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 1 3 184 1 3 8 382
Analytical Derivatives for Markov Switching Models 1 1 3 412 3 3 6 1,431
Analytical Derivatives for Markov Switching Models 1 1 2 382 1 2 13 1,399
Assessing Structural VARs 1 2 6 409 4 10 38 853
Assessing structural VARs 1 1 11 377 3 8 45 882
Avoiding the Pitfalls: Can Regime-Switching Tests Detect Bubbles? 0 0 2 461 1 1 9 1,290
Avoiding the Pitfalls: Can Regime-Switching Tests Detect Bubbles? 0 0 0 153 0 0 5 1,041
BAT Signals from Asset Markets: Estimating the U.S. Dollar Response to a Destination-Based Cash-Flow Tax 0 1 2 4 0 2 5 11
Do Low Interest Rates Decrease Commodity Price Volatility? 0 1 2 5 0 2 3 18
Do Oil Prices Help Forecast U.S. Real GDP? The Role of Nonlinearities and Asymmetries 0 0 0 119 0 1 5 227
Do oil prices help forecast U.S. real GDP? the role of nonlinearities and asymmetries 0 1 1 171 0 1 5 582
Entry dynamics and the decline in exchange-rate pass-through 0 0 0 35 1 2 3 88
Entry dynamics and the decline in exchange-rate pass-through 0 0 0 75 1 1 4 172
Evaluating the forecasting performance of commodity futures prices 2 3 4 121 2 8 27 247
Excess Volatility and Speculative Bubbles in the Canadian Dollar: Real of Imagined? 0 0 1 106 1 2 6 1,585
Exchange rate pass-through to U.S. import prices: some new evidence 0 0 5 651 2 9 42 1,947
Exchange rate pass-through to export prices: assessing some cross-country evidence 1 2 19 341 7 17 69 1,003
Forecasting the Price of Oil 0 2 10 336 2 7 39 654
Forecasting the Price of Oil 0 1 9 223 4 9 35 460
Forecasting the price of oil 0 0 11 282 2 5 38 620
How do Canadian hours worked respond to a technology shock? 0 0 1 99 1 1 7 305
How does the border affect productivity? evidence from American and Canadian manufacturing industries 0 0 0 93 0 0 3 355
Interest rates and the volatility and correlation of commodity prices 0 0 1 55 1 4 22 169
Learning in the Oil Futures Markets: Evidence and Macroeconomic Implications 0 1 1 52 1 3 10 36
Learning in the Oil Futures Markets: Evidence and Macroeconomic Implications 0 0 3 117 2 5 25 128
Learning in the Oil Futures Markets: Evidence and Macroeconomic Implications 4 10 10 10 5 10 10 10
Maximum Likelihood in the Frequency Domain: A Time to Build Example 0 0 0 136 0 0 9 793
Maximum Likelihood in the Frequency Domain: a Time to Build Example 0 0 0 1 1 1 3 801
Maximum likelihood in the frequency domain: a time to build example 0 0 0 95 0 0 4 611
Maximum likelihood in the frequency domain: a time to build example 0 0 0 124 0 0 3 763
Maximum likelihood in the frequency domain: the importance of time-to-plan 0 1 3 147 1 3 13 787
Missing Import Price Changes and Low Exchange Rate Pass-Through 0 0 0 13 0 0 3 111
Nonlinearities in the Oil Price-Output Relationship 0 0 1 127 0 3 13 325
Nonlinearities in the oil price-output relationship 0 1 4 201 0 4 19 374
Oil, Equities, and the Zero Lower Bound 0 0 3 35 3 10 31 86
Oil, equities, and the zero lower bound 0 0 1 29 0 5 17 53
Pitfalls in Estimating Asymmetric Effects of Energy Price Shocks 0 0 1 229 0 1 8 478
Pitfalls in estimating asymmetric effects of energy price shocks 0 0 9 196 0 4 22 425
Regime-Switching Models, A guide to the Bank of Canada Gauss Procedures 1 1 5 404 1 2 18 2,119
Regime-Switching Models: A Guide to the Bank of Canada Gauss Procedures 0 0 2 1,091 0 0 6 2,651
Should We Be Concerned Again About U.S. Current Account Sustainability? 0 0 0 7 0 1 4 26
Switching Between Chartists and Fundamentalists: A Markov Regime-Switching Approach 0 1 2 11 1 2 10 84
Switching Between Chartists and Fundamentalists: A Markov Regime-Switching Approach 0 0 4 665 0 1 19 2,079
The Dollar in the U.S. International Transactions (USIT) Model 0 0 1 12 0 2 14 54
The Power of Long-Run VARs 0 0 0 0 0 0 2 14
The Relationship Between Oil Prices and Inflation Compensation 1 2 6 89 1 2 23 203
The Response of Hours to a Technology Shock: Evidence Based on Direct Measures of Technology 1 1 2 187 5 7 20 505
The Role of Oil Price Shocks in Causing U.S. Recessions 0 2 4 35 0 3 10 102
The Role of Oil Price Shocks in Causing U.S. Recessions 0 0 1 41 0 0 8 83
The Role of Oil Price Shocks in Causing U.S. Recessions 0 0 2 97 2 4 13 208
The delayed response to a technology shock: a flexible price explanation 0 0 1 95 0 1 4 406
The hitchhiker’s guide to missing import price changes and pass-through 0 0 0 7 1 1 4 58
The power of long-run structural VARs 0 0 0 78 0 1 6 137
The response of hours to a technology shock: evidence based on direct measures of technology 0 0 1 232 1 1 9 592
The role of oil price shocks in causing U.S. recessions 0 1 3 141 0 3 30 303
Trade Integration, Competiton, and the Decline in Exchange-rate Pass-through 0 0 0 79 2 2 23 273
Trade integration, competition, and the decline in exchange-rate pass-through 0 0 2 173 2 2 23 624
What Happens After a Technology Shock? 1 7 19 598 6 29 88 1,677
What happens after a technology shock? 0 2 5 374 3 8 25 882
Total Working Papers 15 47 189 11,022 75 219 986 34,582


