Daniel F. Waggoner

Names

Identifer

Contact

Affiliations

• Federal Reserve Bank of Atlanta / Center for Quantitative Economic Research (CQER) (weight: 50%)
  • EDIRC entry
  • location:
• Federal Reserve Bank of Atlanta / Economic Research Department (weight: 50%)
  • EDIRC entry
  • location:

Research profile

author of:

• Generalizing the Taylor Principle: Comment
  American Economic Review, American Economic Association (2010)
  by Roger E. A. Farmer & Daniel F. Waggoner & Tao Zha
  (ReDIF-article, aea:aecrev:v:100:y:2010:i:1:p:608-17)
• Inference Based on SVARs Identied with Sign and Zero Restrictions: Theory and Applications
  Working Papers, BBVA Bank, Economic Research Department (2013)
  by Juan F. Rubio-Ramírez & Jonas E. Arias & Daniel F. Waggoner
  (ReDIF-paper, bbv:wpaper:1338)
• Indeterminacy in a forward‐looking regime switching model
  International Journal of Economic Theory, The International Society for Economic Theory (2009)
  by Roger E. A. Farmer & Daniel F. Waggoner & Tao Zha
  (ReDIF-article, bla:ijethy:v:5:y:2009:i:1:p:69-84)
• Monetary Stimulus amidst the Infrastructure Investment Spree: Evidence from China's Loan‐Level Data
  Journal of Finance, American Finance Association (2023)
  by Kaiji Chen & Haoyu Gao & Patrick Higgins & Daniel F. Waggoner & Tao Zha
  (ReDIF-article, bla:jfinan:v:78:y:2023:i:2:p:1147-1204)
• Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications
  Dynare Working Papers, CEPREMAP (2014)
  by Arias, Jonas E. & Rubio-Ramírez, Juan F. & Waggoner, Daniel F.
  (ReDIF-paper, cpm:dynare:030)
• Indeterminacy in a Forward Looking Regime Switching Model
  CEPR Discussion Papers, C.E.P.R. Discussion Papers (2006)
  by Farmer, Roger & Zha, Tao & ,
  (ReDIF-paper, cpr:ceprdp:5919)
• Perturbation Methods for Markov-Switching DSGE Models
  CEPR Discussion Papers, C.E.P.R. Discussion Papers (2013)
  by Zha, Tao & Rubio-Ramírez, Juan Francisco & , & Foerster, Andrew
  (ReDIF-paper, cpr:ceprdp:9464)
• Inference Based on SVAR Identified with Sign and Zero Restrictions: Theory and Applications
  CEPR Discussion Papers, C.E.P.R. Discussion Papers (2014)
  by Rubio-Ramírez, Juan Francisco & , & Arias, Jonas E.
  (ReDIF-paper, cpr:ceprdp:9796)
• Transparency, expectations, and forecasts
  Working Paper Series, European Central Bank (2006)
  by Bauer, Andrew & Eisenbeis, Robert & Waggoner, Daniel & Zha, Tao
  (ReDIF-paper, ecb:ecbwps:2006637)
• Sources of macroeconomic fluctuations: A regime‐switching DSGE approach
  Quantitative Economics, Econometric Society (2011)
  by Zheng Liu & Daniel F. Waggoner & Tao Zha
  (ReDIF-article, ecm:quante:v:2:y:2011:i:2:p:251-301)
• A Gibbs sampler for structural vector autoregressions
  Journal of Economic Dynamics and Control, Elsevier (2003)
  by Waggoner, Daniel F. & Zha, Tao
  (ReDIF-article, eee:dyncon:v:28:y:2003:i:2:p:349-366)
• Minimal state variable solutions to Markov-switching rational expectations models
  Journal of Economic Dynamics and Control, Elsevier (2011)
  by Farmer, Roger E.A. & Waggoner, Daniel F. & Zha, Tao
  (ReDIF-article, eee:dyncon:v:35:y:2011:i:12:p:2150-2166)
• Likelihood preserving normalization in multiple equation models
  Journal of Econometrics, Elsevier (2003)
  by Waggoner, Daniel F. & Zha, Tao
  (ReDIF-article, eee:econom:v:114:y:2003:i:2:p:329-347)
• Methods for inference in large multiple-equation Markov-switching models
  Journal of Econometrics, Elsevier (2008)
  by Sims, Christopher A. & Waggoner, Daniel F. & Zha, Tao
  (ReDIF-article, eee:econom:v:146:y:2008:i:2:p:255-274)
• Confronting model misspecification in macroeconomics
  Journal of Econometrics, Elsevier (2012)
  by Waggoner, Daniel F. & Zha, Tao
  (ReDIF-article, eee:econom:v:171:y:2012:i:2:p:167-184)
• Striated Metropolis–Hastings sampler for high-dimensional models
  Journal of Econometrics, Elsevier (2016)
  by Waggoner, Daniel F. & Wu, Hongwei & Zha, Tao
  (ReDIF-article, eee:econom:v:192:y:2016:i:2:p:406-420)
• Inference in Bayesian Proxy-SVARs
  Journal of Econometrics, Elsevier (2021)
  by Arias, Jonas E. & Rubio-Ramírez, Juan F. & Waggoner, Daniel F.
