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Tao Zha

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 = 2.02: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total Percentile
Last 5 Years 0.00 2.83 2.02 0.00 4.84 81%
Last 10 Years 2.69 5.52 3.20 0.00 11.40 90%
All Time 14.80 22.33 6.90 0.00 44.03 98%

Publication Statistics

Raw Publications 29
Coauthorship-Adjusted Count 22.44

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