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 3 4 5 936
Assessing Changes in U.S. Monetary Policy in a Regime-Switching Rational Expectations Model 0 0 0 0 2 3 5 162
Asymmetric Expectation Effects of Regime Shifts and the Great Moderation 0 0 0 82 5 7 8 264
Asymmetric expectation effects of regime shifts and the Great Moderation 0 0 0 39 2 6 11 161
Asymmetric expectation effects of regime shifts and the Great Moderation 0 0 0 69 8 10 11 293
Asymmetric expectation effects of regime shifts in monetary policy 0 0 0 94 5 6 9 358
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 8 11 577
Conditional forecasts in dynamic multivariate models 0 0 0 907 2 6 13 2,270
Confronting Model Misspecification in Macroeconomics 0 0 0 55 4 5 5 172
Confronting model misspecification in macroeconomics 0 0 0 80 4 6 6 132
Density-Conditional Forecasts in Dynamic Multivariate Models 0 0 6 96 3 4 18 216
Effects of monetary policy regime changes in the Euro Economy 0 0 0 2 3 5 10 600
Evaluating Wall Street Journal survey forecasters: a multivariate approach 0 0 0 134 0 3 5 480
Generalizing the Taylor principle: comment 0 0 0 80 4 8 12 297
Impacts of Monetary Stimulus on Credit Allocation and Macroeconomy: Evidence from China 0 0 0 112 3 9 14 252
Impacts of Monetary Stimulus on Credit Allocation and the Macroeconomy: Evidence from China 1 2 3 114 4 9 11 275
Indeterminacy in a Forward Looking Regime Switching Model 0 0 1 91 4 7 8 264
Indeterminacy in a Forward Looking Regime Switching Model 0 0 0 24 1 9 9 222
Indeterminacy in a forward-looking regime-switching model 0 0 1 52 8 11 14 226
Inference Based On Time-Varying SVARs Identified with Time Restrictions 0 0 2 5 4 8 14 23
Inference Based on SVAR Identified with Sign and Zero Restrictions: Theory and Applications 0 0 1 73 5 11 19 183
Inference Based on SVARs Identied with Sign and Zero Restrictions: Theory and Applications 1 1 1 48 5 9 10 240
Inference Based on SVARs Identied with Sign and Zero Restrictions: Theory and Applications 3 4 5 83 5 7 22 284
Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications 0 0 7 511 4 11 52 1,602
Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications 0 0 0 107 3 9 20 255
Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications 0 1 4 108 3 12 39 429
Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications 0 0 1 64 2 6 13 165
Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications 3 3 6 131 4 11 31 387
Inference Based on Time-Varying SVARs Identified with Sign Restrictions 0 0 0 15 3 10 15 42
Inference Based on Time-Varying SVARs Identified with Sign Restrictions 0 0 0 1 2 5 11 14
Inference in Bayesian Proxy-SVARs 0 0 0 7 4 8 10 63
Inference in Bayesian Proxy-SVARs 0 0 0 7 2 7 11 76
Inference in Bayesian Proxy-SVARs 0 0 0 91 7 10 16 268
Likelihood-preserving normalization in multiple equation models 0 0 1 109 3 8 13 509
Macroeconomic Volatility and Monetary Policy Regimes 0 0 0 0 6 10 11 70
Markov-Switching Structural Vector Autoregressions: Theory and Application 0 0 0 0 3 4 15 573
Markov-switching structural vector autoregressions: theory and application 0 0 1 557 6 14 20 1,092
Methods for inference in large multiple-equation Markov-switching models 0 0 0 374 20 26 28 805
Minimal state variable solutions to Markov-switching rational expectations models 0 0 0 142 11 33 34 431
Monetary Policy at the Zero Lower Bound: An Endogenous Switching Approach to Forward Guidance 0 0 0 0 3 5 6 253
Monetary Stimulus Amidst the Infrastructure Investment Spree: Evidence from China's Loan-Level Data 0 0 1 64 4 10 18 183
Monetary Stimulus amid the Infrastructure Investment Spree: Evidence from China's Loan-Level Data 0 0 0 37 4 7 12 108
Normalization in econometrics 0 0 0 360 3 8 12 1,589
Normalization, probability distribution, and impulse responses 0 0 1 231 2 3 6 1,976
Perturbation Methods for Markov-Switching DSGE Models 0 0 1 49 9 13 18 167
Perturbation Methods for Markov-Switching DSGE Models 0 0 1 93 1 8 18 202
Perturbation Methods for Markov-Switching DSGE Models 0 0 1 96 1 1 4 266
Perturbation Methods for Markov-Switching Models 0 0 0 0 8 11 13 213
Perturbation methods for Markov-switching DSGE model 0 0 0 207 2 7 20 630
Perturbation methods for Markov-switching DSGE models 0 0 0 50 0 1 8 163
Perturbation methods for Markov-switching DSGE models 0 0 0 77 3 9 9 208
Sources of the Great Moderation: shocks, friction, or monetary policy? 0 0 1 146 5 8 13 337
Sources of the Great Moderation: shocks, frictions, or monetary policy? 0 0 1 95 5 8 11 217
Spline methods for extracting interest rate curves from coupon bond prices 0 0 2 1,537 4 6 18 3,528
Structural vector autoregressions: theory of identification and algorithms for inference 2 3 4 533 4 11 31 1,046
The Dynamic Striated Metropolis-Hastings Sampler for High-Dimensional Models 0 0 0 51 4 4 7 129
The Transmission of Financial Shocks and Leverage of Financial Institutions: An Endogenous Regime-Switching Framework 0 0 1 13 3 8 13 32
The transmission of financial shocks and leverage of financial institutions: An endogenous regime switching framework 0 1 1 21 0 4 8 40
Transparency, expectations, and forecasts 0 0 0 72 3 4 6 208
Transparency, expectations, and forecasts 0 0 0 45 1 7 8 261
Trends and Cycles in China's Macroeconomy 0 0 1 122 4 12 25 336
Trends and cycles in China's macroeconomy 0 0 1 66 5 7 9 222
Understanding Markov-Switching Rational Expectations Models 0 0 0 213 0 3 6 472
Understanding Markov-switching rational expectations models 0 0 0 87 4 7 17 222
Understanding the New Keynesian model when monetary policy switches regimes 0 0 0 72 3 6 9 184
Understanding the New-Keynesian Model when Monetary Policy Switches Regimes 0 0 0 174 17 24 28 537
Uniform Priors for Impulse Responses 0 0 0 5 3 4 7 34
Uniform Priors for Impulse Responses 0 0 0 8 3 5 5 13
Total Working Papers 10 15 57 9,526 280 556 954 29,444

