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 0 356 0 1 7 938
Assessing Changes in U.S. Monetary Policy in a Regime-Switching Rational Expectations Model 0 0 0 0 0 1 7 166
Asymmetric Expectation Effects of Regime Shifts and the Great Moderation 0 0 0 82 0 0 15 272
Asymmetric Expectation Effects of Regime Shifts in Monetary Policy 0 0 0 94 0 2 17 367
Asymmetric expectation effects of regime shifts and the Great Moderation 0 0 0 69 0 3 18 301
Asymmetric expectation effects of regime shifts and the Great Moderation 0 0 0 39 0 1 14 167
Closing the question on the continuation of turn-of-the-month effects: evidence from the S&P 500 Index futures contract 0 0 0 182 0 2 22 590
Conditional forecasts in dynamic multivariate models 0 0 1 908 1 3 25 2,283
Confronting Model Misspecification in Macroeconomics 0 0 0 55 0 1 10 177
Confronting model misspecification in macroeconomics 0 0 0 80 0 0 9 135
Density-Conditional Forecasts in Dynamic Multivariate Models 0 0 1 97 0 1 11 221
Effects of monetary policy regime changes in the Euro Economy 0 0 0 2 0 1 9 602
Evaluating Wall Street Journal survey forecasters: a multivariate approach 0 0 0 134 1 2 11 487
Generalizing the Taylor principle: comment 0 0 0 80 0 0 17 302
Impacts of Monetary Stimulus on Credit Allocation and Macroeconomy: Evidence from China 0 0 0 112 1 3 18 259
Impacts of Monetary Stimulus on Credit Allocation and the Macroeconomy: Evidence from China 0 0 2 114 2 5 23 289
Indeterminacy in a Forward Looking Regime Switching Model 0 0 0 24 0 2 19 232
Indeterminacy in a Forward Looking Regime Switching Model 0 0 0 91 0 0 15 272
Indeterminacy in a forward-looking regime-switching model 0 0 0 52 1 1 22 236
Inference Based On Time-Varying SVARs Identified with Time Restrictions 0 0 1 5 1 1 14 27
Inference Based on SVAR Identified with Sign and Zero Restrictions: Theory and Applications 0 0 0 73 0 0 21 188
Inference Based on SVARs Identied with Sign and Zero Restrictions: Theory and Applications 0 0 1 48 0 1 12 242
Inference Based on SVARs Identied with Sign and Zero Restrictions: Theory and Applications 0 0 5 83 1 3 21 290
Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications 0 0 0 107 0 2 24 262
Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications 1 1 3 513 3 3 43 1,617
Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications 0 0 4 111 1 2 44 453
Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications 0 0 3 131 1 3 29 394
Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications 0 0 0 64 0 1 13 168
Inference Based on Scale, Label, and Economic Restrictions 0 0 0 0 0 0 0 0
Inference Based on Time-Varying SVARs Identified with Sign Restrictions 0 0 1 16 1 1 18 49
Inference Based on Time-Varying SVARs Identified with Sign Restrictions 0 0 1 2 1 1 12 19
Inference in Bayesian Proxy-SVARs 0 0 1 8 0 0 15 68
Inference in Bayesian Proxy-SVARs 0 0 0 7 0 0 14 80
Inference in Bayesian Proxy-SVARs 0 0 0 91 1 3 24 278
Likelihood-preserving normalization in multiple equation models 0 0 0 109 0 1 17 515
Macroeconomic Volatility and Monetary Policy Regimes 0 0 0 0 0 0 13 72
Markov-Switching Structural Vector Autoregressions: Theory and Application 0 0 0 0 0 0 16 582
Markov-switching structural vector autoregressions: theory and application 0 0 0 557 0 1 22 1,099
Methods for inference in large multiple-equation Markov-switching models 0 0 1 375 0 4 74 852
Minimal state variable solutions to Markov-switching rational expectations models 0 0 0 142 1 2 37 434
Monetary Policy at the Zero Lower Bound: An Endogenous Switching Approach to Forward Guidance 0 0 0 0 0 0 11 259
Monetary Stimulus Amidst the Infrastructure Investment Spree: Evidence from China's Loan-Level Data 0 3 3 67 1 11 35 206
Monetary Stimulus amid the Infrastructure Investment Spree: Evidence from China's Loan-Level Data 0 0 0 37 0 1 24 121
Normalization in econometrics 0 0 0 360 1 2 18 1,595
Normalization, probability distribution, and impulse responses 0 0 0 231 0 1 12 1,983
Perturbation Methods for Markov-Switching DSGE Models 0 0 0 96 0 1 7 271
Perturbation Methods for Markov-Switching DSGE Models 0 0 0 49 0 0 19 171
Perturbation Methods for Markov-Switching DSGE Models 0 0 1 93 0 2 20 210
Perturbation Methods for Markov-Switching Models 0 0 0 0 0 0 15 216
Perturbation methods for Markov-switching DSGE model 0 0 0 207 1 2 22 636
Perturbation methods for Markov-switching DSGE models 0 0 0 50 0 0 13 170
Perturbation methods for Markov-switching DSGE models 0 0 0 77 0 0 13 212
Sources of the Great Moderation: shocks, friction, or monetary policy? 0 0 0 146 0 1 19 345
Sources of the Great Moderation: shocks, frictions, or monetary policy? 0 0 0 95 1 4 18 225
Spline methods for extracting interest rate curves from coupon bond prices 0 0 2 1,538 1 3 21 3,537
Structural vector autoregressions: theory of identification and algorithms for inference 0 1 6 536 1 3 41 1,060
The Dynamic Striated Metropolis-Hastings Sampler for High-Dimensional Models 0 0 0 51 1 2 11 134
The Transmission of Financial Shocks and Leverage of Financial Institutions: An Endogenous Regime-Switching Framework 0 0 0 13 0 1 18 40
The transmission of financial shocks and leverage of financial institutions: An endogenous regime switching framework 0 1 2 22 1 2 11 46
Transparency, expectations, and forecasts 0 0 0 72 0 2 10 214
Transparency, expectations, and forecasts 0 0 0 45 0 0 12 265
Trends and Cycles in China's Macroeconomy 0 0 0 122 0 1 23 341
Trends and cycles in China's macroeconomy 0 0 0 66 0 0 13 227
Understanding Markov-Switching Rational Expectations Models 0 0 0 213 0 0 8 474
Understanding Markov-switching rational expectations models 0 0 0 87 0 0 25 230
Understanding the New Keynesian model when monetary policy switches regimes 0 0 0 72 1 2 15 192
Understanding the New-Keynesian Model when Monetary Policy Switches Regimes 0 0 0 174 0 1 39 549
Uniform Priors for Impulse Responses 0 0 0 5 1 2 14 44
Uniform Priors for Impulse Responses 0 0 0 8 0 2 15 23
Total Working Papers 1 6 39 9,545 27 104 1,294 29,981


