-Owned Enterprises: A Tale of Zombie versus Healthy Firms," NBER Working Papers, National Bureau of Economic Research, Inc, number 32795, Aug.

2023

  1. Jonas E. Arias & Juan F. Rubio-Ramirez & Daniel F. Waggoner, 2023, "Uniform Priors for Impulse Responses," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2023-13, Sep, DOI: 10.29338/wp2023-13.
  2. Kaiji Chen & Tao Zha, 2023, "China's Macroeconomic Development: The Role of Gradualist Reforms," NBER Working Papers, National Bureau of Economic Research, Inc, number 31395, Jun.
  3. Kaiji Chen & Yiqing Xiao & Tao Zha, 2023, "Deposit Regulation and Monetary Transmission in China," NBER Working Papers, National Bureau of Economic Research, Inc, number 31396, Jun.

2022

  1. Kirstin Hubrich & Daniel F. Waggoner, 2022, "The Transmission of Financial Shocks and Leverage of Financial Institutions: An Endogenous Regime-Switching Framework," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2022-5, Jun, DOI: 10.29338/wp2022-05.

2021

  1. Nan Li & Chris Papageorgiou & Tao Zha, 2021, "The S-curve: Understanding the Dynamics of Worldwide Financial Liberalization," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2021-19, Jul, DOI: 10.29338/wp2021-19.
  2. Andrew Atkeson & Karen A. Kopecky & Tao Zha, 2021, "Behavior and the Transmission of COVID-19," Staff Report, Federal Reserve Bank of Minneapolis, number 618, Feb, DOI: 10.21034/sr.618.
  3. Nan Li & Chris Papageorgiou & Tong Xu & Tao Zha, 2021, "Policy Contagion: What Do We Learn from Financial Reforms?," NBER Working Papers, National Bureau of Economic Research, Inc, number 28994, Jul.

2020

  1. Kaiji Chen & Haoyu Gao & Patrick C. Higgins & Daniel F. Waggoner & Tao Zha, 2020, "Monetary Stimulus amid the Infrastructure Investment Spree: Evidence from China's Loan-Level Data," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2020-16, Aug, DOI: 10.29338/wp2020-16.
  2. Kaiji Chen & Patrick C. Higgins & Tao Zha, 2020, "Cyclical Lending Standards: A Structural Analysis," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2020-6, May, DOI: 10.29338/wp2020-06.
  3. Jianjun Miao & Pengfei Wang & Tao Zha, 2020, "Discount Shock, Price-Rent Dynamics, and the Business Cycle," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2020-7, May, DOI: 10.29338/wp2020-07.
  4. Andrew Atkeson & Karen A. Kopecky & Tao Zha, 2020, "Four Stylized Facts about COVID-19," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2020-15, Aug, DOI: 10.29338/wp2020-15.
  5. Erica X.N. Li & Tao Zha & Ji Zhang & Hao Zhou, 2020, "Stock-Bond Return Correlation, Bond Risk Premium Fundamentals, and Fiscal-Monetary Policy Regime," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2020-19, Oct, DOI: 10.29338/wp2020-19.
  6. Andrew Atkeson & Karen Kopecky & Tao Zha, 2020, "Estimating and Forecasting Disease Scenarios for COVID-19 with an SIR Model," NBER Working Papers, National Bureau of Economic Research, Inc, number 27335, Jun.
  7. Erica X.N. Li & Tao Zha & Ji Zhang & Hao Zhou, 2020, "Does Fiscal Policy Matter for Stock-Bond Return Correlation?," NBER Working Papers, National Bureau of Economic Research, Inc, number 27861, Sep.
  8. Kaiji Chen & Qing Wang & Tong Xu & Tao Zha, 2020, "Aggregate and Distributional Impacts of LTV Policy in China," NBER Working Papers, National Bureau of Economic Research, Inc, number 28092, Nov.
  9. Kaiji Chen & Patrick Higgins & Tao Zha, 2020, "Online Appendix to "Cyclical Lending Standards: A Structural Analysis"," Online Appendices, Review of Economic Dynamics, number 18-201.

