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 0 3 398
Analytical Derivatives for Markov Switching Models 0 0 0 384 0 0 1 1,405
Analytical Derivatives for Markov Switching Models 0 0 0 413 0 0 2 1,441
Assessing Structural VARs 0 0 0 413 0 0 5 882
Assessing structural VARs 1 2 2 404 1 3 6 968
Avoiding the Pitfalls: Can Regime-Switching Tests Detect Bubbles? 0 0 0 153 0 0 1 1,044
Avoiding the Pitfalls: Can Regime-Switching Tests Detect Bubbles? 0 0 0 462 1 2 6 1,310
BAT Signals from Asset Markets: Estimating the U.S. Dollar Response to a Destination-Based Cash-Flow Tax 0 0 0 4 0 1 4 18
Do Low Interest Rates Decrease Commodity Price Volatility? 0 0 0 9 0 0 2 32
Do Oil Prices Help Forecast U.S. Real GDP? The Role of Nonlinearities and Asymmetries 0 0 1 122 1 1 4 241
Do oil prices help forecast U.S. real GDP? the role of nonlinearities and asymmetries 0 0 3 182 1 2 8 611
Entry dynamics and the decline in exchange-rate pass-through 0 0 0 75 0 0 2 179
Entry dynamics and the decline in exchange-rate pass-through 0 0 0 36 0 0 0 92
Evaluating the forecasting performance of commodity futures prices 0 0 0 132 0 1 7 335
Excess Volatility and Speculative Bubbles in the Canadian Dollar: Real of Imagined? 0 0 0 107 0 0 3 1,598
Exchange rate pass-through to U.S. import prices: some new evidence 0 0 1 664 2 2 25 2,127
Exchange rate pass-through to export prices: assessing some cross-country evidence 1 1 3 355 1 4 7 1,155
Forecasting the Price of Oil 0 0 2 352 0 1 20 754
Forecasting the Price of Oil 0 0 7 260 0 1 18 565
Forecasting the price of oil 0 1 1 289 2 5 9 696
How do Canadian hours worked respond to a technology shock? 0 1 1 102 0 2 3 313
How does the border affect productivity? evidence from American and Canadian manufacturing industries 0 0 0 95 0 0 1 360
Interest rates and the volatility and correlation of commodity prices 0 0 1 61 1 1 3 243
Learning in the Oil Futures Markets: Evidence and Macroeconomic Implications 0 0 0 52 0 0 1 76
Learning in the Oil Futures Markets: Evidence and Macroeconomic Implications 0 0 1 28 0 1 4 53
Learning in the Oil Futures Markets: Evidence and Macroeconomic Implications 0 0 0 121 0 1 2 148
Maximum Likelihood in the Frequency Domain: A Time to Build Example 0 0 0 137 2 3 5 801
Maximum Likelihood in the Frequency Domain: a Time to Build Example 0 0 0 1 0 0 2 803
Maximum likelihood in the frequency domain: a time to build example 0 0 0 96 0 1 1 621
Maximum likelihood in the frequency domain: a time to build example 0 0 0 124 0 0 2 768
Maximum likelihood in the frequency domain: the importance of time-to-plan 0 0 1 148 0 1 4 795
Measuring Inclusion: Gender and Coauthorship at the Federal Reserve Board 0 0 8 8 1 2 14 14
Missing Import Price Changes and Low Exchange Rate Pass-Through 0 0 0 13 0 0 1 116
Nonlinearities in the Oil Price-Output Relationship 0 0 0 129 0 0 0 340
Nonlinearities in the oil price-output relationship 0 0 0 204 2 4 8 412
Oil, Equities, and a "Nonbinding" Zero Lower Bound: The Monetary Policy Response to COVID-19 0 0 0 22 0 0 2 22
Oil, Equities, and the Zero Lower Bound 0 0 0 48 0 0 1 145
Oil, equities, and the zero lower bound 0 0 0 33 0 0 1 77
Pitfalls in Estimating Asymmetric Effects of Energy Price Shocks 0 0 1 232 0 1 4 497
Pitfalls in estimating asymmetric effects of energy price shocks 0 0 0 209 0 0 1 474
Regime-Switching Models, A guide to the Bank of Canada Gauss Procedures 0 0 0 412 0 0 4 2,145
Regime-Switching Models: A Guide to the Bank of Canada Gauss Procedures 0 0 0 1,092 0 0 1 2,666
Should We Be Concerned Again About U.S. Current Account Sustainability? 0 0 0 1 1 1 2 4
Switching Between Chartists and Fundamentalists: A Markov Regime-Switching Approach 0 0 0 11 0 0 0 88
