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Information about:
Robert John Vigfusson

Personal Details | Affiliation | Works
This is information that was supplied by Robert Vigfusson in registering through RePEc. If you are Robert John Vigfusson , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Other registered authors

Personal Details

First Name: Robert
Middle Name: John
Last Name: Vigfusson
Suffix:

RePEc Short-ID: pvi18

Email:
Homepage: http://www.federalreserve.gov/research/staff/vigfussonrobertj.htm
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Affiliation

(in no particular order)

Lists

This author is among the top 5% authors according to these criteria:
  1. Number of Citations, Weighted by Simple Impact Factor, Discounted by Citation Age
  2. Number of Citations, Weighted by Recursive Impact Factor
  3. Number of Citations, Weighted by Recursive Impact Factor, Discounted by Citation Age
  4. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors, Discounted by Citation Age

Works

| Working papers | Articles | Software | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Kilian, Lutz & Vigfusson, Robert J., 2009. "Pitfalls in Estimating Asymmetric Effects of Energy Price Shocks," CEPR Discussion Papers 7284, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
    Other versions:

  2. Robert J. Vigfusson & Nathan Sheets & Joseph Gagnon, 2007. "Exchange rate pass-through to export prices: assessing some cross-country evidence," International Finance Discussion Papers 902, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]

  3. Lawrence J. Christiano & Martin Eichenbaum & Robert Vigfusson, 2006. "Assessing Structural VARs," NBER Working Papers 12353, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:

  4. Christopher Gust & Sylvain Leduc & Robert Vigfusson, 2006. "Trade Integration, Competiton, and the Decline in Exchange-rate Pass-through," 2006 Meeting Papers 165, Society for Economic Dynamics. [Downloadable!]
    Other versions:

  5. Mario Marazzi & Nathan Sheets & Robert J. Vigfusson & Jon Faust & Joseph Gagnon & Jaime Marquez & Robert F. Martin & Trevor Reeve & John Rogers, 2005. "Exchange rate pass-through to U.S. import prices: some new evidence," International Finance Discussion Papers 833, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]

  6. Lawrence J. Christiano & Martin Eichenbaum & Robert J. Vigfusson, 2005. "Alternative procedures for estimating vector autoregressions identified with long-run restrictions," International Finance Discussion Papers 842, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
    Published as:

  7. Robert J. Vigfusson, 2004. "The delayed response to a technology shock: a flexible price explanation," International Finance Discussion Papers 810, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]

  8. Lawrence J. Christiano & Martin Eichenbaum & Robert Vigfusson, 2003. "What happens after a technology shock?," International Finance Discussion Papers 768, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
    Other versions:

  9. Lawrence J. Christiano & Martin Eichenbaum & Robert J. Vigfusson, 2003. "The response of hours to a technology shock: evidence based on direct measures of technology," International Finance Discussion Papers 790, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
    Other versions:
    Published as:

  10. Lawrence J Christiano & Martin Eichenbaum & Robert Vigfusson, 2003. "How do Canadian hours worked respond to a technology shock?," International Finance Discussion Papers 774, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]

  11. Robert J. Vigfusson, 2003. "How does the border affect productivity? evidence from American and Canadian manufacturing industries," International Finance Discussion Papers 788, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
    Published as:

  12. Lawrence J. Christiano & Robert J. Vigfusson, 2001. "Maximum likelihood in the frequency domain: the importance of time-to-plan," Working Paper 0106, Federal Reserve Bank of Cleveland. [Downloadable!]
    Published as:

  13. Lawrence J. Christiano & Robert J. Vigfusson, 1999. "Maximum likelihood in the frequency domain: a time to build example," Working Paper 9901, Federal Reserve Bank of Cleveland. [Downloadable!]
    Other versions:

  14. Murray, J. & Van Norden, S. & Vigfusson, R., 1996. "Excess Volatility and Speculative Bubbles in the Canadian Dollar: Real of Imagined?," Technical Reports 76, Bank of Canada. [Downloadable!]

