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

3118

Citations

RESEARCH PRODUCTION:

23

Articles

70

Papers

1

Chapters

RESEARCH ACTIVITY:

   26 years (1997 - 2023). See details.
   Cites by year: 119
   Journals where Daniel F. Waggoner has often published
   Relations with other researchers
   Recent citing documents: 226.    Total self citations: 58 (1.83 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pwa463
   Updated: 2023-11-04    RAS profile: 2023-05-08    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Rubio-Ramirez, Juan F (3)

Zha, Tao (2)

Higgins, Patrick (2)

Chen, Kaiji (2)

Hubrich, Kirstin (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)

Lhuissier, Stéphane (30)

Schorfheide, Frank (30)

Canova, Fabio (29)

Caldara, Dario (29)

Melosi, Leonardo (27)

Cites to:

Zha, Tao (138)

Sims, Christopher (64)

Leeper, Eric (44)

Schorfheide, Frank (34)

Gertler, Mark (31)

Sargent, Thomas (27)

Smets, Frank (25)

Geweke, John (22)

Eichenbaum, Martin (21)

Farmer, Roger (21)

Christiano, Lawrence (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
2014 Meeting Papers / Society for Economic Dynamics2
International Finance Discussion Papers / Board of Governors of the Federal Reserve System (U.S.)2
Working Papers / Federal Reserve Bank of Philadelphia2
2016 Meeting Papers / Society for Economic Dynamics2
Working Paper Series / Federal Reserve Bank of San Francisco2

Recent works citing Daniel F. Waggoner (2023 and 2022)


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.

Full description at Econpapers || Download paper

2022The Decline of the Labor Share: New Empirical Evidence. (2022). Maffei-Faccioli, Nicolo ; Furlanetto, Francesco ; Bergholt, Drago . In: American Economic Journal: Macroeconomics. RePEc:aea:aejmac:v:14:y:2022:i:3:p:163-98.

Full description at Econpapers || Download paper

2022Elaboración de modelos de política monetaria: una aproximación empírica.. (2022). Martin, Rodrigo ; Vietri, Silvia ; Respighi, Gonzalo ; Martinez, Cintia. In: Asociación Argentina de Economía Política: Working Papers. RePEc:aep:anales:4576.

Full description at Econpapers || Download paper

2022Bayesian forecast combination using time-varying features. (2021). Li, Feng ; Kang, Yanfei. In: Papers. RePEc:arx:papers:2108.02082.

Full description at Econpapers || Download paper

2022Algorithms for Inference in SVARs Identified with Sign and Zero Restrictions. (2021). Read, Matthew. In: Papers. RePEc:arx:papers:2109.10676.

Full description at Econpapers || Download paper

2022von Mises-Fisher distributions and their statistical divergence. (2022). Kitagawa, Toru ; Rowley, Jeff. In: Papers. RePEc:arx:papers:2202.05192.

Full description at Econpapers || Download paper

2022A new algorithm for structural restrictions in Bayesian vector autoregressions. (2022). Korobilis, Dimitris. In: Papers. RePEc:arx:papers:2206.06892.

Full description at Econpapers || Download paper

2022Large Bayesian VARs with Factor Stochastic Volatility: Identification, Order Invariance and Structural Analysis. (2022). Yu, Xuewen ; Eisenstat, Eric ; Chan, Joshua. In: Papers. RePEc:arx:papers:2207.03988.

Full description at Econpapers || Download paper

2022Comparing Stochastic Volatility Specifications for Large Bayesian VARs. (2022). , Joshua. In: Papers. RePEc:arx:papers:2208.13255.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2022.

