Daniel F. Waggoner
Names
first: 
Daniel 
middle: 
F. 
last: 
Waggoner 
Contact
email: 

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%)
 website
 location: Atlanta, Georgia (United States)

Federal Reserve Bank of Atlanta
→ Economic Research Department (weight: 50%)
 website
 location: Atlanta, Georgia (United States)
Research profile
author of:

The risks and rewards of selling volatility
by Saikat Nandi & Daniel F. Waggoner

MarkovSwitching Structural Vector Autoregressions: Theory and Application
by Juan F. RubioRamirez & Daniel Waggoner & Tao Zha

Understanding Markovswitching rational expectations models
by Farmer, Roger E. A. & Waggoner, Daniel F. & Zha, Tao

Methods for inference in large multipleequation Markovswitching models
by Christopher A. Sims & Daniel F. Waggoner & Tao Zha

Likelihoodpreserving normalization in multiple equation models
by Daniel F. Waggoner & Tao Zha

Likelihood preserving normalization in multiple equation models
by Waggoner, Daniel F. & Zha, Tao

Normalization in econometrics
by James D. Hamilton & Daniel F. Waggoner & Tao Zha

Methods for inference in large multipleequation Markovswitching models
by Sims, Christopher A. & Waggoner, Daniel F. & Zha, Tao

Normalization, probability distribution, and impulse responses
by Daniel F. Waggoner & Tao Zha

Markovswitching structural vector autoregressions: theory and application
by Juan F. RubioRamirez & Daniel F. Waggoner & Tao Zha

Minimal state variable solutions to Markovswitching rational expectations models
by Roger E. A. Farmer & Daniel F. Waggoner & Tao Zha

Spline methods for extracting interest rate curves from coupon bond prices
by Daniel F. Waggoner

Understanding Markovswitching rational expectations models
by Roger E. A. Farmer & Daniel F. Waggoner & Tao Zha

Issues in hedging options positions
by Daniel F. Waggoner & Saikat Nandi

Indeterminacy in a forwardlooking regimeswitching model
by Roger E. A. Farmer & Daniel F. Waggoner & Tao Zha

Indeterminacy in a Forward Looking Regime Switching Model
by Farmer, Roger E. A. & Waggoner, Daniel F. & Zha, Tao

Sources of the Great Moderation: shocks, friction, or monetary policy?
by Tao Zha & Zheng Liu & Daniel F. Waggoner

Indeterminacy in a Forward Looking Regime Switching Model
by Roger E. A. Farmer & Daniel F. Waggoner & Tao Zha

Sources of the Great Moderation: shocks, frictions, or monetary policy?
by Zheng Liu & Daniel F. Waggoner & Tao Zha

Sources of Macroeconomic Fluctuations: A Regimeswitching DSGE Approach
by Zheng Liu & Daniel F. Waggoner & Tao Zha

Transparency, expectations, and forecasts
by Andrew Bauer & Robert A. Eisenbeis & Daniel F. Waggoner & Tao Zha

Evaluating Wall Street Journal survey forecasters: a multivariate approach
by Robert A. Eisenbeis & Daniel F. Waggoner & Tao Zha

Generalizing the Taylor principle: comment
by Roger E. A. Farmer & Daniel F. Waggoner & Tao Zha

A Gibbs simulator for restricted VAR models
by Daniel F. Waggoner & Tao Zha

Asymmetric Expectation Effects of Regime Shifts in Monetary Policy
by Zheng Liu & Daniel Waggoner & Tao Zha

Asymmetric expectation effects of regime shifts and the Great Moderation
by Zheng Liu & Daniel F. Waggoner & Tao Zha

Minimal State Variable Solutions to Markovswitching Rational Expectations Models
by Roger E. A. Farmer & Daniel F. Waggoner & Tao Zha

Generalizing the Taylor Principle: Comment
by Roger E. A. Farmer & Daniel F. Waggoner & Tao Zha

Understanding the NewKeynesian Model when Monetary Policy Switches Regimes
by Roger E. A. Farmer & Daniel F. Waggoner & Tao Zha

Asymmetric expectation effects of regime shifts in monetary policy
by Zheng Liu & Daniel F. Waggoner & Tao Zha

Understanding MarkovSwitching Rational Expectations Models
by Roger E. A. Farmer & Tao Zha & Daniel F. Waggoner

DensityConditional Forecasts in Dynamic Multivariate Models
by Andersson, Michael K. & Palmqvist, Stefan & Waggoner, Daniel F.

