Tao Zha : Citation Profile


Are you Tao Zha?

Federal Reserve Bank of Atlanta (46% share)
Federal Reserve Bank of Atlanta (24% share)
Emory University (30% share)

32

H index

50

i10 index

8224

Citations

RESEARCH PRODUCTION:

51

Articles

122

Papers

1

Chapters

RESEARCH ACTIVITY:

   32 years (1992 - 2024). See details.
   Cites by year: 257
   Journals where Tao Zha has often published
   Relations with other researchers
   Recent citing documents: 397.    Total self citations: 113 (1.36 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pzh80
   Updated: 2024-11-04    RAS profile: 2024-08-11    
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Relations with other researchers


Works with:

Chen, Kaiji (11)

Higgins, Patrick (7)

Kopecky, Karen (7)

Wang, Pengfei (6)

Liu, Zheng (5)

Atkeson, Andrew (5)

Zhang, Ji (3)

Miao, Jianjun (2)

Waggoner, Daniel (2)

Papageorgiou, Chris (2)

Xu, Tong (2)

Zhou, Hao (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Tao Zha.

Is cited by:

Rubio-Ramirez, Juan F (141)

Bianchi, Francesco (102)

Kilian, Lutz (93)

Canova, Fabio (90)

Fernandez-Villaverde, Jesus (84)

Huber, Florian (79)

Lütkepohl, Helmut (73)

mumtaz, haroon (64)

Sousa, Ricardo (63)

Melosi, Leonardo (60)

Marcellino, Massimiliano (58)

Cites to:

Sims, Christopher (144)

Leeper, Eric (102)

Waggoner, Daniel (89)

Christiano, Lawrence (63)

Eichenbaum, Martin (54)

Gertler, Mark (52)

Bernanke, Ben (49)

Sargent, Thomas (47)

Smets, Frank (44)

Wouters, Raf (42)

Schorfheide, Frank (39)

Main data


Where Tao Zha has published?


Journals with more than one article published# docs
Economic Review7
Journal of Econometrics5
Review of Economic Dynamics4
Journal of Monetary Economics4
American Economic Review4
Journal of Economic Theory2
Econometric Reviews2
Journal of Economic Dynamics and Control2
Proceedings2

Working Papers Series with more than one paper published# docs
FRB Atlanta Working Paper / Federal Reserve Bank of Atlanta55
NBER Working Papers / National Bureau of Economic Research, Inc30
Working Paper Series / Federal Reserve Bank of San Francisco7
CEPR Discussion Papers / C.E.P.R. Discussion Papers3
Staff Report / Federal Reserve Bank of Minneapolis2
2015 Meeting Papers / Society for Economic Dynamics2

Recent works citing Tao Zha (2024 and 2023)


YearTitle of citing document
2023Do Government Spending Multipliers Depend on the Sign of the Shock?. (2023). Zubairy, Sarah ; Ramey, Valerie A ; ben Zeev, Nadav. In: AEA Papers and Proceedings. RePEc:aea:apandp:v:113:y:2023:p:382-87.

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2024US Spillovers of US Monetary Policy: Information effects & Financial Flows. (2021). Camara, Santiago. In: Papers. RePEc:arx:papers:2108.01026.

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2023Forecasting macroeconomic data with Bayesian VARs: Sparse or dense? It depends!. (2022). Kastner, Gregor ; Gruber, Luis. In: Papers. RePEc:arx:papers:2206.04902.

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2024Local Projection Inference in High Dimensions. (2022). Wilms, Ines ; Smeekes, Stephan ; Adamek, Robert. In: Papers. RePEc:arx:papers:2209.03218.

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2023Bayesian Modeling of Time-varying Parameters Using Regression Trees. (2022). Mitchell, James ; Koop, Gary ; Huber, Florian ; Hauzenberger, Niko. In: Papers. RePEc:arx:papers:2209.11970.