  (ReDIF-article, eee:econom:v:225:y:2021:i:1:p:88-106)
• Incentive compensation, accounting discretion and bank capital
  Journal of Economics and Business, Elsevier (2018)
  by Koch, Timothy W. & Waggoner, Daniel F. & Wall, Larry D.
  (ReDIF-article, eee:jebusi:v:95:y:2018:i:c:p:119-140)
• Understanding Markov-switching rational expectations models
  Journal of Economic Theory, Elsevier (2009)
  by Farmer, Roger E.A. & Waggoner, Daniel F. & Zha, Tao
  (ReDIF-article, eee:jetheo:v:144:y:2009:i:5:p:1849-1867)
• Perturbation Methods for Markov-Switching DSGE Models
  Working Papers, FEDEA (2013)
  by Andrew Foerster & Juan Rubio-Ramirez & Dan Waggoner & Ta Zha
  (ReDIF-paper, fda:fdaddt:2013-22)
• Inference Based on SVARs Identied with Sign and Zero Restrictions: Theory and Applications
  Working Papers, FEDEA (2013)
  by Jonas E. Arias & Juan Rubio-Ramirez & Daniel F. Waggoner
  (ReDIF-paper, fda:fdaddt:2013-24)
• Inference in Bayesian Proxy-SVARs
  Working Papers, FEDEA (2018)
  by Jonas E. Arias & Juan F. Rubio-Ramírez & Daniel F. Waggoner
  (ReDIF-paper, fda:fdaddt:2018-13)
• Issues in hedging options positions
  Economic Review, Federal Reserve Bank of Atlanta (2000)
  by Saikat Nandi & Daniel F. Waggoner
  (ReDIF-article, fip:fedaer:y:2000:i:q1:p:24-39:n:v.85no.1)
• The risks and rewards of selling volatility
  Economic Review, Federal Reserve Bank of Atlanta (2001)
  by Saikat Nandi & Daniel F. Waggoner
  (ReDIF-article, fip:fedaer:y:2001:i:q1:p:31-39:n:v.86no.1)
• Forecast evaluation with cross-sectional data: The Blue Chip Surveys
  Economic Review, Federal Reserve Bank of Atlanta (2003)
  by Andrew Bauer & Robert A. Eisenbeis & Daniel F. Waggoner & Tao Zha
  (ReDIF-article, fip:fedaer:y:2003:i:q2:p:17-31:n:v.88no.2)
• Transparency, expectations and forecasts
  Economic Review, Federal Reserve Bank of Atlanta (2006)
  by Andrew Bauer & Robert A. Eisenbeis & Daniel F. Waggoner & Tao Zha
  (ReDIF-article, fip:fedaer:y:2006:i:q1:p:1-25:n:v.91no.1)
• Closing the question on the continuation of turn-of-the-month effects: evidence from the S&P 500 Index futures contract
  FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta (2000)
  by Edwin D. Maberly & Daniel F. Waggoner
  (ReDIF-paper, fip:fedawp:2000-11)
• A Gibbs simulator for restricted VAR models
  FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta (2000)
  by Daniel F. Waggoner & Tao Zha
  (ReDIF-paper, fip:fedawp:2000-3)
• Likelihood-preserving normalization in multiple equation models
  FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta (2000)
  by Daniel F. Waggoner & Tao Zha
  (ReDIF-paper, fip:fedawp:2000-8)
• Evaluating Wall Street Journal survey forecasters: a multivariate approach
  FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta (2002)
  by Robert A. Eisenbeis & Daniel F. Waggoner & Tao Zha
  (ReDIF-paper, fip:fedawp:2002-8)
• Normalization in econometrics
  FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta (2004)
  by James D. Hamilton & Daniel F. Waggoner & Tao Zha
  (ReDIF-paper, fip:fedawp:2004-13)
• Markov-switching structural vector autoregressions: theory and application
  FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta (2005)
  by Juan F. Rubio-Ramirez & Daniel F. Waggoner & Tao Zha
  (ReDIF-paper, fip:fedawp:2005-27)
• Transparency, expectations, and forecasts
  FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta (2006)
  by Andrew Bauer & Robert A. Eisenbeis & Daniel F. Waggoner & Tao Zha
  (ReDIF-paper, fip:fedawp:2006-03)
• Indeterminacy in a forward-looking regime-switching model
  FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta (2007)
  by Roger E. A. Farmer & Daniel F. Waggoner & Tao Zha
  (ReDIF-paper, fip:fedawp:2006-19)
• Methods for inference in large multiple-equation Markov-switching models
  FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta (2006)
  by Christopher A. Sims & Daniel F. Waggoner & Tao Zha
  (ReDIF-paper, fip:fedawp:2006-22)
• Understanding the New Keynesian model when monetary policy switches regimes
  FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta (2007)
  by Roger E. A. Farmer & Daniel F. Waggoner & Tao Zha
  (ReDIF-paper, fip:fedawp:2007-12)
• Asymmetric expectation effects of regime shifts and the Great Moderation
  FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta (2007)
  by Zheng Liu & Daniel F. Waggoner & Tao Zha
  (ReDIF-paper, fip:fedawp:2007-23)
• Structural vector autoregressions: theory of identification and algorithms for inference
  FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta (2008)
  by Juan F. Rubio-Ramirez & Daniel F. Waggoner & Tao Zha
  (ReDIF-paper, fip:fedawp:2008-18)
• Generalizing the Taylor principle: comment
  FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta (2008)
  by Roger E. A. Farmer & Daniel F. Waggoner & Tao Zha
  (ReDIF-paper, fip:fedawp:2008-19)
• Minimal state variable solutions to Markov-switching rational expectations models
  FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta (2008)
  by Roger E. A. Farmer & Daniel F. Waggoner & Tao Zha
  (ReDIF-paper, fip:fedawp:2008-23)
• Sources of the Great Moderation: shocks, frictions, or monetary policy?
  FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta (2009)
  by Zheng Liu & Daniel F. Waggoner & Tao Zha
  (ReDIF-paper, fip:fedawp:2009-03)
• Understanding Markov-switching rational expectations models
  FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta (2009)
  by Roger E. A. Farmer & Daniel F. Waggoner & Tao Zha
  (ReDIF-paper, fip:fedawp:2009-05)
• Confronting model misspecification in macroeconomics
  FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta (2010)
  by Daniel F. Waggoner & Tao Zha
  (ReDIF-paper, fip:fedawp:2010-18)
• Perturbation methods for Markov-switching DSGE models
  FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta (2013)
  by Andrew Foerster & Juan F. Rubio-Ramirez & Daniel F. Waggoner & Tao Zha
  (ReDIF-paper, fip:fedawp:2013-01)
• Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications
  FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta (2014)
  by Jonas E. Arias & Juan F. Rubio-Ramirez & Daniel F. Waggoner
  (ReDIF-paper, fip:fedawp:2014-01)
• Perturbation methods for Markov-switching DSGE models
  FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta (2014)
  by Andrew T. Foerster & Juan F. Rubio-Ramirez & Daniel F. Waggoner & Tao Zha
  (ReDIF-paper, fip:fedawp:2014-16)
• The Dynamic Striated Metropolis-Hastings Sampler for High-Dimensional Models
  FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta (2014)
  by Daniel F. Waggoner & Hongwei Wu & Tao Zha
  (ReDIF-paper, fip:fedawp:2014-21)
• Trends and cycles in China's macroeconomy
  FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta (2015)
  by Chun Chang & Kaiji Chen & Daniel F. Waggoner & Tao Zha
  (ReDIF-paper, fip:fedawp:2015-05)
• Impacts of Monetary Stimulus on Credit Allocation and Macroeconomy: Evidence from China
  FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta (2016)
  by Kaiji Chen & Patrick C. Higgins & Daniel F. Waggoner & Tao Zha
  (ReDIF-paper, fip:fedawp:2016-09)
• Inference in Bayesian Proxy-SVARs
  FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta (2018)
  by Jonas E. Arias & Juan F. Rubio-Ramirez & Daniel F. Waggoner
  (ReDIF-paper, fip:fedawp:2018-16)
• Monetary Stimulus amid the Infrastructure Investment Spree: Evidence from China's Loan-Level Data
  FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta (2020)
  by Kaiji Chen & Haoyu Gao & Patrick C. Higgins & Daniel F. Waggoner & Tao Zha
  (ReDIF-paper, fip:fedawp:89447)
