Daniel F. Waggoner : Citation Profile

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

24

H index

29

i10 index

3449

Citations

RESEARCH PRODUCTION:

24

Articles

73

Papers

1

Chapters

RESEARCH ACTIVITY:

   27 years (1997 - 2024). See details.
   Cites by year: 127
   Journals where Daniel F. Waggoner has often published
   Relations with other researchers
   Recent citing documents: 185.    Total self citations: 59 (1.68 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pwa463
   Updated: 2025-06-14    RAS profile: 2023-05-08    
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Relations with other researchers

Works with:

Rubio-Ramirez, Juan F (6)

Chen, Kaiji (3)

Zha, Tao (3)

Hubrich, Kirstin (2)

Higgins, Patrick (2)

Shin, Minchul (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 (69)

Zha, Tao (60)

Bianchi, Francesco (56)

Rubio-Ramirez, Juan F (52)

Lütkepohl, Helmut (40)

Scharler, Johann (35)

Foerster, Andrew (34)

Matthes, Christian (32)

Melosi, Leonardo (32)

Fernandez-Villaverde, Jesus (31)

Schorfheide, Frank (30)

Cites to:

Zha, Tao (136)

Sims, Christopher (63)

Leeper, Eric (46)

Schorfheide, Frank (35)

Gertler, Mark (31)

Smets, Frank (25)

Geweke, John (22)

Farmer, Roger (21)

Christiano, Lawrence (21)

Eichenbaum, Martin (21)

Watson, Mark (20)

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 Atlanta32
NBER Working Papers / National Bureau of Economic Research, Inc8
Working Papers / Federal Reserve Bank of Philadelphia4
CEPR Discussion Papers / C.E.P.R. Discussion Papers3
Working Paper Series / Federal Reserve Bank of San Francisco2
2014 Meeting Papers / Society for Economic Dynamics2
International Finance Discussion Papers / Board of Governors of the Federal Reserve System (U.S.)2
2016 Meeting Papers / Society for Economic Dynamics2

Recent works citing Daniel F. Waggoner (2025 and 2024)

YearTitle of citing document
2025Exploring the relationship between the Put Call Ratio and Market Indices: a comparative analysis of S&P 500 and BET. (2025). Abr, Genia-Iulia. In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxxii:y:2025:i:1(642):p:187-210.

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2024Supply Shocks in the Fog: The Role of Endogenous Uncertainty. (2024). Matvieiev, Mykhailo ; Poilly, Cline ; Antonova, Anastasiia. In: AMSE Working Papers. RePEc:aim:wpaimx:2427.

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2024Effectiveness of monetary policy under economic uncertainty regimes. (2024). Ramírez-Rondán, Nelson R. ; Yepez, Luis ; Ramirez-Rondan, Nelson R. In: Working Papers. RePEc:apc:wpaper:204.

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2024High-frequency and heteroskedasticity identification in multicountry models: Revisiting spillovers of monetary shocks. (2024). Pfarrhofer, Michael ; Stelzer, Anna. In: Papers. RePEc:arx:papers:1912.03158.

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2024US Spillovers of US Monetary Policy: Information effects & Financial Flows. (2024). Camara, Santiago. In: Papers. RePEc:arx:papers:2108.01026.

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2024Estimating Fiscal Multipliers by Combining Statistical Identification with Potentially Endogenous Proxies. (2024). Keweloh, Sascha A ; Klein, Mathias ; Pruser, Jan. In: Papers. RePEc:arx:papers:2302.13066.

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2024Time-Varying Identification of Monetary Policy Shocks. (2024). Wo, Tomasz ; Camehl, Annika. In: Papers. RePEc:arx:papers:2311.05883.

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2024Partial Identification of Heteroskedastic Structural VARs: Theory and Bayesian Inference. (2024). Uzeda, Luis ; Lütkepohl, Helmut ; Wo, Tomasz ; Lutkepohl, Helmut ; Shang, Fei. In: Papers. RePEc:arx:papers:2404.11057.

