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 1 1 2 396
Analytical Derivatives for Markov Switching Models 0 0 0 384 1 1 2 1,405
Analytical Derivatives for Markov Switching Models 0 0 0 413 1 2 2 1,441
Assessing Structural VARs 0 0 2 413 1 1 8 881
Assessing structural VARs 0 0 3 402 1 2 9 965
Avoiding the Pitfalls: Can Regime-Switching Tests Detect Bubbles? 0 0 0 153 1 1 1 1,044
Avoiding the Pitfalls: Can Regime-Switching Tests Detect Bubbles? 0 0 0 462 1 3 3 1,307
BAT Signals from Asset Markets: Estimating the U.S. Dollar Response to a Destination-Based Cash-Flow Tax 0 0 0 4 2 2 3 17
Do Low Interest Rates Decrease Commodity Price Volatility? 0 0 0 9 1 2 2 32
Do Oil Prices Help Forecast U.S. Real GDP? The Role of Nonlinearities and Asymmetries 0 0 0 121 0 1 4 239
Do oil prices help forecast U.S. real GDP? the role of nonlinearities and asymmetries 0 1 3 181 1 3 6 607
Entry dynamics and the decline in exchange-rate pass-through 0 0 0 75 1 1 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 2 4 7 333
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 0 2 664 13 18 26 2,124
Exchange rate pass-through to export prices: assessing some cross-country evidence 0 1 1 353 1 2 2 1,150
Forecasting the Price of Oil 0 0 10 258 0 2 22 560
Forecasting the Price of Oil 0 1 2 351 0 4 25 750
Forecasting the price of oil 0 0 2 288 0 3 7 690
How do Canadian hours worked respond to a technology shock? 0 0 0 101 1 1 1 311
How does the border affect productivity? evidence from American and Canadian manufacturing industries 0 0 0 95 1 1 1 360
Interest rates and the volatility and correlation of commodity prices 0 1 1 61 0 1 3 242
Learning in the Oil Futures Markets: Evidence and Macroeconomic Implications 0 0 0 121 1 1 2 147
Learning in the Oil Futures Markets: Evidence and Macroeconomic Implications 0 0 0 52 1 1 3 76
Learning in the Oil Futures Markets: Evidence and Macroeconomic Implications 1 1 2 28 2 2 6 51
Maximum Likelihood in the Frequency Domain: A Time to Build Example 0 0 0 137 1 2 2 798
Maximum Likelihood in the Frequency Domain: a Time to Build Example 0 0 0 1 1 1 2 803
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 1 2 2 768
Maximum likelihood in the frequency domain: the importance of time-to-plan 0 1 1 148 1 3 3 794
Measuring Inclusion: Gender and Coauthorship at the Federal Reserve Board 0 3 8 8 1 4 12 12
Missing Import Price Changes and Low Exchange Rate Pass-Through 0 0 0 13 1 1 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 0 2 7 408
Oil, Equities, and a "Nonbinding" Zero Lower Bound: The Monetary Policy Response to COVID-19 0 0 0 22 1 1 2 22
Oil, Equities, and the Zero Lower Bound 0 0 0 48 1 1 1 145
Oil, equities, and the zero lower bound 0 0 0 33 1 1 1 77
Pitfalls in Estimating Asymmetric Effects of Energy Price Shocks 0 0 1 232 1 2 4 496
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 0 412 1 1 4 2,144
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 0 0 2 3
Switching Between Chartists and Fundamentalists: A Markov Regime-Switching Approach 0 0 0 667 1 1 1 2,100
Switching Between Chartists and Fundamentalists: A Markov Regime-Switching Approach 0 0 0 11 0 0 0 88
The Dollar in the U.S. International Transactions (USIT) Model 0 0 1 19 0 1 7 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 2 2 14 301
The Response of Hours to a Technology Shock: Evidence Based on Direct Measures of Technology 0 0 0 194 2 2 2 530
The Role of Oil Price Shocks in Causing U.S. Recessions 0 0 2 104 3 5 9 242
The Role of Oil Price Shocks in Causing U.S. Recessions 0 0 0 38 1 2 3 121
The Role of Oil Price Shocks in Causing U.S. Recessions 0 0 0 42 0 0 0 96
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 1 2 3 64
The power of long-run structural VARs 0 0 0 78 1 1 2 142
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 1 1 2 336
Trade Integration, Competiton, and the Decline in Exchange-rate Pass-through 0 0 0 80 0 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 8 633 1 7 28 1,792
What happens after a technology shock? 0 0 0 378 0 3 8 929
Total Working Papers 1 9 56 11,394 58 109 282 36,499
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 5 298
Analytical Derivatives for Markov Switching Models 0 0 0 81 1 1 1 390
Are the responses of the U.S. economy asymmetric in energy price increases and decreases? 0 1 5 153 1 5 21 399
Avoiding the Pitfalls: Can Regime-Switching Tests Reliably Detect Bubbles? 0 1 1 88 1 5 6 316
Do Oil Prices Help Forecast U.S. Real GDP? The Role of Nonlinearities and Asymmetries 0 1 2 136 2 3 8 365
Exchange Rate Passthrough to Export Prices: Assessing Cross‐Country Evidence* 0 0 0 75 1 1 3 231
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 0 28 1 1 2 102
Learning in the Oil Futures Markets: Evidence and Macroeconomic Implications 0 0 3 4 0 0 8 24
Maximum likelihood in the frequency domain: the importance of time-to-plan 0 0 0 101 1 2 4 430
Missing Import Price Changes and Low Exchange Rate Pass-Through 0 0 0 35 0 0 1 179
NONLINEARITIES IN THE OIL PRICE–OUTPUT RELATIONSHIP 0 0 3 137 0 2 15 340
Oil, Equities, and the Zero Lower Bound 1 1 3 19 2 2 7 77
Switching between Chartists and Fundamentalists: A Markov Regime-Switching Approach 0 0 0 161 1 1 2 641
The Evolving Link between Oil Prices and U.S. Consumer Spending 0 0 0 11 3 4 14 64
The Response of Hours to a Technology Shock: Evidence Based on Direct Measures of Technology 0 0 1 181 3 5 8 571
The Role of Oil Price Shocks in Causing U.S. Recessions 4 5 7 62 7 10 23 200
The elusive boost from cheap oil 0 0 0 10 2 2 2 82
Trade integration, competition, and the decline in exchange-rate pass-through 0 0 2 187 1 4 12 631
Total Journal Articles 5 9 27 1,657 27 48 142 5,667


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 1 6 442
Forecasting the Price of Oil 0 0 24 390 3 11 97 1,132
Total Chapters 0 0 25 593 3 12 103 1,574


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 1 1 4 1,871 1 4 11 4,430
Total Software Items 1 1 4 1,871 1 4 11 4,430


Statistics updated 2025-05-12