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2023Distributional Vector Autoregression: Eliciting Macro and Financial Dependence. (2023). Oka, Tatsushi ; Zhu, Dan ; Wang, Yunyun. In: Papers. RePEc:arx:papers:2303.04994.

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2024Heterogeneity-robust granular instruments. (2023). Qian, Eric. In: Papers. RePEc:arx:papers:2304.01273.

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2023Non-linear dimension reduction in factor-augmented vector autoregressions. (2023). Klieber, Karin. In: Papers. RePEc:arx:papers:2309.04821.

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2023BVARs and Stochastic Volatility. (2023). Chan, Joshua. In: Papers. RePEc:arx:papers:2310.14438.

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2024Time-Varying Identification of Monetary Policy Shocks. (2023). Wo, Tomasz ; Camehl, Annika. In: Papers. RePEc:arx:papers:2311.05883.

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2024Partial Identification of Heteroskedastic Structural VARs: Theory and Bayesian Inference. (2024). Lütkepohl, Helmut ; Lutkepohl, Helmut ; Wo, Tomasz ; Uzeda, Luis ; Shang, Fei. In: Papers. RePEc:arx:papers:2404.11057.

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2024.

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2023Risk Amplification Macro Model (RAMM). (2023). Tuzcuoglu, Kerem. In: Technical Reports. RePEc:bca:bocatr:123.

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2023Bayesian Local Projections. (2023). Ricco, Giovanni ; Ferreira, Leonardo ; Miranda-Agrippino, Silvia. In: Working Papers Series. RePEc:bcb:wpaper:581.

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2023.

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2023.

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2023Inflation and energy price shocks: lessons from the 1970s. (2023). Pellegrino, Dario ; Gomellini, Matteo ; Corsello, Francesco. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_790_23.

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2023Energy price shocks and inflation in the euro area. (2023). Tagliabracci, Alex ; delle Monache, Davide ; Corsello, Francesco ; Conflitti, Cristina ; Busetti, Fabio ; Neri, Stefano. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_792_23.

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2023EU structural funds and GDP per capita: spatial VAR evidence for the European regions. (2023). Destefanis, Sergio ; di Giacinto, Valter. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1409_23.

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2023The effects of the pandemic on households financial savings: a Bayesian structural VAR analysis. (2023). Vercelli, Francesco ; Lilla, Francesca ; Infante, Luigi. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1421_23.

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2023Effects of the Extraordinary Measures Implemented by Banco de México during the COVID-19 Pandemic on Financial Conditions. (2023). Ibarra, Raul ; Cuadra, Gabriel ; Alba, Carlos ; Gabriel, Cuadra. In: Working Papers. RePEc:bdm:wpaper:2023-03.

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2023Effects of Supply, Demand, and Labor Market Shocks in the Mexican Manufacturing Sector. (2023). Leonardo, Torre Cepeda ; Fernando, Colunga L. In: Working Papers. RePEc:bdm:wpaper:2023-10.

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2023Optimal Disinflation with Delegation and Limited Credibility. (2023). Duggal, Mridula ; Rojas, Luis. In: Working Papers. RePEc:bge:wpaper:1401.

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2023Asymmetric Monetary Policy Tradeoffs. (2023). Sala, Luca ; Gambetti, Luca ; Forni, Mario ; Debortoli, Davide. In: Working Papers. RePEc:bge:wpaper:1404.

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2023Non-bank lending during crises. (2023). Doerr, Sebastian ; Zhou, Haonan ; Aldasoro, Iaki. In: BIS Working Papers. RePEc:bis:biswps:1074.

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2023Big tech credit and monetary policy transmission: micro-level evidence from China. (2023). Yu, Changhua ; Qiu, Han ; Li, Xiang ; Huang, Yiping. In: BIS Working Papers. RePEc:bis:biswps:1084.

