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Robert John Vigfusson

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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
Postal Address:
Phone:

Affiliation

Federal Reserve Board (Board of Governors of the Federal Reserve System)
Location: Washington, District of Columbia (United States)
Homepage: http://www.federalreserve.gov/
Email:
Phone:
Fax:
Postal: 20th Street and Constitution Avenue, NW, Washington, DC 20551
Handle: RePEc:edi:frbgvus (more details at EDIRC)

Works

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Working papers

  1. Etienne Gagnon & Benjamin R. Mandel & Robert J. Vigfusson, 2012. "The hitchhiker's guide to missing import price changes and pass-through," International Finance Discussion Papers 1040, Board of Governors of the Federal Reserve System (U.S.).
  2. Joseph W. Gruber & Robert J. Vigfusson, 2012. "Interest rates and the volatility and correlation of commodity prices," International Finance Discussion Papers 1065, Board of Governors of the Federal Reserve System (U.S.).
  3. Lutz Kilian & Robert J. Vigfusson, 2012. "Do oil prices help forecast U.S. real GDP? the role of nonlinearities and asymmetries," International Finance Discussion Papers 1050, Board of Governors of the Federal Reserve System (U.S.).
  4. Kilian, Lutz & Vigfusson, Robert J., 2011. "Nonlinearities in the Oil Price-Output Relationship," CEPR Discussion Papers 8174, C.E.P.R. Discussion Papers.
  5. Alquist, Ron & Kilian, Lutz & Vigfusson, Robert J., 2011. "Forecasting the Price of Oil," CEPR Discussion Papers 8388, C.E.P.R. Discussion Papers.
  6. Trevor A. Reeve & Robert J. Vigfusson, 2011. "Evaluating the forecasting performance of commodity futures prices," International Finance Discussion Papers 1025, Board of Governors of the Federal Reserve System (U.S.).
  7. Christopher Gust & Sylvain Leduc & Robert Vigfusson, 2010. "Entry dynamics and the decline in exchange-rate pass-through," International Finance Discussion Papers 1008, Board of Governors of the Federal Reserve System (U.S.).
  8. Christopher Gust & Robert Vigfusson, 2009. "The power of long-run structural VARs," International Finance Discussion Papers 978, Board of Governors of the Federal Reserve System (U.S.).
  9. 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.
  10. 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.).
  11. Robert Vigfusson, 2007. "The Power of Long-Run VARs," 2007 Meeting Papers 437, Society for Economic Dynamics.
  12. 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.
  13. Lawrence J. Christiano & Martin Eichenbaum & Robert Vigfusson, 2006. "Assessing Structural VARs," NBER Working Papers 12353, National Bureau of Economic Research, Inc.
    • Lawrence J. Christiano & Martin Eichenbaum & Robert Vigfusson, 2007. "Assessing Structural VARs," NBER Chapters, in: NBER Macroeconomics Annual 2006, Volume 21, pages 1-106 National Bureau of Economic Research, Inc.
  14. 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.).
  15. 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.).
  16. 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.).
  17. 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.).
  18. 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.).
  19. 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.).
  20. 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.).
  21. 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.
  22. 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.
  23. 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.
  24. 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.
  25. Vigfusson, R. & Van Norden, S., 1996. "Avoiding the Pitfalls: Can Regime-Switching Tests Detect Bubbles?," Working Papers 96-11, Bank of Canada.
  26. Robert Vigfusson, 1996. "Switching Between Chartists and Fundamentalists: A Markov Regime-Switching Approach," International Finance 9602003, EconWPA.
  27. Jeff Gable & Simon van Norden & Robert Vigfusson, . "Analytical Derivatives for Markov Switching Models," Working Papers 95-7, Bank of Canada.

