Daniel F. Waggoner
Personal Details
First Name: | Daniel |
Middle Name: | F. |
Last Name: | Waggoner |
Suffix: | |
RePEc Short-ID: | pwa463 |
[This author has chosen not to make the email address public] | |
Research Department Federal Reserve Bank of Atlanta 1000 Peachtree Rd NE Atlanta, GA 30309 | |
404.498.8278 |
Affiliation
(50%) Center for Quantitative Economic Research (CQER)
Federal Reserve Bank of Atlanta
Atlanta, Georgia (United States)http://www.frbatlanta.org/cqer/
RePEc:edi:qfrbaus (more details at EDIRC)
(50%) Economic Research Department
Federal Reserve Bank of Atlanta
Atlanta, Georgia (United States)http://www.frbatlanta.org/research/
RePEc:edi:efrbaus (more details at EDIRC)
Research output
Jump to: Working papers Articles Software ChaptersWorking papers
- Jonas E. Arias & Juan F. Rubio-Ramirez & Minchul Shin & Daniel F. Waggoner, 2024. "Inference Based On Time-Varying SVARs Identified with Time Restrictions," FRB Atlanta Working Paper 2024-4, Federal Reserve Bank of Atlanta.
- Jonas E. Arias & Juan F. Rubio-Ramirez & Minchul Shin & Daniel F. Waggoner, 2024.
"Inference Based on Time-Varying SVARs Identified with Sign Restrictions,"
Working Papers
24-05, Federal Reserve Bank of Philadelphia.
- Arias, Jonas & Rubio-RamÃrez, Juan Francisco & Shin, Minchul & Waggoner, Daniel, 2024. "Inference Based on Time-Varying SVARs Identified with Sign Restrictions," CEPR Discussion Papers 18837, C.E.P.R. Discussion Papers.
- Jonas E. Arias & Juan F. Rubio-Ramirez & Daniel F. Waggoner, 2023.
"Uniform Priors for Impulse Responses,"
FRB Atlanta Working Paper
2023-13, Federal Reserve Bank of Atlanta.
- Jonas E. Arias & Juan F. Rubio-Ramirez & Daniel F. Waggoner, 2020. "Uniform Priors for Impulse Responses," Working Papers 22-30, Federal Reserve Bank of Philadelphia.
- Kirstin Hubrich & Daniel F. Waggoner, 2022.
"The Transmission of Financial Shocks and Leverage of Financial Institutions: An Endogenous Regime-Switching Framework,"
FRB Atlanta Working Paper
2022-5, Federal Reserve Bank of Atlanta.
- Kirstin Hubrich & Daniel F. Waggoner, 2022. "The transmission of financial shocks and leverage of financial institutions: An endogenous regime switching framework," Finance and Economics Discussion Series 2022-034, Board of Governors of the Federal Reserve System (U.S.).
- Kaiji Chen & Haoyu Gao & Patrick C. Higgins & Daniel F. Waggoner & Tao Zha, 2020.
"Monetary Stimulus amid the Infrastructure Investment Spree: Evidence from China's Loan-Level Data,"
FRB Atlanta Working Paper
2020-16, Federal Reserve Bank of Atlanta.
- Kaiji Chen & Haoyu Gao & Patrick Higgins & Daniel F. Waggoner & Tao Zha, 2023. "Monetary Stimulus amidst the Infrastructure Investment Spree: Evidence from China's Loan‐Level Data," Journal of Finance, American Finance Association, vol. 78(2), pages 1147-1204, April.
- Kaiji Chen & Haoyu Gao & Patrick C. Higgins & Daniel F. Waggoner & Tao Zha, 2020. "Monetary Stimulus Amidst the Infrastructure Investment Spree: Evidence from China's Loan-Level Data," NBER Working Papers 27763, National Bureau of Economic Research, Inc.
- Jonas E. Arias & Juan F. Rubio-Ramírez & Daniel F. Waggoner, 2018.
"Inference in Bayesian Proxy-SVARs,"
Working Papers
2018-13, FEDEA.
- Arias, Jonas E. & Rubio-Ramírez, Juan F. & Waggoner, Daniel F., 2021. "Inference in Bayesian Proxy-SVARs," Journal of Econometrics, Elsevier, vol. 225(1), pages 88-106.
- Jonas E. Arias & Juan F. Rubio-Ramirez & Daniel F. Waggoner, 2018. "Inference in Bayesian Proxy-SVARs," FRB Atlanta Working Paper 2018-16, Federal Reserve Bank of Atlanta.
- Jonas E. Arias & Juan F. Rubio-Ramirez & Daniel F. Waggoner, 2018. "Inference in Bayesian Proxy-SVARs," Working Papers 18-25/R, Federal Reserve Bank of Philadelphia.
- Kaiji Chen & Patrick C. Higgins & Daniel F. Waggoner & Tao Zha, 2016.
"Impacts of Monetary Stimulus on Credit Allocation and Macroeconomy: Evidence from China,"
FRB Atlanta Working Paper
2016-9, Federal Reserve Bank of Atlanta.
- Kaiji Chen & Patrick Higgins & Daniel F. Waggoner & Tao Zha, 2016. "Impacts of Monetary Stimulus on Credit Allocation and the Macroeconomy: Evidence from China," NBER Working Papers 22650, National Bureau of Economic Research, Inc.
