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Daniel Waggoner
Daniel Waggoner
Verified email at atl.frb.org - Homepage
Title
Cited by
Cited by
Year
Structural vector autoregressions: Theory of identification and algorithms for inference
JF Rubio-Ramirez, DF Waggoner, T Zha
The Review of Economic Studies 77 (2), 665-696, 2010
1063*2010
Inference based on structural vector autoregressions identified with sign and zero restrictions: Theory and applications
JE Arias, JF Rubio‐Ramírez, DF Waggoner
Econometrica 86 (2), 685-720, 2018
543*2018
Conditional forecasts in dynamic multivariate models
DF Waggoner, T Zha
Review of Economics and Statistics 81 (4), 639-651, 1999
3561999
Methods for inference in large multiple-equation Markov-switching models
CA Sims, DF Waggoner, T Zha
Journal of Econometrics 146 (2), 255-274, 2008
3222008
Spline methods for extracting interest rate curves from coupon bond prices
DF Waggoner
Federal Reserve Bank of Atlanta Working Paper, 97-10, 1997
2861997
Sources of macroeconomic fluctuations: A regime‐switching DSGE approach
Z Liu, DF Waggoner, T Zha
Quantitative Economics 2 (2), 251-301, 2011
272*2011
Understanding Markov-switching rational expectations models
REA Farmer, DF Waggoner, T Zha
Journal of Economic theory 144 (5), 1849-1867, 2009
2422009
Minimal state variable solutions to Markov-switching rational expectations models
REA Farmer, DF Waggoner, T Zha
Journal of Economic Dynamics and Control 35 (12), 2150-2166, 2011
2382011
Trends and cycles in China’s macroeconomy
C Chang, K Chen, DF Waggoner, T Zha
NBER Macroeconomics Annual 30 (1), 1-84, 2016
2232016
A Gibbs sampler for structural vector autoregressions
DF Waggoner, T Zha
Journal of Economic Dynamics and Control 28 (2), 349-366, 2003
1592003
Perturbation methods for Markov‐switching dynamic stochastic general equilibrium models
A Foerster, JF Rubio‐Ramírez, DF Waggoner, T Zha
Quantitative economics 7 (2), 637-669, 2016
143*2016
Normalization in econometrics
JD Hamilton, DF Waggoner, T Zha
Econometric Reviews 26 (2-4), 221-252, 2007
1222007
Likelihood preserving normalization in multiple equation models
DF Waggoner, T Zha
Journal of Econometrics 114 (2), 329-347, 2003
116*2003
Asymmetric expectation effects of regime shifts in monetary policy
Z Liu, DF Waggoner, T Zha
Review of Economic Dynamics 12 (2), 284-303, 2009
922009
Confronting model misspecification in macroeconomics
DF Waggoner, T Zha
Journal of Econometrics 171 (2), 167-184, 2012
762012
Generalizing the Taylor principle: comment
REA Farmer, DF Waggoner, T Zha
American Economic Review 100 (1), 608-17, 2010
642010
Forecast evaluation with cross-sectional data: The Blue Chip Surveys
A Bauer, RA Eisenbeis, DF Waggoner, T Zha
Economic Review-Federal Reserve Bank of Atlanta 88 (2), 17-32, 2003
512003
Indeterminacy in a forward‐looking regime switching model
REA Farmer, DF Waggoner, T Zha
International Journal of Economic Theory 5 (1), 69-84, 2009
502009
Transparency, expectations, and forecasts
A Bauer, R Eisenbeis, DF Waggoner, TA Zha
ECB Working Paper, 2006
482006
Evaluating Wall Street Journal survey forecasters: A multivariate approach
R Eisenbeis, DF Waggoner, TA Zha
FRB of Atlanta Working Paper, 2002
412002
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