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 1 395
Analytical Derivatives for Markov Switching Models 0 0 0 413 1 1 2 1,440
Analytical Derivatives for Markov Switching Models 0 0 0 384 0 0 1 1,404
Assessing Structural VARs 0 0 2 413 0 1 7 880
Assessing structural VARs 0 0 3 402 1 2 8 964
Avoiding the Pitfalls: Can Regime-Switching Tests Detect Bubbles? 0 0 0 153 0 0 0 1,043
Avoiding the Pitfalls: Can Regime-Switching Tests Detect Bubbles? 0 0 0 462 0 0 0 1,304
BAT Signals from Asset Markets: Estimating the U.S. Dollar Response to a Destination-Based Cash-Flow Tax 0 0 0 4 0 1 1 15
Do Low Interest Rates Decrease Commodity Price Volatility? 0 0 0 9 1 1 1 31
Do Oil Prices Help Forecast U.S. Real GDP? The Role of Nonlinearities and Asymmetries 0 0 0 121 1 2 4 239
Do oil prices help forecast U.S. real GDP? the role of nonlinearities and asymmetries 0 1 2 180 0 1 3 604
Entry dynamics and the decline in exchange-rate pass-through 0 0 0 75 0 1 1 178
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 1 1 4 330
Excess Volatility and Speculative Bubbles in the Canadian Dollar: Real of Imagined? 0 0 0 107 0 0 2 1,597
Exchange rate pass-through to U.S. import prices: some new evidence 0 1 2 664 1 5 12 2,107
Exchange rate pass-through to export prices: assessing some cross-country evidence 1 1 2 353 1 1 2 1,149
Forecasting the Price of Oil 0 0 3 350 3 6 26 749
Forecasting the Price of Oil 0 3 10 258 1 6 22 559
Forecasting the price of oil 0 0 2 288 1 1 7 688
How do Canadian hours worked respond to a technology shock? 0 0 0 101 0 0 0 310
How does the border affect productivity? evidence from American and Canadian manufacturing industries 0 0 0 95 0 0 0 359
Interest rates and the volatility and correlation of commodity prices 0 0 1 60 0 1 5 241
Learning in the Oil Futures Markets: Evidence and Macroeconomic Implications 0 0 0 121 0 0 1 146
Learning in the Oil Futures Markets: Evidence and Macroeconomic Implications 0 0 0 52 0 0 2 75
Learning in the Oil Futures Markets: Evidence and Macroeconomic Implications 0 0 1 27 0 0 4 49
Maximum Likelihood in the Frequency Domain: A Time to Build Example 0 0 0 137 1 1 1 797
Maximum Likelihood in the Frequency Domain: a Time to Build Example 0 0 0 1 0 1 1 802
Maximum likelihood in the frequency domain: a time to build example 0 0 0 96 0 0 0 620
Maximum likelihood in the frequency domain: a time to build example 0 0 0 124 0 0 0 766
Maximum likelihood in the frequency domain: the importance of time-to-plan 0 0 0 147 1 1 1 792
Measuring Inclusion: Gender and Coauthorship at the Federal Reserve Board 3 8 8 8 3 11 11 11
Missing Import Price Changes and Low Exchange Rate Pass-Through 0 0 0 13 0 0 0 115
Nonlinearities in the Oil Price-Output Relationship 0 0 0 129 0 0 1 340
Nonlinearities in the oil price-output relationship 0 0 0 204 1 3 7 407
Oil, Equities, and a "Nonbinding" Zero Lower Bound: The Monetary Policy Response to COVID-19 0 0 0 22 0 0 1 21
Oil, Equities, and the Zero Lower Bound 0 0 0 48 0 0 0 144
Oil, equities, and the zero lower bound 0 0 0 33 0 0 0 76
Pitfalls in Estimating Asymmetric Effects of Energy Price Shocks 0 1 1 232 0 1 2 494
Pitfalls in estimating asymmetric effects of energy price shocks 0 0 0 209 0 0 3 473
Regime-Switching Models, A guide to the Bank of Canada Gauss Procedures 0 0 1 412 0 1 6 2,143
Regime-Switching Models: A Guide to the Bank of Canada Gauss Procedures 0 0 0 1,092 0 1 2 2,666