2019

  1. Zheng Liu & Pengfei Wang & Tao Zha, 2019, "A Theory of Housing Demand Shocks," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2019-4, Mar, DOI: 10.29338/wp2019-04.

2018

  1. Jonas E. Arias & Juan F. Rubio-Ramírez & Daniel F. Waggoner, 2018, "Inference in Bayesian Proxy-SVARs," Working Papers, FEDEA, number 2018-13, Nov.
  2. Kaiji Chen & Tao Zha, 2018, "Macroeconomic Effects of China's Financial Policies," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2018-12, Nov, DOI: 10.29338/wp2018-12.

2017

  1. Kaiji Chen & Jue Ren & Tao Zha, 2017, "The Nexus of Monetary Policy and Shadow Banking in China," NBER Working Papers, National Bureau of Economic Research, Inc, number 23377, May.
  2. Tao Zha & Kaiji Chen, 2017, "The Asymmetric Transmission of China's Monetary Policy," 2017 Meeting Papers, Society for Economic Dynamics, number 516.

2016

  1. Kaiji Chen & Patrick C. Higgins & Daniel F. Waggoner & Tao Zha, 2016, "Impacts of Monetary Stimulus on Credit Allocation and Macroeconomy: Evidence from China," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2016-9, Sep.
  2. Kaiji Chen & Jue Ren & Tao Zha, 2016, "What we learn from China's rising shadow banking: exploring the nexus of monetary tightening and banks' role in entrusted lending," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2016-1, Jan.
  3. Patrick C. Higgins & Tao Zha & Karen Zhong, 2016, "Forecasting China's Economic Growth and Inflation," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2016-7, Jul.

2015

  1. Chun Chang & Kaiji Chen & Daniel F. Waggoner & Tao Zha, 2015, "Trends and cycles in China's macroeconomy," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2015-5, Jun.
  2. Kaiji Chen & Tao Zha, 2015, "Assessing the macroeconomic impact of bank intermediation shocks: a structural approach," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2015-8, Aug.
  3. Tao Zha, 2015, "Lending Efficiency Shocks," 2015 Meeting Papers, Society for Economic Dynamics, number 835.

2014

  1. Rubio-Ramírez, Juan Francisco & , & Arias, Jonas E., 2014, "Inference Based on SVAR Identified with Sign and Zero Restrictions: Theory and Applications," CEPR Discussion Papers, Centre for Economic Policy Research, number 9796, Jan.
  2. Daniel F. Waggoner & Hongwei Wu & Tao Zha, 2014, "The Dynamic Striated Metropolis-Hastings Sampler for High-Dimensional Models," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2014-21, Nov.
  3. Jianjun Miao & Pengfei Wang & Tao Zha, 2014, "Liquidity Premia, Price-Rent Dynamics, and Business Cycles," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2014-15, Aug.

2013

  1. Juan F. Rubio-Ramírez & Jonas E. Arias & Daniel F. Waggoner, 2013, "Inference Based on SVARs Identied with Sign and Zero Restrictions: Theory and Applications," Working Papers, BBVA Bank, Economic Research Department, number 1338, Dec.
  2. Zha, Tao & Rubio-Ramírez, Juan Francisco & , & Foerster, Andrew, 2013, "Perturbation Methods for Markov-Switching DSGE Models," CEPR Discussion Papers, Centre for Economic Policy Research, number 9464, May.
  3. Tao Zha & Daniel Waggoner, 2013, "Monetary Policy at the Zero Lower Bound: An Endogenous Switching Approach to Forward Guidance," 2013 Meeting Papers, Society for Economic Dynamics, number 519.
  4. Zheng Liu & Jianjun Miao & Tao Zha, 2013, "Land prices and unemployment," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2013-06, Sep.