• The Transmission of Financial Shocks and Leverage of Financial Institutions: An Endogenous Regime-Switching Framework
  FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta (2022)
  by Kirstin Hubrich & Daniel F. Waggoner
  (ReDIF-paper, fip:fedawp:94786)
• Uniform Priors for Impulse Responses
  FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta (2023)
  by Jonas E. Arias & Juan F. Rubio-Ramirez & Daniel F. Waggoner
  (ReDIF-paper, fip:fedawp:96956)
• Spline methods for extracting interest rate curves from coupon bond prices
  FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta (1997)
  by Daniel F. Waggoner
  (ReDIF-paper, fip:fedawp:97-10)
• Normalization, probability distribution, and impulse responses
  FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta (1997)
  by Daniel F. Waggoner & Tao Zha
  (ReDIF-paper, fip:fedawp:97-11)
• Inference Based On Time-Varying SVARs Identified with Time Restrictions
  FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta (2024)
  by Jonas E. Arias & Juan F. Rubio-Ramirez & Minchul Shin & Daniel F. Waggoner
  (ReDIF-paper, fip:fedawp:97982)
• Conditional forecasts in dynamic multivariate models
  FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta (1998)
  by Daniel F. Waggoner & Tao Zha
  (ReDIF-paper, fip:fedawp:98-22)
• Asymmetric expectation effects of regime shifts in monetary policy
  Working Paper Series, Federal Reserve Bank of San Francisco (2008)
  by Zheng Liu & Daniel F. Waggoner & Tao Zha
  (ReDIF-paper, fip:fedfwp:2008-22)
• Sources of the Great Moderation: shocks, friction, or monetary policy?
  Working Paper Series, Federal Reserve Bank of San Francisco (2009)
  by Zheng Liu & Daniel F. Waggoner & Tao Zha
  (ReDIF-paper, fip:fedfwp:2009-01)
• The transmission of financial shocks and leverage of financial institutions: An endogenous regime switching framework
  Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2022)
  by Kirstin Hubrich & Daniel F. Waggoner
  (ReDIF-paper, fip:fedgfe:2022-34)
• Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications
  International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2014)
  by Jonas E. Arias & Juan F. Rubio-Ramirez & Daniel F. Waggoner
  (ReDIF-paper, fip:fedgif:1100)
• Perturbation methods for Markov-switching DSGE model
  Research Working Paper, Federal Reserve Bank of Kansas City (2013)
  by Andrew T. Foerster & Juan F. Rubio-Ramirez & Daniel F. Waggoner & Tao Zha
  (ReDIF-paper, fip:fedkrw:rwp13-01)
• Asymmetric expectation effects of regime shifts and the Great Moderation
  Working Papers, Federal Reserve Bank of Minneapolis (2007)
  by Zheng Liu & Daniel F. Waggoner & Tao Zha
  (ReDIF-paper, fip:fedmwp:653)
• Inference in Bayesian Proxy-SVARs
  Working Papers, Federal Reserve Bank of Philadelphia (2018)
  by Jonas E. Arias & Juan F. Rubio-Ramirez & Daniel F. Waggoner
  (ReDIF-paper, fip:fedpwp:18-25)
• Uniform Priors for Impulse Responses
  Working Papers, Federal Reserve Bank of Philadelphia (2020)
  by Jonas E. Arias & Juan F. Rubio-Ramirez & Daniel F. Waggoner
  (ReDIF-paper, fip:fedpwp:94737)
• Inference Based on Time-Varying SVARs Identified with Sign Restrictions
  Working Papers, Federal Reserve Bank of Philadelphia (2024)
  by Jonas E. Arias & Juan F. Rubio-Ramirez & Minchul Shin & Daniel F. Waggoner
  (ReDIF-paper, fip:fedpwp:97853)
• Inference Based on Time-Varying SVARs Identified with Sign Restrictions
  Working Papers, Federal Reserve Bank of Philadelphia (2024)
  by Jonas E. Arias & Juan F. Rubio-Ramirez & Minchul Shin & Daniel F. Waggoner
  (ReDIF-paper, fip:fedpwp:99076)
• Density-Conditional Forecasts in Dynamic Multivariate Models
  Working Paper Series, Sveriges Riksbank (Central Bank of Sweden) (2010)
  by Andersson, Michael K. & Palmqvist, Stefan & Waggoner, Daniel F.
