Browsing All of EconStor by Author Waggoner, Daniel F.

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