Access Statistics for Robert John Vigfusson

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Alternative procedures for estimating vector autoregressions identified with long-run restrictions 0 0 0 189 0 6 21 418
Analytical Derivatives for Markov Switching Models 0 0 0 413 1 2 9 1,450
Analytical Derivatives for Markov Switching Models 0 0 0 384 0 3 8 1,413
Assessing Structural VARs 0 0 0 413 0 1 11 892
Assessing structural VARs 0 0 4 406 1 10 32 997
Avoiding the Pitfalls: Can Regime-Switching Tests Detect Bubbles? 0 0 0 153 0 3 10 1,054
Avoiding the Pitfalls: Can Regime-Switching Tests Detect Bubbles? 0 0 0 462 3 6 23 1,331
BAT Signals from Asset Markets: Estimating the U.S. Dollar Response to a Destination-Based Cash-Flow Tax 0 0 0 4 0 1 9 26
Do Low Interest Rates Decrease Commodity Price Volatility? 0 0 0 9 0 0 5 37
Do Oil Prices Help Forecast U.S. Real GDP? The Role of Nonlinearities and Asymmetries 0 0 1 122 0 6 17 256
Do oil prices help forecast U.S. real GDP? the role of nonlinearities and asymmetries 0 0 0 182 0 10 22 630
Entry dynamics and the decline in exchange-rate pass-through 0 0 0 36 0 3 11 103
Entry dynamics and the decline in exchange-rate pass-through 1 1 1 76 1 1 5 184
Evaluating the forecasting performance of commodity futures prices 0 0 0 132 0 13 36 369
Excess Volatility and Speculative Bubbles in the Canadian Dollar: Real of Imagined? 0 0 0 107 0 1 8 1,606
Exchange rate pass-through to U.S. import prices: some new evidence 0 0 0 664 1 8 39 2,164
Exchange rate pass-through to export prices: assessing some cross-country evidence 0 0 3 357 0 1 17 1,168
Forecasting the Price of Oil 0 0 1 353 0 4 36 788
Forecasting the Price of Oil 1 1 2 261 2 4 30 593
Forecasting the price of oil 0 0 3 291 0 5 51 742
How do Canadian hours worked respond to a technology shock? 0 0 1 102 1 4 11 322
How does the border affect productivity? evidence from American and Canadian manufacturing industries 0 0 0 95 0 2 6 366
Interest rates and the volatility and correlation of commodity prices 0 0 0 61 3 18 29 271
Learning in the Oil Futures Markets: Evidence and Macroeconomic Implications 0 0 0 28 0 1 6 58
Learning in the Oil Futures Markets: Evidence and Macroeconomic Implications 0 1 1 122 0 5 13 160
Learning in the Oil Futures Markets: Evidence and Macroeconomic Implications 0 0 0 52 0 2 7 83
Maximum Likelihood in the Frequency Domain: A Time to Build Example 0 0 0 137 3 6 18 816
Maximum Likelihood in the Frequency Domain: a Time to Build Example 0 0 0 1 0 4 11 814
Maximum likelihood in the frequency domain: a time to build example 0 0 0 96 2 3 6 626
Maximum likelihood in the frequency domain: a time to build example 0 0 0 124 0 1 15 783
Maximum likelihood in the frequency domain: the importance of time-to-plan 0 0 0 148 0 2 18 812
Measuring Inclusion: Gender and Coauthorship at the Federal Reserve Board 0 0 0 8 1 6 19 31
Missing Import Price Changes and Low Exchange Rate Pass-Through 0 0 0 13 0 1 12 128
Nonlinearities in the Oil Price-Output Relationship 0 0 0 129 0 2 21 361
Nonlinearities in the oil price-output relationship 0 0 0 204 1 4 17 425
Oil, Equities, and a "Nonbinding" Zero Lower Bound: The Monetary Policy Response to COVID-19 0 0 0 22 0 1 3 25
Oil, Equities, and the Zero Lower Bound 0 0 0 48 0 8 15 160
Oil, equities, and the zero lower bound 0 0 0 33 2 4 13 90
Pitfalls in Estimating Asymmetric Effects of Energy Price Shocks 0 0 0 232 1 4 18 514
Pitfalls in estimating asymmetric effects of energy price shocks 0 1 2 211 1 6 40 513
Regime-Switching Models, A guide to the Bank of Canada Gauss Procedures 0 0 0 412 0 3 9 2,154
Regime-Switching Models: A Guide to the Bank of Canada Gauss Procedures 0 0 0 1,092 0 2 11 2,677
Should We Be Concerned Again About U.S. Current Account Sustainability? 0 0 0 1 3 3 9 12
Switching Between Chartists and Fundamentalists: A Markov Regime-Switching Approach 0 0 0 667 0 4 12 2,112
Switching Between Chartists and Fundamentalists: A Markov Regime-Switching Approach 0 0 0 11 0 3 11 99
The Dollar in the U.S. International Transactions (USIT) Model 0 0 0 19 0 4 9 90
The Power of Long-Run VARs 0 0 0 0 0 1 6 28
The Relationship Between Oil Prices and Inflation Compensation 0 0 1 131 0 1 10 311
The Response of Hours to a Technology Shock: Evidence Based on Direct Measures of Technology 0 0 0 194 0 4 13 543
The Role of Oil Price Shocks in Causing U.S. Recessions 0 1 1 105 2 39 63 306
The Role of Oil Price Shocks in Causing U.S. Recessions 0 0 0 42 0 3 13 109
The Role of Oil Price Shocks in Causing U.S. Recessions 0 1 3 41 6 33 39 160
The delayed response to a technology shock: a flexible price explanation 0 0 0 96 0 4 14 428
The hitchhiker’s guide to missing import price changes and pass-through 0 0 1 9 1 1 10 74
The power of long-run structural VARs 0 0 0 78 0 4 10 152
The response of hours to a technology shock: evidence based on direct measures of technology 0 0 0 233 1 2 12 617
The role of oil price shocks in causing U.S. recessions 0 0 0 146 1 11 29 365
Trade Integration, Competiton, and the Decline in Exchange-rate Pass-through 0 0 0 80 1 4 12 313
Trade integration, competition, and the decline in exchange-rate pass-through 0 0 0 175 0 5 11 665
What Happens After a Technology Shock? 0 0 6 640 0 7 32 1,826
What happens after a technology shock? 0 0 2 380 0 10 35 964
Total Working Papers 2 6 33 11,432 39 320 1,068 37,584
1 registered items for which data could not be found


