Bio
About Tao Zha
Tao Zha is research center executive director of the Center for Quantitative Economic Research in the research department of the Federal Reserve Bank of Atlanta, Samuel Candler Dobbs professor of economics at Emory University, and research associate at the National Bureau of Economic Research (NBER).
Tao Zha is research center executive director of the Center for Quantitative Economic Research in the research department of the Federal Reserve Bank of Atlanta, Samuel Candler Dobbs professor of economics at Emory University, and Research Associate at National Bureau of Economic Research (NBER). His major fields of study are macroeconomics, financial economics, econometrics, and the Chinese economy.
Dr. Zha was born in 1962. He received his doctorate in economics from the University of Minnesota in December 1992. His major fields of study are macroeconomics, financial economics,
Data
Data for China's Macroeconomy
Code
Computer Code
MATLAB code for the forthcoming American Economic Review article “The Nexus of Monetary Policy and Shadow Banking in China” along with readme files:
- The panel SVAR can be downloaded from PanelSVAR.
- Estimation of the switching monetary policy rule and exogenous monetary policy shocks can be downloaded from the zip file MatlabCodeEstMP_tv.
- Time series of estimated exogenous monetary policy shocks can be downloaded from the Excel/csv format data2016Q2mpshocks.csv or from the Matlab format data2016Q2mpshocks.mat.
Blog
Research Articles
Regime-Switching Macro Models
Finacial Sectors and the Macroeconomy
The Nexus of Monetary Policy and Shadow Banking in China.
The Chinese Economy
Constructing Quarterly Chinese Time Series Usable for Macroeconomic Analysis
Regime-Switching Macro Models
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Finacial Sectors and the Macroeconomy
The Nexus of Monetary Policy and Shadow Banking in China (with Chen and Ren)
The Chinese Economy
The Nexus of Monetary Policy and Shadow Banking in China (with Chen and Ren)
