Daniel F. Waggoner : Citation Profile


Are you Daniel F. Waggoner?

Federal Reserve Bank of Atlanta (50% share)
Federal Reserve Bank of Atlanta (50% share)

24

H index

29

i10 index

3155

Citations

RESEARCH PRODUCTION:

24

Articles

70

Papers

1

Chapters

RESEARCH ACTIVITY:

   26 years (1997 - 2023). See details.
   Cites by year: 121
   Journals where Daniel F. Waggoner has often published
   Relations with other researchers
   Recent citing documents: 119.    Total self citations: 58 (1.81 %)

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   Permalink: http://citec.repec.org/pwa463
   Updated: 2024-01-16    RAS profile: 2023-05-08    
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Relations with other researchers


Works with:

Chen, Kaiji (3)

Zha, Tao (2)

Rubio-Ramirez, Juan F (2)

Hubrich, Kirstin (2)

Higgins, Patrick (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Daniel F. Waggoner.

Is cited by:

Kilian, Lutz (68)

Zha, Tao (59)

Bianchi, Francesco (52)

Rubio-Ramirez, Juan F (34)

Foerster, Andrew (32)

Scharler, Johann (32)

Schorfheide, Frank (30)

Lhuissier, Stéphane (30)

Caldara, Dario (29)

Canova, Fabio (29)

Huber, Florian (27)

Cites to:

Zha, Tao (136)

Sims, Christopher (63)

Leeper, Eric (46)

Schorfheide, Frank (34)

Gertler, Mark (31)

Sargent, Thomas (27)

Smets, Frank (25)

Geweke, John (22)

Christiano, Lawrence (21)

Farmer, Roger (21)

Eichenbaum, Martin (21)

Main data


Where Daniel F. Waggoner has published?


Journals with more than one article published# docs
Journal of Econometrics5
Economic Review4
Journal of Economic Dynamics and Control2

Working Papers Series with more than one paper published# docs
FRB Atlanta Working Paper / Federal Reserve Bank of Atlanta31
NBER Working Papers / National Bureau of Economic Research, Inc8
CEPR Discussion Papers / C.E.P.R. Discussion Papers3
Working Papers / Federal Reserve Bank of Philadelphia2
2014 Meeting Papers / Society for Economic Dynamics2
2016 Meeting Papers / Society for Economic Dynamics2
Working Paper Series / Federal Reserve Bank of San Francisco2
International Finance Discussion Papers / Board of Governors of the Federal Reserve System (U.S.)2

Recent works citing Daniel F. Waggoner (2024 and 2023)


YearTitle of citing document
2023Trade with Correlation. (2023). Ramondo, Natalia ; Lind, Nelson. In: American Economic Review. RePEc:aea:aecrev:v:113:y:2023:i:2:p:317-53.

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2023Algorithm is Experiment: Machine Learning, Market Design, and Policy Eligibility Rules. (2021). Narita, Yusuke ; Yata, Kohei. In: Papers. RePEc:arx:papers:2104.12909.

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2023Estimating the non-Gaussian Dimension in Structural Linear Systems. (2022). Cabello, Miguel. In: Papers. RePEc:arx:papers:2212.07263.

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2023Estimating the Effects of Fiscal Policy using a Novel Proxy Shrinkage Prior. (2023). Pruser, Jan ; Klein, Mathias ; Keweloh, Sascha A. In: Papers. RePEc:arx:papers:2302.13066.

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2023Distributional Vector Autoregression: Eliciting Macro and Financial Dependence. (2023). Oka, Tatsushi ; Zhu, Dan ; Wang, Yunyun. In: Papers. RePEc:arx:papers:2303.04994.

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2023Time-Varying Identification of Monetary Policy Shocks. (2023). Wo, Tomasz ; Camehl, Annika. In: Papers. RePEc:arx:papers:2311.05883.

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2023Risk Amplification Macro Model (RAMM). (2023). Tuzcuoglu, Kerem. In: Technical Reports. RePEc:bca:bocatr:123.

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2023Supply Drivers of US Inflation Since the COVID-19 Pandemic. (2023). Tuzcuoglu, Kerem ; Kabaca, Serdar. In: Staff Working Papers. RePEc:bca:bocawp:23-19.

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2023.

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2023The drivers of market-based inflation expectations in the euro area and in the US. (2023). Rossi, Luca ; Hoynck, Christian. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_779_23.

