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 6 9 12 407
Analytical Derivatives for Markov Switching Models 0 0 0 413 1 2 4 1,443
Analytical Derivatives for Markov Switching Models 0 0 0 384 2 4 5 1,409
Assessing Structural VARs 0 0 0 413 1 3 6 885
Assessing structural VARs 0 0 2 404 4 10 16 978
Avoiding the Pitfalls: Can Regime-Switching Tests Detect Bubbles? 0 0 0 153 2 3 4 1,047
Avoiding the Pitfalls: Can Regime-Switching Tests Detect Bubbles? 0 0 0 462 2 6 12 1,316
BAT Signals from Asset Markets: Estimating the U.S. Dollar Response to a Destination-Based Cash-Flow Tax 0 0 0 4 0 3 7 21
Do Low Interest Rates Decrease Commodity Price Volatility? 0 0 0 9 1 3 5 35
Do Oil Prices Help Forecast U.S. Real GDP? The Role of Nonlinearities and Asymmetries 0 0 1 122 4 5 9 246
Do oil prices help forecast U.S. real GDP? the role of nonlinearities and asymmetries 0 0 2 182 2 2 9 613
Entry dynamics and the decline in exchange-rate pass-through 0 0 0 36 2 4 4 96
Entry dynamics and the decline in exchange-rate pass-through 0 0 0 75 2 3 4 182
Evaluating the forecasting performance of commodity futures prices 0 0 0 132 6 9 15 344
Excess Volatility and Speculative Bubbles in the Canadian Dollar: Real of Imagined? 0 0 0 107 2 4 5 1,602
Exchange rate pass-through to U.S. import prices: some new evidence 0 0 1 664 3 6 29 2,133
Exchange rate pass-through to export prices: assessing some cross-country evidence 1 1 4 356 2 6 13 1,161
Forecasting the Price of Oil 0 0 3 260 8 17 26 582
Forecasting the Price of Oil 0 0 2 352 3 9 19 763
Forecasting the price of oil 0 0 1 289 13 18 27 714
How do Canadian hours worked respond to a technology shock? 0 0 1 102 0 1 4 314
How does the border affect productivity? evidence from American and Canadian manufacturing industries 0 0 0 95 1 3 4 363
Interest rates and the volatility and correlation of commodity prices 0 0 1 61 1 3 6 246
Learning in the Oil Futures Markets: Evidence and Macroeconomic Implications 0 0 0 52 0 0 1 76
Learning in the Oil Futures Markets: Evidence and Macroeconomic Implications 0 0 0 121 0 1 3 149
Learning in the Oil Futures Markets: Evidence and Macroeconomic Implications 0 0 1 28 0 2 6 55
Maximum Likelihood in the Frequency Domain: A Time to Build Example 0 0 0 137 4 5 10 806
Maximum Likelihood in the Frequency Domain: a Time to Build Example 0 0 0 1 1 3 5 806
Maximum likelihood in the frequency domain: a time to build example 0 0 0 96 0 0 1 621
Maximum likelihood in the frequency domain: a time to build example 0 0 0 124 2 3 5 771
Maximum likelihood in the frequency domain: the importance of time-to-plan 0 0 1 148 3 6 10 801
Measuring Inclusion: Gender and Coauthorship at the Federal Reserve Board 0 0 8 8 4 10 22 24
Missing Import Price Changes and Low Exchange Rate Pass-Through 0 0 0 13 3 5 6 121
Nonlinearities in the Oil Price-Output Relationship 0 0 0 129 6 12 12 352
Nonlinearities in the oil price-output relationship 0 0 0 204 2 3 11 415
Oil, Equities, and a "Nonbinding" Zero Lower Bound: The Monetary Policy Response to COVID-19 0 0 0 22 0 1 2 23
Oil, Equities, and the Zero Lower Bound 0 0 0 48 2 4 5 149
Oil, equities, and the zero lower bound 0 0 0 33 2 4 5 81
Pitfalls in Estimating Asymmetric Effects of Energy Price Shocks 0 0 1 232 4 8 12 505
Pitfalls in estimating asymmetric effects of energy price shocks 0 1 1 210 4 12 13 486
Regime-Switching Models, A guide to the Bank of Canada Gauss Procedures 0 0 0 412 1 4 6 2,149
Regime-Switching Models: A Guide to the Bank of Canada Gauss Procedures 0 0 0 1,092 2 4 4 2,670
Should We Be Concerned Again About U.S. Current Account Sustainability? 0 0 0 1 0 1 3 5
