Daniel F. Waggoner
Names
| first: |
Daniel |
| middle: |
F. |
| last: |
Waggoner |
Identifer
Contact
| phone: |
404.498.8278 |
| postal address: |
Research Department
Federal Reserve Bank of Atlanta
1000 Peachtree Rd NE
Atlanta, GA 30309 |
Affiliations
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Federal Reserve Bank of Atlanta
/ Center for Quantitative Economic Research (CQER) (weight: 50%)
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Federal Reserve Bank of Atlanta
/ Economic Research Department (weight: 50%)
Research profile
author of:
- Generalizing the Taylor Principle: Comment (RePEc:aea:aecrev:v:100:y:2010:i:1:p:608-17)
by Roger E. A. Farmer & Daniel F. Waggoner & Tao Zha - Inference Based on SVARs Identied with Sign and Zero Restrictions: Theory and Applications (RePEc:bbv:wpaper:1338)
by Juan F. Rubio-Ramírez & Jonas E. Arias & Daniel F. Waggoner - Indeterminacy in a forward‐looking regime switching model (RePEc:bla:ijethy:v:5:y:2009:i:1:p:69-84)
by Roger E. A. Farmer & Daniel F. Waggoner & Tao Zha - Monetary Stimulus amidst the Infrastructure Investment Spree: Evidence from China's Loan‐Level Data (RePEc:bla:jfinan:v:78:y:2023:i:2:p:1147-1204)
by Kaiji Chen & Haoyu Gao & Patrick Higgins & Daniel F. Waggoner & Tao Zha - Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications (RePEc:cpm:dynare:030)
by Arias, Jonas E. & Rubio-Ramírez, Juan F. & Waggoner, Daniel F. - Indeterminacy in a Forward Looking Regime Switching Model (RePEc:cpr:ceprdp:5919)
by Farmer, Roger & Zha, Tao & , - Perturbation Methods for Markov-Switching DSGE Models (RePEc:cpr:ceprdp:9464)
by Zha, Tao & Rubio-RamÃrez, Juan Francisco & , & Foerster, Andrew - Inference Based on SVAR Identified with Sign and Zero Restrictions: Theory and Applications (RePEc:cpr:ceprdp:9796)
by Rubio-RamÃrez, Juan Francisco & , & Arias, Jonas E. - Transparency, expectations, and forecasts (RePEc:ecb:ecbwps:2006637)
by Bauer, Andrew & Eisenbeis, Robert & Waggoner, Daniel & Zha, Tao - Sources of macroeconomic fluctuations: A regime‐switching DSGE approach (RePEc:ecm:quante:v:2:y:2011:i:2:p:251-301)
by Zheng Liu & Daniel F. Waggoner & Tao Zha - A Gibbs sampler for structural vector autoregressions (RePEc:eee:dyncon:v:28:y:2003:i:2:p:349-366)
by Waggoner, Daniel F. & Zha, Tao - Minimal state variable solutions to Markov-switching rational expectations models (RePEc:eee:dyncon:v:35:y:2011:i:12:p:2150-2166)
by Farmer, Roger E.A. & Waggoner, Daniel F. & Zha, Tao - Likelihood preserving normalization in multiple equation models (RePEc:eee:econom:v:114:y:2003:i:2:p:329-347)
by Waggoner, Daniel F. & Zha, Tao - Methods for inference in large multiple-equation Markov-switching models (RePEc:eee:econom:v:146:y:2008:i:2:p:255-274)
by Sims, Christopher A. & Waggoner, Daniel F. & Zha, Tao - Confronting model misspecification in macroeconomics (RePEc:eee:econom:v:171:y:2012:i:2:p:167-184)
by Waggoner, Daniel F. & Zha, Tao - Striated Metropolis–Hastings sampler for high-dimensional models (RePEc:eee:econom:v:192:y:2016:i:2:p:406-420)