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2023Energy price shocks and inflation in the euro area. (2023). Tagliabracci, Alex ; delle Monache, Davide ; Corsello, Francesco ; Conflitti, Cristina ; Busetti, Fabio ; Neri, Stefano. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_792_23.

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2023The effects of the pandemic on households financial savings: a Bayesian structural VAR analysis. (2023). Vercelli, Francesco ; Lilla, Francesca ; Infante, Luigi. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1421_23.

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2023Effects of the Extraordinary Measures Implemented by Banco de México during the COVID-19 Pandemic on Financial Conditions. (2023). Ibarra, Raul ; Cuadra, Gabriel ; Alba, Carlos ; Gabriel, Cuadra. In: Working Papers. RePEc:bdm:wpaper:2023-03.

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2023Fiscal deficits and the socioeconomic consequences of rebalancing: Insights from a TVP?VAR with stochastic volatility. (2023). Sala, Hector ; Pham, Binh Thai. In: Australian Economic Papers. RePEc:bla:ausecp:v:62:y:2023:i:2:p:214-235.

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2023.

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2023Partial identification for growth regimes: The case of Latin American countries. (2023). Carrillomaldonado, Paul. In: Metroeconomica. RePEc:bla:metroe:v:74:y:2023:i:3:p:557-583.

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2023The Nexus between Public Debt and the Government Spending Multiplier: Fiscal Adjustments Matter. (2023). Iwata, Yasuharu ; Iiboshi, Hirokuni. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:85:y:2023:i:4:p:830-858.

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2023Is the US Phillips curve stable? Evidence from Bayesian vector autoregressions. (2023). Österholm, Pär ; Karlsson, Sune ; Osterholm, Par. In: Scandinavian Journal of Economics. RePEc:bla:scandj:v:125:y:2023:i:1:p:287-314.

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2023Did monetary policy kill the Phillips Curve? Some simple arithmetics. (2023). Vaccaro-Grange, Etienne ; Furlanetto, Francesco ; Bergholt, Drago. In: Working Paper. RePEc:bno:worpap:2023_2.

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2023A Bayesian DSGE Approach to Modelling Cryptocurrency. (2023). Lorusso, Marco ; Asimakopoulos, Stylianos ; Ravazzolo, Francesco. In: Working Papers. RePEc:bny:wpaper:0120.

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2023Monetary policy shocks and exchange rate dynamics in small open economies. (2023). Tchatoka, Firmin Doko ; Cross, Jamie L ; Haque, Qazi ; Terrell, Madison. In: Working Papers. RePEc:bny:wpaper:0121.

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2023The market for inflation risk. (2023). Czech, Robert ; Reis, Ricardo ; Ding, Sitong ; Bahaj, Saleem. In: Bank of England working papers. RePEc:boe:boeewp:1028.

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2023Is Deflation Cause For Panic? Evidence from the National Banking Era*. (2023). Pender, Casey. In: Carleton Economic Papers. RePEc:car:carecp:23-04.

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2023Functional Shocks to Inflation Expectations and Real Interest Rates and Their Macroeconomic Effects. (2023). Caporale, Guglielmo Maria ; Anderl, Christina. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10656.

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2023Shipping Cost Uncertainty, Endogenous Regime Switching and the Global Drivers of Inflation. (2023). Caporale, Guglielmo Maria ; Anderl, Christina. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10798.

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2023Disentangling Demand and Supply Inflation Shocks from Chilean Electronic Payment Data. (2023). Hernandez-Roman, L G ; Eterovic, Nicolas ; Carlomagno, Guillermo. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:986.

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2023The Energy-Price Channel of (European) Monetary Policy. (2023). Schumann, Ben ; Kurcz, Frederik ; Kriwoluzky, Alexander ; Ider, Gokhan. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp2033.

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2023Global Risk and the Dollar. (2023). Müller, Gernot ; Georgiadis, Georgios ; Schumann, Ben. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp2057.

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2023Dollar Trinity and the Global Financial Cycle. (2023). Müller, Gernot ; Georgiadis, Georgios ; Schumann, Ben. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp2058.

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2023DSGE model forecasting: rational expectations vs. adaptive learning. (2023). Warne, Anders. In: Working Paper Series. RePEc:ecb:ecbwps:20232768.

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2023Quantifying financial stability trade-offs for monetary policy: a quantile VAR approach. (2023). Lund-Thomsen, Frederik ; Kremer, Manfred ; Chavleishvili, Sulkhan. In: Working Paper Series. RePEc:ecb:ecbwps:20232833.

