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Zha, Tao

Co-Author Distance
Author ID: zha.tao Recent zbMATH articles by "Zha, Tao"
Published as: Zha, Tao
Documents Indexed: 19 Publications since 1999
Co-Authors: 12 Co-Authors with 17 Joint Publications
182 Co-Co-Authors
all top 5

Co-Authors

2 single-authored
11 Waggoner, Daniel F.
3 Liu, Zheng
3 Sims, Christopher Albert
3 Wang, Pengfei
2 Farmer, Roger E. A.
2 Rubio-Ramıŕez, Juan Francisco
1 Atkeson, Andrew G.
1 Dong, Ding
1 Foerster, Andrew T.
1 Hamilton, James D.
1 Kopecky, Karen A.
1 Miao, Jianjun
all top 5

Serials

5 Journal of Econometrics
2 Econometrica
2 International Economic Review
2 Journal of Economic Theory
2 Econometric Reviews
2 Journal of Economic Dynamics & Control
2 Quantitative Economics
1 The Review of Economic Studies
1 Macroeconomic Dynamics

Fields

11 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
10 Statistics (62-XX)
5 Numerical analysis (65-XX)
1 Probability theory and stochastic processes (60-XX)
1 Biology and other natural sciences (92-XX)

Publications by Year

all cited Publications top 5 cited Publications

Citations contained in zbMATH Open

17 Publications have been cited 332 times in 237 Documents Cited by ▼ Year ▼
Structural vector autoregressions: theory of identification and algorithms for inference. Zbl 1231.91381
Rubio-Ramírez, Juan F.; Waggoner, Daniel F.; Zha, Tao
56
2010
Error bands for impulse responses. Zbl 1056.62533
Sims, Christopher A.; Zha, Tao
41
1999
Land-price dynamics and macroeconomic fluctuations. Zbl 1274.91322
Liu, Zheng; Wang, Pengfei; Zha, Tao
30
2013
Methods for inference in large multiple-equation Markov-switching models. Zbl 1429.62698
Sims, Christopher A.; Waggoner, Daniel F.; Zha, Tao
30
2008
Understanding Markov-switching rational expectations models. Zbl 1195.91114
Farmer, Roger E. A.; Waggoner, Daniel F.; Zha, Tao
28
2009
Sources of macroeconomic fluctuations: a regime-switching DSGE approach. Zbl 1226.91033
Liu, Zheng; Waggoner, Daniel F.; Zha, Tao
27
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
19
2016
A Gibbs sampler for structural vector autoregressions. Zbl 1187.62149
Waggoner, Daniel F.; Zha, Tao
18
2003
Minimal state variable solutions to Markov-switching rational expectations models. Zbl 1241.91140
Farmer, Roger E. A.; Waggoner, Daniel F.; Zha, Tao
17
2011
Does monetary policy generate recessions? Zbl 1151.91659
Sims, Christopher A.; Zha, Tao
15
2006
Normalization in econometrics. Zbl 1112.62135
Hamilton, James D.; Waggoner, Daniel F.; Zha, Tao
12
2007
Confronting model misspecification in macroeconomics. Zbl 1443.62512
