Daniel F. Waggoner

Federal Reserve Bank of Atlanta

Research Economist and Advisor

1000 Peachtree Street N.E.

Atlanta, GA 30309-4470

United States

  • Federal Reserve Bank of Atlanta

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SCHOLARLY PAPERS

32

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Scholarly Papers (32)

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1.

Spline Methods for Extracting Interest Rate Curves from Coupon Bond Prices

Federal Reserve Bank of Atlanta Working Paper 97-10
Number of pages: 23 Posted: 13 May 1998
Daniel F. Waggoner
Federal Reserve Bank of Atlanta
Downloads 1,426 (17,557)
Citation 44

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2.

Closing the Question on the Continuation of Turn-of-The-Month Effects: Evidence from the S&P 500 Index Futures Contract

FRB Atlanta Working Paper 2000-11
Number of pages: 28 Posted: 16 Nov 2000
Edwin D. Maberly and Daniel F. Waggoner
Monash University and Federal Reserve Bank of Atlanta
Downloads 749 (44,086)
Citation 2

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Disappearing turn-of-the-month effect, S&P 500 futures, market efficiency

3.

Markov-Switching Structural Vector Autoregressions: Theory and Application

FRB of Atlanta Working Paper No. 2005-27
Number of pages: 48 Posted: 19 Dec 2005
Juan Francisco Rubio-Ramirez, Daniel F. Waggoner and Tao A. Zha
Federal Reserve Bank of Atlanta - Research Department, Federal Reserve Bank of Atlanta and Federal Reserve Bank of Atlanta
Downloads 716 (46,835)
Citation 31

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Markov switching, regime changes, volatility, identification

4.

A Gibbs Simulator for Restricted VAR Models

FRB of Atlanta Working Paper No. 2000-3
Number of pages: 25 Posted: 02 May 2000
Daniel F. Waggoner and Tao A. Zha
Federal Reserve Bank of Atlanta and Federal Reserve Bank of Atlanta
Downloads 233 (170,914)
Citation 2

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5.

Trends and Cycles in China's Macroeconomy

Downloads 221 (179,735)
Citation 30

Trends and Cycles in China's Macroeconomy

FRB Atlanta Working Paper No. 2015-5
Number of pages: 74 Posted: 02 Jul 2015
Chun Chang, Kaiji Chen, Daniel F. Waggoner and Tao A. Zha
Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF), Emory University - Department of Economics, Federal Reserve Bank of Atlanta and Federal Reserve Bank of Atlanta
Downloads 137 (272,531)

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reallocation, between-sector effect, total factor productivity growth, heavy versus light sectors, long-term versus short-term loans, labor share, lending frictions, incentive compatibility

Trends and Cycles in China's Macroeconomy

Number of pages: 76 Posted: 11 May 2018
Chun Chang, Kaiji Chen, Daniel F. Waggoner and Tao A. Zha
Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF), Emory University - Department of Economics, Federal Reserve Bank of Atlanta and Federal Reserve Bank of Atlanta
Downloads 62 (453,529)
Citation 6

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Reallocation, between-sector effect, TFP growth, heavy vs. light sectors, long-term vs. short-term loans, labor share, lending frictions, incentive compatibility

Trends and Cycles in China's Macroeconomy

NBER Working Paper No. w21244
Number of pages: 75 Posted: 08 Jun 2015 Last Revised: 17 Jan 2022
Chun Chang, Kaiji Chen, Daniel F. Waggoner and Tao A. Zha
Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF), Emory University - Department of Economics, Federal Reserve Bank of Atlanta and Federal Reserve Bank of Atlanta
Downloads 22 (665,879)
Citation 18

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6.

Evaluating Wall Street Journal Survey Forecasters: A Multivariate Approach

FRB of Atlanta Working Paper No. 2002-8
Number of pages: 24 Posted: 17 Aug 2002
Robert Eisenbeis, Daniel F. Waggoner and Tao A. Zha
Independent, Federal Reserve Bank of Atlanta and Federal Reserve Bank of Atlanta
Downloads 192 (204,674)
Citation 6

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Wall Street Journal, joint forecast, probability, ranking, correlation, variance, multivariate assessment

7.

