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 1 1 4 399
Analytical Derivatives for Markov Switching Models 0 0 0 413 1 1 3 1,442
Analytical Derivatives for Markov Switching Models 0 0 0 384 0 0 1 1,405
Assessing Structural VARs 0 0 0 413 1 1 5 883
Assessing structural VARs 0 1 2 404 4 6 10 972
Avoiding the Pitfalls: Can Regime-Switching Tests Detect Bubbles? 0 0 0 462 0 1 6 1,310
Avoiding the Pitfalls: Can Regime-Switching Tests Detect Bubbles? 0 0 0 153 1 1 2 1,045
BAT Signals from Asset Markets: Estimating the U.S. Dollar Response to a Destination-Based Cash-Flow Tax 0 0 0 4 2 3 6 20
Do Low Interest Rates Decrease Commodity Price Volatility? 0 0 0 9 2 2 4 34
Do Oil Prices Help Forecast U.S. Real GDP? The Role of Nonlinearities and Asymmetries 0 0 1 122 0 1 4 241
Do oil prices help forecast U.S. real GDP? the role of nonlinearities and asymmetries 0 0 3 182 0 2 8 611
Entry dynamics and the decline in exchange-rate pass-through 0 0 0 36 2 2 2 94
Entry dynamics and the decline in exchange-rate pass-through 0 0 0 75 1 1 3 180
Evaluating the forecasting performance of commodity futures prices 0 0 0 132 1 1 8 336
Excess Volatility and Speculative Bubbles in the Canadian Dollar: Real of Imagined? 0 0 0 107 1 1 4 1,599
Exchange rate pass-through to U.S. import prices: some new evidence 0 0 1 664 0 2 25 2,127
Exchange rate pass-through to export prices: assessing some cross-country evidence 0 1 3 355 3 6 10 1,158
Forecasting the Price of Oil 0 0 5 260 5 5 20 570
Forecasting the Price of Oil 0 0 2 352 1 1 14 755
Forecasting the price of oil 0 0 1 289 2 5 11 698
How do Canadian hours worked respond to a technology shock? 0 0 1 102 0 1 3 313
How does the border affect productivity? evidence from American and Canadian manufacturing industries 0 0 0 95 1 1 2 361
Interest rates and the volatility and correlation of commodity prices 0 0 1 61 1 2 4 244
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 1 28 2 2 6 55
Learning in the Oil Futures Markets: Evidence and Macroeconomic Implications 0 0 0 121 0 0 2 148
Maximum Likelihood in the Frequency Domain: A Time to Build Example 0 0 0 137 1 4 6 802
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 0 124 0 0 2 768
Maximum likelihood in the frequency domain: a time to build example 0 0 0 96 0 1 1 621
Maximum likelihood in the frequency domain: the importance of time-to-plan 0 0 1 148 0 0 4 795
Measuring Inclusion: Gender and Coauthorship at the Federal Reserve Board 0 0 8 8 4 5 18 18
Missing Import Price Changes and Low Exchange Rate Pass-Through 0 0 0 13 1 1 2 117
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 1 5 9 413
Oil, Equities, and a "Nonbinding" Zero Lower Bound: The Monetary Policy Response to COVID-19 0 0 0 22 1 1 2 23
Oil, Equities, and the Zero Lower Bound 0 0 0 48 1 1 2 146
Oil, equities, and the zero lower bound 0 0 0 33 1 1 2 78
Pitfalls in Estimating Asymmetric Effects of Energy Price Shocks 0 0 1 232 3 4 7 500
Pitfalls in estimating asymmetric effects of energy price shocks 0 0 0 209 3 3 4 477
Regime-Switching Models, A guide to the Bank of Canada Gauss Procedures 0 0 0 412 1 1 5 2,146
Regime-Switching Models: A Guide to the Bank of Canada Gauss Procedures 0 0 0 1,092 1 1 2 2,667
Should We Be Concerned Again About U.S. Current Account Sustainability? 0 0 0 1 1 2 3 5