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2024Identification of structural shocks in Bayesian VEC models with two-state Markov-switching heteroskedasticity. (2024). Kwiatkowski, Lukasz ; Wr, Justyna. In: Papers. RePEc:arx:papers:2406.03053.

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2024Wild inference for wild SVARs with application to heteroscedasticity-based IV. (2024). Polbin, Andrey ; Karamysheva, Madina ; Gafarov, Bulat ; Skrobotov, Anton. In: Papers. RePEc:arx:papers:2407.03265.

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2024Structural counterfactual analysis in macroeconomics: theory and inference. (2024). Wang, Endong. In: Papers. RePEc:arx:papers:2409.09577.

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2024Large datasets for the Euro Area and its member countries and the dynamic effects of the common monetary policy. (2024). Barigozzi, Matteo ; Tonni, Lorenzo ; Lissona, Claudio. In: Papers. RePEc:arx:papers:2410.05082.

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2024The Transmission of Monetary Policy via Common Cycles in the Euro Area. (2024). Pruser, Jan ; Berend, Lukas. In: Papers. RePEc:arx:papers:2410.05741.

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2025Bayesian Analyses of Structural Vector Autoregressions with Sign, Zero, and Narrative Restrictions Using the R Package bsvarSIGNs. (2025). Wo, Tomasz ; Wang, Xiaolei. In: Papers. RePEc:arx:papers:2501.16711.

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2025Time-Varying Identification of Structural Vector Autoregressions. (2025). Wo, Tomasz ; Camehl, Annika. In: Papers. RePEc:arx:papers:2502.19659.

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2025Identification and estimation of structural vector autoregressive models via LU decomposition. (2025). Fujimori, Kou ; Shimokawa, Masato. In: Papers. RePEc:arx:papers:2503.12378.

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2025Large Structural VARs with Multiple Sign and Ranking Restrictions. (2025). Matthes, Christian ; Chan, Joshua ; Yu, Xuewen. In: Papers. RePEc:arx:papers:2503.20668.

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2025Projection Inference for set-identified SVARs. (2025). Meier, Matthias ; Jos'e Luis Montiel Olea, ; Gafarov, Bulat. In: Papers. RePEc:arx:papers:2504.14106.

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2024Fiscal Consolidation and Public Debt. (2024). Presbitero, Andrea F ; Peralta-Alva, Adrian ; Patel, Nikhil ; Ando, Sakai ; Mishra, Prachi. In: Working Papers. RePEc:ash:wpaper:126.

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2024Risk Scenarios and Macroeconomic Forecasts. (2024). Stevanovic, Dalibor ; Moran, Kevin ; Surprenant, Stephane. In: Working Papers. RePEc:bbh:wpaper:24-01.

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2024Decomposing Systemic Risk: The Roles of Contagion and Common Exposures. (2024). Hipp, Ruben ; Halaj, Grzegorz. In: Staff Working Papers. RePEc:bca:bocawp:24-19.

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2025Partial Identification of Heteroskedastic Structural Vector Autoregressions: Theory and Bayesian Inference. (2025). Woźniak, Tomasz ; Uzeda, Luis ; Lütkepohl, Helmut ; Woniak, Tomasz ; Shang, Fei ; Ltkepohl, Helmut. In: Staff Working Papers. RePEc:bca:bocawp:25-14.

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2024Carbon pricing in the EU: fundamentals or market sentiment?. (2024). Gazzani, Andrea Giovanni ; Taboga, Marco. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_901_24.

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2024Oil price shocks in real time. (2024). Gazzani, Andrea Giovanni ; Veronese, Giovanni ; Venditti, Fabrizio. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1448_24.

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2025Uncovering the inventory-business cycle nexus. (2025). Rossi, Luca. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1478_25.

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2024Information Effects of US Monetary Policy Announcements on Emerging Economies: Evidence from Mexico. (2024). Ibarra, Raul ; Carrillo, Julio ; Alba, Carlos. In: Working Papers. RePEc:bdm:wpaper:2024-14.

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2024Detecting excessive credit growth: An approach based on structural counterfactuals. (2024). Sass, Magnus. In: Berlin School of Economics Discussion Papers. RePEc:bdp:dpaper:0046.