Full description at Econpapers || Download paper

2022.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2022International Transmission of Quantitative Easing Policies: Evidence from Canada. (2022). Tuzcuoglu, Kerem ; Kabaca, Serdar. In: Staff Working Papers. RePEc:bca:bocawp:22-30.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2022Skewed SVARs: tracking the structural sources of macroeconomic tail risks. (2022). Ortega, Eva ; Montes-Galdon, Carlos. In: Working Papers. RePEc:bde:wpaper:2208.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2022Monetary Policy and Portfolio Flows in an Emerging Market Economy. (2022). López, Martha ; Sarmiento, Miguel ; Rodriguez-Nio, Norberto ; Lopez-Pieros, Martha. In: Borradores de Economia. RePEc:bdr:borrec:1200.

Full description at Econpapers || Download paper

2022Financial Conditions and Macroeconomic Downside Risks in the Euro Area. (2022). Lhuissier, Stéphane. In: Working papers. RePEc:bfr:banfra:863.

Full description at Econpapers || Download paper

2022Optimal Monetary Policy with r*. (2022). Nakov, Anton ; Gali, Jordi ; Billi, Roberto M. In: Working Papers. RePEc:bge:wpaper:1333.

Full description at Econpapers || Download paper

2022What drives inflation? Disentangling demand and supply factors. (2022). Hofmann, Boris ; Eickmeier, Sandra. In: BIS Working Papers. RePEc:bis:biswps:1047.

Full description at Econpapers || Download paper

2022The rise of market power and firms investment: Evidence from China. (2022). Zhang, Xuefang ; Zheng, Bowen. In: Accounting and Finance. RePEc:bla:acctfi:v:62:y:2022:i:5:p:4807-4830.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2022Three Basic Issues that Arise when Using Informational Restrictions in SVARs. (2022). pagan, adrian ; Ouliaris, Sam. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:84:y:2022:i:1:p:1-20.

Full description at Econpapers || Download paper

2022Systemic Financial Stress and Macroeconomic Amplifications in the United Kingdom. (2022). Duprey, Thibaut ; Hacioluhoke, Sinem ; Chiu, Chingwai ; Chatterjee, Somnath. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:84:y:2022:i:2:p:380-400.

Full description at Econpapers || Download paper

2022Loans to Different Groups and Economic Activity at Times of Crisis and Growth. (2022). Cafiso, Gianluca. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:84:y:2022:i:3:p:594-623.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2022Identifying supply and demand shocks in the South African Economy, 1960–2020. (2022). Fedderke, Johannes. In: South African Journal of Economics. RePEc:bla:sajeco:v:90:y:2022:i:3:p:349-389.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2022Explaining Deviations from Okun’s Law. (2022). Furlanetto, Francesco ; Foroni, Claudia. In: Working Paper. RePEc:bno:worpap:2022_4.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2022Identification of SVAR models by combining sign restrictions with external instruments. (2022). Braun, Robin ; Bruggemann, Ralf. In: Bank of England working papers. RePEc:boe:boeewp:0961.

Full description at Econpapers || Download paper

2022Turning in the widening gyre: monetary and fiscal policy in interwar Britain. (2022). Ronicle, David. In: Bank of England working papers. RePEc:boe:boeewp:0968.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2022Identification of Labour Market Shocks. (2021). Diwambuena, Josué ; Ravazzolo, Francesco. In: BEMPS - Bozen Economics & Management Paper Series. RePEc:bzn:wpaper:bemps86.

Full description at Econpapers || Download paper

2022A Structural Analysis of Unemployment-Generating Supply Shocks with an Application to the US Pharmaceutical Industry. (2022). Ravazzolo, Francesco ; Boni, Sara. In: BEMPS - Bozen Economics & Management Paper Series. RePEc:bzn:wpaper:bemps94.

Full description at Econpapers || Download paper

2022Stocks, Bonds and the US Dollar - Measuring Domestic and International Market Developments in an Emerging Market. (2022). Eterovic, Dalibor. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:964.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2022The demand and supply of information about inflation. (2022). Stevanovic, Dalibor ; Marcellino, Massimiliano. In: CIRANO Working Papers. RePEc:cir:cirwor:2022s-27.