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 2 106 1 2 9 280
Analytical Derivatives for Markov Switching Models 1 1 1 80 1 1 5 386
Are the responses of the U.S. economy asymmetric in energy price increases and decreases? 0 2 11 133 2 10 30 314
Avoiding the Pitfalls: Can Regime-Switching Tests Reliably Detect Bubbles? 0 0 1 84 1 4 12 298
Do Oil Prices Help Forecast U.S. Real GDP? The Role of Nonlinearities and Asymmetries 0 0 2 134 0 1 11 348
Exchange Rate Passthrough to Export Prices: Assessing Cross‐Country Evidence* 0 0 0 72 0 1 10 211
Forecasting China's Role in World Oil Demand 0 0 3 25 0 0 19 91
How Does the Border Affect Productivity? Evidence from American and Canadian Manufacturing Industries 0 0 0 53 0 2 3 220
INTEREST RATES AND THE VOLATILITY AND CORRELATION OF COMMODITY PRICES 0 1 2 16 1 4 17 60
Maximum likelihood in the frequency domain: the importance of time-to-plan 0 0 2 100 0 1 11 416
Missing Import Price Changes and Low Exchange Rate Pass-Through 0 0 2 33 1 2 17 157
NONLINEARITIES IN THE OIL PRICE–OUTPUT RELATIONSHIP 1 1 2 127 2 7 17 271
Switching between Chartists and Fundamentalists: A Markov Regime-Switching Approach 1 1 2 159 1 5 15 615
The Response of Hours to a Technology Shock: Evidence Based on Direct Measures of Technology 0 0 2 174 2 5 12 542
The Role of Oil Price Shocks in Causing U.S. Recessions 0 1 4 40 0 4 13 118
The elusive boost from cheap oil 0 0 1 10 1 1 12 71
Trade integration, competition, and the decline in exchange-rate pass-through 1 2 7 163 4 7 38 532
Total Journal Articles 4 10 44 1,509 17 57 251 4,930


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Assessing Structural VARs 0 1 2 197 2 5 19 413
Forecasting the Price of Oil 1 11 55 214 9 36 180 578
Total Chapters 1 12 57 411 11 41 199 991


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 8 1,854 5 8 30 4,371
Total Software Items 1 1 8 1,854 5 8 30 4,371


Statistics updated 2021-01-03