by Waggoner, Daniel F. & Wu, Hongwei & Zha, Tao - Inference in Bayesian Proxy-SVARs (RePEc:eee:econom:v:225:y:2021:i:1:p:88-106)
by Arias, Jonas E. & Rubio-Ramírez, Juan F. & Waggoner, Daniel F. - Incentive compensation, accounting discretion and bank capital (RePEc:eee:jebusi:v:95:y:2018:i:c:p:119-140)
by Koch, Timothy W. & Waggoner, Daniel F. & Wall, Larry D. - Understanding Markov-switching rational expectations models (RePEc:eee:jetheo:v:144:y:2009:i:5:p:1849-1867)
by Farmer, Roger E.A. & Waggoner, Daniel F. & Zha, Tao - Perturbation Methods for Markov-Switching DSGE Models (RePEc:fda:fdaddt:2013-22)
by Andrew Foerster & Juan Rubio-Ramirez & Dan Waggoner & Ta Zha - Inference Based on SVARs Identied with Sign and Zero Restrictions: Theory and Applications (RePEc:fda:fdaddt:2013-24)
by Jonas E. Arias & Juan Rubio-Ramirez & Daniel F. Waggoner - Inference in Bayesian Proxy-SVARs (RePEc:fda:fdaddt:2018-13)
by Jonas E. Arias & Juan F. Rubio-Ramírez & Daniel F. Waggoner - Issues in hedging options positions (RePEc:fip:fedaer:y:2000:i:q1:p:24-39:n:v.85no.1)
by Saikat Nandi & Daniel F. Waggoner - The risks and rewards of selling volatility (RePEc:fip:fedaer:y:2001:i:q1:p:31-39:n:v.86no.1)
by Saikat Nandi & Daniel F. Waggoner - Forecast evaluation with cross-sectional data: The Blue Chip Surveys (RePEc:fip:fedaer:y:2003:i:q2:p:17-31:n:v.88no.2)
by Andrew Bauer & Robert A. Eisenbeis & Daniel F. Waggoner & Tao Zha - Transparency, expectations and forecasts (RePEc:fip:fedaer:y:2006:i:q1:p:1-25:n:v.91no.1)
by Andrew Bauer & Robert A. Eisenbeis & Daniel F. Waggoner & Tao Zha - Closing the question on the continuation of turn-of-the-month effects: evidence from the S&P 500 Index futures contract (RePEc:fip:fedawp:2000-11)
by Edwin D. Maberly & Daniel F. Waggoner - A Gibbs simulator for restricted VAR models (RePEc:fip:fedawp:2000-3)
by Daniel F. Waggoner & Tao Zha - Likelihood-preserving normalization in multiple equation models (RePEc:fip:fedawp:2000-8)
by Daniel F. Waggoner & Tao Zha - Evaluating Wall Street Journal survey forecasters: a multivariate approach (RePEc:fip:fedawp:2002-8)
by Robert A. Eisenbeis & Daniel F. Waggoner & Tao Zha - Normalization in econometrics (RePEc:fip:fedawp:2004-13)
by James D. Hamilton & Daniel F. Waggoner & Tao Zha - Markov-switching structural vector autoregressions: theory and application (RePEc:fip:fedawp:2005-27)
by Juan F. Rubio-Ramirez & Daniel F. Waggoner & Tao Zha - Transparency, expectations, and forecasts (RePEc:fip:fedawp:2006-03)
by Andrew Bauer & Robert A. Eisenbeis & Daniel F. Waggoner & Tao Zha - Indeterminacy in a forward-looking regime-switching model (RePEc:fip:fedawp:2006-19)
by Roger E. A. Farmer & Daniel F. Waggoner & Tao Zha - Methods for inference in large multiple-equation Markov-switching models (RePEc:fip:fedawp:2006-22)
by Christopher A. Sims & Daniel F. Waggoner & Tao Zha - Understanding the New Keynesian model when monetary policy switches regimes (RePEc:fip:fedawp:2007-12)