Switching Between Chartists and Fundamentalists: A Markov Regime-Switching Approach 0 0 0 11 1 1 1 89
Switching Between Chartists and Fundamentalists: A Markov Regime-Switching Approach 0 0 0 667 0 0 2 2,101
The Dollar in the U.S. International Transactions (USIT) Model 0 0 1 19 1 1 6 83
The Power of Long-Run VARs 0 0 0 0 0 1 1 23
The Relationship Between Oil Prices and Inflation Compensation 1 1 1 131 1 1 4 303
The Response of Hours to a Technology Shock: Evidence Based on Direct Measures of Technology 0 0 0 194 1 2 4 532
The Role of Oil Price Shocks in Causing U.S. Recessions 0 0 0 42 1 2 2 98
The Role of Oil Price Shocks in Causing U.S. Recessions 0 0 0 104 2 3 11 247
The Role of Oil Price Shocks in Causing U.S. Recessions 0 0 0 38 0 0 3 122
The delayed response to a technology shock: a flexible price explanation 0 0 0 96 0 1 2 416
The hitchhiker’s guide to missing import price changes and pass-through 0 0 1 9 0 0 4 65
The power of long-run structural VARs 0 0 0 78 2 2 4 144
The response of hours to a technology shock: evidence based on direct measures of technology 0 0 0 233 0 1 1 606
The role of oil price shocks in causing U.S. recessions 0 0 0 146 5 5 6 341
Trade Integration, Competiton, and the Decline in Exchange-rate Pass-through 0 0 0 80 0 0 3 303
Trade integration, competition, and the decline in exchange-rate pass-through 0 0 0 175 1 1 1 655
What Happens After a Technology Shock? 0 2 4 636 4 9 27 1,806
What happens after a technology shock? 0 0 1 379 1 2 9 933
Total Working Papers 1 5 39 11,411 71 111 330 36,662
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 1 2 300
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 4 5 13 404
Avoiding the Pitfalls: Can Regime-Switching Tests Reliably Detect Bubbles? 0 0 1 88 2 3 8 319
Do Oil Prices Help Forecast U.S. Real GDP? The Role of Nonlinearities and Asymmetries 1 1 4 139 2 8 16 376
Exchange Rate Passthrough to Export Prices: Assessing Cross‐Country Evidence* 0 0 0 75 1 2 9 239
Forecasting China's Role in World Oil Demand 0 0 0 25 0 0 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 1 1 29 0 2 5 106
Learning in the Oil Futures Markets: Evidence and Macroeconomic Implications 0 0 1 4 1 2 4 26
Maximum likelihood in the frequency domain: the importance of time-to-plan 0 0 0 101 1 3 6 433
Missing Import Price Changes and Low Exchange Rate Pass-Through 0 0 0 35 1 3 6 184
NONLINEARITIES IN THE OIL PRICE–OUTPUT RELATIONSHIP 1 1 1 138 3 5 10 347
Oil, Equities, and the Zero Lower Bound 0 0 1 19 1 2 6 81
Switching between Chartists and Fundamentalists: A Markov Regime-Switching Approach 0 1 1 162 0 1 3 643
The Evolving Link between Oil Prices and U.S. Consumer Spending 0 0 0 11 1 2 10 68
The Response of Hours to a Technology Shock: Evidence Based on Direct Measures of Technology 0 0 1 182 1 1 12 578
The Role of Oil Price Shocks in Causing U.S. Recessions 0 0 7 63 1 1 23 205
The elusive boost from cheap oil 0 0 0 10 0 2 4 84
Trade integration, competition, and the decline in exchange-rate pass-through 0 1 2 188 2 4 15 640
Total Journal Articles 2 5 23 1,667 22 47 154 5,751


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 3 3 6 447
Forecasting the Price of Oil 2 5 19 405 8 13 71 1,171
Total Chapters 2 5 19 608 11 16 77 1,618


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 1,871 1 2 10 4,434
Total Software Items 0 0 2 1,871 1 2 10 4,434


Statistics updated 2025-11-08