Robert John Vigfusson
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Robert |
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John |
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Vigfusson |
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Amazon.com
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Research profile
author of:
- Oil, Equities, and the Zero Lower Bound (RePEc:aea:aejmac:v:13:y:2021:i:2:p:214-53)
by Deepa D. Datta & Benjamin K. Johannsen & Hannah Kwon & Robert J. Vigfusson - Missing Import Price Changes and Low Exchange Rate Pass-Through (RePEc:aea:aejmac:v:6:y:2014:i:2:p:156-206)
by Etienne Gagnon & Benjamin R. Mandel & Robert J. Vigfusson - Excess Volatility and Speculative Bubbles in the Canadian Dollar: Real of Imagined? (RePEc:bca:bocatr:76)
by John Murray & Simon van Norden & Robert Vigfusson - Forecasting the Price of Oil (RePEc:bca:bocawp:11-15)
by Ron Alquist & Lutz Kilian & Robert Vigfusson - Analytical Derivatives for Markov Switching Models (RePEc:bca:bocawp:95-7)
by Jeff Gable & Simon van Norden & Robert Vigfusson - Switching Between Chartists and Fundamentalists: A Markov Regime-Switching Approach (RePEc:bca:bocawp:96-1)
by Robert Vigfusson - Avoiding the Pitfalls: Can Regime-Switching Tests Detect Bubbles? (RePEc:bca:bocawp:96-11)
by Robert Vigfusson & Simon van Norden - Regime-Switching Models, A guide to the Bank of Canada Gauss Procedures (RePEc:bca:bocawp:96-3)
by Simon van Norden & Robert Vigfusson - Oil, equities, and the zero lower bound (RePEc:bis:biswps:617)
by Deepa Datta & Benjamin K Johannsen & Hannah Kwon & Robert J Vigfusson - Exchange Rate Passthrough to Export Prices: Assessing Cross‐Country Evidence (RePEc:bla:reviec:v:17:y:2009:i:1:p:17-33)
by Robert J. Vigfusson & Nathan Sheets & Joseph Gagnon - Avoiding the Pitfalls: Can Regime-Switching Tests Reliably Detect Bubbles? (RePEc:bpj:sndecm:v:3:y:1998:i:1:n:1)
by van Norden Simon & Vigfusson Robert - The Role of Oil Price Shocks in Causing U.S. Recessions (RePEc:ces:ceswps:_5743)
by Lutz Kilian & Robert J. Vigfusson - Learning in the Oil Futures Markets: Evidence and Macroeconomic Implications (RePEc:cir:cirwor:2016s-53)
by Sylvain Leduc & Kevin Moran & Robert J. Vigfusson - The Role of Oil Price Shocks in Causing U.S. Recessions (RePEc:cpr:ceprdp:10040)
by Kilian, Lutz & Vigfusson, Robert J. - Pitfalls in Estimating Asymmetric Effects of Energy Price Shocks (RePEc:cpr:ceprdp:7284)
by Kilian, Lutz & Vigfusson, Robert J. - Nonlinearities in the Oil Price-Output Relationship (RePEc:cpr:ceprdp:8174)
by Kilian, Lutz & Vigfusson, Robert J. - Forecasting the Price of Oil (RePEc:cpr:ceprdp:8388)
by Kilian, Lutz & Alquist, Ron & Vigfusson, Robert J. - Do Oil Prices Help Forecast U.S. Real GDP? The Role of Nonlinearities and Asymmetries (RePEc:cpr:ceprdp:8980)
by Kilian, Lutz & Vigfusson, Robert J. - Nonlinearities In The Oil Price–Output Relationship (RePEc:cup:macdyn:v:15:y:2011:i:s3:p:337-363_00)
by Kilian, Lutz & Vigfusson, Robert J. - Interest Rates And The Volatility And Correlation Of Commodity Prices (RePEc:cup:macdyn:v:22:y:2018:i:03:p:600-619_00)