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2024Unmitigated disasters? Risk-sharing and macroeconomic recovery in a large international panel. (2024). von Peter, Goetz ; Saxena, Sweta C ; von Dahlen, Sebastian. In: BIS Working Papers. RePEc:bis:biswps:1175.

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2024Macroprudential policy leakage: Evidence from shadow banking activities of Chinese enterprises. (2024). Ouyang, Alice Y ; Lin, Guiting. In: Contemporary Economic Policy. RePEc:bla:coecpo:v:42:y:2024:i:1:p:160-182.

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2023House price volatility in China: Demand versus supply. (2023). Germaschewski, Yin. In: Economic Inquiry. RePEc:bla:ecinqu:v:61:y:2023:i:1:p:199-220.

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2023A new unique impulse response function in linear vector autoregressive models. (2023). Shi, Yanlin. In: International Review of Finance. RePEc:bla:irvfin:v:23:y:2023:i:2:p:460-468.

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2024UK regional nowcasting using a mixed frequency vector auto?regressive model with entropic tilting. (2020). Mitchell, James ; McIntyre, Stuart ; Koop, Gary. In: Journal of the Royal Statistical Society Series A. RePEc:bla:jorssa:v:183:y:2020:i:1:p:91-119.

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2023.

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2023Partial identification for growth regimes: The case of Latin American countries. (2023). Carrillomaldonado, Paul. In: Metroeconomica. RePEc:bla:metroe:v:74:y:2023:i:3:p:557-583.

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2023The Nexus between Public Debt and the Government Spending Multiplier: Fiscal Adjustments Matter. (2023). Iwata, Yasuharu ; Iiboshi, Hirokuni. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:85:y:2023:i:4:p:830-858.

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2023Understanding Monetary Spillovers in Highly Integrated Regions: The Case of Europe. (2023). Schuberth, Helene ; Feldkircher, Martin. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:85:y:2023:i:4:p:859-893.

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2023ECB monetary policy and commodity prices. (2023). Kočenda, Evžen ; Koenda, Even ; Aliyev, Shahriyar. In: Review of International Economics. RePEc:bla:reviec:v:31:y:2023:i:1:p:274-304.

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2023One size may not fit all: Financial fragmentation and European monetary policies. (2023). Gimet, Céline ; Gagnon, Mariehelene. In: Review of International Economics. RePEc:bla:reviec:v:31:y:2023:i:1:p:305-340.

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2023Is the US Phillips curve stable? Evidence from Bayesian vector autoregressions. (2023). Österholm, Pär ; Karlsson, Sune ; Osterholm, Par. In: Scandinavian Journal of Economics. RePEc:bla:scandj:v:125:y:2023:i:1:p:287-314.

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2023Did monetary policy kill the Phillips Curve? Some simple arithmetics. (2023). Vaccaro-Grange, Etienne ; Furlanetto, Francesco ; Bergholt, Drago. In: Working Paper. RePEc:bno:worpap:2023_2.

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2023A Bayesian DSGE Approach to Modelling Cryptocurrency. (2023). Lorusso, Marco ; Asimakopoulos, Stylianos ; Ravazzolo, Francesco. In: Working Papers. RePEc:bny:wpaper:0120.

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2023Monetary policy shocks and exchange rate dynamics in small open economies. (2023). Tchatoka, Firmin Doko ; Cross, Jamie L ; Haque, Qazi ; Terrell, Madison. In: Working Papers. RePEc:bny:wpaper:0121.

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2024Taylor Rules with Endogenous Regimes. (2024). van Dijk, Herman K ; Furlanetto, Francesco ; Cross, Jamie L ; Aastveit, Knut Are. In: Working Papers. RePEc:bny:wpaper:0130.

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2023Nonbank lenders as global shock absorbers: evidence from US monetary policy spillovers. (2023). Peydro, Jose-Luis ; Meisenzah, Ralf R ; Elliott, David. In: Bank of England working papers. RePEc:boe:boeewp:1012.

