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Daniel F. Waggoner

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Personal Details

First Name:Daniel
Middle Name:F.
Last Name:Waggoner
Suffix:
RePEc Short-ID:pwa463
Email:
Homepage:
Postal Address:Research Department Federal Reserve Bank of Atlanta 1000 Peachtree Rd NE Atlanta, GA 30309
Phone:404.498.8278
Location: Atlanta, Georgia (United States)
Homepage: http://www.frbatlanta.org/cqer/
Email:
Phone: 404-521-8500
Fax:
Postal: 1000 Peachtree St., N.E., Atlanta, Georgia 30309
Handle: RePEc:edi:qfrbaus (more details at EDIRC)
Location: Atlanta, Georgia (United States)
Homepage: http://www.frbatlanta.org/research/
Email:
Phone: 404-521-8500
Fax:
Postal: 1000 Peachtree St., N.E., Atlanta, Georgia 30309
Handle: RePEc:edi:efrbaus (more details at EDIRC)
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  1. 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.
  2. Waggoner, Daniel F. & Wu, Hongwei & Zha, Tao, 2014. "The Dynamic Striated Metropolis-Hastings Sampler for High-Dimensional Models," Working Paper 2014-21, Federal Reserve Bank of Atlanta.
  3. Andrew Foerster & Juan Rubio-Ramirez & Dan Waggoner & Tao Zha, 2013. "Perturbation methods for Markov-switching DSGE model," Research Working Paper RWP 13-01, Federal Reserve Bank of Kansas City.
  4. 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.
  5. Daniel F. Waggoner & Tao Zha, 2010. "Confronting Model Misspecification in Macroeconomics," Emory Economics 1012, Department of Economics, Emory University (Atlanta).
  6. 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.
  7. Zheng Liu & Daniel F. Waggoner & Tao Zha, 2010. "Sources of Macroeconomic Fluctuations: A Regime-switching DSGE Approach," Emory Economics 1002, Department of Economics, Emory University (Atlanta).
  8. 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).
  9. Roger E.A. Farmer & Daniel F. Waggoner & Tao Zha, 2009. "Understanding Markov-switching rational expectations models," Working Paper 2009-05, Federal Reserve Bank of Atlanta.
  10. 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.
  11. Juan F. Rubio-Ramírez & Daniel F.Waggoner & Tao Zha, 2008. "Structural vector autoregressions: theory of identification and algorithms for inference," Working Paper 2008-18, Federal Reserve Bank of Atlanta.
  12. Roger E.A. Farmer & Daniel F. Waggoner & Tao Zha, 2008. "Generalizing the Taylor principle: comment," Working Paper 2008-19, Federal Reserve Bank of Atlanta.
  13. 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.
  14. Roger E.A. Farmer & Daniel F. Waggoner & Tao Zha, 2008. "Minimal state variable solutions to Markov-switching rational expectations models," Working Paper 2008-23, Federal Reserve Bank of Atlanta.
  15. Zheng Liu & Daniel F. Waggoner & Tao Zha, 2008. "Learning, Adaptive Expectations, and Technology Shocks," Emory Economics 0803, Department of Economics, Emory University (Atlanta).
  16. Zheng Liu & Daniel F. Waggoner & Tao Zha, 2007. "Expectation Effects of Regimes Shifts in Monetary Policy," Kiel Working Papers 1357, Kiel Institute for the World Economy.
  17. Zheng Liu & Dan Waggoner & Tao Zha, 2007. "Macroeconomic Volatility and Monetary Policy Regimes," 2007 Meeting Papers 558, Society for Economic Dynamics.
  18. 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.
  19. 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.
  20. Roger E.A. Farmer & Daniel F. Waggoner & Tao Zha, 2007. "Indeterminacy in a forward-looking regime-switching model," Working Paper 2006-19, Federal Reserve Bank of Atlanta.
  21. 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.
  22. Christopher A. Sims & Daniel F. Waggoner & Tao Zha, 2006. "Methods for inference in large multiple-equation Markov-switching models," Working Paper 2006-22, Federal Reserve Bank of Atlanta.
  23. 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.
  24. Andrew Bauer & Robert A. Eisenbeis & Daniel F. Waggoner & Tao Zha, 2006. "Transparency, expectations, and forecasts," Working Paper 2006-03, Federal Reserve Bank of Atlanta.
  25. 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.
  26. James D. Hamilton & Daniel F. Waggoner & Tao Zha, 2004. "Normalization in econometrics," Working Paper 2004-13, Federal Reserve Bank of Atlanta.
  27. Robert Eisenbeis & Daniel Waggoner & Tao Zha, 2002. "Evaluating Wall Street Journal survey forecasters: a multivariate approach," Working Paper 2002-8, Federal Reserve Bank of Atlanta.
  28. Daniel F. Waggoner & Tao Zha, 2000. "Likelihood-preserving normalization in multiple equation models," Working Paper 2000-8, Federal Reserve Bank of Atlanta.
  29. Daniel F. Waggoner & Tao Zha, 2000. "A Gibbs simulator for restricted VAR models," Working Paper 2000-3, Federal Reserve Bank of Atlanta.
  30. 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," Working Paper 2000-11, Federal Reserve Bank of Atlanta.
