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Daniel F. Waggoner

Global rank #4239 95%

Institution: Federal Reserve Bank of Atlanta

Primary Field: Econometrics (weighted toward more recent publications)

First Publication: 1999

Most Recent: 2023

RePEc ID: pwa463 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 0.00 1.07 0.00 0.00 2.14
Last 10 Years 0.67 1.74 0.50 0.00 6.67
All Time 2.01 6.10 2.85 0.00 23.09

Publication Statistics

Raw Publications 15
Coauthorship-Adjusted Count 11.01

Publications (15)

Year Article Journal Tier Authors
2023 Monetary Stimulus amidst the Infrastructure Investment Spree: Evidence from China's Loan‐Level Data Journal of Finance A 5
2021 Inference in Bayesian Proxy-SVARs Journal of Econometrics A 3
2018 Inference Based on Structural Vector Autoregressions Identified With Sign and Zero Restrictions: Theory and Applications Econometrica S 3
2016 Perturbation methods for Markov‐switching dynamic stochastic general equilibrium models Quantitative Economics B 4
2016 Striated Metropolis–Hastings sampler for high-dimensional models Journal of Econometrics A 3
2012 Confronting model misspecification in macroeconomics Journal of Econometrics A 2
2011 Minimal state variable solutions to Markov-switching rational expectations models Journal of Economic Dynamics and Control B 3
2010 Generalizing the Taylor Principle: Comment American Economic Review S 3
2010 Structural Vector Autoregressions: Theory of Identification and Algorithms for Inference Review of Economic Studies S 3
2009 Understanding Markov-switching rational expectations models Journal of Economic Theory A 3
2009 Asymmetric Expectation Effects of Regime Shifts in Monetary Policy Review of Economic Dynamics B 3
2008 Methods for inference in large multiple-equation Markov-switching models Journal of Econometrics A 3
2003 A Gibbs sampler for structural vector autoregressions Journal of Economic Dynamics and Control B 2
2003 Likelihood preserving normalization in multiple equation models Journal of Econometrics A 2
1999 Conditional Forecasts In Dynamic Multivariate Models Review of Economics and Statistics A 2