Forecast evaluation with crosssectional data: The Blue Chip Surveys
by Robert A. Eisenbeis & Andrew Bauer & Tao Zha & Daniel F. Waggoner

Conditional forecasts in dynamic multivariate models
by Daniel F. Waggoner & Tao Zha

Effects of monetary policy regime changes in the Euro Economy
by Tao Zha & Juan Rubio & Daniel Waggoner

A Gibbs sampler for structural vector autoregressions
by Waggoner, Daniel F. & Zha, Tao

Assessing Changes in U.S. Monetary Policy in a RegimeSwitching Rational Expectations Model
by Roger E. A. Farmer & Tao Zha & Dan Waggoner

Code files for "Asymmetric Expectation Effects of Regime Shifts in Monetary Policy"
by Zheng Liu & Daniel Waggoner & Tao Zha

Structural vector autoregressions: theory of identification and algorithms for inference
by Juan F. RubioRamirez & Daniel F. Waggoner & Tao Zha

Conditional Forecasts In Dynamic Multivariate Models
by Daniel F. Waggoner & Tao Zha

Understanding the New Keynesian model when monetary policy switches regimes
by Roger E. A. Farmer & Daniel F. Waggoner & Tao Zha

Transparency, expectations and forecasts
by Tao Zha & Daniel F. Waggoner & Robert A. Eisenbeis & Andrew Bauer

Asymmetric expectation effects of regime shifts and the Great Moderation
by Zheng Liu & Daniel F. Waggoner & Tao Zha

Closing the question on the continuation of turnofthemonth effects: evidence from the S&P 500 Index futures contract
by Edwin D. Maberly & Daniel F. Waggoner

Confronting Model Misspecification in Macroeconomics
by Daniel F. Waggoner & Tao Zha

Confronting model misspecification in macroeconomics
by Daniel F. Waggoner & Tao Zha

Sources of macroeconomic fluctuations: A regime‐switching DSGE approach
by Zheng Liu & Daniel F. Waggoner & Tao Zha

Confronting Model Misspecification in Macroeconomics
by Daniel F. Waggoner & Tao Zha

Confronting model misspecification in macroeconomics
by Waggoner, Daniel F. & Zha, Tao

Minimal state variable solutions to Markovswitching rational expectations models
by Farmer, Roger E. A. & Waggoner, Daniel F. & Zha, Tao

Perturbation Methods for MarkovSwitching Models
by Tao Zha & Juan F. RubioRamirez & Daniel F. Waggoner & Andrew T. Foerster

Macroeconomic Volatility and Monetary Policy Regimes
by Zheng Liu & Dan Waggoner & Tao Zha

Perturbation methods for Markovswitching DSGE model
by Daniel F. Waggoner & Andrew T. Foerster & Tao Zha & Juan F. RubioRamirez

Structural Vector Autoregressions: Theory of Identification and Algorithms for Inference
by Juan F. RubioRamírez & Daniel F. Waggoner & Tao Zha

Perturbation methods for Markovswitching DSGE models
by Andrew Foerster & Juan F. RubioRamirez & Daniel F. Waggoner & Tao Zha

Perturbation Methods for MarkovSwitching DSGE Models
by Foerster, Andrew & RubioRamírez, Juan Francisco & Waggoner, Daniel F. & Zha, Tao

Monetary Policy at the Zero Lower Bound: An Endogenous Switching Approach to Forward Guidance
by Tao Zha & Daniel Waggoner

Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications
by Arias, Jonas E. & RubioRamírez, Juan F. & Waggoner, Daniel F.

