Robert John Vigfusson : Citation Profile


Are you Robert John Vigfusson?

Federal Reserve Board (Board of Governors of the Federal Reserve System)

16

H index

21

i10 index

1564

Citations

RESEARCH PRODUCTION:

17

Articles

58

Papers

2

Chapters

RESEARCH ACTIVITY:

   23 years (1995 - 2018). See details.
   Cites by year: 68
   Journals where Robert John Vigfusson has often published
   Relations with other researchers
   Recent citing documents: 248.    Total self citations: 27 (1.7 %)

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   Permalink: http://citec.repec.org/pvi18
   Updated: 2019-11-16    RAS profile: 2019-02-05    
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Relations with other researchers


Works with:

Kilian, Lutz (6)

Datta, Deepa (3)

Moran, Kevin (3)

Leduc, Sylvain (3)

Authors registered in RePEc who have co-authored more than one work in the last five years with Robert John Vigfusson.

Is cited by:

Kilian, Lutz (35)

Baumeister, Christiane (26)

Fève, Patrick (25)

Haug, Alfred (19)

Auer, Raphael (18)

Gambetti, Luca (18)

Wang, Yudong (17)

Gust, Christopher (15)

Lindé, Jesper (15)

Basher, Syed (15)

Rossi, Barbara (15)

Cites to:

Kilian, Lutz (63)

Christiano, Lawrence (48)

Eichenbaum, Martin (35)

Hamilton, James (21)

Watson, Mark (16)

Goldberg, Linda (13)

Engel, Charles (13)

van Norden, Simon (13)

Rogoff, Kenneth (12)

Campa, Jose (12)

Herrera, Ana María (11)

Main data


Where Robert John Vigfusson has published?


Journals with more than one article published# docs
Journal of Monetary Economics2
Macroeconomic Dynamics2
Journal of the European Economic Association2
FRBSF Economic Letter2

Working Papers Series with more than one paper published# docs
International Finance Discussion Papers / Board of Governors of the Federal Reserve System (U.S.)21
IFDP Notes / Board of Governors of the Federal Reserve System (U.S.)5
Staff Working Papers / Bank of Canada5
Working Papers (Old Series) / Federal Reserve Bank of Cleveland2

Recent works citing Robert John Vigfusson (2018 and 2017)


YearTitle of citing document
2017The Cyclicality of Sales, Regular, and Effective Prices: Business Cycle and Policy Implications: Comment. (2017). Sockin, Jason ; Gagnon, Etienne ; Lopez-Salido, David. In: American Economic Review. RePEc:aea:aecrev:v:107:y:2017:i:10:p:3229-42.

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2018Oil Prices and Stock Markets: A Review of the Theory and Empirical Evidence. (2018). Filis, George ; Degiannakis, Stavros ; Arora, Vipin. In: The Energy Journal. RePEc:aen:journl:ej39-5-filis.

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2017Can U.S. EIA Retail Gasoline Price Forecasts Be Improved Upon?. (2017). , Oral ; Arunanondchai, Panit ; Senia, Mark C. In: 2017 Annual Meeting, February 4-7, 2017, Mobile, Alabama. RePEc:ags:saea17:252717.

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2018How does stock market volatility react to oil shocks?. (2018). Manera, Matteo ; Bastianin, Andrea. In: Papers. RePEc:arx:papers:1811.03820.

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2018The effects of external shocks on Azerbaijan economy. (2018). Guliyev, Nijat. In: Working Papers. RePEc:aze:wpaper:1802.

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2017Is the Discretionary Income Effect of Oil Price Shocks a Hoax?. (2017). Zhou, Xiaoqing ; Kilian, Lutz ; Baumeister, Christiane. In: Staff Working Papers. RePEc:bca:bocawp:17-50.

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2019Estimating the Effect of Exchange Rate Changes on Total Exports. (2019). Steingress, Walter ; mayer, thierry. In: Staff Working Papers. RePEc:bca:bocawp:19-17.

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2017A Dynamic Factor Model for Commodity Prices. (2017). Ellwanger, Reinhard ; Bilgin, Doga. In: Staff Analytical Notes. RePEc:bca:bocsan:17-12.