2011

  1. Zheng Liu & Pengfei Wang & Tao Zha, 2011, "Land-price dynamics and macroeconomic fluctuations," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2011-11.

2010

  1. Daniel F. Waggoner & Tao Zha, 2010, "Confronting model misspecification in macroeconomics," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2010-18.
  2. Zheng Liu & Daniel F. Waggoner & Tao Zha, 2010, "Sources of Macroeconomic Fluctuations: A Regime-Switching DSGE Approach," Working Paper Series, Federal Reserve Bank of San Francisco, number 2009-01, Apr, DOI: 10.24148/wp2009-01.
  3. Andersson, Michael K. & Palmqvist, Stefan & Waggoner, Daniel F., 2010, "Density-Conditional Forecasts in Dynamic Multivariate Models," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 247, Sep.
  4. Zheng Liu & Pengfei Wang & Tao Zha, 2010, "Do credit constraints amplify macroeconomic fluctuations?," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2010-01.

2009

  1. Zheng Liu & Daniel F. Waggoner & Tao Zha, 2009, "Sources of the Great Moderation: shocks, frictions, or monetary policy?," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2009-03.
  2. Roger E. A. Farmer & Daniel F. Waggoner & Tao Zha, 2009, "Understanding Markov-switching rational expectations models," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2009-05.

2008

  1. Juan F. Rubio-Ramirez & Daniel F. Waggoner & Tao Zha, 2008, "Structural vector autoregressions: theory of identification and algorithms for inference," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2008-18.
  2. Roger E. A. Farmer & Daniel F. Waggoner & Tao Zha, 2008, "Generalizing the Taylor principle: comment," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2008-19.
  3. Roger E. A. Farmer & Daniel F. Waggoner & Tao Zha, 2008, "Minimal state variable solutions to Markov-switching rational expectations models," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2008-23.
  4. Zheng Liu & Daniel F. Waggoner & Tao Zha, 2008, "Asymmetric Expectation Effects of Regime Shifts in Monetary Policy," Working Paper Series, Federal Reserve Bank of San Francisco, number 2008-22, Sep, DOI: 10.24148/wp2008-22.
  5. Kevin X. D. Huang & Zheng Liu & Tao Zha, 2008, "Learning, adaptive expectations, and technology shocks," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2008-20.

2007

  1. Roger E. A. Farmer & Daniel F. Waggoner & Tao Zha, 2007, "Understanding the New Keynesian model when monetary policy switches regimes," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2007-12.
  2. Zheng Liu & Daniel F. Waggoner & Tao Zha, 2007, "Asymmetric expectation effects of regime shifts and the Great Moderation," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2007-23.
  3. Zheng Liu & Dan Waggoner & Tao Zha, 2007, "Macroeconomic Volatility and Monetary Policy Regimes," 2007 Meeting Papers, Society for Economic Dynamics, number 558.

2006

  1. Farmer, Roger & Zha, Tao & ,, 2006, "Indeterminacy in a Forward Looking Regime Switching Model," CEPR Discussion Papers, Centre for Economic Policy Research, number 5919, Oct.
  2. Bauer, Andrew & Eisenbeis, Robert & Waggoner, Daniel & Zha, Tao, 2006, "Transparency, expectations, and forecasts," Working Paper Series, European Central Bank, number 637, Jun.
  3. Christopher A. Sims & Daniel F. Waggoner & Tao Zha, 2006, "Methods for inference in large multiple-equation Markov-switching models," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2006-22.
  4. Roger E. A. Farmer & Tao Zha & Dan Waggoner, 2006, "Assessing Changes in U.S. Monetary Policy in a Regime-Switching Rational Expectations Model," 2006 Meeting Papers, Society for Economic Dynamics, number 334.
  5. Thomas J. Sargent & Noah Williams & Tao Zha, 2006, "The conquest of South American inflation," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2006-20.

