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INDETERMINACY IN A FORWARD LOOKING REGIME SWITCHING MODEL
Farmer, Roger E.A.; Waggoner, Daniel F.; Zha, Tao - 2006
Persistent link: https://www.econbiz.de/10007379125
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A Gibbs sampler for structural vector autoregressions
Waggoner, Daniel F.; Zha, Tao - In: Journal of economic dynamics & control 28 (2004) 2, pp. 349-366
Persistent link: https://www.econbiz.de/10006758851
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UNDERSTANDING MARKOV-SWITCHING RATIONAL EXPECTATIONS MODELS
Farmer, Roger E.A.; Zha, Tao; Waggoner, Daniel F. - 2009
Persistent link: https://www.econbiz.de/10008179643
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Asymmetric expectation effects of regime shifts in monetary policy
Liu, Zheng; Waggoner, Daniel F.; Zha, Tao - In: Review of economic dynamics 12 (2009) 2, pp. 284-303
Persistent link: https://www.econbiz.de/10008180170
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UNDERSTANDING THE NEW-KEYNESIAN MODEL WHEN MONETARY POLICY SWITCHES REGIMES
Farmer, Roger E.A.; Waggoner, Daniel F.; Zha, Tao - 2007
Persistent link: https://www.econbiz.de/10007718388
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Normalization in Econometrics
Hamilton, James D.; Waggoner, Daniel F.; Zha, Tao - In: Econometric reviews 26 (2007) 2, pp. 221-252
Persistent link: https://www.econbiz.de/10007730239
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Sources of macroeconomic fluctuations : a regime-switching DSGE approach
Liu, Zheng; Waggoner, Daniel F.; Zha, Tao - In: Quantitative economics : QE ; journal of the … 2 (2011) 2, pp. 251-301
Persistent link: https://www.econbiz.de/10009957206
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Confronting model misspecification in macroeconomics
Waggoner, Daniel F.; Zha, Tao - In: Journal of econometrics 171 (2012) 2, pp. 167-185
Persistent link: https://www.econbiz.de/10010034686
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Methods for inference in large multiple-equation Markov-switching models
Sims, Christopher A.; Waggoner, Daniel F.; Zha, Tao - In: Journal of econometrics 146 (2008) 2, pp. 255-274
Persistent link: https://www.econbiz.de/10008135100
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Likelihood preserving normalization in multiple equation models
Waggoner, Daniel F.; Zha, Tao - In: Journal of econometrics 114 (2003) 2, pp. 329-348
Persistent link: https://www.econbiz.de/10006763071