Daniel F. Waggoner

Economics and Econometrics · 2003–2018

A researcher in the Science corpus: 9 papers; trusts 33 researchers and is trusted by 15 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 96 citations into it; #5,643 of 23,481 by trust here, #5,522 by citations
• Finance — 23 citations into it
• Statistics and Probability — 18 citations into it; #8,125 of 12,932 by trust here, #6,552 by citations
• Artificial Intelligence — 11 citations into it; #22,204 of 35,345 by trust here, #31,361 by citations
• Management Science and Operations Research — 8 citations into it

Whom Daniel F. Waggoner trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Christopher A. Sims
2. Harald Uhlig
3. Frank Smets
4. Frank Schorfheide
5. Tao Zha
6. Thomas A. Lubik
7. Mattias Villani
8. Bernard Walter Silverman
9. Paul Klein
10. Francesco Bianchi

Who trusts Daniel F. Waggoner overall

1. Christopher A. Sims
2. Helmut Lütkepohl
3. Lutz Kilian
4. Joshua C. C. Chan
5. Francesco Bianchi
6. S. Kaufmann
7. Christiane Baumeister
8. Tao Zha
9. Juan F. Rubio-Ramirez
10. Gary Koop

Papers from Daniel F. Waggoner's perspective

Ordered by how strongly the researchers Daniel F. Waggoner trusts endorse each paper. Same corpus, a different order for every researcher.

1. What are the Effects of Monetary Policy on Output? : Results from an Agnostic Identification Procedure
2. Learning and expectations in macroeconomics
3. Shocks and Frictions in Us Business Cycles: A Bayesian DSGE Approach (Social Science Research Network)
4. The Conquest of U.S. Inflation: Learning and Robustness to Model Uncertainty (Social Science Research Network)
5. An estimated dynamic stochastic general equilibrium model of the euro area. NBB Working Paper Nr. 35
6. A Gibbs sampler for structural vector autoregressions
7. The Impact of Uncertainty Shocks
8. Using the generalized Schur form to solve a multivariate linear rational expectations model
9. Minimal State Variable Solutions to Markov-switching Rational Expectations Models
10. Some Issues in Using Sign Restrictions for Identifying Structural VARs

Their papers

• A Gibbs sampler for structural vector autoregressions (2003) — 162 citations
• Minimal State Variable Solutions to Markov-switching Rational Expectations Models (2011) — 199 citations
• Methods for Inference in Large Multiple-Equation Markov-Switching Models (2008) — 267 citations
• Trends and Cycles in China’s Macroeconomy (2016) — 237 citations
• Inference Based on Structural Vector Autoregressions Identified With Sign and Zero Restrictions: Theory and Applications (2018) — 367 citations
• Perturbation methods for Markov‐switching dynamic stochastic general equilibrium models (2016) — 56 citations
• Perturbation Methods for Markov-Switching DSGE Models (2014) — 82 citations
• Structural Vector Autoregressions: Theory of Identification and Algorithms for Inference (2010) — 444 citations
• Normalization in Econometrics (2007) — 99 citations