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 0 188 0 0 0 392
Analytical Derivatives for Markov Switching Models 0 0 0 413 1 1 2 1,438
Analytical Derivatives for Markov Switching Models 0 0 0 384 0 0 1 1,403
Assessing Structural VARs 0 0 0 411 0 0 1 873
Assessing structural VARs 0 0 6 394 1 2 17 942
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 1 462 0 0 2 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 0 0 14
Do Low Interest Rates Decrease Commodity Price Volatility? 0 0 0 7 0 0 1 27
Do Oil Prices Help Forecast U.S. Real GDP? The Role of Nonlinearities and Asymmetries 0 1 2 121 0 1 4 234
Do oil prices help forecast U.S. real GDP? the role of nonlinearities and asymmetries 0 0 3 176 0 1 6 598
Entry dynamics and the decline in exchange-rate pass-through 0 0 0 36 0 0 0 92
Entry dynamics and the decline in exchange-rate pass-through 0 0 0 75 0 0 0 176
Evaluating the forecasting performance of commodity futures prices 0 2 4 128 1 7 21 312
Excess Volatility and Speculative Bubbles in the Canadian Dollar: Real of Imagined? 0 0 0 106 0 0 2 1,592
Exchange rate pass-through to U.S. import prices: some new evidence 0 1 4 658 1 21 63 2,069
Exchange rate pass-through to export prices: assessing some cross-country evidence 0 0 1 349 6 14 42 1,131
Forecasting the Price of Oil 0 0 4 345 2 6 21 709
Forecasting the Price of Oil 0 2 6 243 2 6 24 526
Forecasting the price of oil 0 1 2 285 1 5 11 660
How do Canadian hours worked respond to a technology shock? 0 1 1 101 0 1 1 310
How does the border affect productivity? evidence from American and Canadian manufacturing industries 0 0 0 94 0 0 0 357
Interest rates and the volatility and correlation of commodity prices 0 0 1 59 3 6 23 223
Learning in the Oil Futures Markets: Evidence and Macroeconomic Implications 0 0 0 52 0 5 13 65
Learning in the Oil Futures Markets: Evidence and Macroeconomic Implications 0 2 3 22 0 2 3 37
Learning in the Oil Futures Markets: Evidence and Macroeconomic Implications 0 0 0 118 0 0 0 142
Maximum Likelihood in the Frequency Domain: A Time to Build Example 0 0 0 136 0 0 0 795
Maximum Likelihood in the Frequency Domain: a Time to Build Example 0 0 0 1 0 0 0 801
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: a time to build example 0 0 0 96 0 0 0 617
Maximum likelihood in the frequency domain: the importance of time-to-plan 0 0 0 147 0 0 0 791
Missing Import Price Changes and Low Exchange Rate Pass-Through 0 0 0 13 0 0 0 114
Nonlinearities in the Oil Price-Output Relationship 0 0 1 129 0 0 4 335
Nonlinearities in the oil price-output relationship 0 0 1 204 0 0 7 395
Oil, Equities, and a "Nonbinding" Zero Lower Bound: The Monetary Policy Response to COVID-19 0 0 0 22 0 0 2 18
Oil, Equities, and the Zero Lower Bound 0 1 2 45 1 3 9 136
Oil, equities, and the zero lower bound 0 0 1 33 0 0 3 71
Pitfalls in Estimating Asymmetric Effects of Energy Price Shocks 0 0 0 230 0 0 2 486
Pitfalls in estimating asymmetric effects of energy price shocks 0 0 2 209 1 2 11 465
Regime-Switching Models, A guide to the Bank of Canada Gauss Procedures 0 1 1 411 0 1 3 2,135
Regime-Switching Models: A Guide to the Bank of Canada Gauss Procedures 0 0 1 1,092 0 0 4 2,661
Should We Be Concerned Again About U.S. Current Account Sustainability? 0 0 0 0 0 0 0 0
