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 2 2 22 420
Analytical Derivatives for Markov Switching Models 0 0 0 413 1 3 12 1,453
Analytical Derivatives for Markov Switching Models 0 0 0 384 1 1 9 1,414
Assessing Structural VARs 0 0 0 413 0 1 11 893
Assessing structural VARs 0 0 3 406 0 2 32 999
Avoiding the Pitfalls: Can Regime-Switching Tests Detect Bubbles? 0 1 1 463 1 3 25 1,334
Avoiding the Pitfalls: Can Regime-Switching Tests Detect Bubbles? 0 0 0 153 0 0 10 1,054
BAT Signals from Asset Markets: Estimating the U.S. Dollar Response to a Destination-Based Cash-Flow Tax 0 0 0 4 0 0 8 26
Do Low Interest Rates Decrease Commodity Price Volatility? 0 0 0 9 1 1 6 38
Do Oil Prices Help Forecast U.S. Real GDP? The Role of Nonlinearities and Asymmetries 0 0 0 122 0 2 18 258
Do oil prices help forecast U.S. real GDP? the role of nonlinearities and asymmetries 0 0 0 182 1 4 24 634
Entry dynamics and the decline in exchange-rate pass-through 0 0 0 36 1 2 13 105
Entry dynamics and the decline in exchange-rate pass-through 0 0 1 76 0 0 5 184
Evaluating the forecasting performance of commodity futures prices 0 0 0 132 0 1 35 370
Excess Volatility and Speculative Bubbles in the Canadian Dollar: Real of Imagined? 0 0 0 107 0 1 9 1,607
Exchange rate pass-through to U.S. import prices: some new evidence 0 0 0 664 1 3 42 2,167
Exchange rate pass-through to export prices: assessing some cross-country evidence 0 0 3 357 0 1 15 1,169
Forecasting the Price of Oil 0 0 1 353 1 1 35 789
Forecasting the Price of Oil 1 1 2 262 4 6 34 599
Forecasting the price of oil 0 0 2 291 2 2 50 744
How do Canadian hours worked respond to a technology shock? 0 0 0 102 1 1 10 323
How does the border affect productivity? evidence from American and Canadian manufacturing industries 0 0 0 95 0 0 6 366
Interest rates and the volatility and correlation of commodity prices 0 0 0 61 0 4 33 275
Learning in the Oil Futures Markets: Evidence and Macroeconomic Implications 0 1 1 29 1 2 7 60
Learning in the Oil Futures Markets: Evidence and Macroeconomic Implications 0 0 1 122 0 3 15 163
Learning in the Oil Futures Markets: Evidence and Macroeconomic Implications 0 0 0 52 0 0 7 83
Maximum Likelihood in the Frequency Domain: A Time to Build Example 0 0 0 137 1 2 19 818
Maximum Likelihood in the Frequency Domain: a Time to Build Example 0 0 0 1 1 2 13 816
Maximum likelihood in the frequency domain: a time to build example 0 0 0 96 0 0 5 626
Maximum likelihood in the frequency domain: a time to build example 0 0 0 124 0 0 15 783
Maximum likelihood in the frequency domain: the importance of time-to-plan 0 0 0 148 0 1 18 813
Measuring Inclusion: Gender and Coauthorship at the Federal Reserve Board 0 0 0 8 0 2 20 33
Missing Import Price Changes and Low Exchange Rate Pass-Through 0 0 0 13 2 2 14 130
Nonlinearities in the Oil Price-Output Relationship 0 0 0 129 0 0 21 361
Nonlinearities in the oil price-output relationship 0 0 0 204 1 2 17 427
Oil, Equities, and a "Nonbinding" Zero Lower Bound: The Monetary Policy Response to COVID-19 0 0 0 22 0 0 3 25
Oil, Equities, and the Zero Lower Bound 0 0 0 48 4 4 19 164
Oil, equities, and the zero lower bound 0 0 0 33 0 0 13 90
Pitfalls in Estimating Asymmetric Effects of Energy Price Shocks 0 0 0 232 0 1 18 515
Pitfalls in estimating asymmetric effects of energy price shocks 0 0 2 211 1 2 41 515
Regime-Switching Models, A guide to the Bank of Canada Gauss Procedures 0 0 0 412 0 0 9 2,154
Regime-Switching Models: A Guide to the Bank of Canada Gauss Procedures 0 0 0 1,092 0 0 11 2,677
Should We Be Concerned Again About U.S. Current Account Sustainability? 0 0 0 1 1 1 10 13
Switching Between Chartists and Fundamentalists: A Markov Regime-Switching Approach 0 0 0 11 1 1 12 100