2005

  1. Juan F. Rubio-Ramirez & Daniel F. Waggoner & Tao Zha, 2005, "Markov-switching structural vector autoregressions: theory and application," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2005-27.

2004

  1. James D. Hamilton & Daniel F. Waggoner & Tao Zha, 2004, "Normalization in econometrics," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2004-13.
  2. Tao Zha & Juan Rubio & Daniel Waggoner, 2004, "Effects of monetary policy regime changes in the Euro Economy," 2004 Meeting Papers, Society for Economic Dynamics, number 459.
  3. Christopher A. Sims & Tao Zha, 2004, "Were there regime switches in U.S. monetary policy?," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2004-14.
  4. Christopher A. Sims & Tao Zha, 2004, "MCMC method for Markov mixture simultaneous-equation models: a note," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2004-15.
  5. Thomas J. Sargent & Noah Williams & Tao Zha, 2004, "Shocks and government beliefs: the rise and fall of American inflation," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2004-22.

2002

  1. Robert A. Eisenbeis & Daniel F. Waggoner & Tao Zha, 2002, "Evaluating Wall Street Journal survey forecasters: a multivariate approach," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2002-8.
  2. Eric M. Leeper & Tao Zha, 2002, "Modest policy interventions," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2002-19.
  3. Eric M. Leeper & Tao Zha, 2002, "Empirical Analysis of Policy Interventions," NBER Working Papers, National Bureau of Economic Research, Inc, number 9063, Jul.

2000

  1. Edwin D. Maberly & Daniel F. Waggoner, 2000, "Closing the question on the continuation of turn-of-the-month effects: evidence from the S&P 500 Index futures contract," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2000-11.
  2. Daniel F. Waggoner & Tao Zha, 2000, "A Gibbs simulator for restricted VAR models," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2000-3.
  3. Daniel F. Waggoner & Tao Zha, 2000, "Likelihood-preserving normalization in multiple equation models," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2000-8.
  4. Eric M. Leeper & Tao Zha, 2000, "Assessing simple policy rules: a view from a complete macro model," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2000-19.

1999

  1. Kilian, Lutz & Zha, Tao, 1999, "Quantifying the Half-Life of Deviations from PPP: The Role of Economic Priors," CEPR Discussion Papers, Centre for Economic Policy Research, number 2334, Dec.

1998

  1. Daniel F. Waggoner & Tao Zha, 1998, "Conditional forecasts in dynamic multivariate models," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 98-22.
  2. Christopher A. Sims & Tao Zha, 1998, "Does monetary policy generate recessions?," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 98-12.

1997

  1. Daniel F. Waggoner, 1997, "Spline methods for extracting interest rate curves from coupon bond prices," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 97-10.
  2. Daniel F. Waggoner & Tao Zha, 1997, "Normalization, probability distribution, and impulse responses," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 97-11.
  3. David B. Gordon & Eric M. Leeper & Tao Zha, 1997, "Trends in velocity and policy expectations," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 97-7.

1996

  1. Christopher A. Sims & Tao Zha, 1996, "Bayesian methods for dynamic multivariate models," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 96-13.
  2. Tao Zha, 1996, "Identification, vector autoregression, and block recursion," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 96-8.

1995

  1. David O. Cushman & Tao Zha, 1995, "Identifying monetary policy in a small open economy under flexible exchange rates," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 95-7.
  2. Tao Zha, 1995, "Bankruptcy law, capital allocation, and aggregate effects: a dynamic heterogeneous agent model with incomplete markets," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 95-8.

1994

  1. Christopher A. Sims & Tao Zha, 1994, "Error Bands for Impulse Responses," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1085, Nov.

1992

  1. Zha, T., 1992, "Heterogeneity, Capital Allocation and Bankruptcy Law in an Economy with Incomplete Asset Markets," Papers, Saskatchewan - Department of Economics, number 92-9.