Waggoner, Daniel F.; Zha, Tao
11
2012
Block recursion and structural vector autoregressions. Zbl 1041.62519
Zha, Tao
9
1999
Striated Metropolis-Hastings sampler for high-dimensional models. Zbl 1420.62125
Waggoner, Daniel F.; Wu, Hongwei; Zha, Tao
8
2016
Likelihood preserving normalization in multiple equation models. Zbl 1013.62093
Waggoner, Daniel F.; Zha, Tao
7
2003
Discount shock, price-rent dynamics, and the business cycle. Zbl 1454.91132
Miao, Jianjun; Wang, Pengfei; Zha, Tao
3
2020
A theory of housing demand shocks. Zbl 1497.91163
Dong, Ding; Liu, Zheng; Wang, Pengfei; Zha, Tao
1
2022
A theory of housing demand shocks. Zbl 1497.91163
Dong, Ding; Liu, Zheng; Wang, Pengfei; Zha, Tao
1
2022
Discount shock, price-rent dynamics, and the business cycle. Zbl 1454.91132
Miao, Jianjun; Wang, Pengfei; Zha, Tao
3
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
19
2016
Striated Metropolis-Hastings sampler for high-dimensional models. Zbl 1420.62125
Waggoner, Daniel F.; Wu, Hongwei; Zha, Tao
8
2016
Land-price dynamics and macroeconomic fluctuations. Zbl 1274.91322
Liu, Zheng; Wang, Pengfei; Zha, Tao
30
2013
Confronting model misspecification in macroeconomics. Zbl 1443.62512
Waggoner, Daniel F.; Zha, Tao
11
2012
Sources of macroeconomic fluctuations: a regime-switching DSGE approach. Zbl 1226.91033
Liu, Zheng; Waggoner, Daniel F.; Zha, Tao
27
2011
Minimal state variable solutions to Markov-switching rational expectations models. Zbl 1241.91140
Farmer, Roger E. A.; Waggoner, Daniel F.; Zha, Tao
17
2011
Structural vector autoregressions: theory of identification and algorithms for inference. Zbl 1231.91381
Rubio-Ramírez, Juan F.; Waggoner, Daniel F.; Zha, Tao
56
2010
Understanding Markov-switching rational expectations models. Zbl 1195.91114
Farmer, Roger E. A.; Waggoner, Daniel F.; Zha, Tao
28
2009
Methods for inference in large multiple-equation Markov-switching models. Zbl 1429.62698
Sims, Christopher A.; Waggoner, Daniel F.; Zha, Tao
30
2008
Normalization in econometrics. Zbl 1112.62135
Hamilton, James D.; Waggoner, Daniel F.; Zha, Tao
12
2007
Does monetary policy generate recessions? Zbl 1151.91659
Sims, Christopher A.; Zha, Tao
15
2006
A Gibbs sampler for structural vector autoregressions. Zbl 1187.62149
Waggoner, Daniel F.; Zha, Tao
18
2003
Likelihood preserving normalization in multiple equation models. Zbl 1013.62093
Waggoner, Daniel F.; Zha, Tao
7
2003
Error bands for impulse responses. Zbl 1056.62533
Sims, Christopher A.; Zha, Tao
41
1999
Block recursion and structural vector autoregressions. Zbl 1041.62519
Zha, Tao
9
1999
all cited Publications top 5 cited Publications
all top 5

