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Economists


Daniel Waggoner Daniel F. Waggoner
Research Economist and Policy Adviser

Research Department
Federal Reserve Bank of Atlanta
1000 Peachtree Street N.E.
Atlanta, Georgia 30309-4470
404-498-8278
Daniel.F.Waggoner@atl.frb.org

To interview economists, press should contact Public Affairs at 404-498-8748.


  • Biography
  • Research

Biography

Daniel Waggoner is a research economist and policy adviser with the financial section of the research department of the Federal Reserve Bank of Atlanta. His interests include the term structure of interest rates, Bayesian econometrics, and mathematical modeling.

Before joining the Fed, he was an assistant professor of mathematics at Agnes Scott College and, prior to that, a visiting assistant professor at Lehigh University. Dr. Waggoner's work has been published in a number of journals including Transactions of the American Mathematical Society and the Review of Economics and Statistics.

Dr. Waggoner earned his bachelor's in mathematics from the University of Mississippi. He earned a master's degree and a doctorate in mathematics from the University of Kentucky. He also holds a master's degree in finance from Georgia State University.

Research

Publications

"Transparency, Expectations, and Forecasts." Federal Reserve Bank of Atlanta Economic Review, First Quarter 2006 (with Andrew Bauer, Robert A. Eisenbeis, and Tao Zha).

"The Risks and Rewards of Selling Volatility." Federal Reserve Bank of Atlanta Economic Review, First Quarter 2001 (with Saikat Nandi).

Working Papers

2014-16
Perturbation Methods for Markov-Switching DSGE Models
Andrew Foerster, Juan Rubio-Ramírez, Daniel F. Waggoner, and Tao Zha
August 2014
Abstract || Full text in PDF (90 KB)

2014-1
Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications
Jonas E. Arias, Juan F. Rubio-Ramírez, and Daniel F. Waggoner
March 2013
Abstract || Full text in PDF (2.16 MB)

2013-1
Perturbation Methods for Markov-Switching DSGE Models
Andrew Foerster, Juan Rubio-Ramírez, Daniel F. Waggoner, and Tao Zha
March 2013
Abstract || Full text in PDF (565 KB)

2010-18a
Confronting Model Misspecification in Macroeconomics
Daniel F. Waggoner, and Tao Zha
Revised February 2012
Abstract || Full text in PDF (418 KB)

2009-5
Understanding Markov-Switching Rational Expectations Models
Roger E.A. Farmer, Daniel F. Waggoner, and Tao Zha
March 2009
Abstract || Full text in PDF (668 KB)

2009-3a
Sources of Macroeconomic Fluctuations: A Regime-Switching DSGE Approach
Zheng Liu, Daniel F. Waggoner, and Tao Zha
Revised October 2010
Abstract || Full text in PDF (755 KB)

2008-23a
Minimal State Variable Solutions to Markov-Switching Rational Expectations Models
Roger E.A. Farmer, Daniel F. Waggoner, and Tao Zha
Revised September 2010
Abstract || Full text in PDF (244 KB)

2008-19
Generalizing the Taylor Principle: Comment
Roger E.A. Farmer, Daniel F. Waggoner, and Tao Zha
September 2008
Abstract || Full text in PDF (228 KB)

2008-18
Structural Vector Autoregressions: Theory of Identification and Algorithms for Inference
Juan F. Rubio-Ramírez, Daniel F. Waggoner, and Tao Zha
September 2008
Abstract || Full text in PDF (548 KB)

2007-23
Asymmetric Expectation Effects of Regime Shifts and the Great Moderation
Zheng Liu, Daniel F. Waggoner, and Tao Zha
October 2007
Abstract || Full text in PDF (769 KB)

2007-12
Understanding the New Keynesian Model When Monetary Policy Switches Regimes
Roger E.A. Farmer, Daniel F. Waggoner, and Tao Zha
July 2007
Abstract || Full text in PDF (478 KB)

2006-22
Methods for Inference in Large Multiple-Equation Markov-Switching Models
Christopher A. Sims, Daniel F. Waggoner, and Tao Zha
November 2006
Abstract || Full text in PDF (311 KB)

2006-19a
Indeterminacy in a Forward-Looking Regime-Switching Model
Roger E.A. Farmer, Daniel F. Waggoner, and Tao Zha
Revised September 2007
Abstract || Full text in PDF (561 KB)

2006-3
Transparency, Expectations, and Forecasts
Andrew Bauer, Robert A. Eisenbeis, Daniel F. Waggoner, and Tao Zha
April 2006
Abstract || Full text in PDF (420 KB)

2005-27
Markov-Switching Structural Vector Autoregressions: Theory and Application
Juan Francisco Rubio-Ramírez, Daniel Waggoner, and Tao Zha
December 2005
Abstract || Full text in PDF (1 MB)

2004-13
Normalization in Econometrics
James D. Hamilton, Daniel F. Waggoner, and Tao Zha
June 2004
Abstract || Full text in PDF (1.1 MB)

2002-8a
Evaluating Wall Street Journal Survey Forecasters: A Multivariate Approach
Robert Eisenbeis, Daniel Waggoner, and Tao Zha
July 2002
Abstract || Full text in PDF (117 KB)

2000-11
Closing the Question on the Continuation of Turn-of-the-Month Effects: Evidence from the S&P 500 Index Futures Contract
Edwin D. Maberly and Daniel F. Waggoner
August 2000
Abstract || Full text in PDF (130 KB)

2000-8
Likelihood-Preserving Normalization in Multiple Equation Models
Daniel F. Waggoner and Tao Zha
June 2000
Abstract || Full text in PDF (203 KB)

2000-3
A Gibbs Simulator for Restricted VAR Models
Daniel F. Waggoner and Tao Zha
March 2000
Abstract || Full text in PDF (384 KB)

1998-22
Conditional Forecasts in Dynamic Multivariate Models
Daniel F. Waggoner and Tao Zha
December 1998
Abstract || Full text in PDF (199 KB)

1997-11
Normalization, Probability Distribution, and Impulse Responses
Daniel F. Waggoner and Tao Zha
November 1997
Abstract || Full text in PDF (160 KB)

1997-10
Spline Methods for Extracting Interest Rate Curves from Coupon Bond Prices
Daniel F. Waggoner
November 1997
Abstract || Full text in PDF (125 KB)