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 1 189 0 0 1 394
Analytical Derivatives for Markov Switching Models 0 0 0 413 0 0 1 1,439
Analytical Derivatives for Markov Switching Models 0 0 0 384 0 0 0 1,403
Assessing Structural VARs 0 1 1 412 0 2 2 875
Assessing structural VARs 1 1 4 401 1 3 13 960
Avoiding the Pitfalls: Can Regime-Switching Tests Detect Bubbles? 0 0 0 153 0 0 0 1,043
Avoiding the Pitfalls: Can Regime-Switching Tests Detect Bubbles? 0 0 0 462 0 0 0 1,304
BAT Signals from Asset Markets: Estimating the U.S. Dollar Response to a Destination-Based Cash-Flow Tax 0 0 0 4 0 0 0 14
Do Low Interest Rates Decrease Commodity Price Volatility? 0 0 0 9 0 0 1 30
Do Oil Prices Help Forecast U.S. Real GDP? The Role of Nonlinearities and Asymmetries 0 0 0 121 0 1 2 236
Do oil prices help forecast U.S. real GDP? the role of nonlinearities and asymmetries 0 1 2 179 0 1 3 602
Entry dynamics and the decline in exchange-rate pass-through 0 0 0 75 0 0 1 177
Entry dynamics and the decline in exchange-rate pass-through 0 0 0 36 0 0 0 92
Evaluating the forecasting performance of commodity futures prices 0 0 3 132 0 0 9 327
Excess Volatility and Speculative Bubbles in the Canadian Dollar: Real of Imagined? 0 0 0 107 0 0 1 1,595
Exchange rate pass-through to U.S. import prices: some new evidence 0 1 4 663 2 4 13 2,102
Exchange rate pass-through to export prices: assessing some cross-country evidence 0 0 1 352 0 0 2 1,148
Forecasting the Price of Oil 1 3 7 253 1 3 13 545
Forecasting the Price of Oil 0 0 3 350 3 6 15 733
Forecasting the price of oil 0 2 3 288 0 2 22 685
How do Canadian hours worked respond to a technology shock? 0 0 0 101 0 0 0 310
How does the border affect productivity? evidence from American and Canadian manufacturing industries 0 0 0 95 0 0 1 359
Interest rates and the volatility and correlation of commodity prices 0 0 1 60 1 1 7 240
Learning in the Oil Futures Markets: Evidence and Macroeconomic Implications 1 1 5 27 1 2 10 49
Learning in the Oil Futures Markets: Evidence and Macroeconomic Implications 0 0 0 52 0 0 3 75
Learning in the Oil Futures Markets: Evidence and Macroeconomic Implications 0 0 3 121 0 0 4 146
Maximum Likelihood in the Frequency Domain: A Time to Build Example 0 0 1 137 0 0 1 796
Maximum Likelihood in the Frequency Domain: a Time to Build Example 0 0 0 1 0 0 0 801
Maximum likelihood in the frequency domain: a time to build example 0 0 0 124 0 0 0 766
Maximum likelihood in the frequency domain: a time to build example 0 0 0 96 0 0 1 620
Maximum likelihood in the frequency domain: the importance of time-to-plan 0 0 0 147 0 0 0 791
Missing Import Price Changes and Low Exchange Rate Pass-Through 0 0 0 13 0 0 1 115
Nonlinearities in the Oil Price-Output Relationship 0 0 0 129 0 0 5 340
Nonlinearities in the oil price-output relationship 0 0 0 204 0 1 8 403
Oil, Equities, and a "Nonbinding" Zero Lower Bound: The Monetary Policy Response to COVID-19 0 0 0 22 0 0 2 20
Oil, Equities, and the Zero Lower Bound 0 0 0 48 0 0 3 144
Oil, equities, and the zero lower bound 0 0 0 33 0 0 3 76
Pitfalls in Estimating Asymmetric Effects of Energy Price Shocks 0 0 1 231 0 0 6 492
Pitfalls in estimating asymmetric effects of energy price shocks 0 0 0 209 0 1 7 473
Regime-Switching Models, A guide to the Bank of Canada Gauss Procedures 0 0 1 412 0 1 4 2,141
Regime-Switching Models: A Guide to the Bank of Canada Gauss Procedures 0 0 0 1,092 0 0 3 2,665
Should We Be Concerned Again About U.S. Current Account Sustainability? 0 0 0 1 0 0 1 2