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2018Analyzing the structural transformation of commodity markets: financialization revisited. (2018). Natoli, Filippo. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_419_18.

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2018Do heterogeneous countries respond differently to oil price shocks?. (2018). Marco, Hernandez Vega ; del Valle, Hernandez ; Santiago, Guerrero . In: Working Papers. RePEc:bdm:wpaper:2018-09.

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2018Sectoral and aggregate response to oil price shocks in the Colombian economy: SVAR and Local Projections approach. (2018). Francis, Neville ; Restrepo-Angel, Sergio. In: Borradores de Economia. RePEc:bdr:borrec:1055.

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2017Common Factors of Commodity Prices. (2017). Giannone, Domenico ; Ferrara, Laurent ; Delle Chiaie, Simona. In: Working papers. RePEc:bfr:banfra:645.

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2019Forecasting Russias Key Macroeconomic Indicators with the VAR-LASSO Model. (2019). Polbin, Andrey ; Fokin, Nikita. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:78:y:2019:i:2:p:67-93.

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2019Financial Stability Implications of Policy Mix in a Small Open Commodity-Exporting Economy. (2019). Sinyakov, Andrey ; Ponomarenko, Alexey ; Tatarintsev, Stas ; Kozlovtceva, Irina. In: Bank of Russia Working Paper Series. RePEc:bkr:wpaper:wps42.

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2018ASYMMETRIES IN THE RESPONSES OF REGIONAL JOB FLOWS TO OIL PRICE SHOCKS. (2018). Karaki, Mohamad. In: Economic Inquiry. RePEc:bla:ecinqu:v:56:y:2018:i:3:p:1827-1845.

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2017Forty Years of Price Transmission Research in the Food Industry: Insights, Challenges and Prospects. (2017). Lloyd, Tim. In: Journal of Agricultural Economics. RePEc:bla:jageco:v:68:y:2017:i:1:p:3-21.

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2017Heads I win; tails you lose: asymmetry in exchange rate pass-through into import prices. (2017). Brun-Aguerre, Raphael ; Greenwood-Nimmo, Matthew ; Fuertes, Ana-Maria. In: Journal of the Royal Statistical Society Series A. RePEc:bla:jorssa:v:180:y:2017:i:2:p:587-612.

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2017Heterogeneous beliefs and asset price dynamics: a survey of recent evidence. (2017). Verschoor, Willem ; ter Ellen, Saskia. In: Working Paper. RePEc:bno:worpap:2017_22.

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2018The Impact of U.S. Supply Shocks on the Global Oil Price. (2018). Gundersen, Thomas. In: Working Papers. RePEc:bny:wpaper:0065.

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2019Investment, technological progress and energy efficiency. (2019). Puch, Luis ; Díaz, Antonia. In: The B.E. Journal of Macroeconomics. RePEc:bpj:bejmac:v:19:y:2019:i:2:p:28:n:7.

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2018Macroeconomic Impacts of Oil Price Shocks in Venezuela. (2018). Zambrano, Jose A ; Crespo, Raul J. In: Bristol Economics Discussion Papers. RePEc:bri:uobdis:18/703.

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2017News, Noise and Oil Price Swings. (2017). Moretti, Laura ; Gambetti, Luca. In: Research Technical Papers. RePEc:cbi:wpaper:12/rt/17.

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2018DSGE-based Priors for BVARs & Quasi-Bayesian DSGE Estimation. (2018). Theodoridis, Konstantinos ; Harrison, Richard ; Filippeli, Thomai. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2018/5.

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2017International Financial Market Integration, Asset Compositions, and the Falling Exchange Rate Pass-Through. (2017). Hoffmann, Mathias ; Enders, Zeno. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6483.

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2017Uncertainty-dependent Effects of Monetary Policy Shocks: A New Keynesian Interpretation. (2017). Pellegrino, Giovanni ; Castelnuovo, Efrem. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6821.