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2024A Unified Approach to Determinacy Conditions with Regime Switching. (2024). Barthélemy, Jean ; Marx, Magali ; Cho, Seonghoon ; Barthaelemy, Jean. In: Working papers. RePEc:bfr:banfra:972.

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2024Do higher global oil and wheat prices matter for the wheat flour price in Lebanon?. (2024). Karaki, Mohamad ; Neaimeh, Andrios. In: Agricultural Economics. RePEc:bla:agecon:v:55:y:2024:i:4:p:559-571.

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2024Did COVID‐19 induce a reallocation wave?. (2024). Petroulakis, Filippos ; Consolo, Agostino. In: Economica. RePEc:bla:econom:v:91:y:2024:i:364:p:1349-1390.

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2024Current account dynamics: A SVAR analysis when the country‐specific shocks are correlated at leads. (2024). Heath, Ellis ; Sobrino, Csar R. In: Manchester School. RePEc:bla:manchs:v:92:y:2024:i:2:p:171-190.

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2024Sequencing the COVID‐19 Recession in the USA: What Were the Macroeconomic Drivers?. (2024). Scharler, Johann ; Grndler, Daniel ; Geiger, Martin ; Breitenlechner, Max. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:86:y:2024:i:1:p:119-136.

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2024Terms‐of‐trade effects of productivity shocks in developing economies. (2024). Tuan, Mustafa ; Zelik, Emre. In: Review of International Economics. RePEc:bla:reviec:v:32:y:2024:i:4:p:1587-1606.

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2024Competition policy and firm productivity: Quasi‐experimental evidence from China. (2024). Liu, Yongzheng ; Ye, Guangliang ; Ding, Siying ; Chen, Yihao. In: The World Economy. RePEc:bla:worlde:v:47:y:2024:i:6:p:2236-2263.

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2024Accounting for Individual-Specific Heterogeneity in Intergenerational Income Mobility. (2024). Aastveit, Knut Are ; Cross, Jamie L ; van Dijk, Herman K ; Furlanetto, Francesco. In: Working Papers. RePEc:bny:wpaper:0130.

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2024Taylor Rules with Endogenous Regimes. (2024). Furlanetto, Francesco ; Cross, Jamie ; Aastveit, Knut Are ; van Dijk, Herman K. In: Working Papers. RePEc:bny:wpaper:0131.

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2024Unveiling inflation: Oil Shocks, Supply Chain Pressures, and Expectations. (2024). Cross, Jamie ; Bjørnland, Hilde ; Olsen, Helene ; Aastveit, Knut Are ; Bjrnland, Hilde C. In: Working Papers. RePEc:bny:wpaper:0132.

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2025Agreed and Disagreed Uncertainty. (2025). Zanetti, Francesco ; Korobilis, Dimitris ; Gambetti, Luca. In: Working Papers. RePEc:bny:wpaper:0137.

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2024Assessing the Long-Term Impact of Monetary Policy. (2024). Nakano, Shogo ; Yamanaka, Takahiro ; Haba, Shunsuke ; Ito, Yuichiro. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp24e19.

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2024Estimating uncertainty spillover effects across euro area using a regime dependent VAR model. (2024). Joshy, Easaw ; Mauro, Costantini ; Giovanni, Angelini. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:28:y:2024:i:1:p:39-59:n:1.

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2024The Causal Effects of Global Supply Chain Disruptions on Macroeconomic Outcomes: Evidence and Theory. (2024). Zanetti, Francesco ; Fernandez-Villaverde, Jesus ; Li, Yiliang ; Bai, Xiwen. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10930.

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2024On Bayesian Filtering for Markov Regime Switching Models. (2024). Maih, Junior ; Kirsanova, Tatiana ; Hashimzade, Nigar. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10941.

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2024Global Food Prices and Inflation. (2024). Caporale, Guglielmo Maria ; Anderl, Christina. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10992.