  (ReDIF-paper, hhs:rbnkwp:0247)
• Unknown item RePEc:kie:kieliw:1357 (paper)
• Trends and Cycles in China's Macroeconomy
  NBER Chapters, National Bureau of Economic Research, Inc (2015)
  by Chun Chang & Kaiji Chen & Daniel F. Waggoner & Tao Zha
  (ReDIF-chapter, nbr:nberch:13592)
• Indeterminacy in a Forward Looking Regime Switching Model
  NBER Working Papers, National Bureau of Economic Research, Inc (2006)
  by Roger E. A. Farmer & Daniel F. Waggoner & Tao Zha
  (ReDIF-paper, nbr:nberwo:12540)
• Understanding the New-Keynesian Model when Monetary Policy Switches Regimes
  NBER Working Papers, National Bureau of Economic Research, Inc (2007)
  by Roger E.A. Farmer & Daniel F. Waggoner & Tao Zha
  (ReDIF-paper, nbr:nberwo:12965)
• Understanding Markov-Switching Rational Expectations Models
  NBER Working Papers, National Bureau of Economic Research, Inc (2009)
  by Roger E.A. Farmer & Tao Zha & Daniel F. Waggoner
  (ReDIF-paper, nbr:nberwo:14710)
• Confronting Model Misspecification in Macroeconomics
  NBER Working Papers, National Bureau of Economic Research, Inc (2012)
  by Daniel F. Waggoner & Tao Zha
  (ReDIF-paper, nbr:nberwo:17791)
• Perturbation Methods for Markov-Switching DSGE Models
  NBER Working Papers, National Bureau of Economic Research, Inc (2014)
  by Andrew Foerster & Juan Rubio-Ramírez & Daniel F. Waggoner & Tao Zha
  (ReDIF-paper, nbr:nberwo:20390)
• Trends and Cycles in China's Macroeconomy
  NBER Working Papers, National Bureau of Economic Research, Inc (2015)
  by Chun Chang & Kaiji Chen & Daniel F. Waggoner & Tao Zha
  (ReDIF-paper, nbr:nberwo:21244)
• Impacts of Monetary Stimulus on Credit Allocation and the Macroeconomy: Evidence from China
  NBER Working Papers, National Bureau of Economic Research, Inc (2016)
  by Kaiji Chen & Patrick Higgins & Daniel F. Waggoner & Tao Zha
  (ReDIF-paper, nbr:nberwo:22650)
• Monetary Stimulus Amidst the Infrastructure Investment Spree: Evidence from China's Loan-Level Data
  NBER Working Papers, National Bureau of Economic Research, Inc (2020)
  by Kaiji Chen & Haoyu Gao & Patrick C. Higgins & Daniel F. Waggoner & Tao Zha
  (ReDIF-paper, nbr:nberwo:27763)
• Structural Vector Autoregressions: Theory of Identification and Algorithms for Inference
  The Review of Economic Studies, Review of Economic Studies Ltd (2010)
  by Juan F. Rubio-Ramírez & Daniel F. Waggoner & Tao Zha
  (ReDIF-article, oup:restud:v:77:y:2010:i:2:p:665-696)
• Code files for "Asymmetric Expectation Effects of Regime Shifts in Monetary Policy"
  Computer Codes, Review of Economic Dynamics (2009)
  by Zheng Liu & Daniel Waggoner & Tao Zha
  (ReDIF-software, red:ccodes:08-80)
• Asymmetric Expectation Effects of Regime Shifts in Monetary Policy
  Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2009)
  by Zheng Liu & Daniel Waggoner & Tao Zha
  (ReDIF-article, red:issued:08-80)
• Effects of monetary policy regime changes in the Euro Economy
  2004 Meeting Papers, Society for Economic Dynamics (2004)