Switching Between Chartists and Fundamentalists: A Markov Regime-Switching Approach 0 1 1 667 1 3 4 2,099
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 0 14 0 0 3 63
The Power of Long-Run VARs 0 0 0 0 0 0 0 20
The Relationship Between Oil Prices and Inflation Compensation 2 3 13 117 2 7 21 269
The Response of Hours to a Technology Shock: Evidence Based on Direct Measures of Technology 0 0 2 192 0 0 5 522
The Role of Oil Price Shocks in Causing U.S. Recessions 0 0 1 42 0 0 3 94
The Role of Oil Price Shocks in Causing U.S. Recessions 0 0 2 100 0 1 9 226
The Role of Oil Price Shocks in Causing U.S. Recessions 0 0 1 36 0 0 3 114
The delayed response to a technology shock: a flexible price explanation 0 0 0 96 0 0 0 411
The hitchhiker’s guide to missing import price changes and pass-through 0 0 0 8 0 0 0 60
The power of long-run structural VARs 0 0 0 78 0 0 0 140
The response of hours to a technology shock: evidence based on direct measures of technology 0 0 0 233 0 0 0 604
The role of oil price shocks in causing U.S. recessions 1 1 1 146 1 1 5 332
Trade Integration, Competiton, and the Decline in Exchange-rate Pass-through 0 0 0 80 0 4 9 296
Trade integration, competition, and the decline in exchange-rate pass-through 0 0 1 175 0 0 3 653
What Happens After a Technology Shock? 0 1 4 618 0 4 13 1,745
What happens after a technology shock? 1 1 2 378 2 7 14 918
Total Working Papers 4 19 75 11,267 26 111 395 35,909
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 1 109 0 1 2 291
Analytical Derivatives for Markov Switching Models 0 0 0 81 0 0 1 389
Are the responses of the U.S. economy asymmetric in energy price increases and decreases? 1 1 3 139 3 6 17 354
Avoiding the Pitfalls: Can Regime-Switching Tests Reliably Detect Bubbles? 1 1 2 87 1 1 4 307
Do Oil Prices Help Forecast U.S. Real GDP? The Role of Nonlinearities and Asymmetries 0 0 0 134 0 0 4 355
Exchange Rate Passthrough to Export Prices: Assessing Cross‐Country Evidence* 0 0 0 74 2 2 5 225
Forecasting China's Role in World Oil Demand 0 0 0 25 0 1 2 102
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 2 6 27 1 2 9 95
Maximum likelihood in the frequency domain: the importance of time-to-plan 0 0 0 101 0 0 3 424
Missing Import Price Changes and Low Exchange Rate Pass-Through 0 0 1 35 1 1 3 178
NONLINEARITIES IN THE OIL PRICE–OUTPUT RELATIONSHIP 0 2 4 133 0 3 16 310
Oil, Equities, and the Zero Lower Bound 1 2 5 16 1 4 14 59
Switching between Chartists and Fundamentalists: A Markov Regime-Switching Approach 0 0 1 160 2 3 5 635
The Evolving Link between Oil Prices and U.S. Consumer Spending 0 0 5 10 0 0 28 41
The Response of Hours to a Technology Shock: Evidence Based on Direct Measures of Technology 0 1 4 180 0 1 5 556
The Role of Oil Price Shocks in Causing U.S. Recessions 0 0 6 49 2 4 20 158
The elusive boost from cheap oil 0 0 0 10 0 0 0 79
Trade integration, competition, and the decline in exchange-rate pass-through 1 3 6 182 1 7 28 606
Total Journal Articles 5 13 44 1,606 14 36 166 5,388


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Assessing Structural VARs 0 0 1 201 0 1 4 433
Forecasting the Price of Oil 9 16 59 330 11 38 151 926
Total Chapters 9 16 60 531 11 39 155 1,359


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 0 1,867 1 3 11 4,414
Total Software Items 0 0 0 1,867 1 3 11 4,414


Statistics updated 2023-05-07