Perturbation Methods for MarkovSwitching DSGE Models
by Andrew Foerster & Juan RubioRamirez & Dan Waggoner & Ta Zha

Inference Based on SVARs Identied with Sign and Zero Restrictions: Theory and Applications
by Jonas E. Arias & Juan RubioRamirez & Daniel F. Waggoner

Inference Based on SVARs Identied with Sign and Zero Restrictions: Theory and Applications
by Juan F. RubioRamÃrez & Jonas E. Arias & Daniel F. Waggoner

Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications
by Daniel F. Waggoner & Juan F. RubioRamirez & Jonas E. Arias

Inference Based on SVAR Identified with Sign and Zero Restrictions: Theory and Applications
by Arias, Jonas E. & RubioRamírez, Juan Francisco & Waggoner, Daniel F.

Perturbation methods for Markovswitching DSGE models
by Andrew T. Foerster & Juan F. RubioRamirez & Daniel F. Waggoner & Tao Zha

Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications
by Jonas E. Arias & Juan F. RubioRamirez & Daniel F. Waggoner

The Dynamic Striated MetropolisHastings Sampler for HighDimensional Models
by Daniel F. Waggoner & Hongwei Wu & Tao Zha

Perturbation Methods for MarkovSwitching DSGE Models
by Andrew Foerster & Juan RubioRamírez & Daniel F. Waggoner & Tao Zha

Trends and Cycles in China's Macroeconomy
by Chun Chang & Kaiji Chen & Daniel F. Waggoner & Tao Zha
edited by

Trends and cycles in China's macroeconomy
by Chun Chang & Kaiji Chen & Daniel F. Waggoner & Tao Zha

Trends and Cycles in China's Macroeconomy
by Chun Chang & Kaiji Chen & Daniel F. Waggoner & Tao Zha

Asymmetric Expectation Effects of Regime Shifts and the Great Moderation
by Liu, Zheng & Waggoner, Daniel F. & Zha, Tao

Trends and Cycles in China's Macroeconomy
by Chun Chang & Kaiji Chen & Daniel F. Waggoner & Tao Zha

Striated Metropolis–Hastings sampler for highdimensional models
by Waggoner, Daniel F. & Wu, Hongwei & Zha, Tao

Impacts of Monetary Stimulus on Credit Allocation and Macroeconomy: Evidence from China
by Kaiji Chen & Daniel F. Waggoner & Patrick C. Higgins & Tao Zha

Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications
by Juan RubioRamirez & Daniel Waggoner & Jonas Arias

Trends and Cycles in China's Macroeconomy
by Chun Chang & Kaiji Chen & Daniel F. Waggoner & Tao Zha

Impacts of Monetary Stimulus on Credit Allocation and the Macroeconomy: Evidence from China
by Kaiji Chen & Patrick Higgins & Daniel F. Waggoner & Tao Zha

Perturbation methods for Markov‐switching dynamic stochastic general equilibrium models
by Andrew Foerster & Juan F. Rubio‐Ramírez & Daniel F. Waggoner & Tao Zha

Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications
by Juan RubioRamirez & Daniel Waggoner & Jonas Arias

Transparency, expectations, and forecasts
by Bauer, Andrew & Eisenbeis, Robert & Waggoner, Daniel & Zha, Tao

Incentive compensation, accounting discretion and bank capital
by Koch, Timothy W. & Waggoner, Daniel F. & Wall, Larry D.

Inference in Bayesian ProxySVARs
by Jonas E. Arias & Daniel F. Waggoner & Juan F. RubioRamirez

Inference Based on Structural Vector Autoregressions Identified With Sign and Zero Restrictions: Theory and Applications
by Jonas E. Arias & Juan F. Rubio‐Ramírez & Daniel F. Waggoner

Normalization in Econometrics
by James D. Hamilton & Daniel F. Waggoner & Tao Zha

Inference in Bayesian ProxySVARs
by Jonas E. Arias & Juan F. RubioRamírez & Daniel F. Waggoner

Inference in Bayesian ProxySVARs
by Jonas E. Arias & Juan F. RubioRamirez & Daniel F. Waggoner

Indeterminacy in a forward‐looking regime switching model
by Roger E. A. Farmer & Daniel F. Waggoner & Tao Zha