Access Statistics for Daniel F. Waggoner

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Gibbs simulator for restricted VAR models 0 0 0 353 0 1 3 920
Assessing Changes in U.S. Monetary Policy in a Regime-Switching Rational Expectations Model 0 0 0 0 0 0 2 157
Asymmetric Expectation Effects of Regime Shifts and the Great Moderation 0 0 0 81 0 0 0 251
Asymmetric expectation effects of regime shifts and the Great Moderation 0 0 0 39 0 0 1 148
Asymmetric expectation effects of regime shifts and the Great Moderation 0 0 0 69 0 0 1 279
Asymmetric expectation effects of regime shifts in monetary policy 0 0 2 93 8 19 48 286
Closing the question on the continuation of turn-of-the-month effects: evidence from the S&P 500 Index futures contract 0 0 0 179 0 0 4 558
Conditional forecasts in dynamic multivariate models 0 2 9 900 2 8 27 2,237
Confronting Model Misspecification in Macroeconomics 0 0 0 55 0 1 2 165
Confronting model misspecification in macroeconomics 0 0 0 80 0 0 1 126
Density-Conditional Forecasts in Dynamic Multivariate Models 0 1 4 83 1 2 11 181
Effects of monetary policy regime changes in the Euro Economy 0 0 0 2 0 0 2 582
Evaluating Wall Street Journal survey forecasters: a multivariate approach 0 0 0 132 0 1 6 468
Generalizing the Taylor principle: comment 0 0 0 78 0 0 0 276
Impacts of Monetary Stimulus on Credit Allocation and Macroeconomy: Evidence from China 0 0 0 111 1 2 8 222
Impacts of Monetary Stimulus on Credit Allocation and the Macroeconomy: Evidence from China 0 0 2 105 0 0 21 228
Indeterminacy in a Forward Looking Regime Switching Model 0 0 0 24 0 0 2 208
Indeterminacy in a Forward Looking Regime Switching Model 0 0 0 90 0 1 2 256
Indeterminacy in a forward-looking regime-switching model 0 0 0 49 1 1 2 208
Inference Based on SVAR Identified with Sign and Zero Restrictions: Theory and Applications 0 0 3 66 0 0 9 153
Inference Based on SVARs Identied with Sign and Zero Restrictions: Theory and Applications 0 0 1 41 1 3 29 169
Inference Based on SVARs Identied with Sign and Zero Restrictions: Theory and Applications 2 4 11 61 2 6 48 186
Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications 0 0 2 97 1 7 18 321
Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications 3 9 44 471 10 31 176 1,363
Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications 0 2 8 108 8 15 43 286
Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications 0 0 3 100 2 5 19 194
Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications 1 2 3 60 1 3 7 140
Inference in Bayesian Proxy-SVARs 0 0 3 6 1 2 5 44
Inference in Bayesian Proxy-SVARs 0 1 3 5 0 2 9 51
Inference in Bayesian Proxy-SVARs 0 1 8 83 0 9 39 224
Likelihood-preserving normalization in multiple equation models 0 0 0 107 1 2 5 493
Macroeconomic Volatility and Monetary Policy Regimes 0 0 0 0 0 0 1 58
Markov-Switching Structural Vector Autoregressions: Theory and Application 0 0 0 0 0 3 6 527
Markov-switching structural vector autoregressions: theory and application 0 1 4 540 1 2 11 1,033
Methods for inference in large multiple-equation Markov-switching models 1 3 6 369 1 3 14 764
Minimal state variable solutions to Markov-switching rational expectations models 1 1 4 135 1 1 6 385
Monetary Policy at the Zero Lower Bound: An Endogenous Switching Approach to Forward Guidance 0 0 0 0 0 1 5 241
Monetary Stimulus Amidst the Infrastructure Investment Spree: Evidence from China's Loan-Level Data 0 1 4 47 1 6 22 109
Monetary Stimulus amid the Infrastructure Investment Spree: Evidence from China's Loan-Level Data 0 2 4 16 0 3 9 27
Normalization in econometrics 0 0 0 357 0 0 1 1,568
Normalization, probability distribution, and impulse responses 0 0 0 227 0 0 7 1,958
Perturbation Methods for Markov-Switching DSGE Models 0 0 2 92 1 1 5 256
Perturbation Methods for Markov-Switching DSGE Models 0 0 0 47 0 0 3 140
Perturbation Methods for Markov-Switching DSGE Models 1 1 12 88 1 3 24 174
Perturbation Methods for Markov-Switching Models 0 0 0 0 0 0 3 196
Perturbation methods for Markov-switching DSGE model 0 0 0 198 0 1 6 578
Perturbation methods for Markov-switching DSGE models 0 0 0 76 2 3 14 177
Perturbation methods for Markov-switching DSGE models 0 0 3 50 3 4 15 123
Sources of the Great Moderation: shocks, friction, or monetary policy? 0 0 0 144 0 0 2 322
Sources of the Great Moderation: shocks, frictions, or monetary policy? 0 0 0 94 0 0 1 201
Spline methods for extracting interest rate curves from coupon bond prices 1 1 1 1,525 5 6 15 3,477
Structural vector autoregressions: theory of identification and algorithms for inference 1 1 9 509 2 3 17 971
The Dynamic Striated Metropolis-Hastings Sampler for High-Dimensional Models 0 0 2 51 0 0 3 119
The transmission of financial shocks and leverage of financial institutions: An endogenous regime switching framework 0 14 14 14 1 9 9 9
Transparency, expectations, and forecasts 0 0 0 72 0 1 1 200
Transparency, expectations, and forecasts 0 0 0 45 0 1 1 249
Trends and Cycles in China's Macroeconomy 0 0 3 115 4 11 44 248
Trends and cycles in China's macroeconomy 0 0 2 61 3 9 37 149
Understanding Markov-Switching Rational Expectations Models 0 1 2 210 0 2 5 455
Understanding Markov-switching rational expectations models 0 0 0 86 0 0 2 198
Understanding the New Keynesian model when monetary policy switches regimes 0 0 0 71 0 0 0 172
Understanding the New-Keynesian Model when Monetary Policy Switches Regimes 0 0 0 174 0 0 3 506
Total Working Papers 11 48 178 9,141 66 194 842 26,970


