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 1 352 0 2 5 910
Assessing Changes in U.S. Monetary Policy in a Regime-Switching Rational Expectations Model 0 0 0 0 2 4 7 154
Asymmetric Expectation Effects of Regime Shifts and the Great Moderation 0 0 2 81 2 5 14 246
Asymmetric expectation effects of regime shifts and the Great Moderation 0 1 2 69 1 6 15 273
Asymmetric expectation effects of regime shifts and the Great Moderation 0 0 2 39 1 2 5 142
Asymmetric expectation effects of regime shifts in monetary policy 0 1 3 90 0 4 13 221
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 0 2 6 544
Conditional forecasts in dynamic multivariate models 2 5 12 885 6 12 48 2,184
Confronting Model Misspecification in Macroeconomics 0 0 0 54 0 1 2 154
Confronting model misspecification in macroeconomics 0 1 1 80 0 2 6 120
Density-Conditional Forecasts in Dynamic Multivariate Models 0 1 2 75 0 2 6 162
Effects of monetary policy regime changes in the Euro Economy 0 0 0 2 4 5 10 572
Evaluating Wall Street Journal survey forecasters: a multivariate approach 0 1 4 131 1 4 13 451
Generalizing the Taylor principle: comment 0 1 3 75 3 6 13 268
Impacts of Monetary Stimulus on Credit Allocation and Macroeconomy: Evidence from China 0 2 9 110 3 15 49 191
Impacts of Monetary Stimulus on Credit Allocation and the Macroeconomy: Evidence from China 1 1 3 99 4 13 37 187
Indeterminacy in a Forward Looking Regime Switching Model 0 0 1 88 0 0 3 250
Indeterminacy in a Forward Looking Regime Switching Model 0 0 1 23 0 0 4 198
Indeterminacy in a forward-looking regime-switching model 0 1 2 49 2 3 6 205
Inference Based on SVAR Identified with Sign and Zero Restrictions: Theory and Applications 0 0 8 60 0 4 27 132
Inference Based on SVARs Identied with Sign and Zero Restrictions: Theory and Applications 0 0 3 40 2 7 31 114
Inference Based on SVARs Identied with Sign and Zero Restrictions: Theory and Applications 0 2 7 46 0 6 41 117
Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications 6 13 43 388 12 48 168 1,034
Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications 1 2 6 85 4 12 46 262
Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications 0 0 7 87 4 12 50 208
Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications 0 1 4 93 1 7 28 152
Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications 0 1 3 54 0 5 26 119
Inference in Bayesian Proxy-SVARs 1 1 1 2 1 3 21 38
Inference in Bayesian Proxy-SVARs 0 3 9 70 7 20 49 145
Inference in Bayesian Proxy-SVARs 0 0 1 3 3 5 19 31
Likelihood-preserving normalization in multiple equation models 0 0 1 107 1 2 13 479
Macroeconomic Volatility and Monetary Policy Regimes 0 0 0 0 0 4 9 56
Markov-Switching Structural Vector Autoregressions: Theory and Application 0 0 0 0 2 4 24 508
Markov-switching structural vector autoregressions: theory and application 0 1 8 533 5 7 20 1,009
Methods for inference in large multiple-equation Markov-switching models 0 3 4 360 3 10 14 723
Minimal state variable solutions to Markov-switching rational expectations models 0 2 4 131 2 4 14 374
Monetary Policy at the Zero Lower Bound: An Endogenous Switching Approach to Forward Guidance 0 0 0 0 0 1 11 231
Monetary Stimulus Amidst the Infrastructure Investment Spree: Evidence from China's Loan-Level Data 2 30 30 30 10 36 36 36
Normalization in econometrics 1 2 2 355 1 4 14 1,549
Normalization, probability distribution, and impulse responses 0 0 2 225 1 2 12 1,944
Perturbation Methods for Markov-Switching DSGE Models 1 1 1 89 1 4 13 243
Perturbation Methods for Markov-Switching DSGE Models 1 1 2 43 1 3 15 125
Perturbation Methods for Markov-Switching DSGE Models 0 1 1 74 0 3 14 130
Perturbation Methods for Markov-Switching Models 0 0 0 0 0 5 13 182
Perturbation methods for Markov-switching DSGE model 0 2 3 194 0 6 18 555
Perturbation methods for Markov-switching DSGE models 0 0 0 74 0 1 13 143
Perturbation methods for Markov-switching DSGE models 0 0 0 45 0 2 14 88
Sources of the Great Moderation: shocks, friction, or monetary policy? 0 1 2 142 0 4 9 312
Sources of the Great Moderation: shocks, frictions, or monetary policy? 0 0 3 89 1 4 19 190
Spline methods for extracting interest rate curves from coupon bond prices 1 2 3 1,524 3 5 16 3,457
Structural vector autoregressions: theory of identification and algorithms for inference 1 3 23 494 6 11 60 926
The Dynamic Striated Metropolis-Hastings Sampler for High-Dimensional Models 0 1 1 45 0 1 6 107
Transparency, expectations, and forecasts 0 0 2 72 0 0 5 196
Transparency, expectations, and forecasts 0 0 1 45 0 0 4 243
Trends and Cycles in China's Macroeconomy 0 1 4 111 0 3 16 172
Trends and cycles in China's macroeconomy 1 2 4 57 2 4 24 97
Understanding Markov-Switching Rational Expectations Models 0 0 0 207 1 2 5 439
Understanding Markov-switching rational expectations models 0 1 1 86 1 3 9 186
Understanding the New Keynesian model when monetary policy switches regimes 0 0 0 71 0 1 2 170
Understanding the New-Keynesian Model when Monetary Policy Switches Regimes 0 1 1 174 1 3 6 500
Total Working Papers 19 93 243 8,784 105 356 1,216 25,154