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2017Structural Interpretation of Vector Autoregressions with Incomplete Identification: Revisiting the Role of Oil Supply and Demand Shocks. (2017). Baumeister, Christiane ; Hamilton, James D. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6835.

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2018Labor Responses, Regulation and Business Churn. (2018). Savagar, Anthony ; Aloi, Marta ; Dixon, Huw D. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7275.

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2018Energy Contagion Analysis: A New Perspective with Application to a Small Petroleum Economy. (2018). Mahadeo, Scott ; Legrenzi, Gabriella ; Heinlein, Reinhold. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7279.

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2019Does Drawing Down the U.S. Strategic Petroleum Reserve Help Stabilize Oil Prices?. (2019). Kilian, Lutz ; Zhou, Xiaoqin. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7753.

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2018On the EU-US Current Account. (2018). Felbermayr, Gabriel ; Braml, Martin. In: EconPol Policy Reports. RePEc:ces:econpr:_7.

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2017Fossil Resources and Climate Change – The Green Paradox and Resource Market Power Revisited in General Equilibrium. (2017). Pfeiffer, Johannes. In: ifo Beiträge zur Wirtschaftsforschung. RePEc:ces:ifobei:77.

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2018Macroeconomic Uncertainty and Forecasting Macroeconomic Aggregates. (2018). Reif, Magnus. In: ifo Working Paper Series. RePEc:ces:ifowps:_265.

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2017The Importance of Hiring Frictions in Business Cycles. (2017). Yashiv, Eran ; Faccini, Renato. In: Discussion Papers. RePEc:cfm:wpaper:1736.

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2018When Creativity Strikes: News Shocks and Business Cycle Fluctuations. (2018). Miranda-Agrippino, Silvia ; Hacioglu Hoke, Sinem ; Bluwstein, Kristina. In: Discussion Papers. RePEc:cfm:wpaper:1823.

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2018The Exposure of U.S. Manufacturing Industries to Exchange Rates. (2018). Thorbecke, Willem. In: CID Working Papers. RePEc:cid:wpfacu:92a.

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2017On the seemingly incompleteness of exchange rate pass-through to import prices: Do globalization and/or regional trade matter?. (2017). Mignon, Valérie ; López Villavicencio, Antonia ; Lopez-Villavicencio, Antonia. In: Working Papers. RePEc:cii:cepidt:2017-08.

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2019Markov Switching Oil Price Uncertainty. (2019). Serletis, Apostolos ; Xu, Libo. In: Working Papers. RePEc:clg:wpaper:2019-02.

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2017Impacto del precio del petróleo sobre el PIB de los países de la Alianza del Pacífico.. (2017). Alonso, Julio ; Martinez, Diego Alexander. In: REVISTA FINANZAS Y POLÍTICA ECONÓMICA. RePEc:col:000443:016367.

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2017Impacto del precio del petróleo sobre el PIB de los países de la Alianza del Pacífico. (2017). Alonso, Julio ; Martinez, Diego Alexander. In: REVISTA FINANZAS Y POLÍTICA ECONÓMICA. RePEc:col:000443:016477.

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2017Lags, Costs and Shocks: An Equilibrium Model of the Oil Industry. (2017). Bornstein, Gideon ; Rebelo, Sergio ; Krusell, Per. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12047.

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2017Structural Interpretation of Vector Autoregressions with Incomplete Identification: Revisiting the Role of Oil Supply and Demand Shocks. (2017). Baumeister, Christiane ; Hamilton, James. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12532.

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2018The Shocks Matter: Improving our Estimates of Exchange Rate Pass-Through. (2018). Nenova, Tsvetelina ; Hjortsoe, Ida ; Forbes, Kristin. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13037.

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2019Changing Business Cycles: The Role of Womens Employment. (2019). Albanesi, Stefania. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13578.

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2019Does Drawing Down the U.S. Strategic Petroleum Reserve Help Stabilize Oil Prices?. (2019). Kilian, Lutz ; Zhou, Xiaoqing. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13849.