Full description at Econpapers || Download paper

2022Government spending effects on the business cycle in times of crisis. (2022). Dubbert, Tore ; Berger, Tino. In: CQE Working Papers. RePEc:cqe:wpaper:10022.

Full description at Econpapers || Download paper

2022Heteroskedastic Proxy Vector Autoregressions: Testing for Time-Varying Impulse Responses in the Presence of Multiple Proxies. (2022). Lutkepohl, Helmut ; Bruns, Martin. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp2005.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2022Rate forward guidance in an environment of large central bank balance sheets: a Eurosystem stock-taking assessment. (2022). Coenen, Günter ; On, Taskforce. In: Occasional Paper Series. RePEc:ecb:ecbops:2022290.

Full description at Econpapers || Download paper

2022Looking at the evolution of macroprudential policy stance: A growth-at-risk experiment with a semi-structural model. (2022). Boucherie, Louis ; Panos, Jiri ; Budnik, Katarzyna. In: Occasional Paper Series. RePEc:ecb:ecbops:2022301.

Full description at Econpapers || Download paper

2022The financial accelerator mechanism: does frequency matter?. (2022). Marcellino, Massimiliano ; Foroni, Claudia ; Gelain, Paolo. In: Working Paper Series. RePEc:ecb:ecbwps:20222637.

Full description at Econpapers || Download paper

2022Market-stabilization QE. (2022). Ozen, Kadir ; Motto, Roberto. In: Working Paper Series. RePEc:ecb:ecbwps:20222640.

Full description at Econpapers || Download paper

2022The impact of credit supply shocks in the euro area: market-based financing versus loans. (2022). Cappiello, Lorenzo ; Rousova, Linda ; Barauskait, Kristina. In: Working Paper Series. RePEc:ecb:ecbwps:20222673.

Full description at Econpapers || Download paper

2022The current account and monetary policy in the euro area. (2022). Schuler, Tobias ; Sun, Yiqiao. In: Working Paper Series. RePEc:ecb:ecbwps:20222696.

Full description at Econpapers || Download paper

2022Explaining deviations from Okun’s law. (2022). Furlanetto, Francesco ; Foroni, Claudia. In: Working Paper Series. RePEc:ecb:ecbwps:20222699.

Full description at Econpapers || Download paper

2022Did COVID-19 induce a reallocation wave?. (2022). Petroulakis, Filippos ; Consolo, Agostino. In: Working Paper Series. RePEc:ecb:ecbwps:20222703.

Full description at Econpapers || Download paper

2022A new optimum currency area index for the euro area. (2022). Sun, Yiqiao ; Palenzuela, Diego Rodriguez ; Kunovac, Davor. In: Working Paper Series. RePEc:ecb:ecbwps:20222730.

Full description at Econpapers || Download paper

2022Conditional density forecasting: a tempered importance sampling approach. (2022). Wolf, Elias ; Paredes, Joan ; Montes-Galdon, Carlos. In: Working Paper Series. RePEc:ecb:ecbwps:20222754.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2022Monetary stimulus policy in China: The bank credit channel. (2022). Zhang, Yahong. In: China Economic Review. RePEc:eee:chieco:v:74:y:2022:i:c:s1043951x22000839.

Full description at Econpapers || Download paper

2022How do fiscal adjustments work? An empirical investigation. (2022). Karamysheva, Madina. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:137:y:2022:i:c:s0165188922000525.

Full description at Econpapers || Download paper

2022Do we reject restrictions identifying fiscal shocks? identification based on non-Gaussian innovations. (2022). Skrobotov, Anton ; Karamysheva, Madina. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:138:y:2022:i:c:s016518892200063x.

Full description at Econpapers || Download paper

2022Solving linear rational expectations models in the presence of structural change: Some extensions. (2022). Hatcher, Michael. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:138:y:2022:i:c:s0165188922000641.