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 0 0 5 751 1 1 28 1,369
Asymmetric Expectation Effects of Regime Shifts in Monetary Policy 0 0 0 307 1 3 22 977
Conditional Forecasts In Dynamic Multivariate Models 2 2 11 512 3 15 83 1,309
Confronting model misspecification in macroeconomics 0 0 0 68 0 1 13 319
Forecast evaluation with cross-sectional data: The Blue Chip Surveys 0 0 1 214 1 3 24 924
Generalizing the Taylor Principle: Comment 0 0 1 99 0 1 14 436
Incentive compensation, accounting discretion and bank capital 0 0 2 8 0 4 16 84
Indeterminacy in a forward‐looking regime switching model 0 0 1 62 1 2 22 292
Inference Based on Structural Vector Autoregressions Identified With Sign and Zero Restrictions: Theory and Applications 2 3 22 122 3 9 81 333
Inference in Bayesian Proxy-SVARs 0 1 8 53 2 5 39 194
Issues in hedging options positions 0 0 2 144 0 1 11 530
Likelihood preserving normalization in multiple equation models 0 0 4 111 0 0 15 358
Methods for inference in large multiple-equation Markov-switching models 0 1 3 733 0 5 27 1,442
Minimal state variable solutions to Markov-switching rational expectations models 0 0 6 270 1 4 31 645
Monetary Stimulus amidst the Infrastructure Investment Spree: Evidence from China's Loan‐Level Data 0 0 3 37 0 6 37 162
Normalization in Econometrics 0 1 2 154 1 6 23 480
Perturbation methods for Markov‐switching dynamic stochastic general equilibrium models 0 0 0 62 0 0 16 212
Sources of macroeconomic fluctuations: A regime‐switching DSGE approach 0 0 0 0 1 2 32 566
Striated Metropolis–Hastings sampler for high-dimensional models 0 0 0 26 0 1 14 122
Structural Vector Autoregressions: Theory of Identification and Algorithms for Inference 3 11 57 1,177 8 31 187 2,683
The risks and rewards of selling volatility 0 1 1 431 4 7 15 1,584
Transparency, expectations and forecasts 0 0 0 54 0 0 7 233
Trends and Cycles in China's Macroeconomy 0 0 1 73 0 4 37 408
Understanding Markov-switching rational expectations models 0 0 0 301 0 0 21 717
Total Journal Articles 7 20 130 5,769 27 111 815 16,379


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 0 85 1 2 22 311
Total Chapters 0 0 0 85 1 2 22 311


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 0 0 307 1 3 7 598
Total Software Items 0 0 0 307 1 3 7 598


Statistics updated 2026-08-07