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2023BEAST: A model for the assessment of system-wide risks and macroprudential policies. (2023). Boucherie, Louis ; Janokova, Martina ; Velasco, Sofia ; Panos, Jiri ; Lampe, Max ; Dimitrov, Ivan ; Vagliano, Gianluca ; Gross, Johannes ; Budnik, Katarzyna. In: Working Paper Series. RePEc:ecb:ecbwps:20232855.

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2023Financial shock transmission to heterogeneous firms: the earnings-based borrowing constraint channel. (2023). Grothe, Magdalena ; Chiu, Livia ; van Robays, Ine ; Schulze, Tatjana. In: Working Paper Series. RePEc:ecb:ecbwps:20232860.

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2023China’s footprint in global financial markets. (2023). Manu, Ana-Simona ; Lodge, David ; van Robays, Ine. In: Working Paper Series. RePEc:ecb:ecbwps:20232861.

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2023Monetary/fiscal policy regimes in post-war Europe. (2023). Jacquinot, Pascal ; Bouabdallah, Othman ; Patella, Valeria. In: Working Paper Series. RePEc:ecb:ecbwps:20232871.

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2023What drives core inflation? The role of supply shocks. (2023). Bobeica, Elena ; Babura, Marta ; Hernandez, Catalina Martinez. In: Working Paper Series. RePEc:ecb:ecbwps:20232875.

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2023A revisit to sovereign risk contagion in eurozone with mutual exciting regime-switching model. (2023). Ge, Shuyi. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:146:y:2023:i:c:s0165188922002688.

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2023Point estimation in sign-restricted SVARs based on independence criteria with an application to rational bubbles. (2023). Wang, Shu ; Herwartz, Helmut. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:151:y:2023:i:c:s0165188923000362.

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2023The shortage of safe assets and Chinas housing boom. (2023). Mei, Dongzhou ; Luo, Yuwei. In: Economic Modelling. RePEc:eee:ecmode:v:119:y:2023:i:c:s0264999322003637.

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2023Great moderation with Chinese characteristics: Uncovering the role of monetary policy. (2023). Liu, Ding ; Sun, Weihong. In: Economic Modelling. RePEc:eee:ecmode:v:121:y:2023:i:c:s0264999323000366.

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2023Exploring the trade-off between leaning against credit and stabilizing economic activity. (2023). Benati, Luca. In: Economics Letters. RePEc:eee:ecolet:v:223:y:2023:i:c:s0165176523000198.

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2023Nowcasting the output gap. (2023). Wong, Benjamin ; Morley, James ; Berger, Tino. In: Journal of Econometrics. RePEc:eee:econom:v:232:y:2023:i:1:p:18-34.

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2023Improved marginal likelihood estimation via power posteriors and importance sampling. (2023). Yu, Jun ; Wang, Nianling ; Li, Yong. In: Journal of Econometrics. RePEc:eee:econom:v:234:y:2023:i:1:p:28-52.

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2023Comparing stochastic volatility specifications for large Bayesian VARs. (2023). Chan, Joshua. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1419-1446.

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2023Model averaging for asymptotically optimal combined forecasts. (2023). Liu, Chu-An ; Chen, Yi-Ting. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:592-607.

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2023Global robust Bayesian analysis in large models. (2023). Ho, Paul. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:608-642.

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2023A solution to the global identification problem in DSGE models. (2023). Kocięcki, Andrzej ; Kolasa, Marcin ; Kocicki, Andrzej. In: Journal of Econometrics. RePEc:eee:econom:v:236:y:2023:i:2:s0304407623001938.

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2023Bank capital requirement shocks: A narrative perspective. (2023). Conti, Antonio ; Signoretti, Federico M ; Nobili, Andrea. In: European Economic Review. RePEc:eee:eecrev:v:151:y:2023:i:c:s0014292122001507.

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2023News shocks to investment-specific technology in business cycles. (2023). Liao, Shian-Yu ; Chen, Been-Lon. In: European Economic Review. RePEc:eee:eecrev:v:152:y:2023:i:c:s0014292122002434.

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2023Inflation tolerance ranges in the New Keynesian model. (2023). Matheron, Julien ; Marx, Magali ; le Bihan, Herve. In: European Economic Review. RePEc:eee:eecrev:v:153:y:2023:i:c:s0014292123000272.

