Structural Vector Autoregressions: Theory of Identification and Algorithms for InferenceJuan Francisco Rubio-Ramı́rez, Tao Zha, Daniel F. Waggoner|The Review of Economic Studies|2009Cited by 914
Conditional Forecasts in Dynamic Multivariate ModelsDaniel F. Waggoner, Tao Zha|The Review of Economics and Statistics|1999Cited by 269
Trends and Cycles in China’s MacroeconomyChun Chang, Tao Zha, Kaiji Chen et al.|NBER Macroeconomics Annual|2016Cited by 224
Sources of macroeconomic fluctuations: A regime-switching DSGE approachZheng Liu, Tao Zha, Daniel F. Waggoner|Quantitative Economics|2011Cited by 221
Minimal state variable solutions to Markov-switching rational expectations modelsRoger E. A. Farmer, Tao Zha, Daniel F. Waggoner|Journal of Economic Dynamics and Control|2011Cited by 188