Full description at Econpapers || Download paper

2022Proxy SVAR identification of monetary policy shocks - Monte Carlo evidence and insights for the US. (2022). Rohloff, Hannes ; Herwartz, Helmut ; Wang, Shu. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:139:y:2022:i:c:s0165188922001622.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2022On the relationship between fiscal multipliers and population aging in Japan: Theory and empirics. (2022). Morita, Hiroshi. In: Economic Modelling. RePEc:eee:ecmode:v:108:y:2022:i:c:s0264999322000189.

Full description at Econpapers || Download paper

2022Uncertainty shocks and business cycles in the US: New insights from the last three decades. (2022). Houari, Oussama. In: Economic Modelling. RePEc:eee:ecmode:v:109:y:2022:i:c:s0264999322000086.

Full description at Econpapers || Download paper

2022Consumption–investment comovement and the dynamic impact of monetary policy uncertainty in China. (2022). Jianhao, Lin ; Zixiang, Zhu ; Ran, Gao. In: Economic Modelling. RePEc:eee:ecmode:v:113:y:2022:i:c:s0264999322001547.

Full description at Econpapers || Download paper

2022Does the debt-growth link differ across private and public debt? Evidence from China. (2022). Zhao, Yajun ; Liang, Xiao ; Guo, Jing. In: Economic Modelling. RePEc:eee:ecmode:v:114:y:2022:i:c:s0264999322001766.

Full description at Econpapers || Download paper

2022Macroeconomic effects of bank lending in an emerging economy: Evidence from Turkey. (2022). Kuuk, Hande ; Karasoy-Can, Goke ; Buyukbaaran, Tayyar. In: Economic Modelling. RePEc:eee:ecmode:v:115:y:2022:i:c:s0264999322001924.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2022Robust Bayesian inference in proxy SVARs. (2022). Read, Matthew ; Kitagawa, Toru ; Giacomini, Raffaella. In: Journal of Econometrics. RePEc:eee:econom:v:228:y:2022:i:1:p:107-126.

Full description at Econpapers || Download paper

2022Infinite Markov pooling of predictive distributions. (2022). Maheu, John ; Yang, Qiao ; Jin, Xin. In: Journal of Econometrics. RePEc:eee:econom:v:228:y:2022:i:2:p:302-321.

Full description at Econpapers || Download paper

2022Joint Bayesian inference about impulse responses in VAR models. (2022). Kilian, Lutz ; Inoue, Atsushi. In: Journal of Econometrics. RePEc:eee:econom:v:231:y:2022:i:2:p:457-476.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2022Financial conditions and macroeconomic downside risks in the euro area. (2022). Lhuissier, Stephane. In: European Economic Review. RePEc:eee:eecrev:v:143:y:2022:i:c:s0014292122000101.

Full description at Econpapers || Download paper

2022Interest rates and foreign spillovers. (2022). Zimic, Sreko ; de Santis, Roberto A. In: European Economic Review. RePEc:eee:eecrev:v:144:y:2022:i:c:s001429212200006x.

Full description at Econpapers || Download paper

2022On the transmission of monetary policy to the housing market. (2022). Koeniger, Winfried ; Ramelet, Marc-Antoine ; Lennartz, Benedikt. In: European Economic Review. RePEc:eee:eecrev:v:145:y:2022:i:c:s0014292122000496.

Full description at Econpapers || Download paper

2022A new algorithm for structural restrictions in Bayesian vector autoregressions. (2022). Korobilis, Dimitris. In: European Economic Review. RePEc:eee:eecrev:v:148:y:2022:i:c:s001429212200143x.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2022Long-horizon stock valuation and return forecasts based on demographic projections. (2022). Pesavento, Elena ; Maynard, Alex ; Gospodinov, Nikolay ; Chen, Chaoyi. In: Journal of Empirical Finance. RePEc:eee:empfin:v:68:y:2022:i:c:p:190-215.

