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Structural Vector Autoregressions: Theory of Identification and Algorithms for Inference

The Review of economic studies, 2010-04, Vol.77 (2), p.665-696

2010

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Methods for inference in large multiple-equation Markov-switching models

Journal of econometrics, 2008-10, Vol.146 (2), p.255-274

2008

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Sources of macroeconomic fluctuations: A regime-switching DSGE approach

Quantitative economics, 2011-07, Vol.2 (2), p.251-301

2011

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INFERENCE BASED ON STRUCTURAL VECTOR AUTOREGRESSIONS IDENTIFIED WITH SIGN AND ZERO RESTRICTIONS: THEORY AND APPLICATIONS

Econometrica, 2018-03, Vol.86 (2), p.685-720

2018

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Minimal state variable solutions to Markov-switching rational expectations models

Journal of economic dynamics & control, 2011-12, Vol.35 (12), p.2150-2166

2011

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Monetary Stimulus amidst the Infrastructure Investment Spree: Evidence from China's Loan‐Level Data

The Journal of finance (New York), 2023-04, Vol.78 (2), p.1147-1204

2023

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Inference in Bayesian Proxy-SVARs

Journal of econometrics, 2021-11, Vol.225 (1), p.88-106

2021

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Generalizing the Taylor Principle: Comment

The American economic review, 2010-03, Vol.100 (1), p.608-617

2010

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Striated Metropolis–Hastings sampler for high-dimensional models

Journal of econometrics, 2016-06, Vol.192 (2), p.406-420

2016

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Confronting model misspecification in macroeconomics

Journal of econometrics, 2012-12, Vol.171 (2), p.167-184

2012

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Asymmetric expectation effects of regime shifts in monetary policy

Review of economic dynamics, 2009-04, Vol.12 (2), p.284-303

2009

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Understanding Markov-switching rational expectations models

Journal of economic theory, 2009-09, Vol.144 (5), p.1849-1867

2009

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Perturbation methods for Markov-switching dynamic stochastic general equilibrium models

Quantitative economics, 2016-07, Vol.7 (2), p.637-669

2016

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Incentive compensation, accounting discretion and bank capital

Journal of economics and business, 2018-01, Vol.95, p.119-140

2018

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Conditional Forecasts in Dynamic Multivariate Models

The review of economics and statistics, 1999-11, Vol.81 (4), p.639-651

1999

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Indeterminacy in a forward-looking regime switching model

International journal of economic theory, 2009-03, Vol.5 (1), p.69-84

2009

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Trends and Cycles in China’s Macroeconomy

NBER macroeconomics annual, 2015-01, Vol.30 (1), p.1-84

2015

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Trends and Cycles in China’s Macroeconomy

NBER macroeconomics annual, 2016-01, Vol.30 (1), p.1-84

2016

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A Gibbs sampler for structural vector autoregressions

Journal of economic dynamics & control, 2003-11, Vol.28 (2), p.349-366

2003

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Likelihood preserving normalization in multiple equation models

Journal of econometrics, 2003-06, Vol.114 (2), p.329-347

2003

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Normalization in Econometrics

Econometric reviews, 2007-01, Vol.26 (2-4), p.221-252

2007

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Spline Methods for Extracting Interest Rate Curves from Coupon Bond Prices

SSRN Electronic Journal

Waggoner, Daniel F.

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Confronting Model Misspecification in Macroeconomics

SSRN Electronic Journal

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Conditional Forecasts in Dynamic Multivariate Models

SSRN Electronic Journal

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Generalizing the Taylor Principle: Comment/Generalizing the Taylor Principle: Reply

The American economic review, 2010-03, Vol.100 (1), p.608

2010

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Structural Vector Autoregressions: Theory of Identification and Algorithms for Inference

Methods for inference in large multiple-equation Markov-switching models

Sources of macroeconomic fluctuations: A regime-switching DSGE approach

INFERENCE BASED ON STRUCTURAL VECTOR AUTOREGRESSIONS IDENTIFIED WITH SIGN AND ZERO RESTRICTIONS: THEORY AND APPLICATIONS

Minimal state variable solutions to Markov-switching rational expectations models

Monetary Stimulus amidst the Infrastructure Investment Spree: Evidence from China's Loan‐Level Data

Inference in Bayesian Proxy-SVARs

Generalizing the Taylor Principle: Comment

Striated Metropolis–Hastings sampler for high-dimensional models

Confronting model misspecification in macroeconomics

Asymmetric expectation effects of regime shifts in monetary policy

Understanding Markov-switching rational expectations models

Perturbation methods for Markov-switching dynamic stochastic general equilibrium models

Incentive compensation, accounting discretion and bank capital

Conditional Forecasts in Dynamic Multivariate Models

Indeterminacy in a forward-looking regime switching model

Trends and Cycles in China’s Macroeconomy

Trends and Cycles in China’s Macroeconomy

A Gibbs sampler for structural vector autoregressions

Likelihood preserving normalization in multiple equation models

Normalization in Econometrics

Spline Methods for Extracting Interest Rate Curves from Coupon Bond Prices

Confronting Model Misspecification in Macroeconomics

Conditional Forecasts in Dynamic Multivariate Models

Generalizing the Taylor Principle: Comment/Generalizing the Taylor Principle: Reply

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