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Alternative Procedures for Estimating Vector Autoregressions Identified with Long-Run Restrictions 0 0 1 110 1 6 23 321
Analytical Derivatives for Markov Switching Models 0 0 0 81 0 1 9 399
Are the responses of the U.S. economy asymmetric in energy price increases and decreases? 0 0 1 154 1 9 27 426
Avoiding the Pitfalls: Can Regime-Switching Tests Reliably Detect Bubbles? 0 0 0 88 1 4 11 327
Do Oil Prices Help Forecast U.S. Real GDP? The Role of Nonlinearities and Asymmetries 0 0 3 139 0 5 22 387
Exchange Rate Passthrough to Export Prices: Assessing Cross‐Country Evidence* 0 0 2 77 4 6 20 256
Forecasting China's Role in World Oil Demand 0 0 0 25 0 6 9 112
How Does the Border Affect Productivity? Evidence from American and Canadian Manufacturing Industries 0 0 0 54 0 6 11 235
INTEREST RATES AND THE VOLATILITY AND CORRELATION OF COMMODITY PRICES 0 0 1 29 0 3 11 113
Learning in the Oil Futures Markets: Evidence and Macroeconomic Implications 0 0 2 6 1 4 18 42
Maximum likelihood in the frequency domain: the importance of time-to-plan 0 0 0 101 2 4 25 455
Missing Import Price Changes and Low Exchange Rate Pass-Through 0 0 0 35 0 0 12 191
NONLINEARITIES IN THE OIL PRICE–OUTPUT RELATIONSHIP 0 1 2 139 1 3 21 362
Oil, Equities, and the Zero Lower Bound 0 1 1 20 1 3 13 90
Switching between Chartists and Fundamentalists: A Markov Regime-Switching Approach 0 0 2 163 1 3 8 649
The Evolving Link between Oil Prices and U.S. Consumer Spending 1 3 4 15 13 48 62 128
The Response of Hours to a Technology Shock: Evidence Based on Direct Measures of Technology 0 0 0 182 0 5 17 593
The Role of Oil Price Shocks in Causing U.S. Recessions 0 1 4 66 1 15 38 238
The elusive boost from cheap oil 0 0 0 10 0 2 6 88
Trade integration, competition, and the decline in exchange-rate pass-through 0 1 2 189 0 3 27 660
Total Journal Articles 1 7 25 1,683 27 136 390 6,072


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Assessing Structural VARs 0 0 0 203 0 5 15 458
Forecasting the Price of Oil 3 6 32 427 10 31 99 1,241
Total Chapters 3 6 32 630 10 36 114 1,699


Software Item File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
GAUSS code for the Hodrick-Prescott filter 0 0 1 1,872 1 6 18 4,449
Total Software Items 0 0 1 1,872 1 6 18 4,449


Statistics updated 2026-06-04