by Roger E. A. Farmer & Daniel F. Waggoner & Tao Zha - Asymmetric expectation effects of regime shifts and the Great Moderation (RePEc:fip:fedawp:2007-23)
by Zheng Liu & Daniel F. Waggoner & Tao Zha - Structural vector autoregressions: theory of identification and algorithms for inference (RePEc:fip:fedawp:2008-18)
by Juan F. Rubio-Ramirez & Daniel F. Waggoner & Tao Zha - Generalizing the Taylor principle: comment (RePEc:fip:fedawp:2008-19)
by Roger E. A. Farmer & Daniel F. Waggoner & Tao Zha - Minimal state variable solutions to Markov-switching rational expectations models (RePEc:fip:fedawp:2008-23)
by Roger E. A. Farmer & Daniel F. Waggoner & Tao Zha - Sources of the Great Moderation: shocks, frictions, or monetary policy? (RePEc:fip:fedawp:2009-03)
by Zheng Liu & Daniel F. Waggoner & Tao Zha - Understanding Markov-switching rational expectations models (RePEc:fip:fedawp:2009-05)
by Roger E. A. Farmer & Daniel F. Waggoner & Tao Zha - Confronting model misspecification in macroeconomics (RePEc:fip:fedawp:2010-18)
by Daniel F. Waggoner & Tao Zha - Perturbation methods for Markov-switching DSGE models (RePEc:fip:fedawp:2013-01)
by Andrew Foerster & Juan F. Rubio-Ramirez & Daniel F. Waggoner & Tao Zha - Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications (RePEc:fip:fedawp:2014-01)
by Jonas E. Arias & Juan F. Rubio-Ramirez & Daniel F. Waggoner - Perturbation methods for Markov-switching DSGE models (RePEc:fip:fedawp:2014-16)
by Andrew T. Foerster & Juan F. Rubio-Ramirez & Daniel F. Waggoner & Tao Zha - The Dynamic Striated Metropolis-Hastings Sampler for High-Dimensional Models (RePEc:fip:fedawp:2014-21)
by Daniel F. Waggoner & Hongwei Wu & Tao Zha - Trends and cycles in China's macroeconomy (RePEc:fip:fedawp:2015-05)
by Chun Chang & Kaiji Chen & Daniel F. Waggoner & Tao Zha - Impacts of Monetary Stimulus on Credit Allocation and Macroeconomy: Evidence from China (RePEc:fip:fedawp:2016-09)
by Kaiji Chen & Patrick C. Higgins & Daniel F. Waggoner & Tao Zha - Inference in Bayesian Proxy-SVARs (RePEc:fip:fedawp:2018-16)
by Jonas E. Arias & Juan F. Rubio-Ramirez & Daniel F. Waggoner - Monetary Stimulus amid the Infrastructure Investment Spree: Evidence from China's Loan-Level Data (RePEc:fip:fedawp:89447)
by Kaiji Chen & Haoyu Gao & Patrick C. Higgins & Daniel F. Waggoner & Tao Zha - The Transmission of Financial Shocks and Leverage of Financial Institutions: An Endogenous Regime-Switching Framework (RePEc:fip:fedawp:94786)
by Kirstin Hubrich & Daniel F. Waggoner - Uniform Priors for Impulse Responses (RePEc:fip:fedawp:96956)
by Jonas E. Arias & Juan F. Rubio-Ramirez & Daniel F. Waggoner - Spline methods for extracting interest rate curves from coupon bond prices (RePEc:fip:fedawp:97-10)
by Daniel F. Waggoner - Normalization, probability distribution, and impulse responses (RePEc:fip:fedawp:97-11)
by Daniel F. Waggoner & Tao Zha - Inference Based On Time-Varying SVARs Identified with Time Restrictions (RePEc:fip:fedawp:97982)