- Chun Chang & Kaiji Chen & Daniel F. Waggoner & Tao Zha, 2015.
"Trends and cycles in China's macroeconomy,"
FRB Atlanta Working Paper
2015-5, Federal Reserve Bank of Atlanta.
- Chun Chang & Kaiji Chen & Daniel F. Waggoner & Tao Zha, 2016. "Trends and Cycles in China's Macroeconomy," NBER Macroeconomics Annual, University of Chicago Press, vol. 30(1), pages 1-84.
- Chun Chang & Kaiji Chen & Daniel F. Waggoner & Tao Zha, 2015. "Trends and Cycles in China's Macroeconomy," NBER Chapters, in: NBER Macroeconomics Annual 2015, Volume 30, pages 1-84, National Bureau of Economic Research, Inc.
- Chun Chang & Kaiji Chen & Daniel F. Waggoner & Tao Zha, 2015. "Trends and Cycles in China's Macroeconomy," NBER Working Papers 21244, National Bureau of Economic Research, Inc.
- Kaiji Chen, 2015. "Trends and Cycles in China's Macroeconomy," 2015 Meeting Papers 145, Society for Economic Dynamics.
- Daniel F. Waggoner & Hongwei Wu & Tao Zha, 2014. "The Dynamic Striated Metropolis-Hastings Sampler for High-Dimensional Models," FRB Atlanta Working Paper 2014-21, Federal Reserve Bank of Atlanta.
- Rubio-RamÃrez, Juan Francisco & , & Arias, Jonas E., 2014.
"Inference Based on SVAR Identified with Sign and Zero Restrictions: Theory and Applications,"
CEPR Discussion Papers
9796, C.E.P.R. Discussion Papers.
- Juan Rubio-Ramirez & Daniel Waggoner & Jonas Arias, 2014. "Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications," 2014 Meeting Papers 1199, Society for Economic Dynamics.
- Arias, Jonas E. & Rubio-Ramírez, Juan F. & Waggoner, Daniel F., 2014. "Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications," Dynare Working Papers 30, CEPREMAP.
- Juan Rubio-Ramirez & Daniel Waggoner & Jonas Arias, 2016. "Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications," 2016 Meeting Papers 472, Society for Economic Dynamics.
- Jonas E. Arias & Juan F. Rubio-Ramirez & Daniel F. Waggoner, 2014. "Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications," FRB Atlanta Working Paper 2014-1, Federal Reserve Bank of Atlanta.
- Jonas E. Arias & Juan F. Rubio-Ramirez & Daniel F. Waggoner, 2014. "Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications," International Finance Discussion Papers 1100, Board of Governors of the Federal Reserve System (U.S.).
- Zha, Tao & Rubio-RamÃrez, Juan Francisco & , & Foerster, Andrew, 2013.
"Perturbation Methods for Markov-Switching DSGE Models,"
CEPR Discussion Papers
9464, C.E.P.R. Discussion Papers.
- Andrew Foerster & Juan F. Rubio‐Ramírez & Daniel F. Waggoner & Tao Zha, 2016. "Perturbation methods for Markov‐switching dynamic stochastic general equilibrium models," Quantitative Economics, Econometric Society, vol. 7(2), pages 637-669, July.
- Andrew Foerster & Juan Rubio-Ramirez & Dan Waggoner & Ta Zha, 2013. "Perturbation Methods for Markov-Switching DSGE Models," Working Papers 2013-22, FEDEA.
- Tao Zha & Juan F. Rubio-Ramirez & Daniel F. Waggoner & Andrew T. Foerster, 2010. "Perturbation Methods for Markov-Switching Models," 2010 Meeting Papers 239, Society for Economic Dynamics.
- Andrew T. Foerster & Juan F. Rubio-Ramirez & Daniel F. Waggoner & Tao Zha, 2013. "Perturbation methods for Markov-switching DSGE model," Research Working Paper RWP 13-01, Federal Reserve Bank of Kansas City.
- Andrew Foerster & Juan F. Rubio-Ramirez & Daniel F. Waggoner & Tao Zha, 2013. "Perturbation methods for Markov-switching DSGE models," FRB Atlanta Working Paper 2013-01, Federal Reserve Bank of Atlanta.
- Andrew Foerster & Juan Rubio-Ramírez & Daniel F. Waggoner & Tao Zha, 2014. "Perturbation Methods for Markov-Switching DSGE Models," NBER Working Papers 20390, National Bureau of Economic Research, Inc.
- Andrew T. Foerster & Juan F. Rubio-Ramirez & Daniel F. Waggoner & Tao Zha, 2014. "Perturbation methods for Markov-switching DSGE models," FRB Atlanta Working Paper 2014-16, Federal Reserve Bank of Atlanta.
- Juan F. Rubio-Ramírez & Jonas E. Arias & Daniel F. Waggoner, 2013.
"Inference Based on SVARs Identied with Sign and Zero Restrictions: Theory and Applications,"
Working Papers
1338, BBVA Bank, Economic Research Department.
- Juan Rubio-Ramirez & Daniel Waggoner & Jonas Arias, 2014. "Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications," 2014 Meeting Papers 1199, Society for Economic Dynamics.
