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 1 1 352 1 4 4 909
Assessing Changes in U.S. Monetary Policy in a Regime-Switching Rational Expectations Model 0 0 0 0 1 1 5 151
Asymmetric Expectation Effects of Regime Shifts and the Great Moderation 0 0 2 81 3 4 14 244
Asymmetric expectation effects of regime shifts and the Great Moderation 0 0 2 39 1 1 7 141
Asymmetric expectation effects of regime shifts and the Great Moderation 0 0 1 68 4 7 14 271
Asymmetric expectation effects of regime shifts in monetary policy 0 0 3 89 3 4 14 220
Closing the question on the continuation of turn-of-the-month effects: evidence from the S&P 500 Index futures contract 0 0 0 177 1 1 6 543
Conditional forecasts in dynamic multivariate models 1 4 8 881 3 13 49 2,175
Confronting Model Misspecification in Macroeconomics 0 0 0 54 0 0 2 153
Confronting model misspecification in macroeconomics 0 0 0 79 0 1 4 118
Density-Conditional Forecasts in Dynamic Multivariate Models 0 0 2 74 1 2 13 161
Effects of monetary policy regime changes in the Euro Economy 0 0 0 2 0 1 6 567
Evaluating Wall Street Journal survey forecasters: a multivariate approach 0 3 3 130 1 4 10 448
Generalizing the Taylor principle: comment 0 0 2 74 2 4 10 264
Impacts of Monetary Stimulus on Credit Allocation and Macroeconomy: Evidence from China 1 1 8 109 4 7 50 180
Impacts of Monetary Stimulus on Credit Allocation and the Macroeconomy: Evidence from China 0 0 3 98 7 10 35 181
Indeterminacy in a Forward Looking Regime Switching Model 0 0 1 23 0 0 8 198
Indeterminacy in a Forward Looking Regime Switching Model 0 0 1 88 0 1 4 250
Indeterminacy in a forward-looking regime-switching model 0 0 1 48 0 0 5 202
Inference Based on SVAR Identified with Sign and Zero Restrictions: Theory and Applications 0 1 8 60 2 6 27 130
Inference Based on SVARs Identied with Sign and Zero Restrictions: Theory and Applications 0 0 8 44 3 9 43 114
Inference Based on SVARs Identied with Sign and Zero Restrictions: Theory and Applications 0 1 3 40 3 8 33 110
Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications 0 2 4 83 2 9 41 252
Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications 1 7 32 376 15 44 153 1,001
Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications 1 1 3 54 3 8 27 117
Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications 0 0 3 92 1 4 25 146
Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications 0 3 10 87 2 10 52 198
Inference in Bayesian Proxy-SVARs 2 2 13 69 6 10 47 131
Inference in Bayesian Proxy-SVARs 0 0 0 1 1 5 24 36
Inference in Bayesian Proxy-SVARs 0 0 3 3 0 3 18 26
Likelihood-preserving normalization in multiple equation models 0 1 1 107 0 3 11 477
Macroeconomic Volatility and Monetary Policy Regimes 0 0 0 0 2 4 8 54
Markov-Switching Structural Vector Autoregressions: Theory and Application 0 0 0 0 0 4 26 504
Markov-switching structural vector autoregressions: theory and application 1 3 8 533 1 3 17 1,003
Methods for inference in large multiple-equation Markov-switching models 2 2 4 359 6 7 15 719
Minimal state variable solutions to Markov-switching rational expectations models 1 1 4 130 1 2 16 371
Monetary Policy at the Zero Lower Bound: An Endogenous Switching Approach to Forward Guidance 0 0 0 0 0 0 10 230
Monetary Stimulus Amidst the Infrastructure Investment Spree: Evidence from China's Loan-Level Data 0 0 0 0 0 0 0 0
Normalization in econometrics 0 0 0 353 1 3 17 1,546
Normalization, probability distribution, and impulse responses 0 1 2 225 1 4 12 1,943
Perturbation Methods for Markov-Switching DSGE Models 0 0 0 88 2 2 16 241
Perturbation Methods for Markov-Switching DSGE Models 0 0 1 73 1 2 17 128
Perturbation Methods for Markov-Switching DSGE Models 0 0 1 42 1 1 19 123
Perturbation Methods for Markov-Switching Models 0 0 0 0 3 4 15 180
Perturbation methods for Markov-switching DSGE model 1 1 2 193 3 4 23 552
Perturbation methods for Markov-switching DSGE models 0 0 0 74 1 3 17 143
Perturbation methods for Markov-switching DSGE models 0 0 0 45 2 4 18 88
Sources of the Great Moderation: shocks, friction, or monetary policy? 0 0 1 141 1 1 6 309
Sources of the Great Moderation: shocks, frictions, or monetary policy? 0 0 3 89 2 5 18 188
Spline methods for extracting interest rate curves from coupon bond prices 0 0 2 1,522 1 1 17 3,453
Structural vector autoregressions: theory of identification and algorithms for inference 1 4 27 492 2 17 66 917
The Dynamic Striated Metropolis-Hastings Sampler for High-Dimensional Models 0 0 0 44 0 2 6 106
Transparency, expectations, and forecasts 0 0 1 45 0 1 4 243
Transparency, expectations, and forecasts 0 0 3 72 0 1 6 196
Trends and Cycles in China's Macroeconomy 1 1 5 111 2 4 18 171
Trends and cycles in China's macroeconomy 0 0 2 55 0 5 22 93
Understanding Markov-Switching Rational Expectations Models 0 0 0 207 1 2 7 438
Understanding Markov-switching rational expectations models 0 0 0 85 1 1 10 184
Understanding the New Keynesian model when monetary policy switches regimes 0 0 0 71 1 1 8 170
Understanding the New-Keynesian Model when Monetary Policy Switches Regimes 0 0 1 173 1 1 10 498
Total Working Papers 13 40 193 8,704 107 273 1,205 24,905