Journal articles

2024

  1. Chen, Kaiji & Higgins, Patrick & Zha, Tao, 2024, "Constructing quarterly Chinese time series usable for macroeconomic analysis," Journal of International Money and Finance, Elsevier, volume 143, issue C, DOI: 10.1016/j.jimonfin.2024.103052.
  2. Jonathan L. Willis & Tao Zha, 2024, "What Accounts for the Growing Divergence between Employment Measures?," Policy Hub, Federal Reserve Bank of Atlanta, volume 2024, issue 6, pages 1-17, August, DOI: 10.29338/ph2024-06.
  3. Andrew G. Atkeson & Karen A. Kopecky & Tao Zha, 2024, "Four Stylized Facts About Covid‐19," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 65, issue 1, pages 3-42, February, DOI: 10.1111/iere.12660.

2023

  1. Kaiji Chen & Haoyu Gao & Patrick Higgins & Daniel F. Waggoner & Tao Zha, 2023, "Monetary Stimulus amidst the Infrastructure Investment Spree: Evidence from China's Loan‐Level Data," Journal of Finance, American Finance Association, volume 78, issue 2, pages 1147-1204, April, DOI: 10.1111/jofi.13204.

2022

  1. Dong, Ding & Liu, Zheng & Wang, Pengfei & Zha, Tao, 2022, "A theory of housing demand shocks," Journal of Economic Theory, Elsevier, volume 203, issue C, DOI: 10.1016/j.jet.2022.105484.
  2. Li, Erica X.N. & Zha, Tao & Zhang, Ji & Zhou, Hao, 2022, "Does fiscal policy matter for stock-bond return correlation?," Journal of Monetary Economics, Elsevier, volume 128, issue C, pages 20-34, DOI: 10.1016/j.jmoneco.2022.03.003.

2021

  1. Arias, Jonas E. & Rubio-Ramírez, Juan F. & Waggoner, Daniel F., 2021, "Inference in Bayesian Proxy-SVARs," Journal of Econometrics, Elsevier, volume 225, issue 1, pages 88-106, DOI: 10.1016/j.jeconom.2020.12.004.
  2. Andrew G. Atkeson & Karen Kopecky & Tao Zha, 2021, "Behavior and the Transmission of COVID-19," AEA Papers and Proceedings, American Economic Association, volume 111, pages 356-360, May, DOI: 10.1257/pandp.20211064.
  3. Kaiji Chen & Patrick Higgins & Tao Zha, 2021, "Cyclical Lending Standards: A Structural Analysis," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 42, pages 283-306, October, DOI: 10.1016/j.red.2020.11.008.

2020

  1. Karen A. Kopecky & Tao Zha, 2020, "Impacts of COVID-19: Mitigation Efforts versus Herd Immunity," Policy Hub, Federal Reserve Bank of Atlanta, volume 2020, issue 3, pages 1-13, April, DOI: 10.29338/ph2020-03.
  2. Jianjun Miao & Pengfei Wang & Tao Zha, 2020, "Discount Shock, Price–Rent Dynamics, And The Business Cycle," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 61, issue 3, pages 1229-1252, August, DOI: 10.1111/iere.12455.

2018

  1. Koch, Timothy W. & Waggoner, Daniel F. & Wall, Larry D., 2018, "Incentive compensation, accounting discretion and bank capital," Journal of Economics and Business, Elsevier, volume 95, issue C, pages 119-140, DOI: 10.1016/j.jeconbus.2017.03.001.
  2. Jonas E. Arias & Juan F. Rubio‐Ramírez & Daniel F. Waggoner, 2018, "Inference Based on Structural Vector Autoregressions Identified With Sign and Zero Restrictions: Theory and Applications," Econometrica, Econometric Society, volume 86, issue 2, pages 685-720, March, DOI: 10.3982/ECTA14468.
  3. Kaiji Chen & Jue Ren & Tao Zha, 2018, "The Nexus of Monetary Policy and Shadow Banking in China," American Economic Review, American Economic Association, volume 108, issue 12, pages 3891-3936, December.

