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 2 4 398
Analytical Derivatives for Markov Switching Models 0 0 0 413 0 0 2 1,441
Analytical Derivatives for Markov Switching Models 0 0 0 384 0 0 2 1,405
Assessing Structural VARs 0 0 1 413 0 1 7 882
Assessing structural VARs 1 1 3 403 1 1 7 966
Avoiding the Pitfalls: Can Regime-Switching Tests Detect Bubbles? 0 0 0 462 1 2 5 1,309
Avoiding the Pitfalls: Can Regime-Switching Tests Detect Bubbles? 0 0 0 153 0 0 1 1,044
BAT Signals from Asset Markets: Estimating the U.S. Dollar Response to a Destination-Based Cash-Flow Tax 0 0 0 4 0 0 3 17
Do Low Interest Rates Decrease Commodity Price Volatility? 0 0 0 9 0 0 2 32
Do Oil Prices Help Forecast U.S. Real GDP? The Role of Nonlinearities and Asymmetries 0 1 1 122 0 1 4 240
Do oil prices help forecast U.S. real GDP? the role of nonlinearities and asymmetries 0 1 3 182 0 2 7 609
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 2 179
Evaluating the forecasting performance of commodity futures prices 0 0 0 132 1 2 8 335
Excess Volatility and Speculative Bubbles in the Canadian Dollar: Real of Imagined? 0 0 0 107 0 1 3 1,598
Exchange rate pass-through to U.S. import prices: some new evidence 0 0 1 664 0 1 25 2,125
Exchange rate pass-through to export prices: assessing some cross-country evidence 0 1 2 354 1 2 4 1,152
Forecasting the Price of Oil 0 2 8 260 1 5 21 565
Forecasting the Price of Oil 0 1 2 352 1 4 24 754
Forecasting the price of oil 1 1 1 289 2 3 8 693
How do Canadian hours worked respond to a technology shock? 1 1 1 102 1 1 2 312
How does the border affect productivity? evidence from American and Canadian manufacturing industries 0 0 0 95 0 0 1 360
Interest rates and the volatility and correlation of commodity prices 0 0 1 61 0 0 3 242
Learning in the Oil Futures Markets: Evidence and Macroeconomic Implications 0 0 0 121 1 1 2 148
Learning in the Oil Futures Markets: Evidence and Macroeconomic Implications 0 0 2 28 1 2 5 53
Learning in the Oil Futures Markets: Evidence and Macroeconomic Implications 0 0 0 52 0 0 1 76
Maximum Likelihood in the Frequency Domain: A Time to Build Example 0 0 0 137 0 0 2 798
Maximum Likelihood in the Frequency Domain: a Time to Build Example 0 0 0 1 0 0 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 0 0 2 768
Maximum likelihood in the frequency domain: the importance of time-to-plan 0 0 1 148 1 1 4 795
Measuring Inclusion: Gender and Coauthorship at the Federal Reserve Board 0 0 8 8 1 1 13 13
Missing Import Price Changes and Low Exchange Rate Pass-Through 0 0 0 13 0 0 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 0 5 408
Oil, Equities, and a "Nonbinding" Zero Lower Bound: The Monetary Policy Response to COVID-19 0 0 0 22 0 0 2 22
Oil, Equities, and the Zero Lower Bound 0 0 0 48 0 0 1 145
Oil, equities, and the zero lower bound 0 0 0 33 0 0 1 77
Pitfalls in Estimating Asymmetric Effects of Energy Price Shocks 0 0 1 232 0 0 4 496
Pitfalls in estimating asymmetric effects of energy price shocks 0 0 0 209 0 1 1 474
Regime-Switching Models, A guide to the Bank of Canada Gauss Procedures 0 0 0 412 0 1 4 2,145
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 1 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 1 2 2,101
The Dollar in the U.S. International Transactions (USIT) Model 0 0 1 19 0 1 7 82
The Power of Long-Run VARs 0 0 0 0 0 0 1 22
The Relationship Between Oil Prices and Inflation Compensation 0 0 5 130 1 1 11 302
The Response of Hours to a Technology Shock: Evidence Based on Direct Measures of Technology 0 0 0 194 0 0 2 530
The Role of Oil Price Shocks in Causing U.S. Recessions 0 0 2 104 0 2 10 244
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 0 38 0 1 4 122
The delayed response to a technology shock: a flexible price explanation 0 0 0 96 0 1 1 415
The hitchhiker’s guide to missing import price changes and pass-through 1 1 1 9 1 1 4 65
The power of long-run structural VARs 0 0 0 78 0 0 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 0 0 1 336
Trade Integration, Competiton, and the Decline in Exchange-rate Pass-through 0 0 0 80 2 2 3 303
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 1 5 634 2 5 24 1,797
What happens after a technology shock? 1 1 1 379 2 2 8 931
Total Working Papers 5 12 51 11,406 21 52 278 36,551
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 1 1 1 110 1 1 5 299
Analytical Derivatives for Markov Switching Models 0 0 0 81 0 0 1 390
Are the responses of the U.S. economy asymmetric in energy price increases and decreases? 0 0 2 153 0 0 13 399
Avoiding the Pitfalls: Can Regime-Switching Tests Reliably Detect Bubbles? 0 0 1 88 0 0 5 316
Do Oil Prices Help Forecast U.S. Real GDP? The Role of Nonlinearities and Asymmetries 2 2 4 138 2 3 11 368
Exchange Rate Passthrough to Export Prices: Assessing Cross‐Country Evidence* 0 0 0 75 1 6 8 237
Forecasting China's Role in World Oil Demand 0 0 0 25 1 1 1 104
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 2 2 4 104
Learning in the Oil Futures Markets: Evidence and Macroeconomic Implications 0 0 3 4 0 0 6 24
Maximum likelihood in the frequency domain: the importance of time-to-plan 0 0 0 101 0 0 3 430
Missing Import Price Changes and Low Exchange Rate Pass-Through 0 0 0 35 0 2 3 181
NONLINEARITIES IN THE OIL PRICE–OUTPUT RELATIONSHIP 0 0 1 137 1 2 10 342
Oil, Equities, and the Zero Lower Bound 0 0 3 19 0 2 8 79
Switching between Chartists and Fundamentalists: A Markov Regime-Switching Approach 0 0 0 161 0 1 3 642
The Evolving Link between Oil Prices and U.S. Consumer Spending 0 0 0 11 0 2 11 66
The Response of Hours to a Technology Shock: Evidence Based on Direct Measures of Technology 0 1 2 182 0 6 14 577
The Role of Oil Price Shocks in Causing U.S. Recessions 0 1 7 63 1 4 22 204
The elusive boost from cheap oil 0 0 0 10 0 0 2 82
Trade integration, competition, and the decline in exchange-rate pass-through 0 0 2 187 3 5 16 636
Total Journal Articles 3 5 26 1,662 12 37 146 5,704


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 2 7 444
Forecasting the Price of Oil 2 10 23 400 7 26 85 1,158
Total Chapters 2 10 24 603 7 28 92 1,602


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 3 1,871 1 2 11 4,432
Total Software Items 0 0 3 1,871 1 2 11 4,432


Statistics updated 2025-08-05