  by Tao Zha & Juan Rubio & Daniel Waggoner
  (ReDIF-paper, red:sed004:459)
• Assessing Changes in U.S. Monetary Policy in a Regime-Switching Rational Expectations Model
  2006 Meeting Papers, Society for Economic Dynamics (2006)
  by Roger E. A. Farmer & Tao Zha & Dan Waggoner
  (ReDIF-paper, red:sed006:334)
• Macroeconomic Volatility and Monetary Policy Regimes
  2007 Meeting Papers, Society for Economic Dynamics (2007)
  by Zheng Liu & Dan Waggoner & Tao Zha
  (ReDIF-paper, red:sed007:558)
• Perturbation Methods for Markov-Switching Models
  2010 Meeting Papers, Society for Economic Dynamics (2010)
  by Tao Zha & Juan F. Rubio-Ramirez & Daniel F. Waggoner & Andrew T. Foerster
  (ReDIF-paper, red:sed010:239)
• Monetary Policy at the Zero Lower Bound: An Endogenous Switching Approach to Forward Guidance
  2013 Meeting Papers, Society for Economic Dynamics (2013)
  by Tao Zha & Daniel Waggoner
  (ReDIF-paper, red:sed013:519)
• Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications
  2014 Meeting Papers, Society for Economic Dynamics (2014)
  by Juan Rubio-Ramirez & Daniel Waggoner & Jonas Arias
  (ReDIF-paper, red:sed014:1199)
• Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications
  2016 Meeting Papers, Society for Economic Dynamics (2016)
  by Juan Rubio-Ramirez & Daniel Waggoner & Jonas Arias
  (ReDIF-paper, red:sed016:472)
• Markov-Switching Structural Vector Autoregressions: Theory and Application
  Computing in Economics and Finance 2006, Society for Computational Economics (2006)
  by Juan F. Rubio-Ramirez & Daniel Waggoner & Tao Zha
  (ReDIF-paper, sce:scecfa:69)
• Normalization in Econometrics
  Econometric Reviews, Taylor & Francis Journals (2007)
  by James D. Hamilton & Daniel F. Waggoner & Tao Zha
  (ReDIF-article, taf:emetrv:v:26:y:2007:i:2-4:p:221-252)
• Conditional Forecasts In Dynamic Multivariate Models
  The Review of Economics and Statistics, MIT Press (1999)
  by Daniel F. Waggoner & Tao Zha
  (ReDIF-article, tpr:restat:v:81:y:1999:i:4:p:639-651)
• Trends and Cycles in China's Macroeconomy
  NBER Macroeconomics Annual, University of Chicago Press (2016)
  by Chun Chang & Kaiji Chen & Daniel F. Waggoner & Tao Zha
  (ReDIF-article, ucp:macann:doi:10.1086/685949)
• Inference Based on Structural Vector Autoregressions Identified With Sign and Zero Restrictions: Theory and Applications
  Econometrica, Econometric Society (2018)
  by Jonas E. Arias & Juan F. Rubio‐Ramírez & Daniel F. Waggoner
  (ReDIF-article, wly:emetrp:v:86:y:2018:i:2:p:685-720)
• Perturbation methods for Markov‐switching dynamic stochastic general equilibrium models
  Quantitative Economics, Econometric Society (2016)
  by Andrew Foerster & Juan F. Rubio‐Ramírez & Daniel F. Waggoner & Tao Zha
  (ReDIF-article, wly:quante:v:7:y:2016:i:2:p:637-669)
• Asymmetric Expectation Effects of Regime Shifts and the Great Moderation
  Kiel Working Papers, Kiel Institute for the World Economy (IfW Kiel) (2007)
  by Liu, Zheng & Waggoner, Daniel F. & Zha, Tao
  (ReDIF-paper, zbw:ifwkwp:1357)