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 3 8 20 415
Analytical Derivatives for Markov Switching Models 0 0 0 413 0 5 8 1,448
Analytical Derivatives for Markov Switching Models 0 0 0 384 0 1 6 1,410
Assessing Structural VARs 0 0 0 413 1 7 12 892
Assessing structural VARs 0 2 4 406 3 12 26 990
Avoiding the Pitfalls: Can Regime-Switching Tests Detect Bubbles? 0 0 0 153 0 4 8 1,051
Avoiding the Pitfalls: Can Regime-Switching Tests Detect Bubbles? 0 0 0 462 1 10 20 1,326
BAT Signals from Asset Markets: Estimating the U.S. Dollar Response to a Destination-Based Cash-Flow Tax 0 0 0 4 0 4 10 25
Do Low Interest Rates Decrease Commodity Price Volatility? 0 0 0 9 0 2 6 37
Do Oil Prices Help Forecast U.S. Real GDP? The Role of Nonlinearities and Asymmetries 0 0 1 122 1 5 12 251
Do oil prices help forecast U.S. real GDP? the role of nonlinearities and asymmetries 0 0 1 182 5 12 19 625
Entry dynamics and the decline in exchange-rate pass-through 0 0 0 36 1 5 9 101
Entry dynamics and the decline in exchange-rate pass-through 0 0 0 75 0 1 5 183
Evaluating the forecasting performance of commodity futures prices 0 0 0 132 8 20 33 364
Excess Volatility and Speculative Bubbles in the Canadian Dollar: Real of Imagined? 0 0 0 107 0 3 8 1,605
Exchange rate pass-through to U.S. import prices: some new evidence 0 0 0 664 4 27 49 2,160
Exchange rate pass-through to export prices: assessing some cross-country evidence 0 1 4 357 1 7 19 1,168
Forecasting the Price of Oil 0 0 2 260 0 7 29 589
Forecasting the Price of Oil 0 1 2 353 1 22 35 785
Forecasting the price of oil 0 2 3 291 2 25 49 739
How do Canadian hours worked respond to a technology shock? 0 0 1 102 1 5 9 319
How does the border affect productivity? evidence from American and Canadian manufacturing industries 0 0 0 95 1 2 6 365
Interest rates and the volatility and correlation of commodity prices 0 0 0 61 13 20 24 266
Learning in the Oil Futures Markets: Evidence and Macroeconomic Implications 0 0 0 52 2 7 8 83
Learning in the Oil Futures Markets: Evidence and Macroeconomic Implications 1 1 1 122 3 9 12 158
Learning in the Oil Futures Markets: Evidence and Macroeconomic Implications 0 0 1 28 1 3 9 58
Maximum Likelihood in the Frequency Domain: A Time to Build Example 0 0 0 137 0 4 13 810
Maximum Likelihood in the Frequency Domain: a Time to Build Example 0 0 0 1 1 5 9 811
Maximum likelihood in the frequency domain: a time to build example 0 0 0 96 0 2 3 623
Maximum likelihood in the frequency domain: a time to build example 0 0 0 124 0 11 15 782
Maximum likelihood in the frequency domain: the importance of time-to-plan 0 0 0 148 0 9 17 810
Measuring Inclusion: Gender and Coauthorship at the Federal Reserve Board 0 0 0 8 1 2 15 26
Missing Import Price Changes and Low Exchange Rate Pass-Through 0 0 0 13 0 6 12 127
Nonlinearities in the Oil Price-Output Relationship 0 0 0 129 1 8 20 360
Nonlinearities in the oil price-output relationship 0 0 0 204 1 7 14 422
Oil, Equities, and a "Nonbinding" Zero Lower Bound: The Monetary Policy Response to COVID-19 0 0 0 22 0 1 3 24
Oil, Equities, and the Zero Lower Bound 0 0 0 48 4 7 12 156
Oil, equities, and the zero lower bound 0 0 0 33 1 6 11 87
Pitfalls in Estimating Asymmetric Effects of Energy Price Shocks 0 0 0 232 0 5 15 510
Pitfalls in estimating asymmetric effects of energy price shocks 0 0 1 210 0 21 34 507
Regime-Switching Models, A guide to the Bank of Canada Gauss Procedures 0 0 0 412 1 3 9 2,152
Regime-Switching Models: A Guide to the Bank of Canada Gauss Procedures 0 0 0 1,092 0 5 9 2,675
Should We Be Concerned Again About U.S. Current Account Sustainability? 0 0 0 1 0 4 6 9
Switching Between Chartists and Fundamentalists: A Markov Regime-Switching Approach 0 0 0 11 1 7 9 97