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2024Sudden Stop: Supply and Demand Shocks in the German Natural Gas Market. (2024). Wolters, Maik ; Reif, Magnus ; Güntner, Jochen ; Guntner, Jochen. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11191.

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2024The Causal Effects of Global Supply Chain Disruptions on Macroeconomic Outcomes: Evidence and Theory. (2024). Zanetti, Francesco ; Fernandez-Villaverde, Jesus ; Li, Yiliang ; Bai, Xiwen. In: Discussion Papers. RePEc:cfm:wpaper:2405.

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2024Geopolitical Risk and Inflation: The Role of Energy Markets. (2024). Pinchetti, Marco. In: Discussion Papers. RePEc:cfm:wpaper:2431.

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2025Macroeconomic Impacts of a Canada-U.S. Tariff War. (2025). Stevanovic, Dalibor ; Moran, Kevin ; Martin, Julien. In: CIRANO Papers. RePEc:cir:circah:2025pr-04.

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2024Risk Scenarios and Macroeconomic Impacts: Insights for Canadian Policy. (2024). Stevanovic, Dalibor ; Moran, Kevin ; Surprenant, Stphane. In: CIRANO Working Papers. RePEc:cir:cirwor:2024s-03.

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2024Economic Policy Uncertainty in Europe: Spillovers and Common Shocks. (2024). Šestořád, Tomáš ; Baxa, Jaromir ; Sestorad, Tomas. In: Working Papers. RePEc:cnb:wpaper:2024/9.

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2024The Causal Effects of Global Supply Chain Disruptions on Macroeconomic Outcomes: Evidence and Theory. (2024). Zanetti, Francesco ; Fernandez-Villaverde, Jesus ; Li, Yiliang ; Bai, Xiwen. In: CIGS Working Paper Series. RePEc:cnn:wpaper:24-003e.

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2025Dynare: Reference Manual, Version 6. (2025). Villemot, Sébastien ; Pfeifer, Johannes ; Mutschler, Willi ; Juillard, Michel ; Adjemian, Stéphane ; Rion, Normann ; Ratto, Marco ; Karame, Frederic. In: Dynare Working Papers. RePEc:cpm:dynare:080.

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2024Anthropogenic effects of climate change: Further evidence from a fractionally integrated ice-age model. (2024). Escribano, Alvaro ; Blazsek, Szabolcs ; Licht, Adrian. In: UC3M Working papers. Economics. RePEc:cte:werepe:44712.

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2024Partial Identification of Heteroskedastic Structural VARs: Theory and Bayesian Inference. (2024). Uzeda, Luis ; Lütkepohl, Helmut ; Woniak, Tomasz ; Lutkepohl, Helmut ; Shang, Fei. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp2081.

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2024Friend, Not Foe - Energy Prices and European Monetary Policy. (2024). Kriwoluzky, Alexander ; Ider, Gokhan ; Kurcz, Frederik ; Schumann, Ben. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp2089.

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2024Avoiding Unintentionally Correlated Shocks in Procy Vector Autoregressive Analysis. (2024). McNeil, James ; Lütkepohl, Helmut ; Bruns, Martin ; Lutkepohl, Helmut. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp2095.

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2025Comparing External and Internal Instruments for Vector Autoregressions. (2025). Lütkepohl, Helmut ; Ltkepohl, Helmut ; Bruns, Martin. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp2108.

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2024Fiscal Policy and Inflation in the Euro Area. (2024). Ascari, Guido ; Smadu, Andra ; Mori, Lorenzo ; Bonam, Dennis. In: Working Papers. RePEc:dnb:dnbwpp:820.

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2024Decomposing systemic risk: the roles of contagion and common exposures. (2024). Hipp, Ruben ; Haaj, Grzegorz. In: Working Paper Series. RePEc:ecb:ecbwps:20242929.

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2025Institutional investors and house prices. (2025). Ryan, Ellen ; Giuzio, Margherita ; Bandoni, Emil ; de Nora, Giorgia ; Storz, Manuela. In: Working Paper Series. RePEc:ecb:ecbwps:20253026.