Articles

  1. Etienne Gagnon & Benjamin R. Mandel & Robert J. Vigfusson, 2014. "Missing Import Price Changes and Low Exchange Rate Pass-Through," American Economic Journal: Macroeconomics, American Economic Association, vol. 6(2), pages 156-206, April.
  2. Lutz Kilian & Robert J. Vigfusson, 2013. "Do Oil Prices Help Forecast U.S. Real GDP? The Role of Nonlinearities and Asymmetries," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 31(1), pages 78-93, January.
  3. Lutz Kilian & Robert J. Vigfusson, 2011. "Are the responses of the U.S. economy asymmetric in energy price increases and decreases?," Quantitative Economics, Econometric Society, vol. 2(3), pages 419-453, November.
  4. Kilian, Lutz & Vigfusson, Robert J., 2011. "Nonlinearities In The Oil Price–Output Relationship," Macroeconomic Dynamics, Cambridge University Press, vol. 15(S3), pages 337-363, November.
  5. Gust, Christopher & Leduc, Sylvain & Vigfusson, Robert, 2010. "Trade integration, competition, and the decline in exchange-rate pass-through," Journal of Monetary Economics, Elsevier, vol. 57(3), pages 309-324, April.
  6. Robert J. Vigfusson & Nathan Sheets & Joseph Gagnon, 2009. "Exchange Rate Passthrough to Export Prices: Assessing Cross-Country Evidence," Review of International Economics, Wiley Blackwell, vol. 17(1), pages 17-33, 02.
  7. 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, February.
  8. 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.
  9. 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.
  10. 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.
  11. van Norden Simon & Vigfusson Robert, 1998. "Avoiding the Pitfalls: Can Regime-Switching Tests Reliably Detect Bubbles?," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 3(1), pages 1-24, April.
  12. Gable, Jeff & van Norden, Simon & Vigfusson, Robert, 1997. "Analytical Derivatives for Markov Switching Models," Computational Economics, Society for Computational Economics, vol. 10(2), pages 187-94, May.
  13. 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.

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.

Chapters

  1. Lawrence J. Christiano & Martin Eichenbaum & Robert Vigfusson, 2007. "Assessing Structural VARs," NBER Chapters, in: NBER Macroeconomics Annual 2006, Volume 21, pages 1-106 National Bureau of Economic Research, Inc.

NEP Fields

33 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-AGR: Agricultural Economics (1) 2011-08-29
  2. NEP-BEC: Business Economics (4) 2011-08-02 2011-08-29 2012-05-29 2012-07-23
  3. NEP-CBA: Central Banking (11) 2006-07-09 2007-10-06 2009-05-02 2009-07-28 2009-11-21 2010-10-16 2010-11-27 2011-06-11 2011-08-02 2011-08-29 2011-10-15. Author is listed
  4. NEP-COM: Industrial Competition (1) 2004-01-18
  5. NEP-CWA: Central & Western Asia (3) 2011-06-11 2011-08-02 2011-10-15
  6. NEP-DGE: Dynamic General Equilibrium (11) 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 2010-11-27. Author is listed
  7. NEP-ECM: Econometrics (8) 1998-07-27 1999-03-22 1999-05-03 1999-11-28 2001-08-15 2005-12-01 2006-07-09 2009-11-21. Author is listed
  8. NEP-ENE: Energy Economics (8) 2009-05-02 2009-07-28 2011-03-05 2011-06-11 2011-08-02 2011-10-15 2012-05-29 2012-07-23. Author is listed
  9. NEP-ETS: Econometric Time Series (10) 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 2009-11-21. Author is listed
  10. NEP-FMK: Financial Markets (1) 2006-10-14
  11. NEP-FOR: Forecasting (6) 2011-06-11 2011-08-02 2011-08-29 2011-10-15 2012-05-29 2012-07-23. Author is listed
  12. NEP-IFN: International Finance (5) 1998-07-27 2005-05-23 2006-10-14 2007-01-13 2007-10-06. Author is listed
  13. NEP-INT: International Trade (4) 2006-10-14 2007-01-13 2010-10-16 2010-11-27
  14. NEP-MAC: Macroeconomics (5) 2004-01-18 2005-12-01 2006-11-25 2009-05-02 2011-03-05. Author is listed
  15. NEP-MON: Monetary Economics (2) 2010-10-16 2010-11-27
  16. NEP-OPM: Open Economy Macroeconomic (4) 2010-10-16 2010-11-27 2012-03-21 2013-01-07
  17. NEP-SEA: South East Asia (2) 2003-07-13 2007-10-06

Statistics

This author is among the top 5% authors according to these criteria:
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