Full description at Econpapers || Download paper

2022Strategic interactions and price dynamics in the global oil market. (2022). Alonso Alvarez, Irma ; Venditti, Fabrizio ; di Nino, Virginia ; Dinino, Virginia ; Alonso-Alvarez, Irma. In: Energy Economics. RePEc:eee:eneeco:v:107:y:2022:i:c:s0140988321005867.

Full description at Econpapers || Download paper

2022Facts and fiction in oil market modeling. (2022). Kilian, Lutz. In: Energy Economics. RePEc:eee:eneeco:v:110:y:2022:i:c:s0140988322001499.

Full description at Econpapers || Download paper

2022The impact of rising oil prices on U.S. inflation and inflation expectations in 2020–23. (2022). Zhou, Xiaoqing ; Kilian, Lutz. In: Energy Economics. RePEc:eee:eneeco:v:113:y:2022:i:c:s0140988322003735.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.
[Full Text][Citation analysis]
article40
2008Generalizing the Taylor principle: comment.(2008) In: FRB Atlanta Working Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 40
paper
2013Inference Based on SVARs Identied with Sign and Zero Restrictions: Theory and Applications In: Working Papers.
[Full Text][Citation analysis]
paper197
2014Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications.(2014) In: Dynare Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 197
paper
2013Inference Based on SVARs Identied with Sign and Zero Restrictions: Theory and Applications.(2013) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 197
paper
2014Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications.(2014) In: FRB Atlanta Working Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 197
paper
2014Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications.(2014) In: International Finance Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 197
paper
2014Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications.(2014) In: 2014 Meeting Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 197
paper
2016Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications.(2016) In: 2016 Meeting Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 197
paper
2009Indeterminacy in a forward?looking regime switching model In: International Journal of Economic Theory.
[Full Text][Citation analysis]
article34
2006Indeterminacy in a Forward Looking Regime Switching Model.(2006) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 34
paper
2007Indeterminacy in a forward-looking regime-switching model.(2007) In: FRB Atlanta Working Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 34
paper
2006Indeterminacy in a Forward Looking Regime Switching Model.(2006) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 34
paper
2013Perturbation Methods for Markov-Switching DSGE Models In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper111
2013Perturbation Methods for Markov-Switching DSGE Models.(2013) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 111
paper
2013Perturbation methods for Markov-switching DSGE models.(2013) In: FRB Atlanta Working Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 111
paper
2014Perturbation methods for Markov-switching DSGE models.(2014) In: FRB Atlanta Working Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 111
paper
2013Perturbation methods for Markov-switching DSGE model.(2013) In: Research Working Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 111
paper
2014Perturbation Methods for Markov-Switching DSGE Models.(2014) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 111
paper
2010Perturbation Methods for Markov-Switching Models.(2010) In: 2010 Meeting Papers.
[Citation analysis]
This paper has another version. Agregated cites: 111
paper
2016Perturbation methods for Markov?switching dynamic stochastic general equilibrium models.(2016) In: Quantitative Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 111
article
2014Inference Based on SVAR Identified with Sign and Zero Restrictions: Theory and Applications In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper181
2014Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications.(2014) In: Dynare Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 181
paper
2014Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications.(2014) In: FRB Atlanta Working Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 181
paper
2014Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications.(2014) In: International Finance Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 181
paper
2014Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications.(2014) In: 2014 Meeting Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 181
paper
2016Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications.(2016) In: 2016 Meeting Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 181
paper