by Jonas E. Arias & Juan F. Rubio-Ramirez & Minchul Shin & Daniel F. Waggoner - Conditional forecasts in dynamic multivariate models (RePEc:fip:fedawp:98-22)
by Daniel F. Waggoner & Tao Zha - Asymmetric expectation effects of regime shifts in monetary policy (RePEc:fip:fedfwp:2008-22)
by Zheng Liu & Daniel F. Waggoner & Tao Zha - Sources of the Great Moderation: shocks, friction, or monetary policy? (RePEc:fip:fedfwp:2009-01)
by Zheng Liu & Daniel F. Waggoner & Tao Zha - The transmission of financial shocks and leverage of financial institutions: An endogenous regime switching framework (RePEc:fip:fedgfe:2022-34)
by Kirstin Hubrich & Daniel F. Waggoner - Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications (RePEc:fip:fedgif:1100)
by Jonas E. Arias & Juan F. Rubio-Ramirez & Daniel F. Waggoner - Perturbation methods for Markov-switching DSGE model (RePEc:fip:fedkrw:rwp13-01)
by Andrew T. Foerster & Juan F. Rubio-Ramirez & Daniel F. Waggoner & Tao Zha - Asymmetric expectation effects of regime shifts and the Great Moderation (RePEc:fip:fedmwp:653)
by Zheng Liu & Daniel F. Waggoner & Tao Zha - Inference Based on Scale, Label, and Economic Restrictions (RePEc:fip:fedpwp:103578)
by Jonas E. Arias & Juan F. Rubio-Ramirez & Daniel F. Waggoner - Inference in Bayesian Proxy-SVARs (RePEc:fip:fedpwp:18-25)
by Jonas E. Arias & Juan F. Rubio-Ramirez & Daniel F. Waggoner - Uniform Priors for Impulse Responses (RePEc:fip:fedpwp:94737)
by Jonas E. Arias & Juan F. Rubio-Ramirez & Daniel F. Waggoner - Inference Based on Time-Varying SVARs Identified with Sign Restrictions (RePEc:fip:fedpwp:97853)
by Jonas E. Arias & Juan F. Rubio-Ramirez & Minchul Shin & Daniel F. Waggoner - Inference Based on Time-Varying SVARs Identified with Sign Restrictions (RePEc:fip:fedpwp:99076)
by Jonas E. Arias & Juan F. Rubio-Ramirez & Minchul Shin & Daniel F. Waggoner - Density-Conditional Forecasts in Dynamic Multivariate Models (RePEc:hhs:rbnkwp:0247)
by Andersson, Michael K. & Palmqvist, Stefan & Waggoner, Daniel F. - Unknown item RePEc:kie:kieliw:1357 (paper)
- Trends and Cycles in China's Macroeconomy (RePEc:nbr:nberch:13592)
by Chun Chang & Kaiji Chen & Daniel F. Waggoner & Tao Zha - Indeterminacy in a Forward Looking Regime Switching Model (RePEc:nbr:nberwo:12540)
by Roger E. A. Farmer & Daniel F. Waggoner & Tao Zha - Understanding the New-Keynesian Model when Monetary Policy Switches Regimes (RePEc:nbr:nberwo:12965)
by Roger E.A. Farmer & Daniel F. Waggoner & Tao Zha - Understanding Markov-Switching Rational Expectations Models (RePEc:nbr:nberwo:14710)
by Roger E.A. Farmer & Tao Zha & Daniel F. Waggoner - Confronting Model Misspecification in Macroeconomics (RePEc:nbr:nberwo:17791)
by Daniel F. Waggoner & Tao Zha - Perturbation Methods for Markov-Switching DSGE Models (RePEc:nbr:nberwo:20390)
by Andrew Foerster & Juan Rubio-Ramírez & Daniel F. Waggoner & Tao Zha - Trends and Cycles in China's Macroeconomy (RePEc:nbr:nberwo:21244)