Normalization in Econometrics

FRB of Atlanta Working Paper No. 2004-13
Number of pages: 69 Posted: 22 Aug 2004
James D. Hamilton, Daniel F. Waggoner and Tao A. Zha
University of California at San Diego, Federal Reserve Bank of Atlanta and Federal Reserve Bank of Atlanta
Downloads 171 (226,369)
Citation 15

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Normalization, mixture distributions, vector autoregressions, cointegration, regime switching, numerical Bayesian methods, small sample distributions, weak identification

8.

Structural Vector Autoregressions: Theory of Identification and Algorithms for Inference

Federal Reserve Bank of Atlanta Working Paper No. 2008-18
Number of pages: 69 Posted: 16 Nov 2008
Juan Francisco Rubio-Ramirez, Daniel F. Waggoner and Tao A. Zha
Federal Reserve Bank of Atlanta - Research Department, Federal Reserve Bank of Atlanta and Federal Reserve Bank of Atlanta
Downloads 156 (244,510)
Citation 115

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linear and nonlinear restrictions, global identification, almost everywhere, rank conditions, orthogonal rotation, transformation, simultaneity

9.

Perturbation Methods for Markov-Switching DSGE Models

Downloads 139 (268,419)
Citation 12

Perturbation Methods for Markov-Switching DSGE Models

Federal Reserve Bank of Kansas City Working Paper No. RWP 13-01
Number of pages: 35 Posted: 08 Mar 2013 Last Revised: 21 Nov 2015
Andrew T. Foerster, Juan Francisco Rubio-Ramirez, Daniel F. Waggoner and Tao A. Zha
Federal Reserve Banks - Federal Reserve Bank of San Francisco, Federal Reserve Bank of Atlanta - Research Department, Federal Reserve Bank of Atlanta and Federal Reserve Bank of Atlanta
Downloads 103 (335,325)
Citation 5

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Perturbation Methods for Markov-Switching DSGE Models

FRB Atlanta Working Paper No. 2014-16
Number of pages: 39 Posted: 04 Apr 2015
Andrew T. Foerster, Juan Francisco Rubio-Ramirez, Daniel F. Waggoner and Tao A. Zha
Federal Reserve Banks - Federal Reserve Bank of San Francisco, Federal Reserve Bank of Atlanta - Research Department, Federal Reserve Bank of Atlanta and Federal Reserve Bank of Atlanta
Downloads 21 (673,540)

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partition principle, naive perturbation, uncertainty, Taylor series, high-order expansion, time-varying coefficients, nonlinearity, Gröbner bases

Perturbation Methods for Markov-Switching DSGE Models

NBER Working Paper No. w20390
Number of pages: 39 Posted: 25 Aug 2014 Last Revised: 19 Sep 2021
Andrew T. Foerster, Juan Francisco Rubio-Ramirez, Daniel F. Waggoner and Tao A. Zha
Federal Reserve Banks - Federal Reserve Bank of San Francisco, Federal Reserve Bank of Atlanta - Research Department, Federal Reserve Bank of Atlanta and Federal Reserve Bank of Atlanta
Downloads 11 (756,256)
Citation 3

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Perturbation Methods for Markov-Switching DSGE Models

Number of pages: 88 Posted: 08 May 2013
Andrew T. Foerster, Juan Francisco Rubio-Ramirez, Daniel F. Waggoner and Tao A. Zha
Federal Reserve Banks - Federal Reserve Bank of San Francisco, Federal Reserve Bank of Atlanta - Research Department, Federal Reserve Bank of Atlanta and Federal Reserve Bank of Atlanta
Downloads 4 (817,296)
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DSGE, Markov-Switching, Perturbation

10.

Normalization, Probability Distribution, and Impulse Responses

Working Paper Number 97-11
Number of pages: 21 Posted: 22 Feb 1998
Daniel F. Waggoner and Tao A. Zha
Federal Reserve Bank of Atlanta and Federal Reserve Bank of Atlanta
Downloads 134 (276,157)
Citation 4

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11.

Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications

FRB Atlanta Working Paper No. 2014-1
Number of pages: 71 Posted: 30 Mar 2015
Jonas Arias, Juan Francisco Rubio-Ramirez and Daniel F. Waggoner
Federal Reserve Bank of Philadelphia, Federal Reserve Bank of Atlanta - Research Department and Federal Reserve Bank of Atlanta
Downloads 130 (282,403)
Citation 75

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identification, sign restrictions, simulation

12.

Methods for Inference in Large Multiple-Equation Markov-Switching Models

FRB of Atlanta Working Paper No. 2006-22
Number of pages: 46 Posted: 09 Feb 2007
Christopher A. Sims, Daniel F. Waggoner and Tao A. Zha
Princeton University - Department of Economics, Federal Reserve Bank of Atlanta and Federal Reserve Bank of Atlanta
Downloads 130 (282,403)
Citation 50

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volatility, coefficient changes, discontinuous shifts, Lucas critique, independent Markov processes

13.

Transparency, Expectations, and Forecasts

ECB Working Paper No. 637, FRB of Atlanta Working Paper No. 2006-3
Number of pages: 52 Posted: 26 Apr 2006
Andy Bauer, Robert Eisenbeis, Daniel F. Waggoner and Tao A. Zha
Federal Reserve Bank of Richmond, Independent, Federal Reserve Bank of Atlanta and Federal Reserve Bank of Atlanta
Downloads 109 (320,580)

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Transparency, common errors, idiosyncratic errors

14.

Indeterminacy in a Forward-Looking Regime-Switching Model

Downloads 89 (365,742)
Citation 2

Indeterminacy in a Forward-Looking Regime-Switching Model

FRB of Atlanta Working Paper No. 2006-19
Number of pages: 16 Posted: 26 Nov 2006
Roger E. A. Farmer, Roger E. A. Farmer, Daniel F. Waggoner and Tao A. Zha
University of California, Los Angeles (UCLA) - Department of EconomicsUniversity of Warwick, Federal Reserve Bank of Atlanta and Federal Reserve Bank of Atlanta
Downloads 56 (476,858)
Citation 2

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policy rule, inflation, serial dependence, multiple equilibria, regime switching

Indeterminacy in a Forward Looking Regime Switching Model

NBER Working Paper No. w12540
Number of pages: 16 Posted: 02 Oct 2006 Last Revised: 08 Oct 2021
Roger E. A. Farmer, Roger E. A. Farmer, Daniel F. Waggoner and Tao A. Zha
University of California, Los Angeles (UCLA) - Department of EconomicsUniversity of Warwick, Federal Reserve Bank of Atlanta and Federal Reserve Bank of Atlanta
Downloads 19 (689,350)

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Indeterminacy in a Forward Looking Regime Switching Model

Number of pages: 18 Posted: 29 Dec 2006
Roger E. A. Farmer, Roger E. A. Farmer, Daniel F. Waggoner and Tao A. Zha
University of California, Los Angeles (UCLA) - Department of EconomicsUniversity of Warwick, Federal Reserve Bank of Atlanta and Federal Reserve Bank of Atlanta
Downloads 14 (730,374)
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Indeterminacy, regime switching, Taylor Principle

15.

Minimal State Variable Solutions to Markov-Switching Rational Expectations Models

FRB of Atlanta Working Paper No. 2008-23
Number of pages: 30 Posted: 13 Nov 2008
Roger E. A. Farmer, Roger E. A. Farmer, Daniel F. Waggoner and Tao A. Zha
University of California, Los Angeles (UCLA) - Department of EconomicsUniversity of Warwick, Federal Reserve Bank of Atlanta and Federal Reserve Bank of Atlanta
Downloads 85 (376,178)
Citation 53

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regime switching, volatility, rational expectations

16.

