Browsing All of EconStor by Author Waggoner, Daniel F.


Showing results 1 to 20 of 32
 next >
Year of PublicationTitleAuthor(s)
1997Normalization, probability distribution, and impulse responsesWaggoner, Daniel F.; Zha, Tao
1997Spline methods for extracting interest rate curves from coupon bond pricesWaggoner, Daniel F.
1998Conditional forecasts in dynamic multivariate modelsWaggoner, Daniel F.; Zha, Tao
2000A Gibbs simulator for restricted VAR modelsWaggoner, Daniel F.; Zha, Tao
2000Likelihood-preserving normalization in multiple equation modelsWaggoner, Daniel F.; Zha, Tao
2000Closing the question on the continuation of turn-of-the-month effects: evidence from the S&P 500 Index futures contractMaberly, Edwin D.; Waggoner, Daniel F.
2004Normalization in econometricsHamilton, James D.; Waggoner, Daniel F.; Zha, Tao
2006Methods for inference in large multiple-equation Markov-switching modelsSims, Christopher A.; Waggoner, Daniel F.; Zha, Tao
2006Transparency, expectations, and forecastsBauer, Andrew; Eisenbeis, Robert A.; Waggoner, Daniel F.; Zha, Tao
2007Understanding the New Keynesian model when monetary policy switches regimesFarmer, Roger E. A.; Waggoner, Daniel F.; Zha, Tao
2007Asymmetric Expectation Effects of Regime Shifts and the Great ModerationLiu, Zheng; Waggoner, Daniel F.; Zha, Tao
2007Indeterminacy in a forward-looking regime-switching modelFarmer, Roger E. A.; Waggoner, Daniel F.; Zha, Tao
2007Asymmetric expectation effects of regime shifts and the great moderationLiu, Zheng; Waggoner, Daniel F.; Zha, Tao
2008Structural vector autoregressions: Theory of identification and algorithms for inferenceRubio-Ramírez, Juan F.; Waggoner, Daniel F.; Zha, Tao
2008Generalizing the Taylor principle: CommentFarmer, Roger E. A.; Waggoner, Daniel F.; Zha, Tao
2009Understanding Markov-switching rational expectations modelsFarmer, Roger E.A.; Waggoner, Daniel F.; Zha, Tao
2010Sources of macroeconomic fluctuations: A regime-switching DSGE approachLiu, Zheng; Waggoner, Daniel F.; Zha, Tao
2010Minimal state variable solutions to Markov-switching rational expectations modelsFarmer, Roger E. A.; Waggoner, Daniel F.; Zha, Tao
2010Density-conditional forecasts in dynamic multivariate modelsAndersson, Michael K.; Palmqvist, Stefan; Waggoner, Daniel F.
2011Sources of macroeconomic fluctuations: A regime-switching DSGE approachLiu, Zheng; Waggoner, Daniel F.; Zha, Tao