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 6 937
Assessing Changes in U.S. Monetary Policy in a Regime-Switching Rational Expectations Model 0 0 0 0 1 3 7 165
Asymmetric Expectation Effects of Regime Shifts and the Great Moderation 0 0 0 82 2 8 15 272
Asymmetric expectation effects of regime shifts and the Great Moderation 0 0 0 39 0 5 15 166
Asymmetric expectation effects of regime shifts and the Great Moderation 0 0 0 69 2 5 16 298
Asymmetric expectation effects of regime shifts in monetary policy 0 0 0 94 2 7 15 365
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 3 11 22 588
Conditional forecasts in dynamic multivariate models 1 1 1 908 4 10 23 2,280
Confronting Model Misspecification in Macroeconomics 0 0 0 55 2 4 9 176
Confronting model misspecification in macroeconomics 0 0 0 80 1 3 9 135
Density-Conditional Forecasts in Dynamic Multivariate Models 1 1 4 97 1 4 14 220
Effects of monetary policy regime changes in the Euro Economy 0 0 0 2 1 1 9 601
Evaluating Wall Street Journal survey forecasters: a multivariate approach 0 0 0 134 3 5 9 485
Generalizing the Taylor principle: comment 0 0 0 80 1 5 17 302
Impacts of Monetary Stimulus on Credit Allocation and Macroeconomy: Evidence from China 0 0 0 112 2 4 17 256
Impacts of Monetary Stimulus on Credit Allocation and the Macroeconomy: Evidence from China 0 0 3 114 3 9 20 284
Indeterminacy in a Forward Looking Regime Switching Model 0 0 1 91 7 8 16 272
Indeterminacy in a Forward Looking Regime Switching Model 0 0 0 24 5 8 17 230
Indeterminacy in a forward-looking regime-switching model 0 0 1 52 5 9 23 235
Inference Based On Time-Varying SVARs Identified with Time Restrictions 0 0 2 5 2 3 14 26
Inference Based on SVAR Identified with Sign and Zero Restrictions: Theory and Applications 0 0 1 73 3 5 23 188
Inference Based on SVARs Identied with Sign and Zero Restrictions: Theory and Applications 0 0 5 83 1 3 24 287
Inference Based on SVARs Identied with Sign and Zero Restrictions: Theory and Applications 0 0 1 48 1 1 11 241
Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications 0 0 0 107 3 5 24 260
Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications 0 0 1 64 1 2 13 167
Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications 0 3 4 111 7 22 47 451
Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications 0 0 5 131 4 4 31 391
Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications 1 1 5 512 9 12 47 1,614
Inference Based on Time-Varying SVARs Identified with Sign Restrictions 1 1 1 16 5 6 19 48
Inference Based on Time-Varying SVARs Identified with Sign Restrictions 0 1 1 2 2 4 12 18
Inference in Bayesian Proxy-SVARs 0 0 0 7 3 4 14 80
Inference in Bayesian Proxy-SVARs 0 1 1 8 2 5 15 68
Inference in Bayesian Proxy-SVARs 0 0 0 91 4 7 22 275
Likelihood-preserving normalization in multiple equation models 0 0 1 109 2 5 17 514
Macroeconomic Volatility and Monetary Policy Regimes 0 0 0 0 0 2 13 72
Markov-Switching Structural Vector Autoregressions: Theory and Application 0 0 0 0 5 9 19 582
Markov-switching structural vector autoregressions: theory and application 0 0 0 557 5 6 24 1,098
Methods for inference in large multiple-equation Markov-switching models 0 1 1 375 4 43 71 848
Minimal state variable solutions to Markov-switching rational expectations models 0 0 0 142 0 1 35 432
Monetary Policy at the Zero Lower Bound: An Endogenous Switching Approach to Forward Guidance 0 0 0 0 5 6 11 259
Monetary Stimulus Amidst the Infrastructure Investment Spree: Evidence from China's Loan-Level Data 0 0 0 64 6 12 26 195
Monetary Stimulus amid the Infrastructure Investment Spree: Evidence from China's Loan-Level Data 0 0 0 37 5 12 23 120
Normalization in econometrics 0 0 0 360 3 4 16 1,593
Normalization, probability distribution, and impulse responses 0 0 0 231 3 6 11 1,982
Perturbation Methods for Markov-Switching DSGE Models 0 0 1 49 1 4 21 171
Perturbation Methods for Markov-Switching DSGE Models 0 0 1 93 0 6 20 208
Perturbation Methods for Markov-Switching DSGE Models 0 0 1 96 0 4 7 270
Perturbation Methods for Markov-Switching Models 0 0 0 0 3 3 15 216
Perturbation methods for Markov-switching DSGE model 0 0 0 207 1 4 22 634
Perturbation methods for Markov-switching DSGE models 0 0 0 77 2 4 13 212
Perturbation methods for Markov-switching DSGE models 0 0 0 50 5 7 14 170
Sources of the Great Moderation: shocks, friction, or monetary policy? 0 0 1 146 2 7 19 344
Sources of the Great Moderation: shocks, frictions, or monetary policy? 0 0 1 95 3 4 15 221
Spline methods for extracting interest rate curves from coupon bond prices 0 1 3 1,538 0 6 21 3,534
Structural vector autoregressions: theory of identification and algorithms for inference 1 2 5 535 6 11 38 1,057
The Dynamic Striated Metropolis-Hastings Sampler for High-Dimensional Models 0 0 0 51 2 3 10 132
The Transmission of Financial Shocks and Leverage of Financial Institutions: An Endogenous Regime-Switching Framework 0 0 1 13 1 7 19 39
The transmission of financial shocks and leverage of financial institutions: An endogenous regime switching framework 0 0 1 21 1 4 12 44
Transparency, expectations, and forecasts 0 0 0 72 2 4 9 212
Transparency, expectations, and forecasts 0 0 0 45 2 4 12 265
Trends and Cycles in China's Macroeconomy 0 0 1 122 0 4 23 340
Trends and cycles in China's macroeconomy 0 0 1 66 2 5 14 227
Understanding Markov-Switching Rational Expectations Models 0 0 0 213 1 2 8 474
Understanding Markov-switching rational expectations models 0 0 0 87 4 8 25 230
Understanding the New Keynesian model when monetary policy switches regimes 0 0 0 72 3 6 14 190
Understanding the New-Keynesian Model when Monetary Policy Switches Regimes 0 0 0 174 7 11 38 548
Uniform Priors for Impulse Responses 0 0 0 8 4 8 13 21
Uniform Priors for Impulse Responses 0 0 0 5 5 8 13 42
Total Working Papers 5 13 56 9,539 188 433 1,276 29,877