Switching Between Chartists and Fundamentalists: A Markov Regime-Switching Approach 0 0 0 667 0 0 2 2,101
The Dollar in the U.S. International Transactions (USIT) Model 0 0 1 19 0 0 5 82
The Power of Long-Run VARs 0 0 0 0 0 1 2 23
The Relationship Between Oil Prices and Inflation Compensation 0 0 3 130 0 1 9 302
The Response of Hours to a Technology Shock: Evidence Based on Direct Measures of Technology 0 0 0 194 0 1 3 531
The Role of Oil Price Shocks in Causing U.S. Recessions 0 0 0 42 1 1 1 97
The Role of Oil Price Shocks in Causing U.S. Recessions 0 0 0 38 0 0 3 122
The Role of Oil Price Shocks in Causing U.S. Recessions 0 0 0 104 1 1 9 245
The delayed response to a technology shock: a flexible price explanation 0 0 0 96 0 1 2 416
The hitchhiker’s guide to missing import price changes and pass-through 0 1 1 9 0 1 4 65
The power of long-run structural VARs 0 0 0 78 0 0 2 142
The response of hours to a technology shock: evidence based on direct measures of technology 0 0 0 233 0 1 1 606
The role of oil price shocks in causing U.S. recessions 0 0 0 146 0 0 1 336
Trade Integration, Competiton, and the Decline in Exchange-rate Pass-through 0 0 0 80 0 2 3 303
Trade integration, competition, and the decline in exchange-rate pass-through 0 0 0 175 0 0 0 654
What Happens After a Technology Shock? 1 2 6 636 3 7 27 1,802
What happens after a technology shock? 0 1 1 379 1 3 9 932
Total Working Papers 3 9 45 11,410 22 61 283 36,591
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 1 1 110 0 1 4 299
Analytical Derivatives for Markov Switching Models 0 0 0 81 0 0 1 390
Are the responses of the U.S. economy asymmetric in energy price increases and decreases? 0 0 2 153 0 1 11 400
Avoiding the Pitfalls: Can Regime-Switching Tests Reliably Detect Bubbles? 0 0 1 88 0 1 6 317
Do Oil Prices Help Forecast U.S. Real GDP? The Role of Nonlinearities and Asymmetries 0 2 3 138 3 8 14 374
Exchange Rate Passthrough to Export Prices: Assessing Cross‐Country Evidence* 0 0 0 75 0 2 8 238
Forecasting China's Role in World Oil Demand 0 0 0 25 0 1 1 104
How Does the Border Affect Productivity? Evidence from American and Canadian Manufacturing Industries 0 0 0 54 0 0 0 224
INTEREST RATES AND THE VOLATILITY AND CORRELATION OF COMMODITY PRICES 1 1 1 29 1 4 5 106
Learning in the Oil Futures Markets: Evidence and Macroeconomic Implications 0 0 2 4 1 1 6 25
Maximum likelihood in the frequency domain: the importance of time-to-plan 0 0 0 101 1 2 5 432
Missing Import Price Changes and Low Exchange Rate Pass-Through 0 0 0 35 2 2 5 183
NONLINEARITIES IN THE OIL PRICE–OUTPUT RELATIONSHIP 0 0 1 137 1 3 9 344
Oil, Equities, and the Zero Lower Bound 0 0 2 19 1 1 8 80
Switching between Chartists and Fundamentalists: A Markov Regime-Switching Approach 1 1 1 162 1 1 3 643
The Evolving Link between Oil Prices and U.S. Consumer Spending 0 0 0 11 1 1 11 67
The Response of Hours to a Technology Shock: Evidence Based on Direct Measures of Technology 0 0 1 182 0 0 12 577
The Role of Oil Price Shocks in Causing U.S. Recessions 0 0 7 63 0 1 22 204
The elusive boost from cheap oil 0 0 0 10 1 2 4 84
Trade integration, competition, and the decline in exchange-rate pass-through 1 1 2 188 2 5 14 638
Total Journal Articles 3 6 24 1,665 15 37 149 5,729


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Assessing Structural VARs 0 0 1 203 0 0 5 444
Forecasting the Price of Oil 2 5 21 403 2 12 71 1,163
Total Chapters 2 5 22 606 2 12 76 1,607


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 2 1,871 0 2 10 4,433
Total Software Items 0 0 2 1,871 0 2 10 4,433


Statistics updated 2025-10-06