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2019Markov-switching score-driven multivariate models: outlier-robust measurement of the relationships between world crude oil production and US industrial production. (2019). Blazsek, Szabolcs ; Escribano, Alvaro ; Licht, Adrian. In: UC3M Working papers. Economics. RePEc:cte:werepe:29030.

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2017Predicting US CPI-Inflation in the presence of asymmetries, persistence, endogeneity, and conditional heteroscedasticity. (2017). Salisu, Afees ; Isah, Kazeem. In: Working Papers. RePEc:cui:wpaper:0026.

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2017Predicting US Inflation: Evidence from a New Approach. (2017). Salisu, Afees ; Isah, Kazeem. In: Working Papers. RePEc:cui:wpaper:0039.

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2018You are what you eat: The role of oil price in Nigeria inflation forecast. (2018). tule, moses ; Salisu, Afees ; Chimeke, Charles. In: Working Papers. RePEc:cui:wpaper:0040.

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2018Forecasting GDP of OPEC: The role of oil price. (2018). Salisu, Afees ; Ndako, Umar ; Adediran, Idris. In: Working Papers. RePEc:cui:wpaper:0044.

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2017Estimation of Structural Impulse Responses: Short-Run versus Long-Run Identifying Restrictions. (2017). Winker, Peter ; Staszewska-Bystrova, Anna ; Lütkepohl, Helmut ; Lutkepohl, Helmut. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1642.

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2017Testing for asymmetries in the predictive model for oil price-inflation nexus. (2017). Salisu, Afees ; Isah, Kazeem ; Ademuyiwa, Idris . In: Economics Bulletin. RePEc:ebl:ecbull:eb-17-00609.

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2019A note on the effects of skill-biased technical change on productivity flattening. (2019). Weber, Enzo ; Hutter, Christian. In: Economics Bulletin. RePEc:ebl:ecbull:eb-18-00855.

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2017Macroeconomic implications of oil price fluctuations: a regime-switching framework for the euro area. (2017). Hubrich, Kirstin ; Holm-Hadulla, Fédéric. In: Working Paper Series. RePEc:ecb:ecbwps:20172119.

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2017The Long Run Effects of Oil Prices on Economic Growth: The Case of Saudi Arabia. (2017). Foudeh, Musa. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2017-06-22.

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2018The Study of Different Factors’ Effects on the Oil Futures Price by Applying Agent-based Model. (2018). Karimi, Mohammad Sadegh ; Maleki, Abbas . In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2018-03-11.

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2018Predictive analytics of crude oil prices by utilizing the intelligent model search engine. (2018). Bekiroglu, Korkut ; Lagoa, Constantino ; Su, Rong ; GULAY, Emrah ; Duru, Okan. In: Applied Energy. RePEc:eee:appene:v:228:y:2018:i:c:p:2387-2397.

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2017Tariff and exchange rate pass-through for Chinese exports: A firm-level analysis across customs regimes. (2017). Bouvet, Florence ; van Assche, Ari ; Ma, Alyson C. In: China Economic Review. RePEc:eee:chieco:v:46:y:2017:i:c:p:87-96.

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2017The dynamics of hours worked and technology. (2017). Leon-Ledesma, Miguel ; ferroni, filippo ; Cantore, Cristiano. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:82:y:2017:i:c:p:67-82.

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2017Imperfect information and the house price in a general-equilibrium model. (2017). Rots, Eyno. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:83:y:2017:i:c:p:215-231.

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2017Estimation of financial agent-based models with simulated maximum likelihood. (2017). Baruník, Jozef ; Kukacka, Jiri. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:85:y:2017:i:c:p:21-45.

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2018Fiscal policy interventions at the zero lower bound. (2018). Nguyen, Duc Khuong ; Paltalidis, Nikos ; Boubaker, Sabri. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:93:y:2018:i:c:p:297-314.

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2019Asymmetry in exchange rate pass-through to consumer prices: Evidence from emerging and developing Asian countries. (2019). Sun, Gang ; Kassi, Diby Franois ; Assamoi, Guy Roland ; Rathnayake, Dilesha Nawadali ; Ding, Ning. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:62:y:2019:i:c:p:357-372.