Switching Between Chartists and Fundamentalists: A Markov Regime-Switching Approach 0 0 0 667 2 7 11 2,110
The Dollar in the U.S. International Transactions (USIT) Model 0 0 0 19 1 3 6 87
The Power of Long-Run VARs 0 0 0 0 0 3 5 27
The Relationship Between Oil Prices and Inflation Compensation 0 0 1 131 1 6 12 311
The Response of Hours to a Technology Shock: Evidence Based on Direct Measures of Technology 0 0 0 194 2 8 13 541
The Role of Oil Price Shocks in Causing U.S. Recessions 1 2 3 41 7 10 14 134
The Role of Oil Price Shocks in Causing U.S. Recessions 1 1 1 105 28 39 56 295
The Role of Oil Price Shocks in Causing U.S. Recessions 0 0 0 42 1 5 11 107
The delayed response to a technology shock: a flexible price explanation 0 0 0 96 1 5 11 425
The hitchhiker’s guide to missing import price changes and pass-through 0 0 1 9 0 7 10 73
The power of long-run structural VARs 0 0 0 78 0 3 7 148
The response of hours to a technology shock: evidence based on direct measures of technology 0 0 0 233 1 7 11 616
The role of oil price shocks in causing U.S. recessions 0 0 0 146 7 18 26 361
Trade Integration, Competiton, and the Decline in Exchange-rate Pass-through 0 0 0 80 0 2 8 309
Trade integration, competition, and the decline in exchange-rate pass-through 0 0 0 175 3 8 9 663
What Happens After a Technology Shock? 0 2 7 640 1 8 29 1,820
What happens after a technology shock? 0 1 2 380 3 18 28 957
Total Working Papers 3 13 36 11,429 121 503 944 37,385
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 1 15 18 316
Analytical Derivatives for Markov Switching Models 0 0 0 81 0 6 9 398
Are the responses of the U.S. economy asymmetric in energy price increases and decreases? 0 0 1 154 1 9 20 418
Avoiding the Pitfalls: Can Regime-Switching Tests Reliably Detect Bubbles? 0 0 0 88 0 4 8 323
Do Oil Prices Help Forecast U.S. Real GDP? The Role of Nonlinearities and Asymmetries 0 0 3 139 1 4 20 383
Exchange Rate Passthrough to Export Prices: Assessing Cross‐Country Evidence* 0 1 2 77 1 8 21 251
Forecasting China's Role in World Oil Demand 0 0 0 25 1 1 4 107
How Does the Border Affect Productivity? Evidence from American and Canadian Manufacturing Industries 0 0 0 54 0 3 5 229
INTEREST RATES AND THE VOLATILITY AND CORRELATION OF COMMODITY PRICES 0 0 1 29 2 5 11 112
Learning in the Oil Futures Markets: Evidence and Macroeconomic Implications 0 1 2 6 1 10 15 39
Maximum likelihood in the frequency domain: the importance of time-to-plan 0 0 0 101 0 5 22 451
Missing Import Price Changes and Low Exchange Rate Pass-Through 0 0 0 35 0 3 12 191
NONLINEARITIES IN THE OIL PRICE–OUTPUT RELATIONSHIP 1 1 2 139 1 9 20 360
Oil, Equities, and the Zero Lower Bound 0 0 1 19 0 6 12 87
Switching between Chartists and Fundamentalists: A Markov Regime-Switching Approach 0 0 2 163 0 1 6 646
The Evolving Link between Oil Prices and U.S. Consumer Spending 0 1 1 12 15 22 34 95
The Response of Hours to a Technology Shock: Evidence Based on Direct Measures of Technology 0 0 1 182 1 8 21 589
The Role of Oil Price Shocks in Causing U.S. Recessions 1 1 8 66 4 13 34 227
The elusive boost from cheap oil 0 0 0 10 1 2 7 87
Trade integration, competition, and the decline in exchange-rate pass-through 1 1 2 189 2 16 29 659
Total Journal Articles 3 6 27 1,679 32 150 328 5,968

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 6 13 455
Forecasting the Price of Oil 1 14 32 422 15 39 96 1,225
Total Chapters 1 14 32 625 17 45 109 1,680

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 2 1,872 1 6 15 4,444
Total Software Items 0 0 2 1,872 1 6 15 4,444

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Statistics updated 2026-04-09