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

3386

Citations

RESEARCH PRODUCTION:

24

Articles

73

Papers

1

Chapters

RESEARCH ACTIVITY:

   27 years (1997 - 2024). See details.
   Cites by year: 125
   Journals where Daniel F. Waggoner has often published
   Relations with other researchers
   Recent citing documents: 168.    Total self citations: 59 (1.71 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pwa463
   Updated: 2025-03-08    RAS profile: 2023-05-08    
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Relations with other researchers

Works with:

Rubio-Ramirez, Juan F (6)

Zha, Tao (3)

Chen, Kaiji (3)

Higgins, Patrick (2)

Shin, Minchul (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 (69)

Zha, Tao (60)

Rubio-Ramirez, Juan F (55)

Bianchi, Francesco (53)

Lütkepohl, Helmut (37)

Scharler, Johann (35)

Foerster, Andrew (32)

Fernandez-Villaverde, Jesus (31)

Melosi, Leonardo (31)

Schorfheide, Frank (30)

Matthes, Christian (30)

Cites to:

Zha, Tao (136)

Sims, Christopher (63)

Leeper, Eric (46)

Schorfheide, Frank (34)

Gertler, Mark (31)

Smets, Frank (25)

Geweke, John (22)

Eichenbaum, Martin (21)

Farmer, Roger (21)

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

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

YearTitle of citing document
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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2024The international effects of central bank information shocks. (2019). Stelzer, Anna ; Pfarrhofer, Michael. In: Papers. RePEc:arx:papers:1912.03158.

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2024US Spillovers of US Monetary Policy: Information effects & Financial Flows. (2021). Camara, Santiago. In: Papers. RePEc:arx:papers:2108.01026.

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2024Estimating 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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2024Time-Varying Identification of Monetary Policy Shocks. (2023). 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). Lütkepohl, Helmut ; Lutkepohl, Helmut ; Wo, Tomasz ; Uzeda, Luis ; Shang, Fei. In: Papers. RePEc:arx:papers:2404.11057.

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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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2024.

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

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2024.

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2024.

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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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2024.

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2024.

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2024Taylor Rules with Endogenous Regimes. (2024). van Dijk, Herman K ; Furlanetto, Francesco ; Cross, Jamie L ; Aastveit, Knut Are. In: Working Papers. RePEc:bny:wpaper:0130.

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

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

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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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2025Comparing External and Internal Instruments for Vector Autoregressions. (2025). 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 ; Bonam, Dennis ; Smadu, Andra ; Mori, Lorenzo. 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). Shen, Wenyi ; Mao, Ruoyun ; Yang, Shu-Chun S. 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). Lutkepohl, Helmut ; Bruns, Martin. 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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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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2024Carbon Market and corporate financing behavior-From the perspective of constraints and demand. (2024). Tang, Chun ; Liu, Xiaoxing ; Wu, Yizhong. 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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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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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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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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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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2024Constructing quarterly Chinese time series usable for macroeconomic analysis. (2024). Zha, Tao ; Higgins, Patrick ; Chen, Kaiji. 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 Wel, Michel ; van der Zwan, Terri. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:143:y:2024:i:c:s0261560624000603.

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2024Are exchange rates absorbers of global oil shocks? A generalized structural analysis. (2024). Liu, Xiaochun ; Stewart, Shamar L ; 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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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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2024A Markov-Switching DSGE model for measuring the output gap in Brazil. (2024). Portugal, Marcelo S ; Palma, Andreza A ; de Oliveira, Eleonora. In: Latin American Journal of Central Banking (previously Monetaria). RePEc:eee:lajcba:v:5:y:2024:i:1:s2666143824000036.

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2024GDP nowcasting: A machine learning and remote sensing data-based approach for Bolivia. (2024). Bolivar Rosales, Osmar. In: Latin American Journal of Central Banking (previously Monetaria). RePEc:eee:lajcba:v:5:y:2024:i:3:s2666143824000085.

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2024The chronology of Brexit and UK monetary policy. (2024). Guntner, Jochen ; Geiger, Martin. In: Journal of Monetary Economics. RePEc:eee:moneco:v:142:y:2024:i:c:s0304393223001034.

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2024.

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2024Oil price shocks in real time. (2024). Gazzani, Andrea Giovanni ; Veronese, Giovanni ; Venditti, Fabrizio. In: Journal of Monetary Economics. RePEc:eee:moneco:v:144:y:2024:i:c:s0304393223001630.

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2024Global risk and the dollar. (2024). Schumann, Ben ; Muller, Gernot J ; Georgiadis, Georgios. In: Journal of Monetary Economics. RePEc:eee:moneco:v:144:y:2024:i:c:s0304393224000023.

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2024Averaging impulse responses using prediction pools. (2024). Matthes, Christian ; Lubik, Thomas A ; Ho, Paul. In: Journal of Monetary Economics. RePEc:eee:moneco:v:146:y:2024:i:c:s0304393224000242.

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2024Blended identification in structural VARs. (2024). Marcellino, Massimiliano ; Carriero, Andrea ; Tornese, Tommaso. In: Journal of Monetary Economics. RePEc:eee:moneco:v:146:y:2024:i:c:s0304393224000345.