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2017The role of financial shocks in business cycles with a liability side financial friction. (2017). Afrin, Sadia. In: Economic Modelling. RePEc:eee:ecmode:v:64:y:2017:i:c:p:249-269.

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2018The macroeconomic determinants of commodity futures volatility: Evidence from Chinese and Indian markets. (2018). Gupta, Rakesh ; Singh, Tarlok ; Li, Bin ; Mo, DI. In: Economic Modelling. RePEc:eee:ecmode:v:70:y:2018:i:c:p:543-560.

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2018Predicting US inflation: Evidence from a new approach. (2018). Salisu, Afees ; Isah, Kazeem. In: Economic Modelling. RePEc:eee:ecmode:v:71:y:2018:i:c:p:134-158.

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2018Modelling stock price–exchange rate nexus in OECD countries: A new perspective. (2018). Salisu, Afees ; Ndako, Umar. In: Economic Modelling. RePEc:eee:ecmode:v:74:y:2018:i:c:p:105-123.

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2019Revisiting global economic activity and crude oil prices: A wavelet analysis. (2019). Chu, Yin ; Gong, Qiang ; Chang, Chun-Ping ; Dong, Minyi. In: Economic Modelling. RePEc:eee:ecmode:v:78:y:2019:i:c:p:134-149.

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2019Monetary and fiscal policy transmission in Poland. (2019). Sznajderska, Anna ; Haug, Alfred ; Jdrzejowicz, Tomasz . In: Economic Modelling. RePEc:eee:ecmode:v:79:y:2019:i:c:p:15-27.

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2018Oil prices, stock returns, and exchange rates: Empirical evidence from China and the United States. (2018). Bai, Shuming ; Koong, Kai S. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:44:y:2018:i:c:p:12-33.

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2019Assessment of asymmetric effects on exchange market pressure: Empirical evidence from emerging countries. (2019). Ozcelebi, Oguzhan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:48:y:2019:i:c:p:498-513.

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2017On weak identification in structural VARMA models. (2017). Yao, Wenying ; Kam, Timothy ; Vahid, Farshid. In: Economics Letters. RePEc:eee:ecolet:v:156:y:2017:i:c:p:1-6.

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2017An analytical approach to new Keynesian models under the fiscal theory. (2017). Tan, Fei. In: Economics Letters. RePEc:eee:ecolet:v:156:y:2017:i:c:p:133-137.

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2017Revisiting the macroeconomic effects of labor reallocation. (2017). Pelloni, Gianluigi ; Panagiotidis, Theodore ; Gkiourkas, Emmanouil . In: Economics Letters. RePEc:eee:ecolet:v:158:y:2017:i:c:p:88-93.

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2017Nonlinearities in the response of real GDP to oil price shocks. (2017). Karaki, Mohamad. In: Economics Letters. RePEc:eee:ecolet:v:161:y:2017:i:c:p:146-148.

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2017Statistical inference for independent component analysis: Application to structural VAR models. (2017). Renne, Jean-Paul ; Monfort, Alain ; gourieroux, christian. In: Journal of Econometrics. RePEc:eee:econom:v:196:y:2017:i:1:p:111-126.

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2017Estimating the real effects of uncertainty shocks at the Zero Lower Bound. (2017). Pellegrino, Giovanni ; Castelnuovo, Efrem ; Caggiano, Giovanni. In: European Economic Review. RePEc:eee:eecrev:v:100:y:2017:i:c:p:257-272.

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2017Improving the accuracy of asset price bubble start and end date estimators. (2017). Leybourne, Stephen ; Harvey, David ; Sollis, Robert. In: Journal of Empirical Finance. RePEc:eee:empfin:v:40:y:2017:i:c:p:121-138.

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2018Oil and the short-term predictability of stock return volatility. (2018). Yin, Libo ; Wang, Yudong ; Wu, Chongfeng ; Wei, YU. In: Journal of Empirical Finance. RePEc:eee:empfin:v:47:y:2018:i:c:p:90-104.

