| Structural vector autoregressions: Theory of identification and algorithms for inference JF Rubio-Ramirez, DF Waggoner, T Zha The Review of Economic Studies 77 (2), 665-696, 2010 | 1317 | 2010 |
| Inference based on structural vector autoregressions identified with sign and zero restrictions: Theory and applications JE Arias, JF Rubio‐Ramírez, DF Waggoner Econometrica 86 (2), 685-720, 2018 | 770* | 2018 |
| Conditional forecasts in dynamic multivariate models DF Waggoner, T Zha Review of Economics and Statistics 81 (4), 639-651, 1999 | 434 | 1999 |
| Methods for inference in large multiple-equation Markov-switching models CA Sims, DF Waggoner, T Zha Journal of econometrics 146 (2), 255-274, 2008 | 364 | 2008 |
| Spline methods for extracting interest rate curves from coupon bond prices DF Waggoner Federal Reserve Bank of Atlanta Working Paper, 97-10, 1997 | 307 | 1997 |
| Sources of macroeconomic fluctuations: A regime‐switching DSGE approach Z Liu, DF Waggoner, T Zha Quantitative Economics 2 (2), 251-301, 2011 | 302* | 2011 |
| Trends and cycles in China’s macroeconomy C Chang, K Chen, DF Waggoner, T Zha NBER macroeconomics annual 30 (1), 1-84, 2016 | 301 | 2016 |
| Minimal state variable solutions to Markov-switching rational expectations models REA Farmer, DF Waggoner, T Zha Journal of Economic Dynamics and Control 35 (12), 2150-2166, 2011 | 262 | 2011 |
| Understanding Markov-switching rational expectations models REA Farmer, DF Waggoner, T Zha Journal of Economic theory 144 (5), 1849-1867, 2009 | 262 | 2009 |
| A Gibbs sampler for structural vector autoregressions DF Waggoner, T Zha Journal of Economic Dynamics and Control 28 (2), 349-366, 2003 | 194 | 2003 |
| Perturbation methods for Markov‐switching dynamic stochastic general equilibrium models A Foerster, JF Rubio‐Ramírez, DF Waggoner, T Zha Quantitative economics 7 (2), 637-669, 2016 | 167* | 2016 |
| Normalization in econometrics JD Hamilton, DF Waggoner, T Zha Econometric Reviews 26 (2-4), 221-252, 2007 | 138 | 2007 |
| Likelihood preserving normalization in multiple equation models DF Waggoner, T Zha Journal of Econometrics 114 (2), 329-347, 2003 | 119* | 2003 |
| Asymmetric expectation effects of regime shifts in monetary policy Z Liu, DF Waggoner, T Zha Review of Economic Dynamics 12 (2), 284-303, 2009 | 103 | 2009 |
| Confronting model misspecification in macroeconomics DF Waggoner, T Zha Journal of Econometrics 171 (2), 167-184, 2012 | 84 | 2012 |
| Generalizing the Taylor principle: comment REA Farmer, DF Waggoner, T Zha American Economic Review 100 (1), 608-617, 2010 | 69 | 2010 |
| Inference in bayesian proxy-svars JE Arias, JF Rubio-Ramírez, DF Waggoner Journal of Econometrics 225 (1), 88-106, 2021 | 64 | 2021 |
| Indeterminacy in a forward‐looking regime switching model REA Farmer, DF Waggoner, T Zha International Journal of Economic Theory 5 (1), 69-84, 2009 | 56 | 2009 |
| Forecast evaluation with cross-sectional data: The Blue Chip Surveys A Bauer, RA Eisenbeis, DF Waggoner, T Zha Economic Review-Federal Reserve Bank of Atlanta 88 (2), 17-32, 2003 | 54 | 2003 |
| Transparency, expectations, and forecasts A Bauer, R Eisenbeis, D Waggoner, T Zha ECB Working Paper, 2006 | 53 | 2006 |
Tao ZhaFederal Reserve Bank of Atlanta, Emory University, and NBERVerified email at atl.frb.org