- Arias, Jonas E. & Rubio-Ramírez, Juan F. & Waggoner, Daniel F., 2014. "Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications," Dynare Working Papers 30, CEPREMAP.
- Juan Rubio-Ramirez & Daniel Waggoner & Jonas Arias, 2016. "Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications," 2016 Meeting Papers 472, Society for Economic Dynamics.
- Jonas E. Arias & Juan Rubio-Ramirez & Daniel F. Waggoner, 2013. "Inference Based on SVARs Identied with Sign and Zero Restrictions: Theory and Applications," Working Papers 2013-24, FEDEA.
- Jonas E. Arias & Juan F. Rubio-Ramirez & Daniel F. Waggoner, 2014. "Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications," FRB Atlanta Working Paper 2014-1, Federal Reserve Bank of Atlanta.
- Jonas E. Arias & Juan F. Rubio-Ramirez & Daniel F. Waggoner, 2014. "Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications," International Finance Discussion Papers 1100, Board of Governors of the Federal Reserve System (U.S.).
- Tao Zha & Daniel Waggoner, 2013. "Monetary Policy at the Zero Lower Bound: An Endogenous Switching Approach to Forward Guidance," 2013 Meeting Papers 519, Society for Economic Dynamics.
- Daniel F. Waggoner & Tao Zha, 2010.
"Confronting model misspecification in macroeconomics,"
FRB Atlanta Working Paper
2010-18, Federal Reserve Bank of Atlanta.
- Waggoner, Daniel F. & Zha, Tao, 2012. "Confronting model misspecification in macroeconomics," Journal of Econometrics, Elsevier, vol. 171(2), pages 167-184.
- Daniel F. Waggoner & Tao Zha, 2012. "Confronting Model Misspecification in Macroeconomics," NBER Working Papers 17791, National Bureau of Economic Research, Inc.
- Andersson, Michael K. & Palmqvist, Stefan & Waggoner, Daniel F., 2010. "Density-Conditional Forecasts in Dynamic Multivariate Models," Working Paper Series 247, Sveriges Riksbank (Central Bank of Sweden).
- Zheng Liu & Daniel F. Waggoner & Tao Zha, 2009.
"Sources of the Great Moderation: shocks, frictions, or monetary policy?,"
FRB Atlanta Working Paper
2009-03, Federal Reserve Bank of Atlanta.
- Zheng Liu, 2009. "Sources of the Great Moderation: Shocks, Frictions, or Monetary Policy?," 2009 Meeting Papers 379, Society for Economic Dynamics.
- Zheng Liu & Daniel F. Waggoner & Tao Zha, 2009. "Sources of the Great Moderation: shocks, friction, or monetary policy?," Working Paper Series 2009-01, Federal Reserve Bank of San Francisco.
- Roger E. A. Farmer & Daniel F. Waggoner & Tao Zha, 2009.
"Understanding Markov-switching rational expectations models,"
FRB Atlanta Working Paper
2009-05, Federal Reserve Bank of Atlanta.
- Farmer, Roger E.A. & Waggoner, Daniel F. & Zha, Tao, 2009. "Understanding Markov-switching rational expectations models," Journal of Economic Theory, Elsevier, vol. 144(5), pages 1849-1867, September.
- Roger E.A. Farmer & Tao Zha & Daniel F. Waggoner, 2009. "Understanding Markov-Switching Rational Expectations Models," NBER Working Papers 14710, National Bureau of Economic Research, Inc.
- Juan F. Rubio-Ramirez & Daniel F. Waggoner & Tao Zha, 2008.
"Structural vector autoregressions: theory of identification and algorithms for inference,"
FRB Atlanta Working Paper
2008-18, Federal Reserve Bank of Atlanta.
- Juan F. Rubio-Ramírez & Daniel F. Waggoner & Tao Zha, 2010. "Structural Vector Autoregressions: Theory of Identification and Algorithms for Inference," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 77(2), pages 665-696.
- Roger E. A. Farmer & Daniel F. Waggoner & Tao Zha, 2008.
"Generalizing the Taylor principle: comment,"
FRB Atlanta Working Paper
2008-19, Federal Reserve Bank of Atlanta.
- Roger E. A. Farmer & Daniel F. Waggoner & Tao Zha, 2010. "Generalizing the Taylor Principle: Comment," American Economic Review, American Economic Association, vol. 100(1), pages 608-617, March.
- Roger E. A. Farmer & Daniel F. Waggoner & Tao Zha, 2008.
"Minimal state variable solutions to Markov-switching rational expectations models,"
FRB Atlanta Working Paper
2008-23, Federal Reserve Bank of Atlanta.
- Farmer, Roger E.A. & Waggoner, Daniel F. & Zha, Tao, 2011. "Minimal state variable solutions to Markov-switching rational expectations models," Journal of Economic Dynamics and Control, Elsevier, vol. 35(12), pages 2150-2166.
- Zheng Liu & Daniel F. Waggoner & Tao Zha, 2008.
"Asymmetric expectation effects of regime shifts in monetary policy,"
Working Paper Series
2008-22, Federal Reserve Bank of San Francisco.
- Zheng Liu & Daniel Waggoner & Tao Zha, 2009. "Asymmetric Expectation Effects of Regime Shifts in Monetary Policy," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 12(2), pages 284-303, April.