2016

  1. Waggoner, Daniel F. & Wu, Hongwei & Zha, Tao, 2016, "Striated Metropolis–Hastings sampler for high-dimensional models," Journal of Econometrics, Elsevier, volume 192, issue 2, pages 406-420, DOI: 10.1016/j.jeconom.2016.02.007.
  2. Chun Chang & Kaiji Chen & Daniel F. Waggoner & Tao Zha, 2016, "Trends and Cycles in China's Macroeconomy," NBER Macroeconomics Annual, University of Chicago Press, volume 30, issue 1, pages 1-84, DOI: 10.1086/685949.
  3. Andrew Foerster & Juan F. Rubio‐Ramírez & Daniel F. Waggoner & Tao Zha, 2016, "Perturbation methods for Markov‐switching dynamic stochastic general equilibrium models," Quantitative Economics, Econometric Society, volume 7, issue 2, pages 637-669, July.
  4. Higgins, Patrick & Zha, Tao & Zhong, Wenna, 2016, "Forecasting China's economic growth and inflation," China Economic Review, Elsevier, volume 41, issue C, pages 46-61, DOI: 10.1016/j.chieco.2016.07.011.
  5. Liu, Zheng & Miao, Jianjun & Zha, Tao, 2016, "Land prices and unemployment," Journal of Monetary Economics, Elsevier, volume 80, issue C, pages 86-105, DOI: 10.1016/j.jmoneco.2016.05.001.

2013

  1. Zheng Liu & Pengfei Wang & Tao Zha, 2013, "Land‐Price Dynamics and Macroeconomic Fluctuations," Econometrica, Econometric Society, volume 81, issue 3, pages 1147-1184, May, DOI: ECTA8994.

2012

  1. Waggoner, Daniel F. & Zha, Tao, 2012, "Confronting model misspecification in macroeconomics," Journal of Econometrics, Elsevier, volume 171, issue 2, pages 167-184, DOI: 10.1016/j.jeconom.2012.06.013.

2011

  1. Zheng Liu & Daniel F. Waggoner & Tao Zha, 2011, "Sources of macroeconomic fluctuations: A regime‐switching DSGE approach," Quantitative Economics, Econometric Society, volume 2, issue 2, pages 251-301, July.
  2. Farmer, Roger E.A. & Waggoner, Daniel F. & Zha, Tao, 2011, "Minimal state variable solutions to Markov-switching rational expectations models," Journal of Economic Dynamics and Control, Elsevier, volume 35, issue 12, pages 2150-2166, DOI: 10.1016/j.jedc.2011.08.005.

2010

  1. Roger E. A. Farmer & Daniel F. Waggoner & Tao Zha, 2010, "Generalizing the Taylor Principle: Comment," American Economic Review, American Economic Association, volume 100, issue 1, pages 608-617, March.
  2. Juan F. Rubio-Ramírez & Daniel F. Waggoner & Tao Zha, 2010, "Structural Vector Autoregressions: Theory of Identification and Algorithms for Inference," The Review of Economic Studies, Review of Economic Studies Ltd, volume 77, issue 2, pages 665-696.

2009

  1. Roger E. A. Farmer & Daniel F. Waggoner & Tao Zha, 2009, "Indeterminacy in a forward‐looking regime switching model," International Journal of Economic Theory, The International Society for Economic Theory, volume 5, issue 1, pages 69-84, March, DOI: 10.1111/j.1742-7363.2008.00094.x.
  2. Farmer, Roger E.A. & Waggoner, Daniel F. & Zha, Tao, 2009, "Understanding Markov-switching rational expectations models," Journal of Economic Theory, Elsevier, volume 144, issue 5, pages 1849-1867, September.
  3. Zheng Liu & Daniel Waggoner & Tao Zha, 2009, "Asymmetric Expectation Effects of Regime Shifts in Monetary Policy," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 12, issue 2, pages 284-303, April, DOI: 10.1016/j.red.2008.10.001.
  4. KevinX.D. Huang & Zheng Liu & Tao Zha, 2009, "Learning, Adaptive Expectations and Technology Shocks," Economic Journal, Royal Economic Society, volume 119, issue 536, pages 377-405, March.
  5. Thomas Sargent & Noah Williams & Tao Zha, 2009, "The Conquest of South American Inflation," Journal of Political Economy, University of Chicago Press, volume 117, issue 2, pages 211-256, April, DOI: 10.1086/599014.

