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 | 618 | 2011 |
What happens after a technology shock? L Christiano, MS Eichenbaum, RJ Vigfusson National Bureau of Economic Research, 2003 | 537 | 2003 |
Forecasting the price of oil R Alquist, L Kilian, RJ Vigfusson Handbook of economic forecasting 2, 427-507, 2013 | 457 | 2013 |
Assessing structural VARs [with comments and discussion] LJ Christiano, M Eichenbaum, R Vigfusson, PJ Kehoe, MW Watson NBER macroeconomics annual 21, 1-105, 2006 | 349 | 2006 |
Exchange rate pass-through to US import prices: some new evidence M Marazzi, N Sheets, RJ Vigfusson, J Faust, JE Gagnon, J Marquez, ... | 318 | 2005 |
Nonlinearities in the oil price–output relationship L Kilian, RJ Vigfusson Macroeconomic Dynamics 15 (S3), 337-363, 2011 | 311 | 2011 |
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 | 284 | 2010 |
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 | 207 | 2004 |
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 | 179 | 2013 |
Forecasting the price of oil R Alquist, L Kilian, RJ Vigfusson Available at SSRN 1911194, 2011 | 158 | 2011 |
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 | 149 | 2017 |
Switching between chartists and fundamentalists: a Markov regime‐switching approach R Vigfusson International Journal of Finance & Economics 2 (4), 291-305, 1997 | 146 | 1997 |
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 | 94 | 2009 |
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 | 82 | 2009 |
Evaluating the forecasting performance of commodity futures prices TA Reeve, RJ Vigfusson FRB International Finance Discussion Paper, 2011 | 73 | 2011 |
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 | 50 | 1996 |
The delayed response to a technology shock: A flexible price explanation RJ Vigfusson Available at SSRN 568221, 2004 | 44 | 2004 |
Interest rates and the volatility and correlation of commodity prices JW Gruber, RJ Vigfusson Macroeconomic Dynamics 22 (3), 600-619, 2018 | 42 | 2018 |