- Liu, Zheng & Waggoner, Daniel F. & Zha, Tao, 2007.
"Asymmetric Expectation Effects of Regime Shifts and the Great Moderation,"
Kiel Working Papers
1357, Kiel Institute for the World Economy (IfW Kiel).
- Zheng Liu & Daniel F. Waggoner & Tao Zha, 2007. "Asymmetric expectation effects of regime shifts and the Great Moderation," Working Papers 653, Federal Reserve Bank of Minneapolis.
- Zheng Liu & Daniel F. Waggoner & Tao Zha, 2007. "Asymmetric expectation effects of regime shifts and the Great Moderation," FRB Atlanta Working Paper 2007-23, Federal Reserve Bank of Atlanta.
- Roger E. A. Farmer & Daniel F. Waggoner & Tao Zha, 2007.
"Understanding the New Keynesian model when monetary policy switches regimes,"
FRB Atlanta Working Paper
2007-12, Federal Reserve Bank of Atlanta.
- Roger E.A. Farmer & Daniel F. Waggoner & Tao Zha, 2007. "Understanding the New-Keynesian Model when Monetary Policy Switches Regimes," NBER Working Papers 12965, National Bureau of Economic Research, Inc.
- Zheng Liu & Dan Waggoner & Tao Zha, 2007. "Macroeconomic Volatility and Monetary Policy Regimes," 2007 Meeting Papers 558, Society for Economic Dynamics.
- Zheng Liu & Daniel F. Waggoner & Tao Zha, 2007.
"Asymmetric expectation effects of regime shifts and the Great Moderation,"
FRB Atlanta Working Paper
2007-23, Federal Reserve Bank of Atlanta.
- Zheng Liu & Daniel F. Waggoner & Tao Zha, 2007. "Asymmetric expectation effects of regime shifts and the Great Moderation," Working Papers 653, Federal Reserve Bank of Minneapolis.
- Liu, Zheng & Waggoner, Daniel F. & Zha, Tao, 2007. "Asymmetric Expectation Effects of Regime Shifts and the Great Moderation," Kiel Working Papers 1357, Kiel Institute for the World Economy (IfW Kiel).
- Christopher A. Sims & Daniel F. Waggoner & Tao Zha, 2006.
"Methods for inference in large multiple-equation Markov-switching models,"
FRB Atlanta Working Paper
2006-22, Federal Reserve Bank of Atlanta.
- Sims, Christopher A. & Waggoner, Daniel F. & Zha, Tao, 2008. "Methods for inference in large multiple-equation Markov-switching models," Journal of Econometrics, Elsevier, vol. 146(2), pages 255-274, October.
- Roger E. A. Farmer & Tao Zha & Dan Waggoner, 2006. "Assessing Changes in U.S. Monetary Policy in a Regime-Switching Rational Expectations Model," 2006 Meeting Papers 334, Society for Economic Dynamics.
- Farmer, Roger & Zha, Tao & ,, 2006.
"Indeterminacy in a Forward Looking Regime Switching Model,"
CEPR Discussion Papers
5919, C.E.P.R. Discussion Papers.
- Roger E. A. Farmer & Daniel F. Waggoner & Tao Zha, 2009. "Indeterminacy in a forward‐looking regime switching model," International Journal of Economic Theory, The International Society for Economic Theory, vol. 5(1), pages 69-84, March.
- Roger E. A. Farmer & Daniel F. Waggoner & Tao Zha, 2006. "Indeterminacy in a Forward Looking Regime Switching Model," NBER Working Papers 12540, National Bureau of Economic Research, Inc.
- Roger E. A. Farmer & Daniel F. Waggoner & Tao Zha, 2007. "Indeterminacy in a forward-looking regime-switching model," FRB Atlanta Working Paper 2006-19, Federal Reserve Bank of Atlanta.
- Bauer, Andrew & Eisenbeis, Robert & Waggoner, Daniel & Zha, Tao, 2006.
"Transparency, expectations, and forecasts,"
Working Paper Series
637, European Central Bank.
- Andrew Bauer & Robert A. Eisenbeis & Daniel F. Waggoner & Tao Zha, 2006. "Transparency, expectations and forecasts," Economic Review, Federal Reserve Bank of Atlanta, vol. 91(Q 1), pages 1-25.
- Andrew Bauer & Robert A. Eisenbeis & Daniel F. Waggoner & Tao Zha, 2006. "Transparency, expectations, and forecasts," FRB Atlanta Working Paper 2006-03, Federal Reserve Bank of Atlanta.
- Juan F. Rubio-Ramirez & Daniel F. Waggoner & Tao Zha, 2005.
"Markov-switching structural vector autoregressions: theory and application,"
FRB Atlanta Working Paper
2005-27, Federal Reserve Bank of Atlanta.
- Juan F. Rubio-Ramirez & Daniel Waggoner & Tao Zha, 2006. "Markov-Switching Structural Vector Autoregressions: Theory and Application," Computing in Economics and Finance 2006 69, Society for Computational Economics.
- Tao Zha & Juan Rubio & Daniel Waggoner, 2004. "Effects of monetary policy regime changes in the Euro Economy," 2004 Meeting Papers 459, Society for Economic Dynamics.