Likelihood-Preserving Normalization in Multiple Equation Models

FRB of Atlanta Working Paper No. 2000-8
Number of pages: 28 Posted: 10 Oct 2000
Daniel F. Waggoner and Tao A. Zha
Federal Reserve Bank of Atlanta and Federal Reserve Bank of Atlanta
Downloads 85 (376,178)
Citation 4

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Bayesian methods, causal analysis, supply and demand, simultaneity, likelihood shape, equilibrium effects

17.

Understanding the New Keynesian Model When Monetary Policy Switches Regimes

Downloads 82 (384,307)

Understanding the New Keynesian Model When Monetary Policy Switches Regimes

FRB Atlanta Working Paper No. 2007-12
Number of pages: 24 Posted: 27 Dec 2007
Roger E. A. Farmer, Roger E. A. Farmer, Daniel F. Waggoner and Tao A. Zha
University of California, Los Angeles (UCLA) - Department of EconomicsUniversity of Warwick, Federal Reserve Bank of Atlanta and Federal Reserve Bank of Atlanta
Downloads 56 (476,858)

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active and passive regimes, indeterminacy, cross-regime spillovers, conditioning, expectations formation, inflation hawk, inflation dove

Understanding the New-Keynesian Model When Monetary Policy Switches Regimes

NBER Working Paper No. w12965
Number of pages: 24 Posted: 15 Mar 2007 Last Revised: 06 Jun 2021
Roger E. A. Farmer, Roger E. A. Farmer, Daniel F. Waggoner and Tao A. Zha
University of California, Los Angeles (UCLA) - Department of EconomicsUniversity of Warwick, Federal Reserve Bank of Atlanta and Federal Reserve Bank of Atlanta
Downloads 26 (635,785)

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18.

Generalizing the Taylor Principle: Comment

Federal Reserve Bank of Atlanta Working Paper 2008-19
Number of pages: 14 Posted: 16 Nov 2008
Roger E. A. Farmer, Roger E. A. Farmer, Daniel F. Waggoner and Tao A. Zha
University of California, Los Angeles (UCLA) - Department of EconomicsUniversity of Warwick, Federal Reserve Bank of Atlanta and Federal Reserve Bank of Atlanta
Downloads 73 (410,575)
Citation 7

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bounded solutions, multiple fundamental equilibria, historical dependence

19.

Impacts of Monetary Stimulus on Credit Allocation and Macroeconomy: Evidence from China

Downloads 70 (420,030)
Citation 5

Impacts of Monetary Stimulus on Credit Allocation and Macroeconomy: Evidence from China

FRB Atlanta Working Paper No. 2016-9
Number of pages: 52 Posted: 26 Sep 2016 Last Revised: 21 Oct 2017
Kaiji Chen, Daniel F. Waggoner, Patrick C. Higgins and Tao A. Zha
Emory University - Department of Economics, Federal Reserve Bank of Atlanta, Federal Reserve Banks - Federal Reserve Bank of Atlanta and Federal Reserve Bank of Atlanta
Downloads 57 (472,964)
Citation 2

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asymmetric credit allocation, endogenous regime switching, debt-to-GDP ratio, heavy GDP, heavy loans, real estate, land prices, GDP growth target, nonlinear effects

Impacts of Monetary Stimulus on Credit Allocation and the Macroeconomy: Evidence from China

NBER Working Paper No. w22650
Number of pages: 53 Posted: 20 Sep 2016 Last Revised: 23 May 2021
Kaiji Chen, Patrick C. Higgins, Daniel F. Waggoner and Tao A. Zha
Emory University - Department of Economics, Federal Reserve Banks - Federal Reserve Bank of Atlanta, Federal Reserve Bank of Atlanta and Federal Reserve Bank of Atlanta
Downloads 13 (739,006)
Citation 1

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20.

