Structural vector autoregressions: theory of identification and algorithms for inference. Zbl 1231.91381
Rubio-Ramírez, Juan F.; Waggoner, Daniel F.; Zha, Tao |
|
2010
|
Error bands for impulse responses. Zbl 1056.62533
Sims, Christopher A.; Zha, Tao |
|
1999
|
Land-price dynamics and macroeconomic fluctuations. Zbl 1274.91322
Liu, Zheng; Wang, Pengfei; Zha, Tao |
|
2013
|
Methods for inference in large multiple-equation Markov-switching models. Zbl 1429.62698
Sims, Christopher A.; Waggoner, Daniel F.; Zha, Tao |
|
2008
|
Understanding Markov-switching rational expectations models. Zbl 1195.91114
Farmer, Roger E. A.; Waggoner, Daniel F.; Zha, Tao |
|
2009
|
Sources of macroeconomic fluctuations: a regime-switching DSGE approach. Zbl 1226.91033
Liu, Zheng; Waggoner, Daniel F.; Zha, Tao |
|
2011
|
Perturbation methods for Markov-switching dynamic stochastic general equilibrium models. Zbl 1395.91305
Foerster, Andrew; Rubio-Ramírez, Juan F.; Waggoner, Daniel F.; Zha, Tao |
|
2016
|
A Gibbs sampler for structural vector autoregressions. Zbl 1187.62149
Waggoner, Daniel F.; Zha, Tao |
|
2003
|
Minimal state variable solutions to Markov-switching rational expectations models. Zbl 1241.91140
Farmer, Roger E. A.; Waggoner, Daniel F.; Zha, Tao |
|
2011
|
Does monetary policy generate recessions? Zbl 1151.91659
Sims, Christopher A.; Zha, Tao |
|
2006
|
Normalization in econometrics. Zbl 1112.62135
Hamilton, James D.; Waggoner, Daniel F.; Zha, Tao |
|
2007
|
Confronting model misspecification in macroeconomics. Zbl 1443.62512
Waggoner, Daniel F.; Zha, Tao |
|
2012
|
Block recursion and structural vector autoregressions. Zbl 1041.62519
Zha, Tao |
|
1999
|
Striated Metropolis-Hastings sampler for high-dimensional models. Zbl 1420.62125
Waggoner, Daniel F.; Wu, Hongwei; Zha, Tao |
|
2016
|
Likelihood preserving normalization in multiple equation models. Zbl 1013.62093
Waggoner, Daniel F.; Zha, Tao |
|
2003
|
Discount shock, price-rent dynamics, and the business cycle. Zbl 1454.91132
Miao, Jianjun; Wang, Pengfei; Zha, Tao |
|
2020
|
A theory of housing demand shocks. Zbl 1497.91163
Dong, Ding; Liu, Zheng; Wang, Pengfei; Zha, Tao |
|
2022
|
A theory of housing demand shocks. Zbl 1497.91163
Dong, Ding; Liu, Zheng; Wang, Pengfei; Zha, Tao |
|
2022
|
Discount shock, price-rent dynamics, and the business cycle. Zbl 1454.91132
Miao, Jianjun; Wang, Pengfei; Zha, Tao |
|
2020
|
Perturbation methods for Markov-switching dynamic stochastic general equilibrium models. Zbl 1395.91305
Foerster, Andrew; Rubio-Ramírez, Juan F.; Waggoner, Daniel F.; Zha, Tao |
|
2016
|
Striated Metropolis-Hastings sampler for high-dimensional models. Zbl 1420.62125
Waggoner, Daniel F.; Wu, Hongwei; Zha, Tao |
|
2016
|
Land-price dynamics and macroeconomic fluctuations. Zbl 1274.91322
Liu, Zheng; Wang, Pengfei; Zha, Tao |
|
2013
|
Confronting model misspecification in macroeconomics. Zbl 1443.62512
Waggoner, Daniel F.; Zha, Tao |
|
2012
|
Sources of macroeconomic fluctuations: a regime-switching DSGE approach. Zbl 1226.91033
Liu, Zheng; Waggoner, Daniel F.; Zha, Tao |
|
2011
|
Minimal state variable solutions to Markov-switching rational expectations models. Zbl 1241.91140
Farmer, Roger E. A.; Waggoner, Daniel F.; Zha, Tao |
|
2011
|
Structural vector autoregressions: theory of identification and algorithms for inference. Zbl 1231.91381
Rubio-Ramírez, Juan F.; Waggoner, Daniel F.; Zha, Tao |
|
2010
|
Understanding Markov-switching rational expectations models. Zbl 1195.91114
Farmer, Roger E. A.; Waggoner, Daniel F.; Zha, Tao |
|
2009
|
Methods for inference in large multiple-equation Markov-switching models. Zbl 1429.62698
Sims, Christopher A.; Waggoner, Daniel F.; Zha, Tao |
|
2008
|
Normalization in econometrics. Zbl 1112.62135
Hamilton, James D.; Waggoner, Daniel F.; Zha, Tao |
|
2007
|
Does monetary policy generate recessions? Zbl 1151.91659
Sims, Christopher A.; Zha, Tao |
|
2006
|
A Gibbs sampler for structural vector autoregressions. Zbl 1187.62149
Waggoner, Daniel F.; Zha, Tao |
|
2003
|
Likelihood preserving normalization in multiple equation models. Zbl 1013.62093
Waggoner, Daniel F.; Zha, Tao |
|
2003
|
Error bands for impulse responses. Zbl 1056.62533
Sims, Christopher A.; Zha, Tao |
|
1999
|
Block recursion and structural vector autoregressions. Zbl 1041.62519
Zha, Tao |
|
1999
|