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2023Long-term inflation expectations and monetary policy in the euro area before the pandemic. (2023). Neri, Stefano. In: European Economic Review. RePEc:eee:eecrev:v:154:y:2023:i:c:s0014292123000557.

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2023Evidence on monetary transmission and the role of imperfect information: Interest rate versus inflation target shocks. (2023). Rabitsch, Katrin ; Lukmanova, Elizaveta. In: European Economic Review. RePEc:eee:eecrev:v:158:y:2023:i:c:s001429212300185x.

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2023Oil price assumptions for macroeconomic policy. (2023). Filis, George ; Degiannakis, Stavros. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322005540.

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2023Structural sources of oil market volatility and correlation dynamics. (2023). Stewart, Shamar ; Liu, Xiaochun ; Harrison, Andre. In: Energy Economics. RePEc:eee:eneeco:v:121:y:2023:i:c:s0140988323001561.

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2023Variable Split Convolutional Attention: A novel Deep Learning model applied to the household electric power consumption. (2023). Pereira, Fernando Lobo ; Ribeiro, Vitor Miguel ; Gonalves, Rui. In: Energy. RePEc:eee:energy:v:274:y:2023:i:c:s0360544223007156.

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2023Spillback effects of US unconventional monetary policy. (2023). Cheng, Kai ; Tang, Yanling ; Yang, Yang. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612323000569.

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2023Nonlinear relationship between monetary policy and stock returns: Evidence from the U.S.. (2023). Jiang, Cheng ; Chauvet, Marcelle. In: Global Finance Journal. RePEc:eee:glofin:v:55:y:2023:i:c:s1044028322000989.

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2023Capital flows and income inequality. (2023). Spiegel, Mark ; Zhang, Jingyi ; Liu, Zheng. In: Journal of International Economics. RePEc:eee:inecon:v:144:y:2023:i:c:s0022199623000624.

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2023Unconventional monetary policies and credit co-movement in the Eurozone. (2023). Fazio, Giorgio ; Casalin, Fabrizio ; Sleibi, Yacoub. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:85:y:2023:i:c:s1042443123000471.

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2023The COVID-19 shock and challenges for inflation modelling. (2023). Hartwig, Benny ; Bobeica, Elena. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:519-539.

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2023Bayesian forecast combination using time-varying features. (2023). Li, Feng ; Kang, Yanfei. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1287-1302.

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2023The incremental information in the yield curve about future interest rate risk. (2023). Christensen, Bent Jesper ; Veliyev, Bezirgen ; Kjar, Mads Markvart. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:155:y:2023:i:c:s0378426623001711.

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2023Market distortion, factor misallocation, and efficiency loss in manufacturing enterprises. (2023). Xu, Jingjue ; Huang, Duen-Huang ; Luo, Jiayu ; Zhang, Shangfeng. In: Journal of Business Research. RePEc:eee:jbrese:v:154:y:2023:i:c:s0148296322007433.

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2023Facial attractiveness and CEO compensation: Evidence from the banking industry. (2023). Vahamaa, Sami ; Ranta, Mikko ; Ahmed, Shaker. In: Journal of Economics and Business. RePEc:eee:jebusi:v:123:y:2023:i:c:s0148619522000510.

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2023Price level targeting under fiscal dominance. (2023). Gobbi, Alessandro ; Florio, Anna ; Ascari, Guido. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:137:y:2023:i:c:s0261560623000773.

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2023Information effects of monetary policy announcements on oil price. (2023). Chen, Sanpan ; Zhang, Jiqiang ; Yang, Yang. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:30:y:2023:i:c:s2405851322000265.

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2023An anatomy of external shocks in the Andean region. (2023). Díaz-Cassou, Javier ; Carrillo-Maldonado, Paul ; Diaz-Cassou, Javier. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:27:y:2023:i:c:s1703494923000075.

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2023The impact of Chinas economic uncertainty on commodity and financial markets. (2023). Wang, Shu ; Chang, Long ; Yin, Hong. In: Resources Policy. RePEc:eee:jrpoli:v:84:y:2023:i:c:s0301420723004907.

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2023A BVAR toolkit to assess macrofinancial risks in Brazil and Mexico. (2023). Campos, Rodolfo ; Molina, Luis ; Berganza, Juan Carlos ; Andresescayola, Erik. In: Latin American Journal of Central Banking (previously Monetaria). RePEc:eee:lajcba:v:4:y:2023:i:1:s2666143822000333.