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Gibbs sampler for structural vector autoregressions 3 4 23 713 4 7 43 1,276
Asymmetric Expectation Effects of Regime Shifts in Monetary Policy 0 1 1 304 1 4 28 908
Conditional Forecasts In Dynamic Multivariate Models 1 6 25 463 6 15 72 1,078
Confronting model misspecification in macroeconomics 0 0 0 62 0 0 7 293
Forecast evaluation with cross-sectional data: The Blue Chip Surveys 0 2 6 208 0 8 21 871
Generalizing the Taylor Principle: Comment 0 0 0 96 0 1 3 414
Incentive compensation, accounting discretion and bank capital 0 0 0 5 0 1 7 62
Indeterminacy in a forward‐looking regime switching model 0 0 0 59 0 0 0 266
Inference Based on Structural Vector Autoregressions Identified With Sign and Zero Restrictions: Theory and Applications 0 2 9 38 3 7 27 132
Inference in Bayesian Proxy-SVARs 1 6 16 16 3 13 47 47
Issues in hedging options positions 0 1 2 129 2 4 7 499
Likelihood preserving normalization in multiple equation models 0 0 0 103 1 2 5 334
Methods for inference in large multiple-equation Markov-switching models 1 4 26 694 4 12 61 1,327
Minimal state variable solutions to Markov-switching rational expectations models 1 3 13 238 2 5 31 558
Normalization in Econometrics 0 3 7 135 0 5 16 408
Perturbation methods for Markov‐switching dynamic stochastic general equilibrium models 0 1 5 54 2 3 17 165
Sources of macroeconomic fluctuations: A regime‐switching DSGE approach 0 0 0 0 0 0 9 515
Striated Metropolis–Hastings sampler for high-dimensional models 0 0 1 23 0 0 3 98
Structural Vector Autoregressions: Theory of Identification and Algorithms for Inference 4 10 42 948 7 24 125 2,062
The risks and rewards of selling volatility 0 0 3 429 0 1 5 1,554
Transparency, expectations and forecasts 0 0 0 52 0 0 3 218
Trends and Cycles in China's Macroeconomy 1 1 6 65 3 10 47 284
Understanding Markov-switching rational expectations models 0 0 2 295 0 4 13 668
Total Journal Articles 12 44 187 5,129 38 126 597 14,037


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Trends and Cycles in China's Macroeconomy 0 0 4 76 0 1 12 254
Total Chapters 0 0 4 76 0 1 12 254


Software Item File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Code files for "Asymmetric Expectation Effects of Regime Shifts in Monetary Policy" 0 2 5 298 1 5 9 578
Total Software Items 0 2 5 298 1 5 9 578


Statistics updated 2022-09-05