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2024Can passive monetary policy decrease the debt burden?. (2024). Yang, Shu-Chun ; Shen, Wenyi ; Mao, Ruoyun. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:159:y:2024:i:c:s0165188923002087.

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2024Heteroskedastic proxy vector autoregressions: An identification-robust test for time-varying impulse responses in the presence of multiple proxies. (2024). Lütkepohl, Helmut ; Bruns, Martin ; Lutkepohl, Helmut. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:161:y:2024:i:c:s0165188924000290.

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2024International transmission of quantitative easing policies: Evidence from Canada. (2024). Tuzcuoglu, Kerem ; Kabaca, Serdar. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:162:y:2024:i:c:s0165188924000411.

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2024Identification of vector autoregressive models with nonlinear contemporaneous structure. (2024). Moneta, Alessio ; Doremus, Nicolas ; Cordoni, Francesco. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:162:y:2024:i:c:s0165188924000447.

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2024Unconventional monetary policy and policy foresight. (2024). Laumer, Sebastian ; Violaris, Andreas-Entony. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:164:y:2024:i:c:s0165188924000745.

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2024How to construct monthly VAR proxies based on daily surprises in futures markets. (2024). Kilian, Lutz. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:168:y:2024:i:c:s0165188924001581.

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2025Modeling inflation expectations in forward-looking interest rate and money growth rules. (2025). chen, zhengyang ; Valcarcel, Victor J. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:170:y:2025:i:c:s016518892400191x.

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2024Carbon Market and corporate financing behavior-From the perspective of constraints and demand. (2024). Wu, Yizhong ; Liu, Xiaoxing ; Tang, Chun. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:81:y:2024:i:c:p:873-889.

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2024Nonlinear transmission of international financial stress. (2024). Tuzcuoglu, Kerem. In: Economic Modelling. RePEc:eee:ecmode:v:139:y:2024:i:c:s0264999324001615.

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2024Disentangling demand and supply inflation shocks from electronic payments data. (2024). Hernndez-Romn, Luis G ; Eterovic, Nicols ; Carlomagno, Guillermo. In: Economic Modelling. RePEc:eee:ecmode:v:141:y:2024:i:c:s0264999324002281.

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2025Playing by the Taylor rules or sticking to Friedman’s policy: A new approach to monetary policy identification. (2025). Arefyev, Nikolay ; Arefeva, Alina. In: Economic Modelling. RePEc:eee:ecmode:v:143:y:2025:i:c:s0264999324003237.

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2025The credit channel of the sovereign spread: A Bayesian SVAR analysis. (2025). Rivolta, Giulia ; Missale, Alessandro ; Cafiso, Gianluca. In: Economic Modelling. RePEc:eee:ecmode:v:144:y:2025:i:c:s0264999324003419.

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2024Yield curve trading strategies exploiting sentiment data. (2024). Serwart, Jan ; Audrino, Francesco. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001517.

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2024An identification and testing strategy for proxy-SVARs with weak proxies. (2024). Fanelli, Luca ; Cavaliere, Giuseppe ; Angelini, Giovanni. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:2:s0304407623003202.

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2024Large Bayesian SVARs with linear restrictions. (2024). Hou, Chenghan. In: Journal of Econometrics. RePEc:eee:econom:v:244:y:2024:i:1:s0304407624001957.

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2024Conventional monetary interventions through the credit channel and the rise of non-bank institutions. (2024). Rivolta, Giulia ; Cafiso, Gianluca. In: Economic Systems. RePEc:eee:ecosys:v:48:y:2024:i:1:s0939362523000894.

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2024The economic impact of yield curve compression: Evidence from euro area forward guidance and unconventional monetary policy. (2024). Goodhead, Robert. In: European Economic Review. RePEc:eee:eecrev:v:164:y:2024:i:c:s001429212400045x.

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2024Does one (unconventional) size fit all? Effects of the ECB’s unconventional monetary policies on the euro area economies. (2024). Pagliari, Maria Sole. In: European Economic Review. RePEc:eee:eecrev:v:168:y:2024:i:c:s0014292124001466.