  15. Van Norden, S. & Vigfusson, R., 1996. "Regime-Switching Models, A guide to the Bank of Canada Gauss Procedures," Working Papers 96-3, Bank of Canada. [Downloadable!]
    Other versions:

  16. Robert Vigfusson, 1996. "Switching Between Chartists and Fundamentalists: A Markov Regime-Switching Approach," International Finance 9602003, EconWPA. [Downloadable!]
    Published as:

  17. Vigfusson, R. & Van Norden, S., 1996. "Avoiding the Pitfalls: Can Regime-Switching Tests Detect Bubbles?," Working Papers 96-11, Bank of Canada. [Downloadable!]
    Other versions:

  18. Jeff Gable & Simon van Norden & Robert Vigfusson, . "Analytical Derivatives for Markov Switching Models," Working Papers 95-7, Bank of Canada. [Downloadable!]
    Other versions:
    Published as:

Articles

  1. Robert J. Vigfusson & Nathan Sheets & Joseph Gagnon, 2009. "Exchange Rate Passthrough to Export Prices: Assessing Cross-Country Evidence," Review of International Economics, Blackwell Publishing, vol. 17(1), pages 17-33, 02. [Downloadable!] (restricted)

  2. Robert Vigfusson, 2008. "How Does the Border Affect Productivity? Evidence from American and Canadian Manufacturing Industries," The Review of Economics and Statistics, MIT Press, vol. 90(1), pages 49-64, November. [Downloadable!] (restricted)
    Other versions:

  3. Lawrence J. Christiano & Martin Eichenbaum & Robert Vigfusson, 2006. "Alternative Procedures for Estimating Vector Autoregressions Identified with Long-Run Restrictions," Journal of the European Economic Association, MIT Press, vol. 4(2-3), pages 475-483, 04-05. [Downloadable!] (restricted)
    Other versions:

  4. Lawrence J. Christiano & Martin Eichenbaum & Robert Vigfusson, 2004. "The Response of Hours to a Technology Shock: Evidence Based on Direct Measures of Technology," Journal of the European Economic Association, MIT Press, vol. 2(2-3), pages 381-395, 04/05. [Downloadable!] (restricted)
    Other versions:

  5. Christiano, Lawrence J. & Vigfusson, Robert J., 2003. "Maximum likelihood in the frequency domain: the importance of time-to-plan," Journal of Monetary Economics, Elsevier, vol. 50(4), pages 789-815, May. [Downloadable!] (restricted)
    Other versions:

  6. Vigfusson, Robert, 1997. "Switching between Chartists and Fundamentalists: A Markov Regime-Switching Approach," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 2(4), pages 291-305, October. [Downloadable!] (restricted)
    Other versions:

  7. Gable, Jeff & van Norden, Simon & Vigfusson, Robert, 1997. "Analytical Derivatives for Markov Switching Models," Computational Economics, Springer, vol. 10(2), pages 187-94, May. [Downloadable!]
    Other versions:

  8. RePEc:bep:sndecm:3:1998:1:1-22 is not listed on IDEAS

Software components

  1. Ken Matheny & Simon van Norden & Robert Vigfusson, 1989. "GAUSS code for the Hodrick-Prescott filter," QM&RBC Codes 2, Quantitative Macroeconomics & Real Business Cycles, revised Apr 1995. [Downloadable!]
    Published as:

NEP Fields

20 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CBA: Central Banking (4) 2006-07-09 2007-10-06 2009-05-02 2009-07-28
  2. NEP-COM: Industrial Competition (1) 2004-01-18
  3. NEP-DGE: Dynamic General Equilibrium (10) 1999-03-22 1999-05-03 1999-11-28 2003-07-13 2003-09-08 2003-10-28 2004-01-18 2004-01-25 2004-09-05 2006-07-09 Author is listed
  4. NEP-ECM: Econometrics (7) 1998-07-27 1999-03-22 1999-05-03 1999-11-28 2001-08-15 2005-12-01 2006-07-09 Author is listed
  5. NEP-ENE: Energy Economics (2) 2009-05-02 2009-07-28
  6. NEP-ETS: Econometric Time Series (9) 1998-07-27 1999-03-22 1999-05-03 1999-11-28 2001-08-15 2005-12-01 2006-07-09 2006-11-25 2009-05-02 Author is listed
  7. NEP-FMK: Financial Markets (1) 2006-10-14
  8. NEP-IFN: International Finance (5) 1998-07-27 2005-05-23 2006-10-14 2007-01-13 2007-10-06 Author is listed
  9. NEP-INT: International Trade (2) 2006-10-14 2007-01-13
  10. NEP-MAC: Macroeconomics (4) 2004-01-18 2005-12-01 2006-11-25 2009-05-02
  11. NEP-SEA: South East Asia (2) 2003-07-13 2007-10-06
Did you know? RePEc stands for Research Papers in Economics.

This page was last updated on 2009-11-14.

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