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 8 939
Assessing Changes in U.S. Monetary Policy in a Regime-Switching Rational Expectations Model 0 0 0 0 0 0 7 166
Asymmetric Expectation Effects of Regime Shifts and the Great Moderation 0 0 0 82 2 4 19 276
Asymmetric Expectation Effects of Regime Shifts in Monetary Policy 0 0 0 94 1 1 17 368
Asymmetric expectation effects of regime shifts and the Great Moderation 0 0 0 39 1 1 13 168
Asymmetric expectation effects of regime shifts and the Great Moderation 0 0 0 69 0 0 18 301
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 5 7 29 597
Conditional forecasts in dynamic multivariate models 0 0 1 908 1 2 26 2,284
Confronting Model Misspecification in Macroeconomics 0 0 0 55 0 1 11 178
Confronting model misspecification in macroeconomics 0 0 0 80 0 1 10 136
Density-Conditional Forecasts in Dynamic Multivariate Models 0 0 1 97 0 2 11 223
Effects of monetary policy regime changes in the Euro Economy 0 0 0 2 0 0 9 602
Evaluating Wall Street Journal survey forecasters: a multivariate approach 0 0 0 134 0 2 12 488
Generalizing the Taylor principle: comment 0 0 0 80 0 1 15 303
Impacts of Monetary Stimulus on Credit Allocation and Macroeconomy: Evidence from China 0 0 0 112 1 3 19 261
Impacts of Monetary Stimulus on Credit Allocation and the Macroeconomy: Evidence from China 0 0 2 114 0 2 23 289
Indeterminacy in a Forward Looking Regime Switching Model 0 0 0 91 0 2 17 274
Indeterminacy in a Forward Looking Regime Switching Model 0 0 0 24 0 0 19 232
Indeterminacy in a forward-looking regime-switching model 0 0 0 52 0 1 22 236
Inference Based On Time-Varying SVARs Identified with Time Restrictions 0 0 0 5 0 1 12 27
Inference Based on SVAR Identified with Sign and Zero Restrictions: Theory and Applications 0 0 0 73 1 1 22 189
Inference Based on SVARs Identied with Sign and Zero Restrictions: Theory and Applications 1 2 6 85 1 5 24 294
Inference Based on SVARs Identied with Sign and Zero Restrictions: Theory and Applications 0 0 1 48 0 2 14 244
Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications 0 0 3 131 0 4 32 397
Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications 0 0 0 107 0 0 24 262
Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications 0 0 0 64 0 0 13 168
Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications 0 1 2 513 2 6 39 1,620
Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications 1 1 5 112 2 4 44 456
Inference Based on Scale, Label, and Economic Restrictions 2 7 7 7 2 6 6 6
Inference Based on Time-Varying SVARs Identified with Sign Restrictions 0 0 1 2 0 1 11 19
Inference Based on Time-Varying SVARs Identified with Sign Restrictions 0 0 1 16 1 3 20 51
Inference in Bayesian Proxy-SVARs 0 0 1 8 0 0 15 68
Inference in Bayesian Proxy-SVARs 0 0 0 7 0 0 13 80
Inference in Bayesian Proxy-SVARs 0 0 0 91 1 3 25 280
Likelihood-preserving normalization in multiple equation models 0 0 0 109 1 1 18 516
Macroeconomic Volatility and Monetary Policy Regimes 0 0 0 0 2 2 14 74
Markov-Switching Structural Vector Autoregressions: Theory and Application 0 0 0 0 1 1 14 583
Markov-switching structural vector autoregressions: theory and application 0 0 0 557 1 1 22 1,100
Methods for inference in large multiple-equation Markov-switching models 0 0 1 375 0 0 74 852
Minimal state variable solutions to Markov-switching rational expectations models 0 0 0 142 0 1 36 434
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 1 1 4 68 2 6 39 211
Monetary Stimulus amid the Infrastructure Investment Spree: Evidence from China's Loan-Level Data 0 0 0 37 0 0 23 121
Normalization in econometrics 0 0 0 360 0 1 16 1,595
Normalization, probability distribution, and impulse responses 0 0 0 231 2 2 13 1,985
Perturbation Methods for Markov-Switching DSGE Models 0 0 0 49 0 0 18 171
Perturbation Methods for Markov-Switching DSGE Models 0 0 1 93 2 2 20 212
Perturbation Methods for Markov-Switching DSGE Models 0 0 0 96 0 0 6 271
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 0 2 22 637
Perturbation methods for Markov-switching DSGE models 0 0 0 50 0 1 11 171
Perturbation methods for Markov-switching DSGE models 0 0 0 77 0 2 15 214
Sources of Macroeconomic Fluctuations: A Regime-Switching DSGE Approach 0 0 0 146 0 1 19 346
Sources of the Great Moderation: shocks, frictions, or monetary policy? 0 0 0 95 0 1 17 225
Spline methods for extracting interest rate curves from coupon bond prices 0 0 1 1,538 0 1 17 3,537
Structural vector autoregressions: theory of identification and algorithms for inference 1 2 8 538 2 7 46 1,066
The Dynamic Striated Metropolis-Hastings Sampler for High-Dimensional Models 0 0 0 51 0 1 9 134
The Transmission of Financial Shocks and Leverage of Financial Institutions: An Endogenous Regime-Switching Framework 0 0 0 13 0 3 19 43
The transmission of financial shocks and leverage of financial institutions: An endogenous regime switching framework 0 0 2 22 0 3 13 48
Transparency, expectations, and forecasts 0 0 0 45 0 1 13 266
Transparency, expectations, and forecasts 0 0 0 72 0 0 10 214
Trends and Cycles in China's Macroeconomy 0 0 0 122 0 1 22 342
Trends and cycles in China's macroeconomy 0 0 0 66 0 1 14 228
Understanding Markov-Switching Rational Expectations Models 0 0 0 213 1 1 8 475
Understanding Markov-switching rational expectations models 0 0 0 87 0 0 24 230
Understanding the New Keynesian model when monetary policy switches regimes 0 0 0 72 0 2 16 193
Understanding the New-Keynesian Model when Monetary Policy Switches Regimes 0 0 0 174 1 1 40 550
Uniform Priors for Impulse Responses 0 0 0 5 1 4 17 47
Uniform Priors for Impulse Responses 0 0 0 8 1 2 17 25
Total Working Papers 6 14 48 9,558 38 119 1,327 30,073