Cited by 381 Authors

14 Zha, Tao
10 Waggoner, Daniel F.
6 Kilian, Lutz
5 Inoue, Atsushi
5 Lütkepohl, Helmut
5 Rubio-Ramıŕez, Juan Francisco
5 Wang, Pengfei
4 Chan, Joshua C. C.
4 Giacomini, Raffaella
4 Kitagawa, Toru
4 Miao, Jianjun
3 Bianchi, Francesco
3 Canova, Fabio
3 Foerster, Andrew T.
3 Hamilton, James D.
3 Kapetanios, George
3 Koop, Gary
3 Matthes, Christian
3 Ni, Shawn
3 Sargent, Thomas John
3 Semmler, Willi
3 Sun, Dongchu
2 Arias, Jonas E.
2 Ascari, Guido
2 Barthelemy, Jean
2 Baumeister, Christiane
2 Ben Zeev, Nadav
2 Benati, Luca
2 Bruns, Martin
2 Carriero, Andrea
2 Castelnuovo, Efrem
2 Cavicchioli, Maddalena
2 Chib, Siddhartha
2 Drautzburg, Thorsten
2 Florio, Anna
2 Gobbi, Alessandro
2 Guerron-Quintana, Pablo A.
2 Hansen, Lars Peter
2 Hayashi, Fumio
2 Herwartz, Helmut
2 Lambertini, Luisa
2 Lhuissier, Stéphane
2 Liu, Zheng
2 Maneejuk, Paravee
2 Marcellino, Massimiliano
2 Marx, Magali
2 Melosi, Leonardo
2 Neusser, Klaus
2 Pappa, Evi
2 Pellegrino, Giovanni
2 Plagborg-Møller, Mikkel
2 Ramamurthy, Srikanth
2 Read, Matthew
2 Saikkonen, Pentti
2 Schorfheide, Frank
2 Serletis, Apostolos
2 Sims, Christopher Albert
2 Sriboonchitta, Songsak
2 Theodoridis, Konstantinos
2 Tripier, Fabien
2 Wang, Shu
2 Wolf, Christian K.
2 Xu, Zhiwei
2 Zörner, Thomas Otto
1 Agnolucci, Paolo
1 Airaudo, Marco
1 Albonico, Alice
1 Amir-Ahmadi, Pooyan
1 Amisano, Gianni
1 Andrle, Michal
1 Asai, Manabu
1 Atkeson, Andrew G.
1 Azad, Nahiyan
1 Bachmann, Rüdiger
1 Bai, Jushan
1 Baştürk, Nalan
1 Bauwens, Luc Claude A.
1 Beck, Thorsten
1 Belongia, Michael T.
1 Bergen, Mark E.
1 Bhansali, Rajendra J.
1 Bhattarai, Saroj
1 Blake, Andrew Peter
1 Blazsek, Szabolcs
1 Böck, Maximilian
1 Bognanni, Mark
1 Bonciani, Dario
1 Born, Benjamin
1 Borowska, Agnieszka
1 Bosi, Stefano
1 Brand, Thomas
1 Braun, Robin
1 Brianti, Marco
1 Bruder, Stefan
1 Caggiano, Giovanni
1 Carrillo, Julio A.
1 Chang, Chialin
1 Chang, Jui-Chuan Della
1 Chang, Pao-Li
1 Chang, Yoosoon
...and 281 more Authors
all top 5

Cited in 35 Serials

73 Journal of Economic Dynamics & Control
49 Journal of Econometrics
20 Quantitative Economics
16 International Economic Review
14 Economics Letters
9 Studies in Nonlinear Dynamics and Econometrics
6 Econometrica
5 Journal of Business and Economic Statistics
4 Econometric Reviews
3 Macroeconomic Dynamics
2 Journal of Economic Theory
2 Journal of Time Series Analysis
2 Communications in Statistics. Theory and Methods
2 Computational Statistics and Data Analysis
2 Open Economies Review
2 The Econometrics Journal
2 Econometric Theory
2 Quantitative Finance
2 Thai Journal of Mathematics
2 AStA. Advances in Statistical Analysis
2 International Journal of Economic Theory
1 Journal of Mathematical Economics
1 Journal of Multivariate Analysis
1 Journal of Statistical Planning and Inference
1 Statistica Neerlandica
1 Journal of Economics
1 Communications in Statistics. Simulation and Computation
1 Statistical Papers
1 Economic Theory
1 INFORMS Journal on Computing
1 Far East Journal of Theoretical Statistics
1 International Journal of Theoretical and Applied Finance
1 Statistical Inference for Stochastic Processes
1 The Annals of Applied Statistics
1 Bulletin of Economic Research
all top 5

Cited in 11 Fields

170 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
122 Statistics (62-XX)
12 Numerical analysis (65-XX)
6 Probability theory and stochastic processes (60-XX)
3 Operations research, mathematical programming (90-XX)
2 Systems theory; control (93-XX)
1 Linear and multilinear algebra; matrix theory (15-XX)
1 Dynamical systems and ergodic theory (37-XX)
1 Computer science (68-XX)
1 Biology and other natural sciences (92-XX)
1 Information and communication theory, circuits (94-XX)

Citations by Year