2008

  1. Sims, Christopher A. & Waggoner, Daniel F. & Zha, Tao, 2008, "Methods for inference in large multiple-equation Markov-switching models," Journal of Econometrics, Elsevier, volume 146, issue 2, pages 255-274, October.

2007

  1. James D. Hamilton & Daniel F. Waggoner & Tao Zha, 2007, "Normalization in Econometrics," Econometric Reviews, Taylor & Francis Journals, volume 26, issue 2-4, pages 221-252, DOI: 10.1080/07474930701220329.
  2. Tao Zha, 2007, "Comment on An and Schorfheide's Bayesian Analysis of DSGE Models," Econometric Reviews, Taylor & Francis Journals, volume 26, issue 2-4, pages 205-210, DOI: 10.1080/07474930701220212.

2006

  1. Andrew Bauer & Robert A. Eisenbeis & Daniel F. Waggoner & Tao Zha, 2006, "Transparency, expectations and forecasts," Economic Review, Federal Reserve Bank of Atlanta, volume 91, issue Q 1, pages 1-25.
  2. Christopher A. Sims & Tao Zha, 2006, "Were There Regime Switches in U.S. Monetary Policy?," American Economic Review, American Economic Association, volume 96, issue 1, pages 54-81, March.
  3. Thomas Sargent & Noah Williams & Tao Zha, 2006, "Shocks and Government Beliefs: The Rise and Fall of American Inflation," American Economic Review, American Economic Association, volume 96, issue 4, pages 1193-1224, September, DOI: 10.1257/aer.96.4.1193.
  4. Sims, Christopher A. & Zha, Tao, 2006, "Does Monetary Policy Generate Recessions?," Macroeconomic Dynamics, Cambridge University Press, volume 10, issue 2, pages 231-272, April.

2005

  1. Lee E. Ohanian & Marco Del Negro & Tao Zha, 2005, "Monetary policy and learning," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 8, issue 2, pages 257-261, April, DOI: 10.1016/S1094-2025(05)00018-9.

2003

  1. Waggoner, Daniel F. & Zha, Tao, 2003, "A Gibbs sampler for structural vector autoregressions," Journal of Economic Dynamics and Control, Elsevier, volume 28, issue 2, pages 349-366, November.
  2. Waggoner, Daniel F. & Zha, Tao, 2003, "Likelihood preserving normalization in multiple equation models," Journal of Econometrics, Elsevier, volume 114, issue 2, pages 329-347, June.
  3. Andrew Bauer & Robert A. Eisenbeis & Daniel F. Waggoner & Tao Zha, 2003, "Forecast evaluation with cross-sectional data: The Blue Chip Surveys," Economic Review, Federal Reserve Bank of Atlanta, volume 88, issue Q2, pages 17-31.
  4. Leeper, Eric M. & Zha, Tao, 2003, "Modest policy interventions," Journal of Monetary Economics, Elsevier, volume 50, issue 8, pages 1673-1700, November.

2002

  1. Eric M. Leeper & Tao Zha, 2002, "Empirical analysis of policy interventions," Proceedings, Federal Reserve Bank of San Francisco, issue Mar.
  2. Christopher A. Sims & Tao Zha, 2002, "Macroeconomic switching," Proceedings, Federal Reserve Bank of San Francisco, issue Mar.
  3. Lutz Kilian & Tao Zha, 2002, "Quantifying the uncertainty about the half-life of deviations from PPP," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 17, issue 2, pages 107-125.