Inference in Bayesian Proxy-Svars

Downloads 69 (423,285)
Citation 2

Inference in Bayesian Proxy-Svars

FRB of Philadelphia Working Paper No. 18-25/R
Number of pages: 52 Posted: 27 Nov 2018 Last Revised: 29 Apr 2020
Jonas Arias, Juan Francisco Rubio-Ramirez and Daniel F. Waggoner
Federal Reserve Bank of Philadelphia, Federal Reserve Bank of Atlanta - Research Department and Federal Reserve Bank of Atlanta
Downloads 38 (561,361)

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Inference in Bayesian Proxy-Svars

FRB Atlanta Working Paper No. 2018-16
Number of pages: 48 Posted: 05 Feb 2019 Last Revised: 29 Apr 2020
Jonas Arias, Juan Rubio Ramírez and Daniel F. Waggoner
Federal Reserve Bank of Philadelphia, Emory University and Federal Reserve Bank of Atlanta
Downloads 31 (602,003)

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SVARs, external instruments, importance sampler

21.

Understanding Markov-Switching Rational Expectations Models

Downloads 61 (450,733)
Citation 24

Understanding Markov-Switching Rational Expectations Models

NBER Working Paper No. w14710
Number of pages: 27 Posted: 17 Feb 2009 Last Revised: 12 Sep 2021
Roger E. A. Farmer, Roger E. A. Farmer, Tao A. Zha and Daniel F. Waggoner
University of California, Los Angeles (UCLA) - Department of EconomicsUniversity of Warwick, Federal Reserve Bank of Atlanta and Federal Reserve Bank of Atlanta
Downloads 43 (535,361)
Citation 3

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Understanding Markov-Switching Rational Expectations Models

FRB Atlanta Working Paper 2009-5
Number of pages: 26 Posted: 17 Mar 2015
Roger E. A. Farmer, Roger E. A. Farmer, Daniel F. Waggoner and Tao A. Zha
University of California, Los Angeles (UCLA) - Department of EconomicsUniversity of Warwick, Federal Reserve Bank of Atlanta and Federal Reserve Bank of Atlanta
Downloads 18 (697,294)
Citation 11

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stability, nonlinearity, unique equilibrium, cross-regime indeterminacy, expectations formation, necessary and sufficient conditions

22.

Conditional Forecasts in Dynamic Multivariate Models

FRB Atlanta Working Paper Series No. 98-22
Number of pages: 43 Posted: 25 Jan 2015
Daniel F. Waggoner and Tao A. Zha
Federal Reserve Bank of Atlanta and Federal Reserve Bank of Atlanta
Downloads 57 (465,689)
Citation 26

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conditional forecasts, hard and soft conditions, Bayesian methods, probability distribution, error bands, likelihood

23.

The Dynamic Striated Metropolis-Hastings Sampler for High-Dimensional Models

FRB Atlanta Working Paper No. 2014-21
Number of pages: 35 Posted: 04 Apr 2015
Daniel F. Waggoner, Hongwei Wu and Tao A. Zha
Federal Reserve Bank of Atlanta, Federal Reserve Banks - Federal Reserve Bank of Atlanta and Federal Reserve Bank of Atlanta
Downloads 55 (473,212)
Citation 8

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dynamic striation adjustments, simultaneous equations, Phillips curve, winding ridges, multiple peaks, independent striated draws, irregular posterior distribution, importance weights, tempered posterior density, effective sample size

24.

Density-Conditional Forecasts in Dynamic Multivariate Models

Riksbank Research Paper Series No. 78, Sveriges Riksbank Working Paper Series No. 247
Number of pages: 22 Posted: 26 Jan 2011
Stefan Palmqvist, Daniel F. Waggoner and Michael Andersson
affiliation not provided to SSRN, Federal Reserve Bank of Atlanta and Finansinspektionen
Downloads 51 (489,269)
Citation 5

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Central Bank, Market Expectation, Restrictions, Uncertainty

25.

The Transmission of Financial Shocks and Leverage of Banks: An Endogenous Regime Switching Framework

Number of pages: 35 Posted: 01 Feb 2021
Kirstin Hubrich and Daniel F. Waggoner
Board of Governors of the Federal Reserve System and Federal Reserve Bank of Atlanta
Downloads 47 (506,456)

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Regime Switching Models, Time-Varying Transition Probabilities, Financial Shocks, Leverage of Financial Institutions

26.