by Chun Chang & Kaiji Chen & Daniel F. Waggoner & Tao Zha - Impacts of Monetary Stimulus on Credit Allocation and the Macroeconomy: Evidence from China (RePEc:nbr:nberwo:22650)
by Kaiji Chen & Patrick Higgins & Daniel F. Waggoner & Tao Zha - Monetary Stimulus Amidst the Infrastructure Investment Spree: Evidence from China's Loan-Level Data (RePEc:nbr:nberwo:27763)
by Kaiji Chen & Haoyu Gao & Patrick C. Higgins & Daniel F. Waggoner & Tao Zha - Structural Vector Autoregressions: Theory of Identification and Algorithms for Inference (RePEc:oup:restud:v:77:y:2010:i:2:p:665-696)
by Juan F. Rubio-Ramírez & Daniel F. Waggoner & Tao Zha - Code files for "Asymmetric Expectation Effects of Regime Shifts in Monetary Policy" (RePEc:red:ccodes:08-80)
by Zheng Liu & Daniel Waggoner & Tao Zha - Asymmetric Expectation Effects of Regime Shifts in Monetary Policy (RePEc:red:issued:08-80)
by Zheng Liu & Daniel Waggoner & Tao Zha - Effects of monetary policy regime changes in the Euro Economy (RePEc:red:sed004:459)
by Tao Zha & Juan Rubio & Daniel Waggoner - Assessing Changes in U.S. Monetary Policy in a Regime-Switching Rational Expectations Model (RePEc:red:sed006:334)
by Roger E. A. Farmer & Tao Zha & Dan Waggoner - Macroeconomic Volatility and Monetary Policy Regimes (RePEc:red:sed007:558)
by Zheng Liu & Dan Waggoner & Tao Zha - Perturbation Methods for Markov-Switching Models (RePEc:red:sed010:239)
by Tao Zha & Juan F. Rubio-Ramirez & Daniel F. Waggoner & Andrew T. Foerster - Monetary Policy at the Zero Lower Bound: An Endogenous Switching Approach to Forward Guidance (RePEc:red:sed013:519)
by Tao Zha & Daniel Waggoner - Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications (RePEc:red:sed014:1199)
by Juan Rubio-Ramirez & Daniel Waggoner & Jonas Arias - Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications (RePEc:red:sed016:472)
by Juan Rubio-Ramirez & Daniel Waggoner & Jonas Arias - Markov-Switching Structural Vector Autoregressions: Theory and Application (RePEc:sce:scecfa:69)
by Juan F. Rubio-Ramirez & Daniel Waggoner & Tao Zha - Normalization in Econometrics (RePEc:taf:emetrv:v:26:y:2007:i:2-4:p:221-252)
by James D. Hamilton & Daniel F. Waggoner & Tao Zha - Conditional Forecasts In Dynamic Multivariate Models (RePEc:tpr:restat:v:81:y:1999:i:4:p:639-651)
by Daniel F. Waggoner & Tao Zha - Trends and Cycles in China's Macroeconomy (RePEc:ucp:macann:doi:10.1086/685949)
by Chun Chang & Kaiji Chen & Daniel F. Waggoner & Tao Zha - Inference Based on Structural Vector Autoregressions Identified With Sign and Zero Restrictions: Theory and Applications (RePEc:wly:emetrp:v:86:y:2018:i:2:p:685-720)
by Jonas E. Arias & Juan F. Rubio‐Ramírez & Daniel F. Waggoner - Perturbation methods for Markov‐switching dynamic stochastic general equilibrium models (RePEc:wly:quante:v:7:y:2016:i:2:p:637-669)
by Andrew Foerster & Juan F. Rubio‐Ramírez & Daniel F. Waggoner & Tao Zha - Asymmetric Expectation Effects of Regime Shifts and the Great Moderation (RePEc:zbw:ifwkwp:1357)
by Liu, Zheng & Waggoner, Daniel F. & Zha, Tao