Switching Between Chartists and Fundamentalists: A Markov Regime-Switching Approach 0 0 0 667 0 2 13 2,114
The Dollar in the U.S. International Transactions (USIT) Model 0 0 0 19 1 1 9 91
The Power of Long-Run VARs 0 0 0 0 0 0 5 28
The Relationship Between Oil Prices and Inflation Compensation 0 0 1 131 0 0 9 311
The Response of Hours to a Technology Shock: Evidence Based on Direct Measures of Technology 0 0 0 194 1 2 14 545
The Role of Oil Price Shocks in Causing U.S. Recessions 0 0 0 42 0 1 14 110
The Role of Oil Price Shocks in Causing U.S. Recessions 0 0 3 41 7 11 49 171
The Role of Oil Price Shocks in Causing U.S. Recessions 0 0 1 105 2 14 76 320
The delayed response to a technology shock: a flexible price explanation 0 0 0 96 0 0 12 428
The hitchhiker’s guide to missing import price changes and pass-through 0 0 0 9 0 0 9 74
The power of long-run structural VARs 0 0 0 78 0 0 10 152
The response of hours to a technology shock: evidence based on direct measures of technology 0 0 0 233 0 2 13 619
The role of oil price shocks in causing U.S. recessions 0 0 0 146 1 2 31 367
Trade Integration, Competiton, and the Decline in Exchange-rate Pass-through 0 0 0 80 0 0 10 313
Trade integration, competition, and the decline in exchange-rate pass-through 0 0 0 175 0 1 12 666
What Happens After a Technology Shock? 0 0 5 640 0 0 27 1,826
What happens after a technology shock? 0 0 1 380 0 1 34 965
Total Working Papers 1 3 28 11,435 42 103 1,118 37,687
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 0 110 1 1 23 322
Analytical Derivatives for Markov Switching Models 0 0 0 81 0 1 10 400
Are the responses of the U.S. economy asymmetric in energy price increases and decreases? 0 0 1 154 0 2 28 428
Avoiding the Pitfalls: Can Regime-Switching Tests Reliably Detect Bubbles? 0 0 0 88 0 0 10 327
Do Oil Prices Help Forecast U.S. Real GDP? The Role of Nonlinearities and Asymmetries 0 1 2 140 1 5 21 392
Exchange Rate Passthrough to Export Prices: Assessing Cross‐Country Evidence* 0 0 2 77 2 2 20 258
Forecasting China's Role in World Oil Demand 0 0 0 25 0 0 8 112
How Does the Border Affect Productivity? Evidence from American and Canadian Manufacturing Industries 0 0 0 54 2 2 13 237
INTEREST RATES AND THE VOLATILITY AND CORRELATION OF COMMODITY PRICES 0 0 1 29 0 0 8 113
Learning in the Oil Futures Markets: Evidence and Macroeconomic Implications 0 0 2 6 0 1 19 43
Maximum likelihood in the frequency domain: the importance of time-to-plan 0 0 0 101 0 2 26 457
Missing Import Price Changes and Low Exchange Rate Pass-Through 0 0 0 35 0 2 12 193
NONLINEARITIES IN THE OIL PRICE–OUTPUT RELATIONSHIP 1 1 3 140 3 6 25 368
Oil, Equities, and the Zero Lower Bound 1 1 2 21 1 1 12 91
Switching between Chartists and Fundamentalists: A Markov Regime-Switching Approach 0 0 2 163 0 2 9 651
The Evolving Link between Oil Prices and U.S. Consumer Spending 0 0 4 15 6 15 77 143
The Response of Hours to a Technology Shock: Evidence Based on Direct Measures of Technology 0 0 0 182 0 1 17 594
The Role of Oil Price Shocks in Causing U.S. Recessions 1 1 4 67 1 3 37 241
The elusive boost from cheap oil 0 0 0 10 0 0 5 88
Trade integration, competition, and the decline in exchange-rate pass-through 0 0 2 189 0 1 25 661
Total Journal Articles 3 4 25 1,687 17 47 405 6,119

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 1 1 15 459
Forecasting the Price of Oil 4 9 35 436 7 25 105 1,266
Total Chapters 4 9 35 639 8 26 120 1,725

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 2 18 4,451
Total Software Items 0 0 1 1,872 1 2 18 4,451

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Statistics updated 2026-09-10