Switching Between Chartists and Fundamentalists: A Markov Regime-Switching Approach 0 0 0 667 0 0 0 2,099
Switching Between Chartists and Fundamentalists: A Markov Regime-Switching Approach 0 0 0 11 0 0 0 88
The Dollar in the U.S. International Transactions (USIT) Model 0 0 3 18 2 2 12 77
The Power of Long-Run VARs 0 0 0 0 0 0 1 21
The Relationship Between Oil Prices and Inflation Compensation 0 1 6 125 0 3 17 291
The Response of Hours to a Technology Shock: Evidence Based on Direct Measures of Technology 0 0 2 194 0 0 6 528
The Role of Oil Price Shocks in Causing U.S. Recessions 0 0 0 42 0 0 1 96
The Role of Oil Price Shocks in Causing U.S. Recessions 1 1 3 103 1 2 5 235
The Role of Oil Price Shocks in Causing U.S. Recessions 0 0 2 38 0 0 3 118
The delayed response to a technology shock: a flexible price explanation 0 0 0 96 0 0 2 414
The hitchhiker’s guide to missing import price changes and pass-through 0 0 0 8 0 0 0 61
The power of long-run structural VARs 0 0 0 78 0 0 0 140
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 1 3 335
Trade Integration, Competiton, and the Decline in Exchange-rate Pass-through 0 0 0 80 0 0 0 300
Trade integration, competition, and the decline in exchange-rate pass-through 0 0 0 175 1 1 1 654
What Happens After a Technology Shock? 0 1 10 629 1 4 25 1,774
What happens after a technology shock? 0 0 0 378 0 1 5 923
Total Working Papers 4 13 67 11,359 14 42 250 36,287
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 0 109 0 0 3 294
Analytical Derivatives for Markov Switching Models 0 0 0 81 0 0 0 389
Are the responses of the U.S. economy asymmetric in energy price increases and decreases? 0 1 7 151 2 5 25 388
Avoiding the Pitfalls: Can Regime-Switching Tests Reliably Detect Bubbles? 0 0 0 87 0 0 3 311
Do Oil Prices Help Forecast U.S. Real GDP? The Role of Nonlinearities and Asymmetries 0 0 0 134 0 0 0 357
Exchange Rate Passthrough to Export Prices: Assessing Cross‐Country Evidence* 0 0 1 75 1 2 3 230
Forecasting China's Role in World Oil Demand 0 0 0 25 0 0 1 103
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 1 28 0 0 4 100
Learning in the Oil Futures Markets: Evidence and Macroeconomic Implications 1 1 1 2 1 2 10 19
Maximum likelihood in the frequency domain: the importance of time-to-plan 0 0 0 101 0 0 2 427
Missing Import Price Changes and Low Exchange Rate Pass-Through 0 0 0 35 0 0 0 178
NONLINEARITIES IN THE OIL PRICE–OUTPUT RELATIONSHIP 0 2 3 136 1 8 17 333
Oil, Equities, and the Zero Lower Bound 0 0 0 16 0 0 9 71
Switching between Chartists and Fundamentalists: A Markov Regime-Switching Approach 0 0 1 161 0 0 3 639
The Evolving Link between Oil Prices and U.S. Consumer Spending 0 0 1 11 0 4 14 55
The Response of Hours to a Technology Shock: Evidence Based on Direct Measures of Technology 1 1 1 181 2 2 7 565
The Role of Oil Price Shocks in Causing U.S. Recessions 0 1 7 56 0 3 21 182
The elusive boost from cheap oil 0 0 0 10 0 0 1 80
Trade integration, competition, and the decline in exchange-rate pass-through 0 0 3 185 1 2 11 621
Total Journal Articles 2 6 26 1,638 8 28 134 5,566


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Assessing Structural VARs 0 0 1 202 1 2 4 438
Forecasting the Price of Oil 3 9 40 380 9 26 118 1,082
Total Chapters 3 9 41 582 10 28 122 1,520


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 1 1,868 1 3 3 4,422
Total Software Items 0 1 1 1,868 1 3 3 4,422


Statistics updated 2024-09-04