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 3 37 670 2 5 64 1,196
Asymmetric Expectation Effects of Regime Shifts in Monetary Policy 0 1 6 300 3 8 26 858
Conditional Forecasts In Dynamic Multivariate Models 2 5 30 404 9 22 101 917
Confronting model misspecification in macroeconomics 0 2 5 60 0 6 18 272
Forecast evaluation with cross-sectional data: The Blue Chip Surveys 0 0 3 197 0 3 13 836
Generalizing the Taylor Principle: Comment 0 0 0 95 0 1 17 402
Incentive compensation, accounting discretion and bank capital 0 0 2 4 1 4 14 48
Indeterminacy in a forward‐looking regime switching model 0 1 2 59 1 4 19 257
Inference Based on Structural Vector Autoregressions Identified With Sign and Zero Restrictions: Theory and Applications 0 3 12 21 3 9 37 74
Issues in hedging options positions 0 1 1 124 1 3 7 483
Likelihood preserving normalization in multiple equation models 1 2 5 103 1 3 14 325
Methods for inference in large multiple-equation Markov-switching models 2 11 45 642 8 22 103 1,213
Minimal state variable solutions to Markov-switching rational expectations models 0 3 9 218 1 9 26 505
Normalization in Econometrics 0 0 3 124 0 1 16 378
Perturbation methods for Markov‐switching dynamic stochastic general equilibrium models 0 1 5 44 1 5 22 124
Sources of macroeconomic fluctuations: A regime‐switching DSGE approach 0 0 0 0 0 4 23 493
Striated Metropolis–Hastings sampler for high-dimensional models 0 1 1 22 0 2 8 91
Structural Vector Autoregressions: Theory of Identification and Algorithms for Inference 8 19 125 845 19 48 261 1,783
The risks and rewards of selling volatility 0 0 1 426 1 2 12 1,543
Transparency, expectations and forecasts 0 0 3 52 0 0 7 213
Trends and Cycles in China's Macroeconomy 0 3 10 53 4 18 73 197
Understanding Markov-switching rational expectations models 0 2 7 287 1 5 24 631
Total Journal Articles 14 58 312 4,750 56 184 905 12,839


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 69 1 4 21 222
Total Chapters 0 0 0 69 1 4 21 222


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 3 8 286 1 4 20 554
Total Software Items 1 3 8 286 1 4 20 554


Statistics updated 2020-11-03