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 4 11 17 412
Analytical Derivatives for Markov Switching Models 0 0 0 413 0 6 8 1,448
Analytical Derivatives for Markov Switching Models 0 0 0 384 0 3 6 1,410
Assessing Structural VARs 0 0 0 413 4 7 11 891
Assessing structural VARs 1 2 4 406 4 13 23 987
Avoiding the Pitfalls: Can Regime-Switching Tests Detect Bubbles? 0 0 0 153 0 6 8 1,051
Avoiding the Pitfalls: Can Regime-Switching Tests Detect Bubbles? 0 0 0 462 2 11 21 1,325
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 1 3 6 37
Do Oil Prices Help Forecast U.S. Real GDP? The Role of Nonlinearities and Asymmetries 0 0 1 122 1 8 11 250
Do oil prices help forecast U.S. real GDP? the role of nonlinearities and asymmetries 0 0 2 182 2 9 16 620
Entry dynamics and the decline in exchange-rate pass-through 0 0 0 36 2 6 8 100
Entry dynamics and the decline in exchange-rate pass-through 0 0 0 75 0 3 5 183
Evaluating the forecasting performance of commodity futures prices 0 0 0 132 6 18 26 356
Excess Volatility and Speculative Bubbles in the Canadian Dollar: Real of Imagined? 0 0 0 107 0 5 8 1,605
Exchange rate pass-through to U.S. import prices: some new evidence 0 0 0 664 5 26 49 2,156
Exchange rate pass-through to export prices: assessing some cross-country evidence 1 2 4 357 1 8 18 1,167
Forecasting the Price of Oil 0 0 2 260 2 15 30 589
Forecasting the Price of Oil 1 1 3 353 11 24 35 784
Forecasting the price of oil 1 2 3 291 5 36 49 737
How do Canadian hours worked respond to a technology shock? 0 0 1 102 0 4 8 318
How does the border affect productivity? evidence from American and Canadian manufacturing industries 0 0 0 95 0 2 5 364
Interest rates and the volatility and correlation of commodity prices 0 0 1 61 1 8 12 253
Learning in the Oil Futures Markets: Evidence and Macroeconomic Implications 0 0 1 28 1 2 8 57
Learning in the Oil Futures Markets: Evidence and Macroeconomic Implications 0 0 0 121 2 6 9 155
Learning in the Oil Futures Markets: Evidence and Macroeconomic Implications 0 0 0 52 3 5 6 81
Maximum Likelihood in the Frequency Domain: A Time to Build Example 0 0 0 137 0 8 13 810
Maximum Likelihood in the Frequency Domain: a Time to Build Example 0 0 0 1 1 5 8 810
Maximum likelihood in the frequency domain: a time to build example 0 0 0 124 3 13 16 782
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: the importance of time-to-plan 0 0 1 148 3 12 18 810
Measuring Inclusion: Gender and Coauthorship at the Federal Reserve Board 0 0 0 8 0 5 14 25
Missing Import Price Changes and Low Exchange Rate Pass-Through 0 0 0 13 2 9 12 127
Nonlinearities in the Oil Price-Output Relationship 0 0 0 129 1 13 19 359
Nonlinearities in the oil price-output relationship 0 0 0 204 2 8 14 421
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 2 5 8 152
Oil, equities, and the zero lower bound 0 0 0 33 1 7 10 86
Pitfalls in Estimating Asymmetric Effects of Energy Price Shocks 0 0 0 232 0 9 16 510
Pitfalls in estimating asymmetric effects of energy price shocks 0 0 1 210 8 25 34 507
Regime-Switching Models, A guide to the Bank of Canada Gauss Procedures 0 0 0 412 0 3 8 2,151
Regime-Switching Models: A Guide to the Bank of Canada Gauss Procedures 0 0 0 1,092 0 7 9 2,675
Should We Be Concerned Again About U.S. Current Account Sustainability? 0 0 0 1 2 4 6 9
Switching Between Chartists and Fundamentalists: A Markov Regime-Switching Approach 0 0 0 667 0 5 9 2,108