Sources of Macroeconomic Fluctuations: A Regime-Switching DSGE Approach

FRB Atlanta Working Paper No. 2009-3a
Number of pages: 75 Posted: 19 Mar 2015
Zheng Liu, Daniel F. Waggoner and Tao A. Zha
Federal Reserve Banks - Federal Reserve Bank of San Francisco, Federal Reserve Bank of Atlanta and Federal Reserve Bank of Atlanta
Downloads 36 (559,487)
Citation 16

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systematic analysis, regime switching, depreciation shock, efficient estimation methods

27.

Asymmetric Expectation Effects of Regime Shifts and the Great Moderation

FRB Atlanta Working Paper No. 2007-23
Number of pages: 48 Posted: 23 Feb 2015
Zheng Liu, Daniel F. Waggoner and Tao A. Zha
Federal Reserve Banks - Federal Reserve Bank of San Francisco, Federal Reserve Bank of Atlanta and Federal Reserve Bank of Atlanta
Downloads 19 (666,848)
Citation 2

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structural breaks, expectations formation, monetary policy regime, macroeconomic volatility, Lucas critique

28.

Confronting Model Misspecification in Macroeconomics

NBER Working Paper No. w17791
Number of pages: 52 Posted: 27 Jan 2012 Last Revised: 13 Aug 2021
Daniel F. Waggoner and Tao A. Zha
Federal Reserve Bank of Atlanta and Federal Reserve Bank of Atlanta
Downloads 17 (681,455)
Citation 10

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29.

Monetary Stimulus Amid the Infrastructure Investment Spree: Evidence from China's Loan-Level Data

FRB Atlanta Working Paper No. 2020-16
Number of pages: 80 Posted: 20 Apr 2021
Kaiji Chen, Haoyu Gao, Patrick C. Higgins, Daniel F. Waggoner and Tao A. Zha
Emory University - Department of Economics, Renmin University of China, Federal Reserve Banks - Federal Reserve Bank of Atlanta, Federal Reserve Bank of Atlanta and Federal Reserve Bank of Atlanta
Downloads 16 (688,929)

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infrastructure investment; monetary policy transmission; fiscal shocks; policy interaction; credit reallocation; LGFVs

30.

Confronting Model Misspecification in Macroeconomics

FRB Atlanta Working Paper No. 2010-18a
Number of pages: 51 Posted: 23 Mar 2015
Daniel F. Waggoner and Tao A. Zha
Federal Reserve Bank of Atlanta and Federal Reserve Bank of Atlanta
Downloads 16 (688,929)
Citation 1

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Markov-switching mixture, heterogenous models, regime-dependent weights, model uncertainty, parameter uncertainty, impulse responses, policy analysis

31.

Monetary Stimulus Amidst the Infrastructure Investment Spree: Evidence from China's Loan-Level Data

Downloads 4 (712,208)

Monetary Stimulus Amidst the Infrastructure Investment Spree: Evidence from China&Apos;S Loan-Level Data

NBER Working Paper No. w27763
Number of pages: 81 Posted: 31 Aug 2020 Last Revised: 18 Nov 2021
Kaiji Chen, Haoyu Gao, Patrick C. Higgins, Daniel F. Waggoner and Tao A. Zha
Emory University - Department of Economics, Renmin University of China, Federal Reserve Banks - Federal Reserve Bank of Atlanta, Federal Reserve Bank of Atlanta and Federal Reserve Bank of Atlanta
Downloads 4 (817,296)
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32.

Inference Based on SVAR Identified with Sign and Zero Restrictions: Theory and Applications

Number of pages: 74 Posted: 02 Jun 2014
Jonas Arias, Juan Francisco Rubio-Ramirez and Daniel F. Waggoner
Federal Reserve Bank of Philadelphia, Federal Reserve Bank of Atlanta - Research Department and Federal Reserve Bank of Atlanta
Downloads 0 (831,574)
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Fiscal Shocks, Optimism, Sign and Zero Restrictions, SVARs