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
-
Federal Reserve Bank of Atlanta
/ Center for Quantitative Economic Research (CQER) (weight: 50%)
-
Federal Reserve Bank of Atlanta
/ Economic Research Department (weight: 50%)
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-RamÃrez, 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-RamÃrez, 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) - 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)