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 0 0 931
Assessing Changes in U.S. Monetary Policy in a Regime-Switching Rational Expectations Model 0 0 0 0 0 1 2 159
Asymmetric Expectation Effects of Regime Shifts and the Great Moderation 0 0 1 82 0 0 2 257
Asymmetric expectation effects of regime shifts and the Great Moderation 0 0 0 69 0 1 1 283
Asymmetric expectation effects of regime shifts and the Great Moderation 0 0 0 39 0 4 6 155
Asymmetric expectation effects of regime shifts in monetary policy 0 0 0 94 0 1 4 351
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 0 4 568
Conditional forecasts in dynamic multivariate models 0 0 1 907 0 0 3 2,258
Confronting Model Misspecification in Macroeconomics 0 0 0 55 0 0 0 167
Confronting model misspecification in macroeconomics 0 0 0 80 0 0 0 126
Density-Conditional Forecasts in Dynamic Multivariate Models 0 0 7 96 1 3 16 212
Effects of monetary policy regime changes in the Euro Economy 0 0 0 2 0 0 3 593
Evaluating Wall Street Journal survey forecasters: a multivariate approach 0 0 0 134 0 0 2 476
Generalizing the Taylor principle: comment 0 0 1 80 3 3 4 288
Impacts of Monetary Stimulus on Credit Allocation and Macroeconomy: Evidence from China 0 0 0 112 0 1 4 242
Impacts of Monetary Stimulus on Credit Allocation and the Macroeconomy: Evidence from China 0 0 1 112 0 1 4 266
Indeterminacy in a Forward Looking Regime Switching Model 0 0 0 24 0 0 0 213
Indeterminacy in a Forward Looking Regime Switching Model 0 1 1 91 0 1 1 257
Indeterminacy in a forward-looking regime-switching model 0 1 1 52 0 2 3 214
Inference Based On Time-Varying SVARs Identified with Time Restrictions 1 2 3 5 1 3 9 15
Inference Based on SVAR Identified with Sign and Zero Restrictions: Theory and Applications 0 0 1 73 0 0 3 167
Inference Based on SVARs Identied with Sign and Zero Restrictions: Theory and Applications 0 0 0 47 0 0 1 230
Inference Based on SVARs Identied with Sign and Zero Restrictions: Theory and Applications 0 1 2 79 0 6 19 270
Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications 0 0 5 107 2 4 27 412
Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications 0 0 0 107 0 1 6 238
Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications 0 1 10 511 3 9 43 1,581
Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications 0 0 4 128 0 1 13 365
Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications 0 0 1 64 0 0 3 155
Inference Based on Time-Varying SVARs Identified with Sign Restrictions 0 0 0 15 0 0 9 31
Inference Based on Time-Varying SVARs Identified with Sign Restrictions 0 0 1 1 0 1 8 8
Inference in Bayesian Proxy-SVARs 0 0 0 7 1 1 4 67
Inference in Bayesian Proxy-SVARs 0 0 0 91 0 1 3 255
Inference in Bayesian Proxy-SVARs 0 0 0 7 0 0 0 53
Likelihood-preserving normalization in multiple equation models 0 1 1 109 0 1 3 498
Macroeconomic Volatility and Monetary Policy Regimes 0 0 0 0 0 1 1 60
Markov-Switching Structural Vector Autoregressions: Theory and Application 0 0 0 0 0 4 18 569
Markov-switching structural vector autoregressions: theory and application 0 0 4 557 0 3 13 1,078
Methods for inference in large multiple-equation Markov-switching models 0 0 0 374 0 1 2 778
Minimal state variable solutions to Markov-switching rational expectations models 0 0 1 142 1 1 3 398
Monetary Policy at the Zero Lower Bound: An Endogenous Switching Approach to Forward Guidance 0 0 0 0 0 0 2 248
Monetary Stimulus Amidst the Infrastructure Investment Spree: Evidence from China's Loan-Level Data 0 0 1 64 1 1 11 172
Monetary Stimulus amid the Infrastructure Investment Spree: Evidence from China's Loan-Level Data 0 0 0 37 0 1 4 98
Normalization in econometrics 0 0 0 360 2 2 2 1,579
Normalization, probability distribution, and impulse responses 0 0 1 231 0 1 3 1,972
Perturbation Methods for Markov-Switching DSGE Models 0 0 2 49 0 1 9 153
Perturbation Methods for Markov-Switching DSGE Models 0 0 0 92 0 4 8 192
Perturbation Methods for Markov-Switching DSGE Models 0 0 2 96 1 1 4 265
Perturbation Methods for Markov-Switching Models 0 0 0 0 0 0 2 201
Perturbation methods for Markov-switching DSGE model 0 0 1 207 1 2 9 615
Perturbation methods for Markov-switching DSGE models 0 0 0 50 0 4 5 160
Perturbation methods for Markov-switching DSGE models 0 0 0 77 0 0 2 199
Sources of the Great Moderation: shocks, friction, or monetary policy? 0 1 1 146 0 2 3 327
Sources of the Great Moderation: shocks, frictions, or monetary policy? 0 1 1 95 0 2 6 208
Spline methods for extracting interest rate curves from coupon bond prices 0 1 2 1,537 3 4 13 3,520
Structural vector autoregressions: theory of identification and algorithms for inference 0 0 3 530 1 1 12 1,020
The Dynamic Striated Metropolis-Hastings Sampler for High-Dimensional Models 0 0 0 51 2 2 3 125
The Transmission of Financial Shocks and Leverage of Financial Institutions: An Endogenous Regime-Switching Framework 0 0 1 13 1 3 6 24
The transmission of financial shocks and leverage of financial institutions: An endogenous regime switching framework 0 0 1 20 0 1 7 35
Transparency, expectations, and forecasts 0 0 0 45 0 0 0 253
Transparency, expectations, and forecasts 0 0 0 72 0 1 2 204
Trends and Cycles in China's Macroeconomy 0 0 2 122 1 2 16 320
Trends and cycles in China's macroeconomy 0 0 1 66 0 0 2 214
Understanding Markov-Switching Rational Expectations Models 0 0 0 213 0 1 2 467
Understanding Markov-switching rational expectations models 0 0 0 87 0 1 1 206
Understanding the New Keynesian model when monetary policy switches regimes 0 0 1 72 0 1 4 177
Understanding the New-Keynesian Model when Monetary Policy Switches Regimes 0 0 0 174 0 0 1 510
Uniform Priors for Impulse Responses 0 0 0 5 0 0 4 30
Uniform Priors for Impulse Responses 0 0 0 8 0 0 0 8
Total Working Papers 1 10 66 9,510 25 94 390 28,746