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2023Identification with External Instruments in Structural VARs. (2023). Ricco, Giovanni ; Miranda-Agrippino, Silvia. In: Journal of Monetary Economics. RePEc:eee:moneco:v:135:y:2023:i:c:p:1-19.

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2023What does anticipated monetary policy do?. (2023). King, Thomas B ; Damico, Stefania. In: Journal of Monetary Economics. RePEc:eee:moneco:v:138:y:2023:i:c:p:123-139.

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2023Time-varying impact of fiscal shocks over GDP growth in Peru: An empirical application using hybrid TVP-VAR-SV models. (2023). Rodríguez, Gabriel ; Jimenez, Alvaro ; Ataurima Arellano, Miguel. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:64:y:2023:i:c:p:314-332.

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2023Global Shocks and Emerging Economies: Disentangling the Commodity Roller Coaster. (2023). Valerio, Andre Cordeiro ; Ferreira, Mauro Sayar. In: Revista Brasileira de Economia - RBE. RePEc:fgv:epgrbe:v:76:y:2023:i:3:a:82691.

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2023The Impacts of Supply Chain Disruptions on Inflation. (2023). Gordon, Matthew V ; Clark, Todd E. In: Economic Commentary. RePEc:fip:fedcec:96111.

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2023How to Construct Monthly VAR Proxies Based on Daily Futures Market Surprises. (2023). Kilian, Lutz. In: Working Papers. RePEc:fip:feddwp:96517.

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2023Identification Using Higher-Order Moments Restrictions. (2023). ferroni, filippo ; Andrade, Philippe ; Melosi, Leonardo. In: Working Paper Series. RePEc:fip:fedhwp:96666.

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2023Averaging Impulse Responses Using Prediction Pools. (2023). Matthes, Christian ; Lubik, Thomas A ; Ho, Paul. In: Working Paper. RePEc:fip:fedrwp:95601.

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2023Energy Price Shocks and Current Account Balances: Evidence from Emerging Market and Developing Economies. (2023). YILMAZKUDAY, HAKAN ; Vasishtha, Garima ; Lebrand, Mathilde. In: Working Papers. RePEc:fiu:wpaper:2305.

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2023Circulation Expectations, Farmer Trust, and Farmers’ Contract Choice Behavior. (2023). Wenjun, Zhuo. In: Land. RePEc:gam:jlands:v:12:y:2023:i:8:p:1588-:d:1215601.

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2023Identification of fluctuations origins in the Business Cycle in Morocco: Reduced DSGE modelling. (2023). Hefnaoui, Ahmed ; el Mzabi, Amal ; Fanchy, Hajar. In: Post-Print. RePEc:hal:journl:hal-04304857.

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2023Estimating trend inflation in a regime-switching Phillips curve. (2023). Nakajima, Jouchi. In: Discussion Paper Series. RePEc:hit:hituec:750.

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2023Have Credit Card Services Become Important to Monetary Aggregation? An Application of Sign Restricted Bayesian VAR. (2023). Park, Hyun ; Barnett, William. In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS. RePEc:kan:wpaper:202304.

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2023DSGE-SVt: An Econometric Toolkit for High-Dimensional DSGE Models with SV and t Errors. (2023). Tan, Fei ; Shin, Minchul ; Chib, Siddhartha. In: Computational Economics. RePEc:kap:compec:v:61:y:2023:i:1:d:10.1007_s10614-021-10200-y.

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2023Macroeconomic effects of oil price shocks on an emerging market economy. (2023). Mattos, Leonardo Bornacki ; da Silva, Rodrigo. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:56:y:2023:i:2:d:10.1007_s10644-022-09445-w.

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2023China’s Monetary Policy and the Loan Market: How Strong is the Credit Channel in China?. (2023). Nuutilainen, Riikka ; Breitenlechner, Max. In: Open Economies Review. RePEc:kap:openec:v:34:y:2023:i:3:d:10.1007_s11079-022-09705-2.

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2023Capital Inflows and Income Inequality:Evidence from Panel VAR Approach. (2023). Yun, Jinyeong. In: MAGKS Papers on Economics. RePEc:mar:magkse:202322.

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2023Inflation Dynamics and Quantitative Easing. (2023). Yu, Sherry ; Khemraj, Tarron. In: Eastern Economic Journal. RePEc:pal:easeco:v:49:y:2023:i:4:d:10.1057_s41302-023-00257-y.