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2023Interpreting Structural Shocks and Assessing Their Historical Importance. (2023). Vázquez, Jesús ; Herrera, Luis ; Jesus, Vazquez ; Luis, Herrera. In: The B.E. Journal of Macroeconomics. RePEc:bpj:bejmac:v:23:y:2023:i:1:p:375-425:n:15.

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2024Estimating uncertainty spillover effects across euro area using a regime dependent VAR model. (2024). Joshy, Easaw ; Mauro, Costantini ; Giovanni, Angelini. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:28:y:2024:i:1:p:39-59:n:1.

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2023Global money supply and energy and non-energy commodity prices: A MS-TV-VAR approach. (2023). Vespignani, Joaquin ; Vocalelli, Giorgio ; Ravazzolo, Francesco ; Grassi, Stefano. In: BEMPS - Bozen Economics & Management Paper Series. RePEc:bzn:wpaper:bemps100.

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2024Consumer Confidence and Household Investment. (2019). Rouillard, Jean-François ; Khan, Hashmat ; Upadhayaya, Santosh. In: Carleton Economic Papers. RePEc:car:carecp:19-06.

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2023Is Deflation Cause For Panic? Evidence from the National Banking Era*. (2023). Pender, Casey. In: Carleton Economic Papers. RePEc:car:carecp:23-04.

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2023Conditional Forecasting With a Bayesian Vector Autoregression: Working Paper 2023-08. (2023). Yoo, Byoung Hark. In: Working Papers. RePEc:cbo:wpaper:59629.

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2023The Eastern Path of Global Finance. (2023). Mirkin, Ya M. In: Outlines of global transformations: politics, economics, law. RePEc:ccs:journl:y:2023:id:1049.

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2023Government Spending and Tax Revenue Decentralization and Public Sector Efficiency: Do Natural Disasters Matter?. (2023). Jalles, Joao ; Afonso, Antonio ; Venancio, Ana. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10424.

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2023Time-Varying Parameters in Monetary Policy Rules: A GMM Approach. (2023). Caporale, Guglielmo Maria ; Anderl, Christina. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10451.

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2023Shipping Cost Uncertainty, Endogenous Regime Switching and the Global Drivers of Inflation. (2023). Anderl, Christina ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10798.

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2024Global Food Prices and Inflation. (2024). Caporale, Guglielmo Maria ; Anderl, Christina. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10992.

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2023Disentangling Demand and Supply Inflation Shocks from Chilean Electronic Payment Data. (2023). Hernandez-Roman, L G ; Eterovic, Nicolas ; Carlomagno, Guillermo. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:986.

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2024Risk Scenarios and Macroeconomic Forecasts. (2024). Stevanovic, Dalibor ; Moran, Kevin ; Surprenant, Stphane. In: CIRANO Working Papers. RePEc:cir:cirwor:2024s-03.

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2023The Global Transmission of U.S. Monetary Policy. (2022). Ricco, Giovanni ; Hong, Seokki Simon ; Degasperi, Riccardo. In: Working Papers. RePEc:crs:wpaper:2023-02.

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2023External Instrument SVAR Analysis forNoninvertible Shocks. (2022). Ricco, Giovanni ; Gambetti, Luca ; Forni, Mario. In: Working Papers. RePEc:crs:wpaper:2023-03.

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2023The Energy-Price Channel of (European) Monetary Policy. (2023). Schumann, Ben ; Kurcz, Frederik ; Kriwoluzky, Alexander ; Ider, Gokhan. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp2033.

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2023DSGE model forecasting: rational expectations vs. adaptive learning. (2023). Warne, Anders. In: Working Paper Series. RePEc:ecb:ecbwps:20232768.

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2023Quantifying financial stability trade-offs for monetary policy: a quantile VAR approach. (2023). Lund-Thomsen, Frederik ; Kremer, Manfred ; Chavleishvili, Sulkhan. In: Working Paper Series. RePEc:ecb:ecbwps:20232833.