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2024Estimating financial integration in Europe: How to separate structural trends from cyclical fluctuations. (2024). Lake, Alfred ; Minnella, Enrico ; Maurin, Laurent. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:95:y:2024:i:c:p:85-97.

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2024The impact of new energy transportation means on Chinas food import. (2024). Zhao, Lei ; Ma, Kai. In: Research in Transportation Economics. RePEc:eee:retrec:v:103:y:2024:i:c:s0739885923001269.

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2024Is the exchange rate a shock absorber? The shocks matter. (2024). Beckmann, Joscha ; Breitenlechner, Max ; Scharler, Johann. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pb:p:114-130.

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2024Effectiveness of ATM withdrawal forecasting methods under different market conditions. (2024). Gurgul, Henryk ; Suder, Marcin ; Lach, Ukasz ; Machno, Artur ; Barbosa, Belem. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:200:y:2024:i:c:s0040162523007746.

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2024Determinants of natural disaster emergency public investment cycles in central and southern Chinese regions: The role of technological innovation efficiency. (2024). Zhou, Fangjian ; Li, Xue ; Tang, Chengling ; Lei, Yinchun ; Guo, Hua. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:209:y:2024:i:c:s0040162524005067.

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2025Comparative analysis of carbon emission reduction policies in Chinas manufacturing and transportation sectors. (2025). Yang, Hangjun ; Zhao, Lei ; Yuan, Hang. In: Transport Policy. RePEc:eee:trapol:v:160:y:2025:i:c:p:159-180.

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2025Nonparametric Time Varying IV-SVARs: Estimation and Inference. (2025). Marcellino, Massimiliano ; Kapetanios, George ; Braun, Robin. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2025-04.

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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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This paper has nother version. Agregated cites: 42		paper
2013Inference Based on SVARs Identied with Sign and Zero Restrictions: Theory and Applications In: Working Papers.
[Full Text][Citation analysis]		paper202
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: 202		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 nother version. Agregated cites: 202		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 nother version. Agregated cites: 202		paper
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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This paper has nother version. Agregated cites: 202		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: 202		paper
2009Indeterminacy in a forward‐looking regime switching model In: International Journal of Economic Theory.
[Full Text][Citation analysis]		article36
2006Indeterminacy in a Forward Looking Regime Switching Model.(2006) In: CEPR Discussion Papers.
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This paper has nother version. Agregated cites: 36		paper
2007Indeterminacy in a forward-looking regime-switching model.(2007) In: FRB Atlanta Working Paper.
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This paper has nother version. Agregated cites: 36		paper
2006Indeterminacy in a Forward Looking Regime Switching Model.(2006) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 36		paper
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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This paper has nother version. Agregated cites: 3		paper
2020Monetary Stimulus Amidst the Infrastructure Investment Spree: Evidence from Chinas Loan-Level Data.(2020) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 3		paper
2013Perturbation Methods for Markov-Switching DSGE Models In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper114
2013Perturbation Methods for Markov-Switching DSGE Models.(2013) In: Working Papers.
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This paper has nother version. Agregated cites: 114		paper
2013Perturbation methods for Markov-switching DSGE models.(2013) In: FRB Atlanta Working Paper.
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This paper has nother version. Agregated cites: 114		paper
2014Perturbation methods for Markov-switching DSGE models.(2014) In: FRB Atlanta Working Paper.
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This paper has nother version. Agregated cites: 114		paper
2013Perturbation methods for Markov-switching DSGE model.(2013) In: Research Working Paper.
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This paper has nother version. Agregated cites: 114		paper
2014Perturbation Methods for Markov-Switching DSGE Models.(2014) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 114		paper
2010Perturbation Methods for Markov-Switching Models.(2010) In: 2010 Meeting Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 114		paper
2016Perturbation methods for Markov‐switching dynamic stochastic general equilibrium models.(2016) In: Quantitative Economics.
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This paper has nother version. Agregated cites: 114		article
2014Inference Based on SVAR Identified with Sign and Zero Restrictions: Theory and Applications In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper185
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: 185		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 nother version. Agregated cites: 185		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 nother version. Agregated cites: 185		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 nother version. Agregated cites: 185		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 nother version. Agregated cites: 185		paper
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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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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2006Methods for inference in large multiple-equation Markov-switching models.(2006) In: FRB Atlanta Working Paper.
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2010Confronting model misspecification in macroeconomics.(2010) In: FRB Atlanta Working Paper.
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2016Striated Metropolis–Hastings sampler for high-dimensional models 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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2009Understanding Markov-switching rational expectations models In: Journal of Economic Theory.
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2009Understanding Markov-switching rational expectations models.(2009) In: FRB Atlanta Working Paper.
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2000Issues in hedging options positions In: Economic Review.
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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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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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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: The Review of Economic Studies.
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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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1998Conditional forecasts in dynamic multivariate models In: FRB Atlanta Working Paper.
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1999Conditional Forecasts In Dynamic Multivariate Models.(1999) In: The Review of Economics and Statistics.
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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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2018Inference Based on Structural Vector Autoregressions Identified With Sign and Zero Restrictions: Theory and Applications In: Econometrica.
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