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 3 7 751 9 11 25 1,362
Asymmetric Expectation Effects of Regime Shifts in Monetary Policy 0 0 1 307 6 10 21 967
Conditional Forecasts In Dynamic Multivariate Models 2 5 14 509 10 29 117 1,281
Confronting model misspecification in macroeconomics 0 0 0 68 0 9 13 316
Forecast evaluation with cross-sectional data: The Blue Chip Surveys 0 0 1 214 5 12 21 915
Generalizing the Taylor Principle: Comment 0 1 1 99 5 9 11 433
Incentive compensation, accounting discretion and bank capital 0 0 1 7 4 6 10 77
Indeterminacy in a forward‐looking regime switching model 0 0 0 61 4 8 11 281
Inference Based on Structural Vector Autoregressions Identified With Sign and Zero Restrictions: Theory and Applications 1 5 20 113 7 22 74 308
Inference in Bayesian Proxy-SVARs 1 1 7 50 6 14 42 179
Issues in hedging options positions 0 0 3 142 3 4 12 527
Likelihood preserving normalization in multiple equation models 1 1 2 108 5 7 10 352
Methods for inference in large multiple-equation Markov-switching models 0 0 4 732 3 16 28 1,435
Minimal state variable solutions to Markov-switching rational expectations models 0 0 8 268 0 8 27 631
Monetary Stimulus amidst the Infrastructure Investment Spree: Evidence from China's Loan‐Level Data 0 3 5 37 4 18 40 149
Normalization in Econometrics 0 0 4 153 4 8 28 469
Perturbation methods for Markov‐switching dynamic stochastic general equilibrium models 0 0 2 62 5 6 19 210
Sources of macroeconomic fluctuations: A regime‐switching DSGE approach 0 0 0 0 12 21 28 557
Striated Metropolis–Hastings sampler for high-dimensional models 0 0 1 26 4 6 9 114
Structural Vector Autoregressions: Theory of Identification and Algorithms for Inference 7 16 69 1,147 17 53 212 2,598
The risks and rewards of selling volatility 0 0 0 430 3 3 6 1,572
Transparency, expectations and forecasts 0 0 0 54 3 5 6 232
Trends and Cycles in China's Macroeconomy 0 0 2 73 10 16 35 392
Understanding Markov-switching rational expectations models 0 0 1 301 6 8 14 706
Total Journal Articles 15 35 153 5,712 135 309 819 16,063

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 1 85 5 12 21 305
Total Chapters 0 0 1 85 5 12 21 305

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 1 307 2 2 6 594
Total Software Items 0 0 1 307 2 2 6 594

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Statistics updated 2026-02-12