- James D. Hamilton & Daniel F. Waggoner & Tao Zha, 2004.
"Normalization in econometrics,"
FRB Atlanta Working Paper
2004-13, Federal Reserve Bank of Atlanta.
- James D. Hamilton & Daniel F. Waggoner & Tao Zha, 2007. "Normalization in Econometrics," Econometric Reviews, Taylor & Francis Journals, vol. 26(2-4), pages 221-252.
- Robert A. Eisenbeis & Daniel F. Waggoner & Tao Zha, 2002. "Evaluating Wall Street Journal survey forecasters: a multivariate approach," FRB Atlanta Working Paper 2002-8, Federal Reserve Bank of Atlanta.
- Daniel F. Waggoner & Tao Zha, 2000.
"Likelihood-preserving normalization in multiple equation models,"
FRB Atlanta Working Paper
2000-8, Federal Reserve Bank of Atlanta.
- Waggoner, Daniel F. & Zha, Tao, 2003. "Likelihood preserving normalization in multiple equation models," Journal of Econometrics, Elsevier, vol. 114(2), pages 329-347, June.
- Daniel F. Waggoner & Tao Zha, 2000. "A Gibbs simulator for restricted VAR models," FRB Atlanta Working Paper 2000-3, Federal Reserve Bank of Atlanta.
- Edwin D. Maberly & Daniel F. Waggoner, 2000. "Closing the question on the continuation of turn-of-the-month effects: evidence from the S&P 500 Index futures contract," FRB Atlanta Working Paper 2000-11, Federal Reserve Bank of Atlanta.
- Daniel F. Waggoner & Tao Zha, 1998.
"Conditional forecasts in dynamic multivariate models,"
FRB Atlanta Working Paper
98-22, Federal Reserve Bank of Atlanta.
- Daniel F. Waggoner & Tao Zha, 1999. "Conditional Forecasts In Dynamic Multivariate Models," The Review of Economics and Statistics, MIT Press, vol. 81(4), pages 639-651, November.
- Daniel F. Waggoner, 1997. "Spline methods for extracting interest rate curves from coupon bond prices," FRB Atlanta Working Paper 97-10, Federal Reserve Bank of Atlanta.
- Daniel F. Waggoner & Tao Zha, 1997. "Normalization, probability distribution, and impulse responses," FRB Atlanta Working Paper 97-11, Federal Reserve Bank of Atlanta.
Articles
- Kaiji Chen & Haoyu Gao & Patrick Higgins & Daniel F. Waggoner & Tao Zha, 2023.
"Monetary Stimulus amidst the Infrastructure Investment Spree: Evidence from China's Loan‐Level Data,"
Journal of Finance, American Finance Association, vol. 78(2), pages 1147-1204, April.
- Kaiji Chen & Haoyu Gao & Patrick C. Higgins & Daniel F. Waggoner & Tao Zha, 2020. "Monetary Stimulus Amidst the Infrastructure Investment Spree: Evidence from China's Loan-Level Data," NBER Working Papers 27763, National Bureau of Economic Research, Inc.
- Kaiji Chen & Haoyu Gao & Patrick C. Higgins & Daniel F. Waggoner & Tao Zha, 2020. "Monetary Stimulus amid the Infrastructure Investment Spree: Evidence from China's Loan-Level Data," FRB Atlanta Working Paper 2020-16, Federal Reserve Bank of Atlanta.
- Arias, Jonas E. & Rubio-Ramírez, Juan F. & Waggoner, Daniel F., 2021.
"Inference in Bayesian Proxy-SVARs,"
Journal of Econometrics, Elsevier, vol. 225(1), pages 88-106.
- Jonas E. Arias & Juan F. Rubio-Ramírez & Daniel F. Waggoner, 2018. "Inference in Bayesian Proxy-SVARs," Working Papers 2018-13, FEDEA.
- Jonas E. Arias & Juan F. Rubio-Ramirez & Daniel F. Waggoner, 2018. "Inference in Bayesian Proxy-SVARs," FRB Atlanta Working Paper 2018-16, Federal Reserve Bank of Atlanta.
- Jonas E. Arias & Juan F. Rubio-Ramirez & Daniel F. Waggoner, 2018. "Inference in Bayesian Proxy-SVARs," Working Papers 18-25/R, Federal Reserve Bank of Philadelphia.
- Koch, Timothy W. & Waggoner, Daniel F. & Wall, Larry D., 2018. "Incentive compensation, accounting discretion and bank capital," Journal of Economics and Business, Elsevier, vol. 95(C), pages 119-140.
- Jonas E. Arias & Juan F. Rubio‐Ramírez & Daniel F. Waggoner, 2018. "Inference Based on Structural Vector Autoregressions Identified With Sign and Zero Restrictions: Theory and Applications," Econometrica, Econometric Society, vol. 86(2), pages 685-720, March.
- Andrew Foerster & Juan F. Rubio‐Ramírez & Daniel F. Waggoner & Tao Zha, 2016.
"Perturbation methods for Markov‐switching dynamic stochastic general equilibrium models,"
Quantitative Economics, Econometric Society, vol. 7(2), pages 637-669, July.
- Andrew Foerster & Juan Rubio-Ramirez & Dan Waggoner & Ta Zha, 2013. "Perturbation Methods for Markov-Switching DSGE Models," Working Papers 2013-22, FEDEA.