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2025Navigating the housing channel of monetary policy across euro area regions. (2025). Hackmann, Angelina ; Battistini, Niccolò ; Roma, Moreno ; Falagiarda, Matteo. In: European Economic Review. RePEc:eee:eecrev:v:171:y:2025:i:c:s0014292124002265.

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2025Firm entry, endogenous wage moderation, and labor market dynamics. (2025). rossi, lorenza ; Colciago, Andrea ; Fasani, Stefano. In: European Economic Review. RePEc:eee:eecrev:v:172:y:2025:i:c:s001429212400268x.

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2024Energy price shocks and current account balances: Evidence from emerging market and developing economies. (2024). YILMAZKUDAY, HAKAN ; Vasishtha, Garima ; Lebrand, Mathilde. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323006990.

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2024Do petrol prices affect inflation and inflation expectations? Evidence from New Zealand. (2024). Vatsa, Puneet ; Pino, Gabriel. In: Energy Economics. RePEc:eee:eneeco:v:139:y:2024:i:c:s0140988324006479.

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2025Natural gas prices, inflation expectations, and the pass-through to euro area inflation. (2025). Zoerner, Thomas ; Boeck, Maximilian ; Zrner, Thomas O. In: Energy Economics. RePEc:eee:eneeco:v:141:y:2025:i:c:s0140988324007709.

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2024Convolutional attention with roll padding: Classifying PM2.5 concentration levels in the city of Beijing. (2024). Ribeiro, Vitor Miguel ; Gonalves, Rui. In: Energy. RePEc:eee:energy:v:289:y:2024:i:c:s0360544223034394.

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2024Unravelling the credit market shocks and investment dynamics: A theoretical and empirical perspective. (2024). Verbič, Miroslav ; Zabavnik, Darja. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002151.

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2024Can green credit policy alleviate inefficient investment of heavily polluting enterprises? A quasi-natural experiment based on the Green Credit Guidelines. (2024). Zhou, Yunxu ; Liu, Jiaxuan ; Sun, Jiawen ; Yang, Benshuo. In: Finance Research Letters. RePEc:eee:finlet:v:59:y:2024:i:c:s1544612323011558.

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2024Monetary policy and innovation in Europe: An SVAR approach. (2024). Bartoloni, Eleonora ; Baussola, Maurizio ; Carvelli, Gianni. In: Finance Research Letters. RePEc:eee:finlet:v:66:y:2024:i:c:s1544612324007608.

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2024International financial stress spillovers during times of unconventional monetary policy interventions. (2024). Giannellis, Nikolaos ; Apostolakis, George N. In: Journal of Financial Stability. RePEc:eee:finsta:v:72:y:2024:i:c:s1572308924000445.

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2024Geopolitical risk perceptions. (2024). Schüler, Yves ; Lewis, Vivien ; Bondarenko, Yevheniia ; Schler, Yves ; Rottner, Matthias. In: Journal of International Economics. RePEc:eee:inecon:v:152:y:2024:i:c:s0022199624001326.

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2024Shipping cost uncertainty, endogenous regime switching and the global drivers of inflation. (2024). Caporale, Guglielmo Maria ; Anderl, Christina. In: International Economics. RePEc:eee:inteco:v:178:y:2024:i:c:s2110701724000234.

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2024A loss discounting framework for model averaging and selection in time series models. (2024). Griffin, Jim E ; Bernaciak, Dawid. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:4:p:1721-1733.

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2024Good finance, bad finance, and resource misallocation: Evidence from China. (2024). Liu, Qiao ; Deng, Jiapin. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:159:y:2024:i:c:s037842662300273x.

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2024U.S. macroeconomic news and low-frequency changes in bond yields in Canada, Sweden and the U.K.. (2024). Feunou, Bruno ; Sekkel, Rodrigo ; Nongni-Donfack, Morvan ; Xing, Bingxin Ann. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:168:y:2024:i:c:s0378426624001845.

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2025Information Dissemination and the Monetary Policy Uncertainty Premium: Evidence from China. (2025). Fan, Jiacheng ; Lin, Jianhao ; Zhang, Yifan. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:171:y:2025:i:c:s0378426624002851.