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2023The Nexus between Public Debt and the Government Spending Multiplier: Fiscal Adjustments Matter. (2023). Iiboshi, Hirokuni ; Iwata, Yasuharu. In: MPRA Paper. RePEc:pra:mprapa:116310.

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2023The Nexus between Public Debt and the Government Spending Multiplier: Fiscal Adjustments Matter. (2023). Iwata, Yasuharu ; Iiboshi, Hirokuni. In: MPRA Paper. RePEc:pra:mprapa:116347.

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2023The Nexus between Public Debt and the Government Spending Multiplier: Fiscal Adjustments Matter. (2023). Iiboshi, Hirokuni ; Iwata, Yasuharu. In: MPRA Paper. RePEc:pra:mprapa:116355.

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2023Disaggregated Inflation Dynamics in Thailand: Which Shocks Matter?. (2023). Manopimoke, Pym ; Nookhwun, Nuwat. In: PIER Discussion Papers. RePEc:pui:dpaper:211.

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2023Trend Inflation and Evolving Inflation Dynamics:A Bayesian GMM Analysis. (). Kurozumi, Takushi ; Shintani, Mototsugu ; Gemma, Yasufumi. In: Review of Economic Dynamics. RePEc:red:issued:22-126.

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2023Does my model predict a forward guidance puzzle?. (). McClung, Nigel ; Gibbs, Christopher. In: Review of Economic Dynamics. RePEc:red:issued:22-197.

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2023Fat Tailed DSGE Models: A Survey and New Results. (2023). Sorge, Marco ; Dave, Chetan. In: Working Papers. RePEc:ris:albaec:2023_003.

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2023Noise shocks and business cycle fluctuations in three major European Economies. (2023). Reigl, Nicolas. In: Empirical Economics. RePEc:spr:empeco:v:64:y:2023:i:2:d:10.1007_s00181-022-02272-y.

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2023Small open economies and external shocks: an application of Bayesian global vector autoregression model. (2023). Abubakar, Jamaladeen ; Bashir, Nafiu A ; Onipede, Samuel F. In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:57:y:2023:i:2:d:10.1007_s11135-022-01423-8.

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2023Robust and efficient specification tests in Markov-switching autoregressive models. (2023). Chiba, Masaru. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:26:y:2023:i:1:d:10.1007_s11203-022-09277-5.

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2023The role of announced exchange rate policies on exchange rate pass-through to consumer prices in an oil-based small open economy. (2023). Sanusi, Aliyu Rafindadi ; Iliyasu, Jamilu. In: SN Business & Economics. RePEc:spr:snbeco:v:3:y:2023:i:1:d:10.1007_s43546-022-00391-3.

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2023Time changing effects of external shocks on macroeconomic fluctuations in Peru: empirical application using regime-switching VAR models with stochastic volatility. (2023). Rodríguez, Gabriel ; Chavez, Paulo. In: Review of World Economics (Weltwirtschaftliches Archiv). RePEc:spr:weltar:v:159:y:2023:i:2:d:10.1007_s10290-022-00474-1.

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More than 100 citations found, this list is not complete...

Works by Daniel F. Waggoner:


YearTitleTypeCited
2010Generalizing the Taylor Principle: Comment In: American Economic Review.
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2008Generalizing the Taylor principle: comment.(2008) In: FRB Atlanta Working Paper.
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2013Inference Based on SVARs Identied with Sign and Zero Restrictions: Theory and Applications In: Working Papers.
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2014Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications.(2014) In: Dynare Working Papers.
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2013Inference Based on SVARs Identied with Sign and Zero Restrictions: Theory and Applications.(2013) In: Working Papers.
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2014Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications.(2014) In: FRB Atlanta Working Paper.
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2014Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications.(2014) In: International Finance Discussion Papers.
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2014Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications.(2014) In: 2014 Meeting Papers.
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2016Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications.(2016) In: 2016 Meeting Papers.
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2009Indeterminacy in a forward?looking regime switching model In: International Journal of Economic Theory.
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2006Indeterminacy in a Forward Looking Regime Switching Model.(2006) In: CEPR Discussion Papers.
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2007Indeterminacy in a forward-looking regime-switching model.(2007) In: FRB Atlanta Working Paper.
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2006Indeterminacy in a Forward Looking Regime Switching Model.(2006) In: NBER Working Papers.
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2023Monetary Stimulus amidst the Infrastructure Investment Spree: Evidence from Chinas Loan?Level Data In: Journal of Finance.
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2020Monetary Stimulus amid the Infrastructure Investment Spree: Evidence from Chinas Loan-Level Data.(2020) In: FRB Atlanta Working Paper.
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2020Monetary Stimulus Amidst the Infrastructure Investment Spree: Evidence from Chinas Loan-Level Data.(2020) In: NBER Working Papers.
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2013Perturbation Methods for Markov-Switching DSGE Models In: CEPR Discussion Papers.
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2013Perturbation Methods for Markov-Switching DSGE Models.(2013) In: Working Papers.
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2013Perturbation methods for Markov-switching DSGE models.(2013) In: FRB Atlanta Working Paper.
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2014Perturbation methods for Markov-switching DSGE models.(2014) In: FRB Atlanta Working Paper.
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2013Perturbation methods for Markov-switching DSGE model.(2013) In: Research Working Paper.
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2014Perturbation Methods for Markov-Switching DSGE Models.(2014) In: NBER Working Papers.
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paper
2010Perturbation Methods for Markov-Switching Models.(2010) In: 2010 Meeting Papers.
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2016Perturbation methods for Markov?switching dynamic stochastic general equilibrium models.(2016) In: Quantitative Economics.
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2014Inference Based on SVAR Identified with Sign and Zero Restrictions: Theory and Applications In: CEPR Discussion Papers.
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paper182
2014Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications.(2014) In: Dynare Working Papers.
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This paper has nother version. Agregated cites: 182
paper
2014Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications.(2014) In: FRB Atlanta Working Paper.
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This paper has nother version. Agregated cites: 182
paper
2014Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications.(2014) In: International Finance Discussion Papers.
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paper
2014Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications.(2014) In: 2014 Meeting Papers.
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2016Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications.(2016) In: 2016 Meeting Papers.
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2006Transparency, expectations, and forecasts In: Working Paper Series.
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2006Transparency, expectations and forecasts.(2006) In: Economic Review.
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2006Transparency, expectations, and forecasts.(2006) In: FRB Atlanta Working Paper.
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2011Sources of macroeconomic fluctuations: A regime‐switching DSGE approach In: Quantitative Economics.
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2003A Gibbs sampler for structural vector autoregressions In: Journal of Economic Dynamics and Control.
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2011Minimal state variable solutions to Markov-switching rational expectations models In: Journal of Economic Dynamics and Control.
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2008Minimal state variable solutions to Markov-switching rational expectations models.(2008) In: FRB Atlanta Working Paper.
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2003Likelihood preserving normalization in multiple equation models In: Journal of Econometrics.
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2000Likelihood-preserving normalization in multiple equation models.(2000) In: FRB Atlanta Working Paper.
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2008Methods for inference in large multiple-equation Markov-switching models In: Journal of Econometrics.
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2006Methods for inference in large multiple-equation Markov-switching models.(2006) In: FRB Atlanta Working Paper.
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2012Confronting model misspecification in macroeconomics In: Journal of Econometrics.
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article72
2010Confronting model misspecification in macroeconomics.(2010) In: FRB Atlanta Working Paper.
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2012Confronting Model Misspecification in Macroeconomics.(2012) In: NBER Working Papers.
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2016Striated Metropolis–Hastings sampler for high-dimensional models In: Journal of Econometrics.
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2021Inference in Bayesian Proxy-SVARs In: Journal of Econometrics.
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2018Inference in Bayesian Proxy-SVARs.(2018) In: Working Papers.
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2018Inference in Bayesian Proxy-SVARs.(2018) In: FRB Atlanta Working Paper.