- Tao Zha & Juan F. Rubio-Ramirez & Daniel F. Waggoner & Andrew T. Foerster, 2010. "Perturbation Methods for Markov-Switching Models," 2010 Meeting Papers 239, Society for Economic Dynamics.
- Zha, Tao & Rubio-RamÃrez, Juan Francisco & , & Foerster, Andrew, 2013. "Perturbation Methods for Markov-Switching DSGE Models," CEPR Discussion Papers 9464, C.E.P.R. Discussion Papers.
- Andrew T. Foerster & Juan F. Rubio-Ramirez & Daniel F. Waggoner & Tao Zha, 2013. "Perturbation methods for Markov-switching DSGE model," Research Working Paper RWP 13-01, Federal Reserve Bank of Kansas City.
- Andrew Foerster & Juan Rubio-Ramírez & Daniel F. Waggoner & Tao Zha, 2014. "Perturbation Methods for Markov-Switching DSGE Models," NBER Working Papers 20390, National Bureau of Economic Research, Inc.
- Waggoner, Daniel F. & Wu, Hongwei & Zha, Tao, 2016. "Striated Metropolis–Hastings sampler for high-dimensional models," Journal of Econometrics, Elsevier, vol. 192(2), pages 406-420.
- Chun Chang & Kaiji Chen & Daniel F. Waggoner & Tao Zha, 2016.
"Trends and Cycles in China's Macroeconomy,"
NBER Macroeconomics Annual, University of Chicago Press, vol. 30(1), pages 1-84.
- Chun Chang & Kaiji Chen & Daniel F. Waggoner & Tao Zha, 2015. "Trends and Cycles in China's Macroeconomy," NBER Chapters, in: NBER Macroeconomics Annual 2015, Volume 30, pages 1-84, National Bureau of Economic Research, Inc.
- Chun Chang & Kaiji Chen & Daniel F. Waggoner & Tao Zha, 2015. "Trends and Cycles in China's Macroeconomy," NBER Working Papers 21244, National Bureau of Economic Research, Inc.
- Kaiji Chen, 2015. "Trends and Cycles in China's Macroeconomy," 2015 Meeting Papers 145, Society for Economic Dynamics.
- Chun Chang & Kaiji Chen & Daniel F. Waggoner & Tao Zha, 2015. "Trends and cycles in China's macroeconomy," FRB Atlanta Working Paper 2015-5, Federal Reserve Bank of Atlanta.
- Waggoner, Daniel F. & Zha, Tao, 2012.
"Confronting model misspecification in macroeconomics,"
Journal of Econometrics, Elsevier, vol. 171(2), pages 167-184.
- Daniel F. Waggoner & Tao Zha, 2010. "Confronting model misspecification in macroeconomics," FRB Atlanta Working Paper 2010-18, Federal Reserve Bank of Atlanta.
- Daniel F. Waggoner & Tao Zha, 2012. "Confronting Model Misspecification in Macroeconomics," NBER Working Papers 17791, National Bureau of Economic Research, Inc.
- Farmer, Roger E.A. & Waggoner, Daniel F. & Zha, Tao, 2011.
"Minimal state variable solutions to Markov-switching rational expectations models,"
Journal of Economic Dynamics and Control, Elsevier, vol. 35(12), pages 2150-2166.
- Roger E. A. Farmer & Daniel F. Waggoner & Tao Zha, 2008. "Minimal state variable solutions to Markov-switching rational expectations models," FRB Atlanta Working Paper 2008-23, Federal Reserve Bank of Atlanta.
- Zheng Liu & Daniel F. Waggoner & Tao Zha, 2011. "Sources of macroeconomic fluctuations: A regime‐switching DSGE approach," Quantitative Economics, Econometric Society, vol. 2(2), pages 251-301, July.
- Juan F. Rubio-Ramírez & Daniel F. Waggoner & Tao Zha, 2010.
"Structural Vector Autoregressions: Theory of Identification and Algorithms for Inference,"
The Review of Economic Studies, Review of Economic Studies Ltd, vol. 77(2), pages 665-696.
- Juan F. Rubio-Ramirez & Daniel F. Waggoner & Tao Zha, 2008. "Structural vector autoregressions: theory of identification and algorithms for inference," FRB Atlanta Working Paper 2008-18, Federal Reserve Bank of Atlanta.
- Roger E. A. Farmer & Daniel F. Waggoner & Tao Zha, 2010.
"Generalizing the Taylor Principle: Comment,"
American Economic Review, American Economic Association, vol. 100(1), pages 608-617, March.
- Roger E. A. Farmer & Daniel F. Waggoner & Tao Zha, 2008. "Generalizing the Taylor principle: comment," FRB Atlanta Working Paper 2008-19, Federal Reserve Bank of Atlanta.
- Roger E. A. Farmer & Daniel F. Waggoner & Tao Zha, 2009.
"Indeterminacy in a forward‐looking regime switching model,"
International Journal of Economic Theory, The International Society for Economic Theory, vol. 5(1), pages 69-84, March.
- Roger E. A. Farmer & Daniel F. Waggoner & Tao Zha, 2006. "Indeterminacy in a Forward Looking Regime Switching Model," NBER Working Papers 12540, National Bureau of Economic Research, Inc.