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2024Constructing quarterly Chinese time series usable for macroeconomic analysis. (2024). Zha, Tao ; Chen, Kaiji ; Higgins, Patrick. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:143:y:2024:i:c:s0261560624000391.

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2024Heterogeneous macro and financial effects of ECB asset purchase programs. (2024). Kole, Erik ; van der Zwan, Terri ; van der Wel, Michel. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:143:y:2024:i:c:s0261560624000603.

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2024Oil price shocks and macroeconomic dynamics in resource-rich emerging economies under regime shifts. (2024). Omotosho, Babatunde ; Yang, BO. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:144:y:2024:i:c:s026156062400069x.

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2024Are exchange rates absorbers of global oil shocks? A generalized structural analysis. (2024). Stewart, Shamar ; Liu, Xiaochun ; Harrison, Andre. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:146:y:2024:i:c:s026156062400113x.

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2024UK Foreign Direct Investment in uncertain economic times. (2024). Papapanagiotou, Georgios ; Panagiotidis, Theodore ; Milas, Costas. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:147:y:2024:i:c:s0261560624001190.

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2024Exchange rate in emerging markets: Shock absorber or source of shock?. (2024). Nookhwun, Nuwat ; Manopimoke, Pym ; Pattararangrong, Jettawat. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:148:y:2024:i:c:s0261560624001359.

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2024The transmission of monetary policy shocks through the markets for reserves and money. (2024). Ireland, Peter ; Belongia, Michael. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:80:y:2024:i:c:s0164070424000053.

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2024On the effect of short-run and long-run US economic expectations on oil and gold volatilities. (2024). Pino, Gabriel ; Jose, Barrales-Ruiz. In: Resources Policy. RePEc:eee:jrpoli:v:91:y:2024:i:c:s0301420724003040.