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2017Common cycles and common trends in the stock and oil markets: Evidence from more than 150years of data. (2017). Wohar, Mark ; GUPTA, RANGAN ; Balcilar, Mehmet. In: Energy Economics. RePEc:eee:eneeco:v:61:y:2017:i:c:p:72-86.

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2017Forecasting oil and stock returns with a Qual VAR using over 150years off data. (2017). Wohar, Mark ; GUPTA, RANGAN. In: Energy Economics. RePEc:eee:eneeco:v:62:y:2017:i:c:p:181-186.

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2017The Seven Sisters versus OPEC: Solving the mystery of the petroleum market structure. (2017). Noguera, Jose . In: Energy Economics. RePEc:eee:eneeco:v:64:y:2017:i:c:p:298-305.

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2017Where do jobs go when oil prices drop?. (2017). Karaki, Mohamad ; Herrera, Ana María ; Rangaraju, Sandeep Kumar . In: Energy Economics. RePEc:eee:eneeco:v:64:y:2017:i:c:p:469-482.

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2017Forecasting the real prices of crude oil using forecast combinations over time-varying parameter models. (2017). Wang, Yudong ; Wu, Chongfeng ; Liu, LI. In: Energy Economics. RePEc:eee:eneeco:v:66:y:2017:i:c:p:337-348.

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2017Oil price shocks and policy uncertainty: New evidence on the effects of US and non-US oil production. (2017). Vespignani, Joaquin ; Ratti, Ronald ; Kang, Wensheng . In: Energy Economics. RePEc:eee:eneeco:v:66:y:2017:i:c:p:536-546.

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2017Can investor attention predict oil prices?. (2017). Yin, Libo ; Han, Liyan ; Lv, Qiuna. In: Energy Economics. RePEc:eee:eneeco:v:66:y:2017:i:c:p:547-558.

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2017How do daily changes in oil prices affect US monthly industrial output?. (2017). Valadkhani, Abbas ; Smyth, Russell. In: Energy Economics. RePEc:eee:eneeco:v:67:y:2017:i:c:p:83-90.

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2017Does the volatility of commodity prices reflect macroeconomic uncertainty?. (2017). Razafindrabe, Tovonony ; Mignon, Valérie ; Joets, Marc. In: Energy Economics. RePEc:eee:eneeco:v:68:y:2017:i:c:p:313-326.

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2017Influential factors in crude oil price forecasting. (2017). Miao, Hong ; Yang, Dongxiao ; Wang, Tianyang ; Ramchander, Sanjay. In: Energy Economics. RePEc:eee:eneeco:v:68:y:2017:i:c:p:77-88.

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2018Identifying price bubble periods in the energy sector. (2018). Escobari, Diego ; Sharma, Shahil. In: Energy Economics. RePEc:eee:eneeco:v:69:y:2018:i:c:p:418-429.

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2018Revisiting the forecasting accuracy of Phillips curve: The role of oil price. (2018). Salisu, Afees ; Isah, Kazeem ; Ademuyiwa, Idris . In: Energy Economics. RePEc:eee:eneeco:v:70:y:2018:i:c:p:334-356.

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2018Renewable energy, oil prices, and economic activity: A Granger-causality in quantiles analysis. (2018). Uddin, Gazi ; Troster, Victor ; Shahbaz, Muhammad. In: Energy Economics. RePEc:eee:eneeco:v:70:y:2018:i:c:p:440-452.

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2018Forecasting the prices of crude oil: An iterated combination approach. (2018). Zhang, Yaojie ; Huang, Dengshi ; Shi, Benshan ; Ma, Feng. In: Energy Economics. RePEc:eee:eneeco:v:70:y:2018:i:c:p:472-483.

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2018The role of energy prices in the Great Recession — A two-sector model with unfiltered data. (2018). Minford, A. Patrick ; Meenagh, David ; Aminu, Nasir. In: Energy Economics. RePEc:eee:eneeco:v:71:y:2018:i:c:p:14-34.

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2018Incentive pass-through for residential solar systems in California. (2018). Dong, Changgui ; Rai, Varun ; Wiser, Ryan. In: Energy Economics. RePEc:eee:eneeco:v:72:y:2018:i:c:p:154-165.