Switching Between Chartists and Fundamentalists: A Markov Regime-Switching Approach 0 0 0 11 0 6 8 96
The Dollar in the U.S. International Transactions (USIT) Model 0 0 0 19 0 3 5 86
The Power of Long-Run VARs 0 0 0 0 0 4 5 27
The Relationship Between Oil Prices and Inflation Compensation 0 0 1 131 0 5 11 310
The Response of Hours to a Technology Shock: Evidence Based on Direct Measures of Technology 0 0 0 194 2 7 11 539
The Role of Oil Price Shocks in Causing U.S. Recessions 0 1 2 40 0 3 8 127
The Role of Oil Price Shocks in Causing U.S. Recessions 0 0 0 42 2 6 10 106
The Role of Oil Price Shocks in Causing U.S. Recessions 0 0 0 104 2 20 28 267
The delayed response to a technology shock: a flexible price explanation 0 0 0 96 3 4 10 424
The hitchhiker’s guide to missing import price changes and pass-through 0 0 1 9 1 8 11 73
The power of long-run structural VARs 0 0 0 78 1 4 7 148
The response of hours to a technology shock: evidence based on direct measures of technology 0 0 0 233 2 8 10 615
The role of oil price shocks in causing U.S. recessions 0 0 0 146 5 13 19 354
Trade Integration, Competiton, and the Decline in Exchange-rate Pass-through 0 0 0 80 0 5 8 309
Trade integration, competition, and the decline in exchange-rate pass-through 0 0 0 175 1 5 6 660
What Happens After a Technology Shock? 0 4 7 640 0 11 29 1,819
What happens after a technology shock? 0 1 2 380 6 19 26 954
Total Working Papers 4 13 37 11,426 107 521 845 37,264
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 4 14 17 315
Analytical Derivatives for Markov Switching Models 0 0 0 81 0 7 9 398
Are the responses of the U.S. economy asymmetric in energy price increases and decreases? 0 1 2 154 3 13 21 417
Avoiding the Pitfalls: Can Regime-Switching Tests Reliably Detect Bubbles? 0 0 0 88 1 4 8 323
Do Oil Prices Help Forecast U.S. Real GDP? The Role of Nonlinearities and Asymmetries 0 0 4 139 0 4 20 382
Exchange Rate Passthrough to Export Prices: Assessing Cross‐Country Evidence* 0 2 2 77 1 10 20 250
Forecasting China's Role in World Oil Demand 0 0 0 25 0 1 3 106
How Does the Border Affect Productivity? Evidence from American and Canadian Manufacturing Industries 0 0 0 54 1 3 5 229
INTEREST RATES AND THE VOLATILITY AND CORRELATION OF COMMODITY PRICES 0 0 1 29 0 4 9 110
Learning in the Oil Futures Markets: Evidence and Macroeconomic Implications 0 2 2 6 2 12 14 38
Maximum likelihood in the frequency domain: the importance of time-to-plan 0 0 0 101 2 17 23 451
Missing Import Price Changes and Low Exchange Rate Pass-Through 0 0 0 35 1 5 12 191
NONLINEARITIES IN THE OIL PRICE–OUTPUT RELATIONSHIP 0 0 1 138 6 10 20 359
Oil, Equities, and the Zero Lower Bound 0 0 1 19 1 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 1 1 1 12 3 11 19 80
The Response of Hours to a Technology Shock: Evidence Based on Direct Measures of Technology 0 0 1 182 4 10 20 588
The Role of Oil Price Shocks in Causing U.S. Recessions 0 0 7 65 1 15 30 223
The elusive boost from cheap oil 0 0 0 10 1 2 6 86
Trade integration, competition, and the decline in exchange-rate pass-through 0 0 1 188 3 15 30 657
Total Journal Articles 1 6 26 1,676 34 164 304 5,936

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 0 6 11 453
Forecasting the Price of Oil 8 14 31 421 12 33 81 1,210
Total Chapters 8 14 31 624 12 39 92 1,663

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 7 14 4,443
Total Software Items 0 0 2 1,872 1 7 14 4,443

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Statistics updated 2026-03-04