  31. Daniel F. Waggoner & Tao Zha, 1998. "Conditional forecasts in dynamic multivariate models," Working Paper 98-22, Federal Reserve Bank of Atlanta.
  32. Daniel F. Waggoner, 1997. "Spline methods for extracting interest rate curves from coupon bond prices," Working Paper 97-10, Federal Reserve Bank of Atlanta.
  33. Daniel F. Waggoner & Tao Zha, 1997. "Normalization, probability distribution, and impulse responses," Working Paper 97-11, Federal Reserve Bank of Atlanta.
  1. Waggoner, Daniel F. & Zha, Tao, 2012. "Confronting model misspecification in macroeconomics," Journal of Econometrics, Elsevier, vol. 171(2), pages 167-184.
  2. 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, 07.
  3. 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.
  4. Juan F. Rubio-Ram�rez & Daniel F. Waggoner & Tao Zha, 2010. "Structural Vector Autoregressions: Theory of Identification and Algorithms for Inference," Review of Economic Studies, Oxford University Press, vol. 77(2), pages 665-696.
  5. 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 608-17, March.
  6. 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.
  7. 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.
  8. 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.
  9. 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.
  10. James D. Hamilton & Daniel F. Waggoner & Tao Zha, 2007. "Normalization in Econometrics," Econometric Reviews, Taylor & Francis Journals, vol. 26(2-4), pages 221-252.
  11. Andrew Bauer & Robert A. Eisenbeis & Daniel F. Waggoner & Tao Zha, 2006. "Transparency, expectations and forecasts," Economic Review, Federal Reserve Bank of Atlanta, issue Q 1, pages 1-25.
  12. 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.
  13. Andy 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, issue Q2, pages 17-31.
  14. Waggoner, Daniel F. & Zha, Tao, 2003. "Likelihood preserving normalization in multiple equation models," Journal of Econometrics, Elsevier, vol. 114(2), pages 329-347, June.
  15. Saikat Nandi & Daniel Waggoner, 2001. "The risks and rewards of selling volatility," Economic Review, Federal Reserve Bank of Atlanta, issue Q1, pages 31-39.
  16. Saikat Nandi & Daniel F. Waggoner, 2000. "Issues in hedging options positions," Economic Review, Federal Reserve Bank of Atlanta, issue Q1, pages 24-39.
  17. 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.
  1. 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.
44 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BEC: Business Economics (3) 2009-01-10 2009-02-07 2009-04-05
  2. NEP-CBA: Central Banking (25) 2006-04-29 2006-07-28 2006-10-14 2006-12-09 2006-12-16 2007-03-17 2007-07-07 2007-07-13 2007-08-08 2007-08-08 2007-10-27 2008-10-21 2008-10-21 2009-01-10 2009-01-10 2009-02-07 2009-02-07 2009-04-05 2009-04-05 2010-05-02 2010-05-02 2010-10-30 2010-12-11 2011-01-16 2012-02-20. Author is listed
  3. NEP-CMP: Computational Economics (2) 2010-05-02 2014-11-12
  4. NEP-DGE: Dynamic General Equilibrium (16) 2007-07-07 2007-08-08 2007-10-27 2008-10-21 2009-01-10 2009-01-10 2009-02-07 2009-04-05 2010-05-02 2010-12-11 2011-01-16 2012-02-20 2013-04-06 2013-09-26 2013-12-29 2014-11-12. Author is listed
  5. NEP-ECM: Econometrics (15) 1999-01-25 2000-10-05 2000-10-31 2004-08-09 2006-01-01 2006-12-16 2008-10-07 2010-10-30 2010-12-11 2013-04-06 2013-12-20 2013-12-29 2014-01-10 2014-06-02 2015-01-19. Author is listed
  6. NEP-ETS: Econometric Time Series (9) 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. Author is listed
  7. NEP-FIN: Finance (1) 2000-10-31
  8. NEP-FMK: Financial Markets (1) 2000-10-31
  9. NEP-FOR: Forecasting (3) 2006-04-29 2006-07-28 2010-10-30
  10. NEP-HPE: History & Philosophy of Economics (1) 2004-08-09
  11. NEP-MAC: Macroeconomics (21) 2006-01-01 2006-04-29 2006-07-28 2006-10-14 2006-12-09 2006-12-16 2007-03-17 2007-07-07 2007-07-13 2007-08-08 2007-08-08 2007-10-27 2008-10-21 2009-01-10 2009-01-10 2009-02-07 2009-02-07 2009-04-05 2010-05-02 2014-11-12 2014-11-12. Author is listed
  12. NEP-MON: Monetary Economics (14) 2006-04-29 2006-10-14 2006-12-09 2006-12-16 2007-03-17 2007-07-07 2007-07-13 2007-08-08 2007-08-08 2007-10-27 2008-10-21 2009-01-10 2009-02-07 2009-04-05. Author is listed
  13. NEP-OPM: Open Economy Macroeconomics (1) 2009-02-07
  14. NEP-ORE: Operations Research (3) 2013-04-06 2013-09-26 2014-11-12
  15. NEP-UPT: Utility Models & Prospect Theory (1) 2013-12-20
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