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 6 751 3 6 29 1,368
Asymmetric Expectation Effects of Regime Shifts in Monetary Policy 0 0 1 307 1 7 22 974
Conditional Forecasts In Dynamic Multivariate Models 0 1 12 510 3 13 80 1,294
Confronting model misspecification in macroeconomics 0 0 0 68 1 2 12 318
Forecast evaluation with cross-sectional data: The Blue Chip Surveys 0 0 1 214 3 6 26 921
Generalizing the Taylor Principle: Comment 0 0 1 99 2 2 13 435
Incentive compensation, accounting discretion and bank capital 1 1 2 8 2 3 12 80
Indeterminacy in a forward‐looking regime switching model 0 1 1 62 7 9 20 290
Inference Based on Structural Vector Autoregressions Identified With Sign and Zero Restrictions: Theory and Applications 4 6 24 119 11 16 85 324
Inference in Bayesian Proxy-SVARs 0 2 8 52 1 10 43 189
Issues in hedging options positions 2 2 3 144 2 2 12 529
Likelihood preserving normalization in multiple equation models 0 3 4 111 2 6 15 358
Methods for inference in large multiple-equation Markov-switching models 0 0 3 732 1 2 27 1,437
Minimal state variable solutions to Markov-switching rational expectations models 0 2 9 270 5 10 32 641
Monetary Stimulus amidst the Infrastructure Investment Spree: Evidence from China's Loan‐Level Data 0 0 3 37 2 7 39 156
Normalization in Econometrics 0 0 3 153 3 5 20 474
Perturbation methods for Markov‐switching dynamic stochastic general equilibrium models 0 0 1 62 1 2 19 212
Sources of macroeconomic fluctuations: A regime‐switching DSGE approach 0 0 0 0 3 7 34 564
Striated Metropolis–Hastings sampler for high-dimensional models 0 0 0 26 3 7 14 121
Structural Vector Autoregressions: Theory of Identification and Algorithms for Inference 8 19 67 1,166 14 54 213 2,652
The risks and rewards of selling volatility 0 0 0 430 4 5 11 1,577
Transparency, expectations and forecasts 0 0 0 54 1 1 7 233
Trends and Cycles in China's Macroeconomy 0 0 2 73 3 12 42 404
Understanding Markov-switching rational expectations models 0 0 0 301 9 11 22 717
Total Journal Articles 15 37 151 5,749 87 205 849 16,268

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 4 4 24 309
Total Chapters 0 0 1 85 4 4 24 309

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 1 5 595
Total Software Items 0 0 0 307 0 1 5 595

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Statistics updated 2026-05-06