Switching Between Chartists and Fundamentalists: A Markov Regime-Switching Approach 0 0 0 11 0 2 2 90
Switching Between Chartists and Fundamentalists: A Markov Regime-Switching Approach 0 0 0 667 0 2 4 2,103
The Dollar in the U.S. International Transactions (USIT) Model 0 0 0 19 1 2 5 84
The Power of Long-Run VARs 0 0 0 0 1 1 2 24
The Relationship Between Oil Prices and Inflation Compensation 0 1 1 131 0 3 6 305
The Response of Hours to a Technology Shock: Evidence Based on Direct Measures of Technology 0 0 0 194 1 2 5 533
The Role of Oil Price Shocks in Causing U.S. Recessions 0 1 1 39 0 2 5 124
The Role of Oil Price Shocks in Causing U.S. Recessions 0 0 0 104 9 11 19 256
The Role of Oil Price Shocks in Causing U.S. Recessions 0 0 0 42 2 5 6 102
The delayed response to a technology shock: a flexible price explanation 0 0 0 96 0 4 6 420
The hitchhiker’s guide to missing import price changes and pass-through 0 0 1 9 1 1 4 66
The power of long-run structural VARs 0 0 0 78 1 3 5 145
The response of hours to a technology shock: evidence based on direct measures of technology 0 0 0 233 2 3 4 609
The role of oil price shocks in causing U.S. recessions 0 0 0 146 2 7 8 343
Trade Integration, Competiton, and the Decline in Exchange-rate Pass-through 0 0 0 80 3 4 7 307
Trade integration, competition, and the decline in exchange-rate pass-through 0 0 0 175 0 1 1 655
What Happens After a Technology Shock? 2 2 5 638 4 10 27 1,812
What happens after a technology shock? 0 0 1 379 4 7 14 939
Total Working Papers 3 6 39 11,416 139 291 517 36,882
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 1 110 0 2 3 301
Analytical Derivatives for Markov Switching Models 0 0 0 81 1 2 3 392
Are the responses of the U.S. economy asymmetric in energy price increases and decreases? 1 1 3 154 5 9 16 409
Avoiding the Pitfalls: Can Regime-Switching Tests Reliably Detect Bubbles? 0 0 1 88 0 2 8 319
Do Oil Prices Help Forecast U.S. Real GDP? The Role of Nonlinearities and Asymmetries 0 1 4 139 1 5 18 379
Exchange Rate Passthrough to Export Prices: Assessing Cross‐Country Evidence* 1 1 1 76 3 5 13 243
Forecasting China's Role in World Oil Demand 0 0 0 25 1 2 3 106
How Does the Border Affect Productivity? Evidence from American and Canadian Manufacturing Industries 0 0 0 54 0 2 2 226
INTEREST RATES AND THE VOLATILITY AND CORRELATION OF COMMODITY PRICES 0 0 1 29 1 1 6 107
Learning in the Oil Futures Markets: Evidence and Macroeconomic Implications 1 1 1 5 3 4 5 29
Maximum likelihood in the frequency domain: the importance of time-to-plan 0 0 0 101 12 14 18 446
Missing Import Price Changes and Low Exchange Rate Pass-Through 0 0 0 35 2 5 9 188
NONLINEARITIES IN THE OIL PRICE–OUTPUT RELATIONSHIP 0 1 1 138 2 7 14 351
Oil, Equities, and the Zero Lower Bound 0 0 1 19 0 1 6 81
Switching between Chartists and Fundamentalists: A Markov Regime-Switching Approach 0 1 2 163 0 2 5 645
The Evolving Link between Oil Prices and U.S. Consumer Spending 0 0 0 11 4 6 14 73
The Response of Hours to a Technology Shock: Evidence Based on Direct Measures of Technology 0 0 1 182 3 4 15 581
The Role of Oil Price Shocks in Causing U.S. Recessions 0 2 9 65 6 10 25 214
The elusive boost from cheap oil 0 0 0 10 1 1 5 85
Trade integration, competition, and the decline in exchange-rate pass-through 0 0 2 188 1 5 18 643
Total Journal Articles 3 8 28 1,673 46 89 206 5,818


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Assessing Structural VARs 0 0 0 203 2 5 8 449
Forecasting the Price of Oil 1 5 19 408 9 23 75 1,186
Total Chapters 1 5 19 611 11 28 83 1,635


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 2 1,872 2 5 12 4,438
Total Software Items 0 1 2 1,872 2 5 12 4,438


Statistics updated 2026-01-09