Daniel F. Waggoner

Available identifiers

Publication	Date of Publication	Type
Inference in Bayesian proxy-SVARs	2021-10-26	Paper
Inference Based on Structural Vector Autoregressions Identified With Sign and Zero Restrictions: Theory and Applications	2019-03-13	Paper
Perturbation methods for Markov-switching dynamic stochastic general equilibrium models	2018-09-12	Paper
Confronting model misspecification in macroeconomics	2017-05-12	Paper
Methods for inference in large multiple-equation Markov-switching models	2016-06-22	Paper
Striated Metropolis-Hastings sampler for high-dimensional models	2016-05-10	Paper
Minimal state variable solutions to Markov-switching rational expectations models	2012-06-18	Paper
Sources of macroeconomic fluctuations: A regime-switching DSGE approach	2011-11-29	Paper
Structural Vector Autoregressions: Theory of Identification and Algorithms for Inference	2010-06-01	Paper
Understanding Markov-switching rational expectations models	2009-09-14	Paper
A Gibbs sampler for structural vector autoregressions	2008-10-24	Paper
Normalization in Econometrics	2007-06-20	Paper
A Gibbs sampler for structural vector autoregressions	2003-11-01	Paper
Likelihood preserving normalization in multiple equation models	2003-06-09	Paper
On the Homology of SU(n) Instantons	1991-01-01	Paper

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