World's Best Scientists 2026 revealed!

D-Index & Metrics

Economics and Finance

D-Index
45
Citations
16825
World Ranking
1710
National Ranking
1009

Research.com Recognitions

  • 2017 - Fellows of the Econometric Society

Overview

Tao Zha is affiliated with Emory University in the United States and specializes in research within economics, econometrics, and finance. Their body of work spans several subfields, including economics and econometrics, finance, general economics, modeling and simulation, and sociology and political science.

Their contributions to academic literature cover diverse topics such as monetary policy and economic impact, banking stability and regulation, the global financial crisis and related policies, fiscal policy and economic growth, housing market economics, and studies on the COVID-19 pandemic including epidemiological impacts.

Among recent published papers are:

  • "Monetary Stimulus amidst the Infrastructure Investment Spree: Evidence from China's Loan-Level Data" (2023, The Journal of Finance)
  • "Behavior and the Transmission of COVID-19" (2021, AEA Papers and Proceedings)
  • "A theory of housing demand shocks" (2022, Journal of Economic Theory)
  • "Does fiscal policy matter for stock-bond return correlation?" (2022, Journal of Monetary Economics)
  • "DISCOUNT SHOCK, PRICE-RENT DYNAMICS, AND THE BUSINESS CYCLE" (2020, International Economic Review)

Frequent co-authors of Tao Zha include:

  • Kaiji Chen
  • Patrick Higgins
  • Haoyu Gao
  • Daniel F. Waggoner
  • Erica X. N. Li

Key publication venues for Tao Zha's research are:

  • SSRN Electronic Journal
  • International Economic Review
  • The Journal of Finance
  • AEA Papers and Proceedings
  • Journal of Economic Theory

Tao Zha has achieved recognition as a Fellow of the Econometric Society since 2017.

Best Publications

  • Were there regime switches in U.S. monetary policy

    Christopher A. Sims;Tao Zha

  • What Does Monetary Policy Do

    Eric M. Leeper;Christopher A. Sims;Tao Zha

  • Error bands for impulse responses

    Christopher A. Sims;Tao Zha

  • Bayesian methods for dynamic multivariate models

    Christopher A. Sims;Tao Zha

  • Structural Vector Autoregressions: Theory of Identification and Algorithms for Inference

    Juan F. Rubio-Ramírez;Daniel F. Waggoner;Tao Zha

  • Identifying monetary policy in a small open economy under flexible exchange rates

    David O. Cushman;Tao Zha

  • DOES MONETARY POLICY GENERATE RECESSIONS

    Christopher A. Sims;Tao Zha

  • Land-price dynamics and macroeconomic fluctuations

    Zheng Liu;Pengfei Wang;Tao A. Zha

  • The Nexus of Monetary Policy and Shadow Banking in China

    Kaiji Chen;Jue Ren;Tao Zha

  • Modest Policy Interventions

    Eric M. Leeper;Eric M. Leeper;Tao Zha

  • CONDITIONAL FORECASTS IN DYNAMIC MULTIVARIATE MODELS

    Daniel F. Waggoner;Tao Zha

  • Methods for inference in large multiple-equation Markov-switching models

    Christopher A. Sims;Daniel F. Waggoner;Tao Zha;Tao Zha

  • Shocks and Government Beliefs: The Rise and Fall of American Inflation

    Thomas Sargent;Noah Williams;Tao Zha

  • Trends and Cycles in China's Macroeconomy

    Chun Chang;Kaiji Chen;Daniel F. Waggoner;Tao A. Zha

  • Understanding Markov-switching rational expectations models

    Roger E.A. Farmer;Daniel F. Waggoner;Tao Zha;Tao Zha

  • Minimal state variable solutions to Markov-switching rational expectations models ☆

    Roger E.A. Farmer;Daniel F. Waggoner;Tao Zha

  • Block recursion and structural vector autoregressions

    Tao Zha

  • Sources of macroeconomic fluctuations: A regime-switching DSGE approach

    Zheng Liu;Daniel F. Waggoner;Tao Zha

  • A Gibbs sampler for structural vector autoregressions

    Daniel F. Waggoner;Tao Zha

  • Normalization in Econometrics

    James D. Hamilton;Daniel F. Waggoner;Tao Zha

  • Land-price dynamics and macroeconomic fluctuations

    Zheng Liu;Pengfei Wang;Tao Zha

Frequent Co-Authors

Eric M. Leeper
Eric M. Leeper University of Virginia
Christopher A. Sims
Christopher A. Sims Princeton University
Roger E. A. Farmer
Roger E. A. Farmer University of Warwick
Jianjun Miao
Jianjun Miao Zhejiang University
Andrew Atkeson
Andrew Atkeson University of California, Los Angeles
Thomas J. Sargent
Thomas J. Sargent New York University
Hao Zhou
Hao Zhou Tsinghua University
James D. Hamilton
James D. Hamilton University of California, San Diego
Lutz Kilian
Lutz Kilian Federal Reserve Bank of Dallas

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