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 1 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 2 17 274
Asymmetric Expectation Effects of Regime Shifts in Monetary Policy 0 0 0 94 0 2 16 367
Asymmetric expectation effects of regime shifts and the Great Moderation 0 0 0 69 0 2 18 301
Asymmetric expectation effects of regime shifts and the Great Moderation 0 0 0 39 0 1 12 167
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 2 3 24 592
Conditional forecasts in dynamic multivariate models 0 0 1 908 0 3 25 2,283
Confronting Model Misspecification in Macroeconomics 0 0 0 55 1 1 11 178
Confronting model misspecification in macroeconomics 0 0 0 80 1 1 10 136
Density-Conditional Forecasts in Dynamic Multivariate Models 0 0 1 97 2 2 12 223
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 12 488
Generalizing the Taylor principle: comment 0 0 0 80 1 1 18 303
Impacts of Monetary Stimulus on Credit Allocation and Macroeconomy: Evidence from China 0 0 0 112 1 3 18 260
Impacts of Monetary Stimulus on Credit Allocation and the Macroeconomy: Evidence from China 0 0 2 114 0 4 23 289
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 91 2 2 17 274
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 1 5 0 1 13 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 1 1 5 84 3 5 23 293
Inference Based on SVARs Identied with Sign and Zero Restrictions: Theory and Applications 0 0 1 48 2 3 14 244
Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications 0 0 4 111 1 2 44 454
Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications 0 0 0 64 0 1 13 168
Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications 0 0 3 131 3 5 32 397
Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications 0 1 2 513 1 4 40 1,618
Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications 0 0 0 107 0 1 24 262
Inference Based on Scale, Label, and Economic Restrictions 5 5 5 5 4 4 4 4
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 2 19 50
Inference in Bayesian Proxy-SVARs 0 0 0 7 0 0 14 80
Inference in Bayesian Proxy-SVARs 0 0 1 8 0 0 15 68
Inference in Bayesian Proxy-SVARs 0 0 0 91 1 2 24 279
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 12 72
Markov-Switching Structural Vector Autoregressions: Theory and Application 0 0 0 0 0 0 13 582
Markov-switching structural vector autoregressions: theory and application 0 0 0 557 0 1 21 1,099
Methods for inference in large multiple-equation Markov-switching models 0 0 1 375 0 2 74 852
Minimal state variable solutions to Markov-switching rational expectations models 0 0 0 142 0 1 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 1 3 67 3 11 38 209
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 18 1,595
Normalization, probability distribution, and impulse responses 0 0 0 231 0 0 11 1,983
Perturbation Methods for Markov-Switching DSGE Models 0 0 0 96 0 0 7 271
Perturbation Methods for Markov-Switching DSGE Models 0 0 1 93 0 1 18 210
Perturbation Methods for Markov-Switching DSGE Models 0 0 0 49 0 0 18 171
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 23 637
Perturbation methods for Markov-switching DSGE models 0 0 0 77 2 2 15 214
Perturbation methods for Markov-switching DSGE models 0 0 0 50 1 1 11 171
Sources of Macroeconomic Fluctuations: A Regime-Switching DSGE Approach 0 0 0 146 1 2 19 346
Sources of the Great Moderation: shocks, frictions, or monetary policy? 0 0 0 95 0 2 17 225
Spline methods for extracting interest rate curves from coupon bond prices 0 0 1 1,538 0 2 20 3,537
Structural vector autoregressions: theory of identification and algorithms for inference 1 1 7 537 4 5 45 1,064
The Dynamic Striated Metropolis-Hastings Sampler for High-Dimensional Models 0 0 0 51 0 1 11 134
The Transmission of Financial Shocks and Leverage of Financial Institutions: An Endogenous Regime-Switching Framework 0 0 0 13 3 4 20 43
The transmission of financial shocks and leverage of financial institutions: An endogenous regime switching framework 0 0 2 22 2 3 13 48
Transparency, expectations, and forecasts 0 0 0 45 1 1 13 266
Transparency, expectations, and forecasts 0 0 0 72 0 2 10 214
Trends and Cycles in China's Macroeconomy 0 0 0 122 1 2 23 342
Trends and cycles in China's macroeconomy 0 0 0 66 1 1 14 228
Understanding Markov-Switching Rational Expectations Models 0 0 0 213 0 0 7 474
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 1 3 16 193
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 2 4 16 46
Uniform Priors for Impulse Responses 0 0 0 8 1 2 16 24
Total Working Papers 7 9 43 9,552 54 121 1,314 30,035

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 3 29 1,371
Asymmetric Expectation Effects of Regime Shifts in Monetary Policy 0 0 0 307 0 1 21 977
Conditional Forecasts In Dynamic Multivariate Models 2 4 13 514 3 12 83 1,312
Confronting model misspecification in macroeconomics 0 0 0 68 0 0 13 319
Forecast evaluation with cross-sectional data: The Blue Chip Surveys 0 0 0 214 0 2 23 924
Generalizing the Taylor Principle: Comment 0 0 1 99 0 0 14 436
Incentive compensation, accounting discretion and bank capital 0 0 2 8 0 1 16 84
Indeterminacy in a forward‐looking regime switching model 0 0 1 62 0 1 22 292
Inference Based on Structural Vector Autoregressions Identified With Sign and Zero Restrictions: Theory and Applications 3 6 24 125 9 15 88 342
Inference in Bayesian Proxy-SVARs 0 0 8 53 3 6 39 197
Issues in hedging options positions 0 0 2 144 1 2 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 0 1 3 733 0 1 27 1,442
Minimal state variable solutions to Markov-switching rational expectations models 0 0 6 270 3 5 34 648
Monetary Stimulus amidst the Infrastructure Investment Spree: Evidence from China's Loan‐Level Data 0 0 3 37 0 1 36 162
Normalization in Econometrics 1 1 3 155 3 5 26 483
Perturbation methods for Markov‐switching dynamic stochastic general equilibrium models 0 0 0 62 0 0 15 212
Sources of macroeconomic fluctuations: A regime‐switching DSGE approach 0 0 0 0 0 2 31 566
Striated Metropolis–Hastings sampler for high-dimensional models 0 0 0 26 1 1 15 123
Structural Vector Autoregressions: Theory of Identification and Algorithms for Inference 2 6 57 1,179 7 24 185 2,690
The risks and rewards of selling volatility 0 0 1 431 0 5 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 4 6 40 412
Understanding Markov-switching rational expectations models 0 0 0 301 0 0 20 717
Total Journal Articles 8 18 133 5,777 36 93 825 16,415

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 3 23 312
Total Chapters 0 0 0 85 1 3 23 312

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 2 7 598
Total Software Items 0 0 0 307 0 2 7 598

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Statistics updated 2026-09-10