2006Transparency, expectations, and forecasts In: Working Paper Series.
[Full Text][Citation analysis]
paper30
2006Transparency, expectations and forecasts.(2006) In: Economic Review.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 30
article
2006Transparency, expectations, and forecasts.(2006) In: FRB Atlanta Working Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 30
paper
2011Sources of macroeconomic fluctuations: A regime‐switching DSGE approach In: Quantitative Economics.
[Citation analysis]
article122
2003A Gibbs sampler for structural vector autoregressions In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
article78
2011Minimal state variable solutions to Markov-switching rational expectations models In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
article159
2008Minimal state variable solutions to Markov-switching rational expectations models.(2008) In: FRB Atlanta Working Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 159
paper
2003Likelihood preserving normalization in multiple equation models In: Journal of Econometrics.
[Full Text][Citation analysis]
article51
2000Likelihood-preserving normalization in multiple equation models.(2000) In: FRB Atlanta Working Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 51
paper
2008Methods for inference in large multiple-equation Markov-switching models In: Journal of Econometrics.
[Full Text][Citation analysis]
article178
2006Methods for inference in large multiple-equation Markov-switching models.(2006) In: FRB Atlanta Working Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 178
paper
2012Confronting model misspecification in macroeconomics In: Journal of Econometrics.
[Full Text][Citation analysis]
article70
2010Confronting model misspecification in macroeconomics.(2010) In: FRB Atlanta Working Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 70
paper
2012Confronting Model Misspecification in Macroeconomics.(2012) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 70
paper
2016Striated Metropolis–Hastings sampler for high-dimensional models In: Journal of Econometrics.
[Full Text][Citation analysis]
article6
2021Inference in Bayesian Proxy-SVARs In: Journal of Econometrics.
[Full Text][Citation analysis]
article26
2018Inference in Bayesian Proxy-SVARs.(2018) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 26
paper
2018Inference in Bayesian Proxy-SVARs.(2018) In: FRB Atlanta Working Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 26
paper
2018Inference in Bayesian Proxy-SVARs.(2018) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 26
paper
2018Incentive compensation, accounting discretion and bank capital In: Journal of Economics and Business.
[Full Text][Citation analysis]
article3
2009Understanding Markov-switching rational expectations models In: Journal of Economic Theory.
[Full Text][Citation analysis]
article152
2009Understanding Markov-switching rational expectations models.(2009) In: FRB Atlanta Working Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 152
paper
2009Understanding Markov-Switching Rational Expectations Models.(2009) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 152
paper
2000Issues in hedging options positions In: Economic Review.
[Full Text][Citation analysis]
article1
2001The risks and rewards of selling volatility In: Economic Review.
[Full Text][Citation analysis]
article0
2003Forecast evaluation with cross-sectional data: The Blue Chip Surveys In: Economic Review.
[Full Text][Citation analysis]
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.
[Full Text][Citation analysis]
paper3
2000A Gibbs simulator for restricted VAR models In: FRB Atlanta Working Paper.
[Full Text][Citation analysis]
paper3
2002Evaluating Wall Street Journal survey forecasters: a multivariate approach In: FRB Atlanta Working Paper.
[Full Text][Citation analysis]
paper22
2004Normalization in econometrics In: FRB Atlanta Working Paper.
[Full Text][Citation analysis]
paper70
2007Normalization in Econometrics.(2007) In: Econometric Reviews.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 70
article
2005Markov-switching structural vector autoregressions: theory and application In: FRB Atlanta Working Paper.
[Full Text][Citation analysis]
paper66
2006Markov-Switching Structural Vector Autoregressions: Theory and Application.(2006) In: Computing in Economics and Finance 2006.
[Citation analysis]
This paper has another version. Agregated cites: 66
paper
2007Understanding the New Keynesian model when monetary policy switches regimes In: FRB Atlanta Working Paper.
[Full Text][Citation analysis]
paper18
2007Understanding the New-Keynesian Model when Monetary Policy Switches Regimes.(2007) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 18
paper