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2018Inference in Bayesian Proxy-SVARs.(2018) In: Working Papers.
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2018Incentive compensation, accounting discretion and bank capital In: Journal of Economics and Business.
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2009Understanding Markov-switching rational expectations models In: Journal of Economic Theory.
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article152
2009Understanding Markov-switching rational expectations models.(2009) In: FRB Atlanta Working Paper.
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2009Understanding Markov-Switching Rational Expectations Models.(2009) In: NBER Working Papers.
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2000Issues in hedging options positions In: Economic Review.
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article1
2001The risks and rewards of selling volatility In: Economic Review.
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2003Forecast evaluation with cross-sectional data: The Blue Chip Surveys In: Economic Review.
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article25
2000Closing the question on the continuation of turn-of-the-month effects: evidence from the S&P 500 Index futures contract In: FRB Atlanta Working Paper.
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paper3
2000A Gibbs simulator for restricted VAR models In: FRB Atlanta Working Paper.
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paper3
2002Evaluating Wall Street Journal survey forecasters: a multivariate approach In: FRB Atlanta Working Paper.
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paper22
2004Normalization in econometrics In: FRB Atlanta Working Paper.
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paper70
2007Normalization in Econometrics.(2007) In: Econometric Reviews.
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2005Markov-switching structural vector autoregressions: theory and application In: FRB Atlanta Working Paper.
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2006Markov-Switching Structural Vector Autoregressions: Theory and Application.(2006) In: Computing in Economics and Finance 2006.
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2007Understanding the New Keynesian model when monetary policy switches regimes In: FRB Atlanta Working Paper.
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2007Understanding the New-Keynesian Model when Monetary Policy Switches Regimes.(2007) In: NBER Working Papers.
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2007Asymmetric expectation effects of regime shifts and the Great Moderation In: FRB Atlanta Working Paper.
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2007Asymmetric expectation effects of regime shifts and the Great Moderation.(2007) In: Working Papers.
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2007Asymmetric Expectation Effects of Regime Shifts and the Great Moderation.(2007) In: Kiel Working Papers.
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2008Structural vector autoregressions: theory of identification and algorithms for inference In: FRB Atlanta Working Paper.
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2010Structural Vector Autoregressions: Theory of Identification and Algorithms for Inference.(2010) In: Review of Economic Studies.
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2009Sources of the Great Moderation: shocks, frictions, or monetary policy? In: FRB Atlanta Working Paper.
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2009Sources of the Great Moderation: shocks, friction, or monetary policy?.(2009) In: Working Paper Series.
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2014The Dynamic Striated Metropolis-Hastings Sampler for High-Dimensional Models In: FRB Atlanta Working Paper.
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paper1
2015Trends and cycles in Chinas macroeconomy In: FRB Atlanta Working Paper.
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2015Trends and Cycles in Chinas Macroeconomy.(2015) In: NBER Chapters.
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2015Trends and Cycles in Chinas Macroeconomy.(2015) In: NBER Working Papers.
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2016Trends and Cycles in Chinas Macroeconomy.(2016) In: NBER Macroeconomics Annual.
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2016Impacts of Monetary Stimulus on Credit Allocation and Macroeconomy: Evidence from China In: FRB Atlanta Working Paper.
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2016Impacts of Monetary Stimulus on Credit Allocation and the Macroeconomy: Evidence from China.(2016) In: NBER Working Papers.
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2022The Transmission of Financial Shocks and Leverage of Financial Institutions: An Endogenous Regime-Switching Framework In: FRB Atlanta Working Paper.
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2022The transmission of financial shocks and leverage of financial institutions: An endogenous regime switching framework.(2022) In: Finance and Economics Discussion Series.
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2023Uniform Priors for Impulse Responses In: FRB Atlanta Working Paper.
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2020Uniform Priors for Impulse Responses.(2020) In: Working Papers.
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1997Spline methods for extracting interest rate curves from coupon bond prices In: FRB Atlanta Working Paper.
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1997Normalization, probability distribution, and impulse responses In: FRB Atlanta Working Paper.
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1998Conditional forecasts in dynamic multivariate models In: FRB Atlanta Working Paper.
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paper239
1999Conditional Forecasts In Dynamic Multivariate Models.(1999) In: The Review of Economics and Statistics.
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2008Asymmetric expectation effects of regime shifts in monetary policy In: Working Paper Series.
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2009Asymmetric Expectation Effects of Regime Shifts in Monetary Policy.(2009) In: Review of Economic Dynamics.
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2010Density-Conditional Forecasts in Dynamic Multivariate Models In: Working Paper Series.
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2004Effects of monetary policy regime changes in the Euro Economy In: 2004 Meeting Papers.
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2006Assessing Changes in U.S. Monetary Policy in a Regime-Switching Rational Expectations Model In: 2006 Meeting Papers.
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2007Macroeconomic Volatility and Monetary Policy Regimes In: 2007 Meeting Papers.
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2013Monetary Policy at the Zero Lower Bound: An Endogenous Switching Approach to Forward Guidance In: 2013 Meeting Papers.
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2018Inference Based on Structural Vector Autoregressions Identified With Sign and Zero Restrictions: Theory and Applications In: Econometrica.
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