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Robert Vigfusson
Robert Vigfusson
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Are the responses of the US economy asymmetric in energy price increases and decreases?
L Kilian, RJ Vigfusson
Quantitative Economics 2 (3), 419-453, 2011
6182011
What happens after a technology shock?
L Christiano, MS Eichenbaum, RJ Vigfusson
National Bureau of Economic Research, 2003
5372003
Forecasting the price of oil
R Alquist, L Kilian, RJ Vigfusson
Handbook of economic forecasting 2, 427-507, 2013
4572013
Assessing structural VARs [with comments and discussion]
LJ Christiano, M Eichenbaum, R Vigfusson, PJ Kehoe, MW Watson
NBER macroeconomics annual 21, 1-105, 2006
3492006
Exchange rate pass-through to US import prices: some new evidence
M Marazzi, N Sheets, RJ Vigfusson, J Faust, JE Gagnon, J Marquez, ...
3182005
Nonlinearities in the oil price–output relationship
L Kilian, RJ Vigfusson
Macroeconomic Dynamics 15 (S3), 337-363, 2011
3112011
Trade integration, competition, and the decline in exchange-rate pass-through
C Gust, S Leduc, R Vigfusson
Journal of Monetary Economics 57 (3), 309-324, 2010
2842010
The response of hours to a technology shock: Evidence based on direct measures of technology
LJ Christiano, M Eichenbaum, R Vigfusson
Journal of the European Economic Association 2 (2-3), 381-395, 2004
2072004
Do oil prices help forecast US real GDP? The role of nonlinearities and asymmetries
L Kilian, RJ Vigfusson
Journal of Business & Economic Statistics 31 (1), 78-93, 2013
1792013
Forecasting the price of oil
R Alquist, L Kilian, RJ Vigfusson
Available at SSRN 1911194, 2011
1582011
The role of oil price shocks in causing US recessions
L Kilian, RJ Vigfusson
Journal of Money, Credit and Banking 49 (8), 1747-1776, 2017
1492017
Switching between chartists and fundamentalists: a Markov regime‐switching approach
R Vigfusson
International Journal of Finance & Economics 2 (4), 291-305, 1997
1461997
Avoiding the pitfalls: Can regime-switching tests reliably detect bubbles?
S Van Norden, R Vigfusson
Studies in Nonlinear Dynamics & Econometrics 3 (1), 1998
134*1998
Exchange Rate Passthrough to Export Prices: Assessing Cross‐Country Evidence
RJ Vigfusson, N Sheets, J Gagnon
Review of International Economics 17 (1), 17-33, 2009
942009
Maximum likelihood in the frequency domain: the importance of time-to-plan
LJ Christiano, RJ Vigfusson
Journal of Monetary Economics 50 (4), 789-815, 2003
90*2003
Pitfalls in estimating asymmetric effects of energy price shocks
L Kilian, RJ Vigfusson
FRB International Finance Discussion Paper, 2009
822009
Evaluating the forecasting performance of commodity futures prices
TA Reeve, RJ Vigfusson
FRB International Finance Discussion Paper, 2011
732011
Regime-switching models: A guide to the Bank of Canada Gauss procedures
S Van Norden, RJ Vigfusson
Bank of Canada Working Paper 96-3, 1996
501996
The delayed response to a technology shock: A flexible price explanation
RJ Vigfusson
Available at SSRN 568221, 2004
442004
Interest rates and the volatility and correlation of commodity prices
JW Gruber, RJ Vigfusson
Macroeconomic Dynamics 22 (3), 600-619, 2018
422018
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