by Gruber, Joseph W. & Vigfusson, Robert J. - GAUSS code for the Hodrick-Prescott filter (RePEc:dge:qmrbcd:2)
by Ken Matheny & Simon van Norden & Robert Vigfusson - Are the responses of the U.S. economy asymmetric in energy price increases and decreases? (RePEc:ecm:quante:v:2:y:2011:i:3:p:419-453)
by Lutz Kilian & Robert J. Vigfusson - Forecasting the Price of Oil (RePEc:eee:ecofch:2-427)
by Alquist, Ron & Kilian, Lutz & Vigfusson, Robert J. - Maximum likelihood in the frequency domain: the importance of time-to-plan (RePEc:eee:moneco:v:50:y:2003:i:4:p:789-815)
by Christiano, Lawrence J. & Vigfusson, Robert J. - Trade integration, competition, and the decline in exchange-rate pass-through (RePEc:eee:moneco:v:57:y:2010:i:3:p:309-324)
by Gust, Christopher & Leduc, Sylvain & Vigfusson, Robert - Maximum likelihood in the frequency domain: the importance of time-to-plan (RePEc:fip:fedcwp:0106)
by Lawrence J. Christiano & Robert J. Vigfusson - Maximum likelihood in the frequency domain: a time to build example (RePEc:fip:fedcwp:9901)
by Lawrence J. Christiano & Robert J. Vigfusson - The elusive boost from cheap oil (RePEc:fip:fedfel:00091)
by Sylvain Leduc & Kevin Moran & Robert J. Vigfusson - Forecasting China's Role in World Oil Demand (RePEc:fip:fedfel:00139)
by Deepa Dhume Datta & Robert J. Vigfusson - Entry dynamics and the decline in exchange-rate pass-through (RePEc:fip:fedfwp:2010-23)
by Christopher J. Gust & Sylvain Leduc & Robert J. Vigfusson - Learning in the Oil Futures Markets: Evidence and Macroeconomic Implications (RePEc:fip:fedfwp:88970)
by Sylvain Leduc & Kevin Moran & Robert J. Vigfusson - Oil, Equities, and the Zero Lower Bound (RePEc:fip:fedgfe:2018-58)
by Deepa Dhume Datta & Benjamin K. Johannsen & Hannah Kwon & Robert J. Vigfusson - Oil, Equities, and a "Nonbinding" Zero Lower Bound: The Monetary Policy Response to COVID-19 (RePEc:fip:fedgfn:2021-04-14)
by Deepa Dhume Datta & Benjamin K. Johannsen & Robert J. Vigfusson - Entry dynamics and the decline in exchange-rate pass-through (RePEc:fip:fedgif:1008)
by Christopher J. Gust & Sylvain Leduc & Robert J. Vigfusson - Nonlinearities in the oil price-output relationship (RePEc:fip:fedgif:1013)
by Lutz Kilian & Robert J. Vigfusson - Forecasting the price of oil (RePEc:fip:fedgif:1022)
by Ron Alquist & Lutz Kilian & Robert J. Vigfusson - Evaluating the forecasting performance of commodity futures prices (RePEc:fip:fedgif:1025)
by Trevor A. Reeve & Robert J. Vigfusson - Missing Import Price Changes and Low Exchange Rate Pass-Through (RePEc:fip:fedgif:1040)
by Etienne Gagnon & Benjamin R. Mandel & Robert J. Vigfusson - Do oil prices help forecast U.S. real GDP? the role of nonlinearities and asymmetries (RePEc:fip:fedgif:1050)
by Lutz Kilian & Robert J. Vigfusson - Interest rates and the volatility and correlation of commodity prices (RePEc:fip:fedgif:1065)
by Joseph W. Gruber & Robert J. Vigfusson - The Role of Oil Price Shocks in Causing U.S. Recessions (RePEc:fip:fedgif:1114)
by Lutz Kilian & Robert J. Vigfusson - Learning in the Oil Futures Markets: Evidence and Macroeconomic Implications (RePEc:fip:fedgif:1179)