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 1 6 41 668 2 12 71 1,193
Asymmetric Expectation Effects of Regime Shifts in Monetary Policy 0 0 5 299 3 5 23 853
Conditional Forecasts In Dynamic Multivariate Models 2 13 34 401 7 36 104 902
Confronting model misspecification in macroeconomics 0 1 4 58 1 4 14 267
Forecast evaluation with cross-sectional data: The Blue Chip Surveys 0 1 3 197 2 4 12 835
Generalizing the Taylor Principle: Comment 0 0 0 95 1 2 21 402
Incentive compensation, accounting discretion and bank capital 0 0 2 4 2 2 19 46
Indeterminacy in a forward‐looking regime switching model 0 0 1 58 0 4 20 253
Inference Based on Structural Vector Autoregressions Identified With Sign and Zero Restrictions: Theory and Applications 1 1 12 19 3 6 41 68
Issues in hedging options positions 1 1 2 124 1 1 9 481
Likelihood preserving normalization in multiple equation models 0 1 3 101 0 3 12 322
Methods for inference in large multiple-equation Markov-switching models 6 12 49 637 7 26 107 1,198
Minimal state variable solutions to Markov-switching rational expectations models 0 1 8 215 4 8 32 500
Normalization in Econometrics 0 1 3 124 0 2 21 377
Perturbation methods for Markov‐switching dynamic stochastic general equilibrium models 0 1 5 43 2 7 24 121
Sources of macroeconomic fluctuations: A regime‐switching DSGE approach 0 0 0 0 2 6 30 491
Striated Metropolis–Hastings sampler for high-dimensional models 0 0 0 21 1 3 8 90
Structural Vector Autoregressions: Theory of Identification and Algorithms for Inference 6 25 130 832 16 63 269 1,751
The risks and rewards of selling volatility 0 0 1 426 0 1 11 1,541
Transparency, expectations and forecasts 0 1 3 52 0 2 10 213
Trends and Cycles in China's Macroeconomy 2 4 9 52 8 26 70 187
Understanding Markov-switching rational expectations models 1 3 8 286 2 8 24 628
Total Journal Articles 20 72 323 4,712 64 231 952 12,719


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 69 0 3 24 218
Total Chapters 0 0 1 69 0 3 24 218


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" 1 1 6 284 2 5 21 552
Total Software Items 1 1 6 284 2 5 21 552


Statistics updated 2020-09-04