Should We Be Concerned Again About U.S. Current Account Sustainability? 0 0 0 1 0 1 2 3
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 0 2,099
The Dollar in the U.S. International Transactions (USIT) Model 0 0 2 19 1 2 9 81
The Power of Long-Run VARs 0 0 0 0 0 0 1 22
The Relationship Between Oil Prices and Inflation Compensation 0 0 7 130 0 0 13 299
The Response of Hours to a Technology Shock: Evidence Based on Direct Measures of Technology 0 0 0 194 0 0 0 528
The Role of Oil Price Shocks in Causing U.S. Recessions 0 0 0 42 0 0 0 96
The Role of Oil Price Shocks in Causing U.S. Recessions 0 0 2 104 2 3 6 239
The Role of Oil Price Shocks in Causing U.S. Recessions 0 0 0 38 0 0 1 119
The delayed response to a technology shock: a flexible price explanation 0 0 0 96 0 0 2 414
The hitchhiker’s guide to missing import price changes and pass-through 0 0 0 8 0 1 1 62
The power of long-run structural VARs 0 0 0 78 0 1 1 141
The response of hours to a technology shock: evidence based on direct measures of technology 0 0 0 233 0 0 0 605
The role of oil price shocks in causing U.S. recessions 0 0 0 146 0 0 1 335
Trade Integration, Competiton, and the Decline in Exchange-rate Pass-through 0 0 0 80 1 1 1 301
Trade integration, competition, and the decline in exchange-rate pass-through 0 0 0 175 0 0 1 654
What Happens After a Technology Shock? 0 0 11 633 5 7 32 1,790
What happens after a technology shock? 0 0 0 378 2 3 7 928
Total Working Papers 4 15 60 11,389 29 70 230 36,419
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 0 109 0 0 6 298
Analytical Derivatives for Markov Switching Models 0 0 0 81 0 0 0 389
Are the responses of the U.S. economy asymmetric in energy price increases and decreases? 0 1 5 152 2 5 19 396
Avoiding the Pitfalls: Can Regime-Switching Tests Reliably Detect Bubbles? 1 1 1 88 4 4 7 315
Do Oil Prices Help Forecast U.S. Real GDP? The Role of Nonlinearities and Asymmetries 0 0 1 135 0 2 5 362
Exchange Rate Passthrough to Export Prices: Assessing Cross‐Country Evidence* 0 0 0 75 0 0 2 230
Forecasting China's Role in World Oil Demand 0 0 0 25 0 0 0 103
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 0 0 1 28 0 0 4 101
Learning in the Oil Futures Markets: Evidence and Macroeconomic Implications 0 1 3 4 0 1 8 24
Maximum likelihood in the frequency domain: the importance of time-to-plan 0 0 0 101 0 1 2 428
Missing Import Price Changes and Low Exchange Rate Pass-Through 0 0 0 35 0 1 1 179
NONLINEARITIES IN THE OIL PRICE–OUTPUT RELATIONSHIP 0 0 4 137 1 2 15 339
Oil, Equities, and the Zero Lower Bound 0 0 2 18 0 0 8 75
Switching between Chartists and Fundamentalists: A Markov Regime-Switching Approach 0 0 0 161 0 0 1 640
The Evolving Link between Oil Prices and U.S. Consumer Spending 0 0 0 11 1 3 14 61
The Response of Hours to a Technology Shock: Evidence Based on Direct Measures of Technology 0 0 1 181 2 2 6 568
The Role of Oil Price Shocks in Causing U.S. Recessions 1 2 5 58 3 10 23 193
The elusive boost from cheap oil 0 0 0 10 0 0 0 80
Trade integration, competition, and the decline in exchange-rate pass-through 0 1 3 187 0 2 9 627
Total Journal Articles 2 6 26 1,650 13 33 130 5,632


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 1 1 6 442
Forecasting the Price of Oil 0 2 33 390 8 23 120 1,129
Total Chapters 0 2 34 593 9 24 126 1,571


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 1 3 1,870 3 5 10 4,429
Total Software Items 0 1 3 1,870 3 5 10 4,429


Statistics updated 2025-03-03