- Farmer, Roger & Zha, Tao & ,, 2006. "Indeterminacy in a Forward Looking Regime Switching Model," CEPR Discussion Papers 5919, C.E.P.R. Discussion Papers.
- Roger E. A. Farmer & Daniel F. Waggoner & Tao Zha, 2007. "Indeterminacy in a forward-looking regime-switching model," FRB Atlanta Working Paper 2006-19, Federal Reserve Bank of Atlanta.
- Zheng Liu & Daniel Waggoner & Tao Zha, 2009.
"Asymmetric Expectation Effects of Regime Shifts in Monetary Policy,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 12(2), pages 284-303, April.
- Zheng Liu & Daniel Waggoner & Tao Zha, 2009. "Code files for "Asymmetric Expectation Effects of Regime Shifts in Monetary Policy"," Computer Codes 08-80, Review of Economic Dynamics.
- Zheng Liu & Daniel F. Waggoner & Tao Zha, 2008. "Asymmetric expectation effects of regime shifts in monetary policy," Working Paper Series 2008-22, Federal Reserve Bank of San Francisco.
- Farmer, Roger E.A. & Waggoner, Daniel F. & Zha, Tao, 2009.
"Understanding Markov-switching rational expectations models,"
Journal of Economic Theory, Elsevier, vol. 144(5), pages 1849-1867, September.
- Roger E. A. Farmer & Daniel F. Waggoner & Tao Zha, 2009. "Understanding Markov-switching rational expectations models," FRB Atlanta Working Paper 2009-05, Federal Reserve Bank of Atlanta.
- Roger E.A. Farmer & Tao Zha & Daniel F. Waggoner, 2009. "Understanding Markov-Switching Rational Expectations Models," NBER Working Papers 14710, National Bureau of Economic Research, Inc.
- Sims, Christopher A. & Waggoner, Daniel F. & Zha, Tao, 2008.
"Methods for inference in large multiple-equation Markov-switching models,"
Journal of Econometrics, Elsevier, vol. 146(2), pages 255-274, October.
- Christopher A. Sims & Daniel F. Waggoner & Tao Zha, 2006. "Methods for inference in large multiple-equation Markov-switching models," FRB Atlanta Working Paper 2006-22, Federal Reserve Bank of Atlanta.
- James D. Hamilton & Daniel F. Waggoner & Tao Zha, 2007.
"Normalization in Econometrics,"
Econometric Reviews, Taylor & Francis Journals, vol. 26(2-4), pages 221-252.
- James D. Hamilton & Daniel F. Waggoner & Tao Zha, 2004. "Normalization in econometrics," FRB Atlanta Working Paper 2004-13, Federal Reserve Bank of Atlanta.
- Andrew Bauer & Robert A. Eisenbeis & Daniel F. Waggoner & Tao Zha, 2006.
"Transparency, expectations and forecasts,"
Economic Review, Federal Reserve Bank of Atlanta, vol. 91(Q 1), pages 1-25.
- Bauer, Andrew & Eisenbeis, Robert & Waggoner, Daniel & Zha, Tao, 2006. "Transparency, expectations, and forecasts," Working Paper Series 637, European Central Bank.
- Andrew Bauer & Robert A. Eisenbeis & Daniel F. Waggoner & Tao Zha, 2006. "Transparency, expectations, and forecasts," FRB Atlanta Working Paper 2006-03, Federal Reserve Bank of Atlanta.
- Andrew Bauer & Robert A. Eisenbeis & Daniel F. Waggoner & Tao Zha, 2003. "Forecast evaluation with cross-sectional data: The Blue Chip Surveys," Economic Review, Federal Reserve Bank of Atlanta, vol. 88(Q2), pages 17-31.
- Waggoner, Daniel F. & Zha, Tao, 2003. "A Gibbs sampler for structural vector autoregressions," Journal of Economic Dynamics and Control, Elsevier, vol. 28(2), pages 349-366, November.
- Waggoner, Daniel F. & Zha, Tao, 2003.
"Likelihood preserving normalization in multiple equation models,"
Journal of Econometrics, Elsevier, vol. 114(2), pages 329-347, June.
- Daniel F. Waggoner & Tao Zha, 2000. "Likelihood-preserving normalization in multiple equation models," FRB Atlanta Working Paper 2000-8, Federal Reserve Bank of Atlanta.
- Saikat Nandi & Daniel F. Waggoner, 2001. "The risks and rewards of selling volatility," Economic Review, Federal Reserve Bank of Atlanta, vol. 86(Q1), pages 31-39.
- Saikat Nandi & Daniel F. Waggoner, 2000. "Issues in hedging options positions," Economic Review, Federal Reserve Bank of Atlanta, vol. 85(Q1), pages 24-39.
- Daniel F. Waggoner & Tao Zha, 1999.
"Conditional Forecasts In Dynamic Multivariate Models,"
The Review of Economics and Statistics, MIT Press, vol. 81(4), pages 639-651, November.
- Daniel F. Waggoner & Tao Zha, 1998. "Conditional forecasts in dynamic multivariate models," FRB Atlanta Working Paper 98-22, Federal Reserve Bank of Atlanta.