by Sylvain Leduc & Kevin Moran & Robert J. Vigfusson - What happens after a technology shock? (RePEc:fip:fedgif:768)
by Lawrence J. Christiano & Martin S. Eichenbaum & Robert J. Vigfusson - How do Canadian hours worked respond to a technology shock? (RePEc:fip:fedgif:774)
by Lawrence J. Christiano & Martin S. Eichenbaum & Robert J. Vigfusson - How does the border affect productivity? evidence from American and Canadian manufacturing industries (RePEc:fip:fedgif:788)
by Robert J. Vigfusson - The response of hours to a technology shock: evidence based on direct measures of technology (RePEc:fip:fedgif:790)
by Lawrence J. Christiano & Martin S. Eichenbaum & Robert J. Vigfusson - The delayed response to a technology shock: a flexible price explanation (RePEc:fip:fedgif:810)
by Robert J. Vigfusson - Exchange rate pass-through to U.S. import prices: some new evidence (RePEc:fip:fedgif:833)
by Jon Faust & Joseph E. Gagnon & Mario Marazzi & Jaime R. Marquez & Robert F. Martin & Trevor A. Reeve & John H. Rogers & Nathan Sheets & Robert J. Vigfusson - Alternative procedures for estimating vector autoregressions identified with long-run restrictions (RePEc:fip:fedgif:842)
by Lawrence J. Christiano & Martin S. Eichenbaum & Robert J. Vigfusson - Trade integration, competition, and the decline in exchange-rate pass-through (RePEc:fip:fedgif:864)
by Christopher J. Gust & Sylvain Leduc & Robert J. Vigfusson - Assessing structural VARs (RePEc:fip:fedgif:866)
by Lawrence J. Christiano & Martin S. Eichenbaum & Robert J. Vigfusson - Exchange rate pass-through to export prices: assessing some cross-country evidence (RePEc:fip:fedgif:902)
by Joseph E. Gagnon & Nathan Sheets & Robert J. Vigfusson - Pitfalls in estimating asymmetric effects of energy price shocks (RePEc:fip:fedgif:970)
by Lutz Kilian & Robert J. Vigfusson - The power of long-run structural VARs (RePEc:fip:fedgif:978)
by Christopher J. Gust & Robert J. Vigfusson - Do Low Interest Rates Decrease Commodity Price Volatility? (RePEc:fip:fedgin:2013-09-26)
by Joseph W. Gruber & Robert J. Vigfusson - The Dollar in the U.S. International Transactions (USIT) Model (RePEc:fip:fedgin:2016-02-08-2)
by Joseph W. Gruber & Andrew H. McCallum & Robert J. Vigfusson - The Relationship Between Oil Prices and Inflation Compensation (RePEc:fip:fedgin:2016-04-06)
by Alejandro Perez-Segura & Robert J. Vigfusson - Unknown item RePEc:fip:fedgin:2018-03-09 (paper)
- Should We Be Concerned Again About U.S. Current Account Sustainability? (RePEc:fip:fedgin:2018-03-09-1)
by Shaghil Ahmed & Carol C. Bertaut & Jessica Liu & Robert J. Vigfusson - BAT Signals from Asset Markets : Estimating the U.S. Dollar Response to a Destination-Based Cash-Flow Tax (RePEc:fip:fedgin:2018-10-23)
by Tessa Morrison & Robert J. Vigfusson - Maximum likelihood in the frequency domain: a time to build example (RePEc:fip:fedhwp:wp-99-4)
by Lawrence J. Christiano & Robert J. Vigfusson - The Evolving Link between Oil Prices and U.S. Consumer Spending (RePEc:fip:fedker:91862)
by Nida Çakır Melek & Robert J. Vigfusson - The hitchhiker’s guide to missing import price changes and pass-through (RePEc:fip:fednsr:537)