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2023Identification of systematic monetary policy. (2023). Istrefi, Klodiana ; Meier, Matthias ; Hack, Lukas. In: Working Paper Series. RePEc:ecb:ecbwps:20232851.

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2023Monetary/fiscal policy regimes in post-war Europe. (2023). Jacquinot, Pascal ; Bouabdallah, Othman ; Patella, Valeria. In: Working Paper Series. RePEc:ecb:ecbwps:20232871.

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2023What drives core inflation? The role of supply shocks. (2023). Bobeica, Elena ; Babura, Marta ; Hernandez, Catalina Martinez. In: Working Paper Series. RePEc:ecb:ecbwps:20232875.

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2024US monetary policy is more powerful in low economic growth regimes. (2024). Tornese, Tommaso ; de Santis, Roberto A. In: Working Paper Series. RePEc:ecb:ecbwps:20242919.

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2024Monetary asmmetries without (and with) price stickiness. (2024). Jaccard, Ivan. In: Working Paper Series. RePEc:ecb:ecbwps:20242928.

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2024Decomposing systemic risk: the roles of contagion and common exposures. (2024). Hipp, Ruben ; Haaj, Grzegorz. In: Working Paper Series. RePEc:ecb:ecbwps:20242929.

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2024Does oil future increase the network systemic risk of financial institutions in China?. (2024). Sun, Chuanwang ; Zhou, Lichao ; Chen, Chuanglian ; Lin, Yuting. In: Applied Energy. RePEc:eee:appene:v:364:y:2024:i:c:s0306261924005592.

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2024Monetary policy, capital regulation and bank risk-taking?Evidence from China. (2022). Yuan, Chao ; Jiang, Hai. In: Journal of Asian Economics. RePEc:eee:asieco:v:82:y:2022:i:c:s1049007822000689.

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2023Do NBFCs propagate real shocks?. (2023). Mazumder, Debojyoti ; Ghosh, Saurabh. In: Journal of Asian Economics. RePEc:eee:asieco:v:85:y:2023:i:c:s1049007823000106.

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2023Regional financial technology and shadow banking activities of non-financial firms: Evidence from China. (2023). Que, Jiangjing ; Zhang, Qiuyue ; Qin, Xiuting. In: Journal of Asian Economics. RePEc:eee:asieco:v:86:y:2023:i:c:s104900782300026x.

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2023Chinas monetary policy surprises and corporate real investment. (2023). Zhang, Chengsi ; Tang, Huoqing ; Lu, Dong. In: China Economic Review. RePEc:eee:chieco:v:77:y:2023:i:c:s1043951x22001511.

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More than 100 citations found, this list is not complete...

Works by Tao Zha:


YearTitleTypeCited
2010Generalizing the Taylor Principle: Comment In: American Economic Review.
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article42
2008Generalizing the Taylor principle: comment.(2008) In: FRB Atlanta Working Paper.
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This paper has nother version. Agregated cites: 42
paper
2018The Nexus of Monetary Policy and Shadow Banking in China In: American Economic Review.
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article187
2017The Nexus of Monetary Policy and Shadow Banking in China.(2017) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 187
paper
2006Were There Regime Switches in U.S. Monetary Policy? In: American Economic Review.
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article1366
2004Were there regime switches in U.S. monetary policy?.(2004) In: FRB Atlanta Working Paper.
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This paper has nother version. Agregated cites: 1366
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2005Were There Regime Switches in U.S. Monetary Policy?.(2005) In: Working Papers.
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This paper has nother version. Agregated cites: 1366
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2006Shocks and Government Beliefs: The Rise and Fall of American Inflation In: American Economic Review.
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article182
2004Shocks and government beliefs: the rise and fall of American inflation.(2004) In: FRB Atlanta Working Paper.
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paper
2004Shocks and Government Beliefs: The Rise and Fall of American Inflation.(2004) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 182
paper
2021Behavior and the Transmission of COVID-19 In: AEA Papers and Proceedings.
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article12
2021Behavior and the Transmission of COVID-19.(2021) In: Staff Report.
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This paper has nother version. Agregated cites: 12
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1996What Does Monetary Policy Do? In: Brookings Papers on Economic Activity.
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article781
2009Indeterminacy in a forward-looking regime switching model In: International Journal of Economic Theory.
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article36
2006Indeterminacy in a Forward Looking Regime Switching Model.(2006) In: CEPR Discussion Papers.
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2007Indeterminacy in a forward-looking regime-switching model.(2007) In: FRB Atlanta Working Paper.
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2006Indeterminacy in a Forward Looking Regime Switching Model.(2006) In: NBER Working Papers.
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1999Quantifying the Half-Life of Deviations from PPP: The Role of Economic Priors In: CEPR Discussion Papers.
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paper6
1999Quantifying the half-life of deviations from PPP: The role of economic priors.(1999) In: FRB Atlanta Working Paper.
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1999Quantifying the Half-Life of Deviations from PPP: The Role of Economic Priors..(1999) In: Michigan - Center for Research on Economic & Social Theory.
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1999Quantifying the Half-Life of Deviations from PPP: The Role of Economic Priors..(1999) In: Working Papers.
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This paper has nother version. Agregated cites: 6
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2013Perturbation Methods for Markov-Switching DSGE Models In: CEPR Discussion Papers.
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2013Perturbation Methods for Markov-Switching DSGE Models.(2013) In: Working Papers.
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2013Perturbation methods for Markov-switching DSGE models.(2013) In: FRB Atlanta Working Paper.
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2014Perturbation methods for Markov-switching DSGE models.(2014) In: FRB Atlanta Working Paper.
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2013Perturbation methods for Markov-switching DSGE model.(2013) In: Research Working Paper.
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2014Perturbation Methods for Markov-Switching DSGE Models.(2014) In: NBER Working Papers.
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2010Perturbation Methods for Markov-Switching Models.(2010) In: 2010 Meeting Papers.
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2001Bankruptcy Law, Capital Allocation, and Aggregate Effects: A Dynamic Heterogenous Agent Model with Incomplete Markets In: Annals of Economics and Finance.
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article8
1995Bankruptcy law, capital allocation, and aggregate effects: a dynamic heterogeneous agent model with incomplete markets.(1995) In: FRB Atlanta Working Paper.
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2006DOES MONETARY POLICY GENERATE RECESSIONS? In: Macroeconomic Dynamics.
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article365
1998Does monetary policy generate recessions?.(1998) In: FRB Atlanta Working Paper.
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This paper has nother version. Agregated cites: 365
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1994Error Bands for Impulse Responses In: Cowles Foundation Discussion Papers.
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paper633
1999Error Bands for Impulse Responses.(1999) In: Econometrica.
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This paper has nother version. Agregated cites: 633
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1995Error bands for impulse responses.(1995) In: FRB Atlanta Working Paper.
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2006Transparency, expectations, and forecasts In: Working Paper Series.
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2006Transparency, expectations and forecasts.(2006) In: Economic Review.
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2006Transparency, expectations, and forecasts.(2006) In: FRB Atlanta Working Paper.
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2009Learning, Adaptive Expectations and Technology Shocks In: Economic Journal.
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2008Learning, adaptive expectations, and technology shocks.(2008) In: FRB Atlanta Working Paper.
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2008Learning, adaptive expectations, and technology shocks.(2008) In: Working Paper Series.
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2008Learning, Adaptive Expectations, and Technology Shocks.(2008) In: Vanderbilt University Department of Economics Working Papers.
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2009Learning, Adaptive Expectations and Technology Shocks.(2009) In: Economic Journal.
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2016Forecasting Chinas economic growth and inflation In: China Economic Review.
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