2007Asymmetric expectation effects of regime shifts and the Great Moderation In: FRB Atlanta Working Paper.
[Full Text][Citation analysis]
paper1
2007Asymmetric expectation effects of regime shifts and the Great Moderation.(2007) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper
2007Asymmetric Expectation Effects of Regime Shifts and the Great Moderation.(2007) In: Kiel Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper
2008Structural vector autoregressions: theory of identification and algorithms for inference In: FRB Atlanta Working Paper.
[Full Text][Citation analysis]
paper711
2010Structural Vector Autoregressions: Theory of Identification and Algorithms for Inference.(2010) In: Review of Economic Studies.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 711
article
2009Sources of the Great Moderation: shocks, frictions, or monetary policy? In: FRB Atlanta Working Paper.
[Full Text][Citation analysis]
paper24
2009Sources of the Great Moderation: shocks, friction, or monetary policy?.(2009) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 24
paper
2014The Dynamic Striated Metropolis-Hastings Sampler for High-Dimensional Models In: FRB Atlanta Working Paper.
[Full Text][Citation analysis]
paper1
2015Trends and cycles in Chinas macroeconomy In: FRB Atlanta Working Paper.
[Full Text][Citation analysis]
paper51
2015Trends and Cycles in Chinas Macroeconomy.(2015) In: NBER Chapters.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 51
chapter
2015Trends and Cycles in Chinas Macroeconomy.(2015) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 51
paper
2016Trends and Cycles in Chinas Macroeconomy.(2016) In: NBER Macroeconomics Annual.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 51
article
2016Impacts of Monetary Stimulus on Credit Allocation and Macroeconomy: Evidence from China In: FRB Atlanta Working Paper.
[Full Text][Citation analysis]
paper20
2016Impacts of Monetary Stimulus on Credit Allocation and the Macroeconomy: Evidence from China.(2016) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 20
paper
2020Monetary Stimulus amid the Infrastructure Investment Spree: Evidence from Chinas Loan-Level Data In: FRB Atlanta Working Paper.
[Full Text][Citation analysis]
paper0
2020Monetary Stimulus Amidst the Infrastructure Investment Spree: Evidence from Chinas Loan-Level Data.(2020) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2022The Transmission of Financial Shocks and Leverage of Financial Institutions: An Endogenous Regime-Switching Framework In: FRB Atlanta Working Paper.
[Full Text][Citation analysis]
paper0
2022The transmission of financial shocks and leverage of financial institutions: An endogenous regime switching framework.(2022) In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2023Uniform Priors for Impulse Responses In: FRB Atlanta Working Paper.
[Full Text][Citation analysis]
paper0
2020Uniform Priors for Impulse Responses.(2020) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
1997Spline methods for extracting interest rate curves from coupon bond prices In: FRB Atlanta Working Paper.
[Full Text][Citation analysis]
paper64
1997Normalization, probability distribution, and impulse responses In: FRB Atlanta Working Paper.
[Full Text][Citation analysis]
paper11
1998Conditional forecasts in dynamic multivariate models In: FRB Atlanta Working Paper.
[Full Text][Citation analysis]
paper238
1999Conditional Forecasts In Dynamic Multivariate Models.(1999) In: The Review of Economics and Statistics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 238
article
2008Asymmetric expectation effects of regime shifts in monetary policy In: Working Paper Series.
[Full Text][Citation analysis]
paper52
2009Asymmetric Expectation Effects of Regime Shifts in Monetary Policy.(2009) In: Review of Economic Dynamics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 52
article
2010Density-Conditional Forecasts in Dynamic Multivariate Models In: Working Paper Series.
[Full Text][Citation analysis]
paper15
2004Effects of monetary policy regime changes in the Euro Economy In: 2004 Meeting Papers.
[Citation analysis]
paper1
2006Assessing Changes in U.S. Monetary Policy in a Regime-Switching Rational Expectations Model In: 2006 Meeting Papers.
[Citation analysis]
paper0
2007Macroeconomic Volatility and Monetary Policy Regimes In: 2007 Meeting Papers.
[Citation analysis]
paper0
2013Monetary Policy at the Zero Lower Bound: An Endogenous Switching Approach to Forward Guidance In: 2013 Meeting Papers.
[Citation analysis]
paper0
2018Inference Based on Structural Vector Autoregressions Identified With Sign and Zero Restrictions: Theory and Applications In: Econometrica.
[Full Text][Citation analysis]
article283

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated November, 3 2023. Contact: CitEc Team