Software components
- Zheng Liu & Daniel Waggoner & Tao Zha, 2009.
"Code files for "Asymmetric Expectation Effects of Regime Shifts in Monetary Policy","
Computer Codes
08-80, Review of Economic Dynamics.
- Zheng Liu & Daniel Waggoner & Tao Zha, 2009. "Asymmetric Expectation Effects of Regime Shifts in Monetary Policy," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 12(2), pages 284-303, April.
Chapters
- Chun Chang & Kaiji Chen & Daniel F. Waggoner & Tao Zha, 2015.
"Trends and Cycles in China's Macroeconomy,"
NBER Chapters, in: NBER Macroeconomics Annual 2015, Volume 30, pages 1-84,
National Bureau of Economic Research, Inc.
- Chun Chang & Kaiji Chen & Daniel F. Waggoner & Tao Zha, 2016. "Trends and Cycles in China's Macroeconomy," NBER Macroeconomics Annual, University of Chicago Press, vol. 30(1), pages 1-84.
- Chun Chang & Kaiji Chen & Daniel F. Waggoner & Tao Zha, 2015. "Trends and Cycles in China's Macroeconomy," NBER Working Papers 21244, National Bureau of Economic Research, Inc.
- Kaiji Chen, 2015. "Trends and Cycles in China's Macroeconomy," 2015 Meeting Papers 145, Society for Economic Dynamics.
- Chun Chang & Kaiji Chen & Daniel F. Waggoner & Tao Zha, 2015. "Trends and cycles in China's macroeconomy," FRB Atlanta Working Paper 2015-5, Federal Reserve Bank of Atlanta.
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This author is among the top 5% authors according to these criteria:- Average Rank Score
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- Number of Citations, Weighted by Number of Authors and Simple Impact Factors
- Number of Citations, Weighted by Number of Authors and Simple Impact Factors, Discounted by Citation Age
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Co-authorship network on CollEc
NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 49 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-MAC: Macroeconomics (24) 2006-01-01 2006-04-29 2006-10-14 2006-12-09 2006-12-16 2007-03-17 2007-07-07 2007-07-13 2007-08-08 2007-10-27 2008-10-21 2009-02-07 2009-02-07 2009-04-05 2014-09-05 2014-11-12 2014-11-12 2015-06-13 2015-07-11 2016-09-25 2016-10-02 2020-09-21 2021-02-01 2022-06-27. Author is listed
- NEP-CBA: Central Banking (18) 2006-04-29 2006-10-14 2006-12-09 2006-12-16 2007-03-17 2007-07-07 2007-07-13 2007-08-08 2007-10-27 2008-10-21 2008-10-21 2009-02-07 2009-02-07 2009-04-05 2009-04-05 2010-10-30 2011-01-16 2012-02-20. Author is listed
- NEP-ECM: Econometrics (18) 1999-01-25 2000-10-05 2000-10-31 2004-08-09 2006-01-01 2006-12-16 2008-10-07 2010-10-30 2013-04-06 2013-12-20 2013-12-29 2014-01-10 2014-06-02 2015-01-19 2018-12-03 2022-06-27 2023-10-30 2024-03-25. Author is listed
- NEP-MON: Monetary Economics (17) 2006-04-29 2006-10-14 2006-12-09 2006-12-16 2007-03-17 2007-07-07 2007-07-13 2007-08-08 2007-10-27 2008-10-21 2009-02-07 2009-04-05 2016-09-25 2016-10-02 2020-09-21 2022-06-27 2022-10-24. Author is listed
- NEP-DGE: Dynamic General Equilibrium (13) 2007-07-07 2007-08-08 2007-10-27 2008-10-21 2009-02-07 2009-04-05 2011-01-16 2012-02-20 2013-04-06 2013-09-26 2013-12-29 2014-09-05 2014-11-12. Author is listed
- NEP-ETS: Econometric Time Series (13) 1999-01-25 2000-10-31 2004-08-09 2006-01-01 2006-12-16 2008-10-07 2013-12-29 2014-01-10 2014-11-12 2015-02-28 2018-12-03 2023-10-30 2024-03-25. Author is listed
- NEP-CNA: China (6) 2015-06-13 2015-07-11 2016-09-25 2016-10-02 2020-09-21 2021-02-01. Author is listed
- NEP-TRA: Transition Economics (6) 2015-06-13 2015-07-11 2016-09-25 2016-10-02 2020-09-21 2021-02-01. Author is listed
- NEP-ORE: Operations Research (4) 2013-04-06 2013-09-26 2014-09-05 2014-11-12
- NEP-BEC: Business Economics (2) 2009-02-07 2009-04-05
- NEP-FDG: Financial Development and Growth (2) 2016-10-02 2022-06-27
- NEP-FOR: Forecasting (2) 2006-04-29 2010-10-30
- NEP-BAN: Banking (1) 2022-06-27
- NEP-CMP: Computational Economics (1) 2014-11-12
- NEP-FIN: Finance (1) 2000-10-31
- NEP-FMK: Financial Markets (1) 2000-10-31
- NEP-HPE: History and Philosophy of Economics (1) 2004-08-09
- NEP-OPM: Open Economy Macroeconomics (1) 2009-02-07
- NEP-UPT: Utility Models and Prospect Theory (1) 2013-12-20
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