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Tao Zha

Global rank #1542 98%

Institution: Federal Reserve Bank of Atlanta

Primary Field: Macro (weighted toward more recent publications)

Homepage: https://tzha.net/

First Publication: 1996

Most Recent: 2024

RePEc ID: pzh80 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 0.00 1.41 2.01 0.00 4.83
Last 10 Years 0.67 2.75 3.18 0.00 11.36
All Time 4.36 11.13 6.87 0.00 46.55

Publication Statistics

Raw Publications 29
Coauthorship-Adjusted Count 22.45

Publications (29)

Year Article Journal Tier Authors
2024 Constructing quarterly Chinese time series usable for macroeconomic analysis Journal of International Money and Finance B 3
2024 FOUR STYLIZED FACTS ABOUT COVID‐19 International Economic Review B 3
2023 Monetary Stimulus amidst the Infrastructure Investment Spree: Evidence from China's Loan‐Level Data Journal of Finance A 5
2022 A theory of housing demand shocks Journal of Economic Theory A 4
2022 Does fiscal policy matter for stock-bond return correlation? Journal of Monetary Economics A 4
2021 Cyclical Lending Standards: A Structural Analysis Review of Economic Dynamics B 3
2020 DISCOUNT SHOCK, PRICE–RENT DYNAMICS, AND THE BUSINESS CYCLE International Economic Review B 3
2018 The Nexus of Monetary Policy and Shadow Banking in China American Economic Review S 3
2016 Perturbation methods for Markov‐switching dynamic stochastic general equilibrium models Quantitative Economics B 4
2016 Land prices and unemployment Journal of Monetary Economics A 3
2016 Striated Metropolis–Hastings sampler for high-dimensional models Journal of Econometrics A 3
2012 Confronting model misspecification in macroeconomics Journal of Econometrics A 2
2011 Minimal state variable solutions to Markov-switching rational expectations models Journal of Economic Dynamics and Control B 3
2010 Generalizing the Taylor Principle: Comment American Economic Review S 3
2010 Structural Vector Autoregressions: Theory of Identification and Algorithms for Inference Review of Economic Studies S 3
2009 Understanding Markov-switching rational expectations models Journal of Economic Theory A 3
2009 Asymmetric Expectation Effects of Regime Shifts in Monetary Policy Review of Economic Dynamics B 3
2009 The Conquest of South American Inflation Journal of Political Economy S 3
2008 Methods for inference in large multiple-equation Markov-switching models Journal of Econometrics A 3
2006 Shocks and Government Beliefs: The Rise and Fall of American Inflation American Economic Review S 3
2006 Were There Regime Switches in U.S. Monetary Policy? American Economic Review S 2
2005 Monetary policy and learning Review of Economic Dynamics B 3
2003 Modest policy interventions Journal of Monetary Economics A 2
2003 A Gibbs sampler for structural vector autoregressions Journal of Economic Dynamics and Control B 2
2003 Likelihood preserving normalization in multiple equation models Journal of Econometrics A 2
1999 Conditional Forecasts In Dynamic Multivariate Models Review of Economics and Statistics A 2
1999 Block recursion and structural vector autoregressions Journal of Econometrics A 1
1997 Identifying monetary policy in a small open economy under flexible exchange rates Journal of Monetary Economics A 2
1996 What Does Monetary Policy Do? Brookings Papers on Economic Activity B 3