2001

  1. Saikat Nandi & Daniel F. Waggoner, 2001, "The risks and rewards of selling volatility," Economic Review, Federal Reserve Bank of Atlanta, volume 86, issue Q1, pages 31-39.
  2. Tao Zha, 2001, "Bankruptcy Law, Capital Allocation, and Aggregate Effects: A Dynamic Heterogenous Agent Model with Incomplete Markets," Annals of Economics and Finance, Society for AEF, volume 2, issue 2, pages 379-400, November.
  3. Eric M. Leeper & Tao Zha, 2001, "Assessing simple policy rules: A view from a complete macroeconomic model," Economic Review, Federal Reserve Bank of Atlanta, volume 86, issue Q4, pages 35-58.

2000

  1. Saikat Nandi & Daniel F. Waggoner, 2000, "Issues in hedging options positions," Economic Review, Federal Reserve Bank of Atlanta, volume 85, issue Q1, pages 24-39.
  2. Madeline Zavodny & Tao Zha, 2000, "Monetary policy and racial unemployment rates," Economic Review, Federal Reserve Bank of Atlanta, volume 85, issue Q4, pages 1-16.

1999

  1. Daniel F. Waggoner & Tao Zha, 1999, "Conditional Forecasts In Dynamic Multivariate Models," The Review of Economics and Statistics, MIT Press, volume 81, issue 4, pages 639-651, November.
  2. Christopher A. Sims & Tao Zha, 1999, "Error Bands for Impulse Responses," Econometrica, Econometric Society, volume 67, issue 5, pages 1113-1156, September.
  3. Zha, Tao, 1999, "Block recursion and structural vector autoregressions," Journal of Econometrics, Elsevier, volume 90, issue 2, pages 291-316, June.
  4. Tao Zha, 1999, "Evaluating the effects of monetary policy with economic models," Economic Review, Federal Reserve Bank of Atlanta, volume 84, issue Q4, pages 4-15.

1998

  1. Gordon, David B. & Leeper, Eric M. & Zha, Tao, 1998, "Trends in velocity and policy expectations," Carnegie-Rochester Conference Series on Public Policy, Elsevier, volume 49, issue 1, pages 265-304, December.
  2. Tao Zha, 1998, "A dynamic multivariate model for use in formulating policy," Economic Review, Federal Reserve Bank of Atlanta, volume 83, issue Q 1, pages 16-29.
  3. Sims, Christopher A & Zha, Tao, 1998, "Bayesian Methods for Dynamic Multivariate Models," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 39, issue 4, pages 949-968, November.

1997

  1. Cushman, David O. & Zha, Tao, 1997, "Identifying monetary policy in a small open economy under flexible exchange rates," Journal of Monetary Economics, Elsevier, volume 39, issue 3, pages 433-448, August.
  2. Tao Zha, 1997, "Identifying monetary policy: a primer," Economic Review, Federal Reserve Bank of Atlanta, volume 82, issue Q 2, pages 26-43.

1996

  1. Eric M. Leeper & Christopher A. Sims & Tao Zha, 1996, "What Does Monetary Policy Do?," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, volume 27, issue 2, pages 1-78.

Chapters

2015

  1. Chun Chang & Kaiji Chen & Daniel F. Waggoner & Tao Zha, 2015, "Trends and Cycles in China's Macroeconomy," NBER Chapters, National Bureau of Economic Research, Inc, "NBER Macroeconomics Annual 2015, Volume 30".

Software components

2020

  1. Kaiji Chen & Patrick Higgins & Tao Zha, 2020, "Code and data files for "Cyclical Lending Standards: A Structural Analysis"," Computer Codes, Review of Economic Dynamics, number 18-201, revised .

2009

  1. Zheng Liu & Daniel Waggoner & Tao Zha, 2009, "Code files for "Asymmetric Expectation Effects of Regime Shifts in Monetary Policy"," Computer Codes, Review of Economic Dynamics, number 08-80, revised .

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