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 4 751 2 5 31 1,373
Asymmetric Expectation Effects of Regime Shifts in Monetary Policy 0 0 0 307 0 1 20 977
Conditional Forecasts In Dynamic Multivariate Models 1 5 13 515 5 11 84 1,317
Confronting model misspecification in macroeconomics 0 0 0 68 1 1 14 320
Forecast evaluation with cross-sectional data: The Blue Chip Surveys 0 0 0 214 0 1 23 924
Generalizing the Taylor Principle: Comment 0 0 1 99 0 0 14 436
Incentive compensation, accounting discretion and bank capital 0 0 1 8 0 0 14 84
Indeterminacy in a forward‐looking regime switching model 0 0 1 62 0 1 21 292
Inference Based on Structural Vector Autoregressions Identified With Sign and Zero Restrictions: Theory and Applications 2 7 22 127 4 16 87 346
Inference in Bayesian Proxy-SVARs 0 0 5 53 2 7 37 199
Issues in hedging options positions 0 0 2 144 0 1 11 531
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 1 1 2 734 2 2 26 1,444
Minimal state variable solutions to Markov-switching rational expectations models 0 0 4 270 1 5 33 649
Monetary Stimulus amidst the Infrastructure Investment Spree: Evidence from China's Loan‐Level Data 0 0 3 37 0 0 32 162
Normalization in Econometrics 0 1 3 155 0 4 25 483
Perturbation methods for Markov‐switching dynamic stochastic general equilibrium models 0 0 0 62 0 0 14 212
Sources of macroeconomic fluctuations: A regime‐switching DSGE approach 0 0 0 0 1 2 32 567
Striated Metropolis–Hastings sampler for high-dimensional models 0 0 0 26 2 3 17 125
Structural Vector Autoregressions: Theory of Identification and Algorithms for Inference 4 9 59 1,183 9 24 179 2,699
The risks and rewards of selling volatility 1 1 2 432 3 7 18 1,587
Transparency, expectations and forecasts 0 0 0 54 0 0 7 233
Trends and Cycles in China's Macroeconomy 0 0 0 73 0 4 37 412
Understanding Markov-switching rational expectations models 0 0 0 301 0 0 19 717
Total Journal Articles 9 24 126 5,786 32 95 810 16,447

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 0 2 21 312
Total Chapters 0 0 0 85 0 2 21 312

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

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Statistics updated 2026-10-11