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 1 7 747 0 1 10 1,342
Asymmetric Expectation Effects of Regime Shifts in Monetary Policy 0 0 1 307 1 3 16 957
Conditional Forecasts In Dynamic Multivariate Models 1 2 11 502 4 12 80 1,233
Confronting model misspecification in macroeconomics 0 0 1 68 0 0 4 306
Forecast evaluation with cross-sectional data: The Blue Chip Surveys 0 1 2 214 0 2 11 901
Generalizing the Taylor Principle: Comment 0 0 0 98 0 0 1 422
Incentive compensation, accounting discretion and bank capital 1 1 1 7 2 2 4 70
Indeterminacy in a forward‐looking regime switching model 0 0 0 61 1 1 1 271
Inference Based on Structural Vector Autoregressions Identified With Sign and Zero Restrictions: Theory and Applications 4 7 19 105 5 11 36 259
Inference in Bayesian Proxy-SVARs 3 3 10 48 4 10 41 162
Issues in hedging options positions 0 1 4 142 0 2 8 520
Likelihood preserving normalization in multiple equation models 0 0 2 107 0 0 2 343
Methods for inference in large multiple-equation Markov-switching models 2 2 8 732 3 6 19 1,418
Minimal state variable solutions to Markov-switching rational expectations models 2 3 10 266 2 3 17 616
Monetary Stimulus amidst the Infrastructure Investment Spree: Evidence from China's Loan‐Level Data 0 0 3 34 4 8 32 130
Normalization in Econometrics 0 1 5 152 1 3 20 458
Perturbation methods for Markov‐switching dynamic stochastic general equilibrium models 0 0 3 62 1 3 9 198
Sources of macroeconomic fluctuations: A regime‐switching DSGE approach 0 0 0 0 0 2 6 535
Striated Metropolis–Hastings sampler for high-dimensional models 0 0 2 26 0 1 4 108
Structural Vector Autoregressions: Theory of Identification and Algorithms for Inference 2 12 74 1,124 15 40 196 2,520
The risks and rewards of selling volatility 0 0 1 430 0 0 5 1,569
Transparency, expectations and forecasts 0 0 0 54 0 0 0 226
Trends and Cycles in China's Macroeconomy 1 1 3 73 3 4 26 375
Understanding Markov-switching rational expectations models 0 0 3 301 1 3 10 698
Total Journal Articles 16 35 170 5,660 47 117 558 15,637


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 2 85 2 3 9 291
Total Chapters 0 0 2 85 2 3 9 291


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 0 0 3 591
Total Software Items 0 0 1 307 0 0 3 591


Statistics updated 2025-10-06