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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.
[Full Text][Citation analysis]		article42
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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This paper has nother version. Agregated cites: 204		paper
2009Indeterminacy in a forward‐looking regime switching model In: International Journal of Economic Theory.
[Full Text][Citation analysis]		article37
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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This paper has nother version. Agregated cites: 37		paper
2023Monetary Stimulus amidst the Infrastructure Investment Spree: Evidence from Chinas Loan‐Level Data In: Journal of Finance.
[Full Text][Citation analysis]		article3
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.
[Full Text][Citation analysis]		paper118
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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2010Perturbation Methods for Markov-Switching Models.(2010) In: 2010 Meeting Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 118		paper
2016Perturbation methods for Markov‐switching dynamic stochastic general equilibrium models.(2016) In: Quantitative Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 118		article
2014Inference Based on SVAR Identified with Sign and Zero Restrictions: Theory and Applications In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper186
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 nother version. Agregated cites: 186		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: 186		paper
2014Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications.(2014) In: International Finance Discussion Papers.
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This paper has nother version. Agregated cites: 186		paper
2014Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications.(2014) In: 2014 Meeting Papers.
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This paper has nother version. Agregated cites: 186		paper
2016Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications.(2016) In: 2016 Meeting Papers.
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This paper has nother version. Agregated cites: 186		paper
2006Transparency, expectations, and forecasts In: Working Paper Series.
[Full Text][Citation analysis]		paper30
2006Transparency, expectations and forecasts.(2006) In: Economic Review.
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This paper has nother version. Agregated cites: 30		article
2006Transparency, expectations, and forecasts.(2006) In: FRB Atlanta Working Paper.
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This paper has nother version. Agregated cites: 30		paper
2011Sources of macroeconomic fluctuations: A regime‐switching DSGE approach In: Quantitative Economics.
[Citation analysis]		article127
2003A Gibbs sampler for structural vector autoregressions In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article93
2011Minimal state variable solutions to Markov-switching rational expectations models In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article167
2008Minimal state variable solutions to Markov-switching rational expectations models.(2008) In: FRB Atlanta Working Paper.
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This paper has nother version. Agregated cites: 167		paper
2003Likelihood preserving normalization in multiple equation models In: Journal of Econometrics.
[Full Text][Citation analysis]		article55
2000Likelihood-preserving normalization in multiple equation models.(2000) In: FRB Atlanta Working Paper.
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This paper has nother version. Agregated cites: 55		paper
2008Methods for inference in large multiple-equation Markov-switching models In: Journal of Econometrics.
[Full Text][Citation analysis]		article189
2006Methods for inference in large multiple-equation Markov-switching models.(2006) In: FRB Atlanta Working Paper.
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This paper has nother version. Agregated cites: 189		paper
2012Confronting model misspecification in macroeconomics In: Journal of Econometrics.
[Full Text][Citation analysis]		article79
2010Confronting model misspecification in macroeconomics.(2010) In: FRB Atlanta Working Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 79		paper
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.
[Full Text][Citation analysis]		article7
2021Inference in Bayesian Proxy-SVARs In: Journal of Econometrics.
[Full Text][Citation analysis]		article52
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.
[Full Text][Citation analysis]		article3
2009Understanding Markov-switching rational expectations models In: Journal of Economic Theory.
[Full Text][Citation analysis]		article157
2009Understanding Markov-switching rational expectations models.(2009) In: FRB Atlanta Working Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 157		paper
2009Understanding Markov-Switching Rational Expectations Models.(2009) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 157		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]		paper4
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]		paper72
2007Normalization in Econometrics.(2007) In: Econometric Reviews.
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This paper has nother version. Agregated cites: 72		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 nother 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.
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This paper has nother 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 nother version. Agregated cites: 1		paper
2007Asymmetric Expectation Effects of Regime Shifts and the Great Moderation.(2007) In: Kiel Working Papers.
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This paper has nother version. Agregated cites: 1		paper
2008Structural vector autoregressions: theory of identification and algorithms for inference In: FRB Atlanta Working Paper.
[Full Text][Citation analysis]		paper811
2010Structural Vector Autoregressions: Theory of Identification and Algorithms for Inference.(2010) In: The Review of Economic Studies.
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This paper has nother version. Agregated cites: 811		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.
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This paper has nother 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]		paper60
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.
[Full Text][Citation analysis]		paper23
2016Impacts of Monetary Stimulus on Credit Allocation and the Macroeconomy: Evidence from China.(2016) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 23		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.
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2023Uniform Priors for Impulse Responses In: FRB Atlanta Working Paper.
[Full Text][Citation analysis]		paper5
2020Uniform Priors for Impulse Responses.(2020) In: Working Papers.
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This paper has nother version. Agregated cites: 5		paper
1997Spline methods for extracting interest rate curves from coupon bond prices In: FRB Atlanta Working Paper.
[Full Text][Citation analysis]		paper66
1997Normalization, probability distribution, and impulse responses In: FRB Atlanta Working Paper.
[Full Text][Citation analysis]		paper11
2024Inference Based On Time-Varying SVARs Identified with Time Restrictions In: FRB Atlanta Working Paper.
[Full Text][Citation analysis]		paper0
1998Conditional forecasts in dynamic multivariate models In: FRB Atlanta Working Paper.
[Full Text][Citation analysis]		paper253
1999Conditional Forecasts In Dynamic Multivariate Models.(1999) In: The Review of Economics and Statistics.
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This paper has nother version. Agregated cites: 253		article
2008Asymmetric expectation effects of regime shifts in monetary policy In: Working Paper Series.
[Full Text][Citation analysis]		paper54
2009Asymmetric Expectation Effects of Regime Shifts in Monetary Policy.(2009) In: Review of Economic Dynamics.
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This paper has nother version. Agregated cites: 54		article
2024Inference Based on Time-Varying SVARs Identified with Sign Restrictions In: Working Papers.
[Full Text][Citation analysis]		paper0
2024Inference Based on Time-Varying SVARs Identified with Sign Restrictions.(2024) In: Working Papers.
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This paper has nother version. Agregated cites: 0		paper
2010Density-Conditional Forecasts in Dynamic Multivariate Models In: Working Paper Series.
[Full Text][Citation analysis]		paper14
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]		article365

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