by Etienne Gagnon & Benjamin R. Mandel & Robert J. Vigfusson - Maximum Likelihood in the Frequency Domain: a Time to Build Example (RePEc:fth:lseple:9901)
by Christiano, L.J. & Vigfusson, R.J. - Switching between Chartists and Fundamentalists: A Markov Regime-Switching Approach (RePEc:ijf:ijfiec:v:2:y:1997:i:4:p:291-305)
by Vigfusson, Robert - Analytical Derivatives for Markov Switching Models (RePEc:kap:compec:v:10:y:1997:i:2:p:187-94)
by Gable, Jeff & van Norden, Simon & Vigfusson, Robert - Assessing Structural VARs (RePEc:nbr:nberch:11177)
by Lawrence J. Christiano & Martin Eichenbaum & Robert Vigfusson - The Response of Hours to a Technology Shock: Evidence Based on Direct Measures of Technology (RePEc:nbr:nberwo:10254)
by Lawrence J. Christiano & Martin Eichenbaum & Robert Vigfusson - Assessing Structural VARs (RePEc:nbr:nberwo:12353)
by Lawrence J. Christiano & Martin Eichenbaum & Robert Vigfusson - Maximum Likelihood in the Frequency Domain: A Time to Build Example (RePEc:nbr:nberwo:7027)
by Lawrence J. Christiano & Robert J. Vigfusson - What Happens After a Technology Shock? (RePEc:nbr:nberwo:9819)
by Lawrence J. Christiano & Martin Eichenbaum & Robert Vigfusson - Trade Integration, Competiton, and the Decline in Exchange-rate Pass-through (RePEc:red:sed006:165)
by Christopher Gust & Sylvain Leduc & Robert Vigfusson - The Power of Long-Run VARs (RePEc:red:sed007:437)
by Robert Vigfusson - Do Oil Prices Help Forecast U.S. Real GDP? The Role of Nonlinearities and Asymmetries (RePEc:taf:jnlbes:v:31:y:2013:i:1:p:78-93)
by Lutz Kilian & Robert J. Vigfusson - The Response of Hours to a Technology Shock: Evidence Based on Direct Measures of Technology (RePEc:tpr:jeurec:v:2:y:2004:i:2-3:p:381-395)
by Lawrence J. Christiano & Martin Eichenbaum & Robert Vigfusson - Alternative Procedures for Estimating Vector Autoregressions Identified with Long-Run Restrictions (RePEc:tpr:jeurec:v:4:y:2006:i:2-3:p:475-483)
by Lawrence J. Christiano & Martin Eichenbaum & Robert Vigfusson - Learning in the Oil Futures Markets: Evidence and Macroeconomic Implications (RePEc:tpr:restat:v:105:y:2023:i:2:p:392-407)
by Sylvain Leduc & Kevin Moran & Robert J. Vigfusson - How Does the Border Affect Productivity? Evidence from American and Canadian Manufacturing Industries (RePEc:tpr:restat:v:90:y:2008:i:1:p:49-64)
by Robert Vigfusson - The Role of Oil Price Shocks in Causing U.S. Recessions (RePEc:wly:jmoncb:v:49:y:2017:i:8:p:1747-1776)
by Lutz Kilian & Robert J. Vigfusson - Regime-Switching Models: A Guide to the Bank of Canada Gauss Procedures (RePEc:wpa:wuwpem:9603004)
by Simon van Norden & Robert Vigfusson - Analytical Derivatives for Markov Switching Models (RePEc:wpa:wuwpge:9508001)
by Jeff Gable & Simon van Norden & Robert Vigfusson - Switching Between Chartists and Fundamentalists: A Markov Regime-Switching Approach (RePEc:wpa:wuwpif:9602003)
by Robert Vigfusson - Avoiding the Pitfalls: Can Regime-Switching Tests Detect Bubbles? (RePEc:wpa:wuwpme:9603001)
by Simon van Norden & Robert Vigfusson - The role of oil price shocks in causing U.S. recessions (RePEc:zbw:cfswop:460)
by Kilian, Lutz & Vigfusson, Robert J.