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2018Forecasting U.S. real GDP using oil prices: A time-varying parameter MIDAS model. (2018). Pan, Zhiyuan ; Yang, LI ; Wang, Yudong. In: Energy Economics. RePEc:eee:eneeco:v:72:y:2018:i:c:p:177-187.

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2018Oil prices and news-based uncertainty: Novel evidence. (2018). Yin, Libo ; Su, Zhi ; Lu, Man. In: Energy Economics. RePEc:eee:eneeco:v:72:y:2018:i:c:p:331-340.

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2018The effects of oil price shocks in a federation; The case of interregional trade and labour migration. (2018). Moshiri, Saeed ; Moghaddam, Mohsen Bakhshi. In: Energy Economics. RePEc:eee:eneeco:v:75:y:2018:i:c:p:206-221.

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2018Oil price dynamics and market-based inflation expectations. (2018). Reboredo, Juan ; Hammoudeh, Shawkat. In: Energy Economics. RePEc:eee:eneeco:v:75:y:2018:i:c:p:484-491.

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2018Forecasting the real price of oil - Time-variation and forecast combination. (2018). Funk, Christoph. In: Energy Economics. RePEc:eee:eneeco:v:76:y:2018:i:c:p:288-302.

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2018Forecasting oil prices: High-frequency financial data are indeed useful. (2018). Filis, George ; Degiannakis, Stavros. In: Energy Economics. RePEc:eee:eneeco:v:76:y:2018:i:c:p:388-402.

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More than 100 citations found, this list is not complete...

Works by Robert John Vigfusson:


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2014Missing Import Price Changes and Low Exchange Rate Pass-Through In: American Economic Journal: Macroeconomics.
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2012Missing Import Price Changes and Low Exchange Rate Pass-Through.(2012) In: International Finance Discussion Papers.
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1996Excess Volatility and Speculative Bubbles in the Canadian Dollar: Real of Imagined? In: Technical Reports.
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2011Forecasting the Price of Oil In: Staff Working Papers.
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2011Forecasting the Price of Oil.(2011) In: CEPR Discussion Papers.
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2013Forecasting the Price of Oil.(2013) In: Handbook of Economic Forecasting.
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2011Forecasting the price of oil.(2011) In: International Finance Discussion Papers.
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1995Analytical Derivatives for Markov Switching Models In: Staff Working Papers.
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1997Analytical Derivatives for Markov Switching Models..(1997) In: Computational Economics.
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1995Analytical Derivatives for Markov Switching Models.(1995) In: GE, Growth, Math methods.
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1996Switching Between Chartists and Fundamentalists: A Markov Regime-Switching Approach In: Staff Working Papers.
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1997Switching between Chartists and Fundamentalists: A Markov Regime-Switching Approach..(1997) In: International Journal of Finance & Economics.
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1996Switching Between Chartists and Fundamentalists: A Markov Regime-Switching Approach.(1996) In: International Finance.
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1996Avoiding the Pitfalls: Can Regime-Switching Tests Detect Bubbles? In: Staff Working Papers.
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1996Avoiding the Pitfalls: Can Regime-Switching Tests Detect Bubbles?.(1996) In: Meeting papers.
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1996Regime-Switching Models, A guide to the Bank of Canada Gauss Procedures. In: Staff Working Papers.
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1996Regime-Switching Models: A Guide to the Bank of Canada Gauss Procedures.(1996) In: Econometrics.
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2017Oil, equities, and the zero lower bound In: BIS Working Papers.
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2018Oil, Equities, and the Zero Lower Bound.(2018) In: Finance and Economics Discussion Series.
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2009Exchange Rate Passthrough to Export Prices: Assessing Cross-Country Evidence In: Review of International Economics.
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1998Avoiding the Pitfalls: Can Regime-Switching Tests Reliably Detect Bubbles? In: Studies in Nonlinear Dynamics & Econometrics.
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2016The Role of Oil Price Shocks in Causing U.S. Recessions In: CESifo Working Paper Series.
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2016Learning in the Oil Futures Markets: Evidence and Macroeconomic Implications In: CIRANO Working Papers.
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2016Learning in the Oil Futures Markets: Evidence and Macroeconomic Implications.(2016) In: International Finance Discussion Papers.
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2014The Role of Oil Price Shocks in Causing U.S. Recessions In: CEPR Discussion Papers.
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2014The Role of Oil Price Shocks in Causing U.S. Recessions.(2014) In: International Finance Discussion Papers.
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2014The role of oil price shocks in causing U.S. recessions.(2014) In: CFS Working Paper Series.
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2017The Role of Oil Price Shocks in Causing U.S. Recessions.(2017) In: Journal of Money, Credit and Banking.
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2009Pitfalls in Estimating Asymmetric Effects of Energy Price Shocks In: CEPR Discussion Papers.
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2009Pitfalls in estimating asymmetric effects of energy price shocks.(2009) In: International Finance Discussion Papers.
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2011Nonlinearities in the Oil Price-Output Relationship In: CEPR Discussion Papers.
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2011NONLINEARITIES IN THE OIL PRICE–OUTPUT RELATIONSHIP.(2011) In: Macroeconomic Dynamics.
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2011Nonlinearities in the oil price-output relationship.(2011) In: International Finance Discussion Papers.
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2012Do Oil Prices Help Forecast U.S. Real GDP? The Role of Nonlinearities and Asymmetries In: CEPR Discussion Papers.
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2012Do oil prices help forecast U.S. real GDP? the role of nonlinearities and asymmetries.(2012) In: International Finance Discussion Papers.
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2013Do Oil Prices Help Forecast U.S. Real GDP? The Role of Nonlinearities and Asymmetries.(2013) In: Journal of Business & Economic Statistics.
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2018INTEREST RATES AND THE VOLATILITY AND CORRELATION OF COMMODITY PRICES In: Macroeconomic Dynamics.
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2012Interest rates and the volatility and correlation of commodity prices.(2012) In: International Finance Discussion Papers.
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2011Are the responses of the U.S. economy asymmetric in energy price increases and decreases? In: Quantitative Economics.
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2003Maximum likelihood in the frequency domain: the importance of time-to-plan In: Journal of Monetary Economics.
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2001Maximum likelihood in the frequency domain: the importance of time-to-plan.(2001) In: Working Papers (Old Series).
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2010Trade integration, competition, and the decline in exchange-rate pass-through In: Journal of Monetary Economics.
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2006Trade integration, competition, and the decline in exchange-rate pass-through.(2006) In: International Finance Discussion Papers.
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2006Trade Integration, Competiton, and the Decline in Exchange-rate Pass-through.(2006) In: 2006 Meeting Papers.
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1999Maximum likelihood in the frequency domain: a time to build example In: Working Papers (Old Series).
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1999Maximum likelihood in the frequency domain: a time to build example.(1999) In: Working Paper Series.
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1999Maximum Likelihood in the Frequency Domain: a Time to Build Example..(1999) In: London School of Economics - Centre for Labour Economics.
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1999Maximum Likelihood in the Frequency Domain: A Time to Build Example.(1999) In: NBER Working Papers.
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2016The elusive boost from cheap oil In: FRBSF Economic Letter.
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2017Forecasting Chinas Role in World Oil Demand In: FRBSF Economic Letter.
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2010Entry dynamics and the decline in exchange-rate pass-through In: Working Paper Series.
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2010Entry dynamics and the decline in exchange-rate pass-through.(2010) In: International Finance Discussion Papers.
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2011Evaluating the forecasting performance of commodity futures prices In: International Finance Discussion Papers.
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2003What happens after a technology shock? In: International Finance Discussion Papers.
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2003What Happens After a Technology Shock?.(2003) In: NBER Working Papers.
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2003How do Canadian hours worked respond to a technology shock? In: International Finance Discussion Papers.
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2003How does the border affect productivity? evidence from American and Canadian manufacturing industries In: International Finance Discussion Papers.
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2008How Does the Border Affect Productivity? Evidence from American and Canadian Manufacturing Industries.(2008) In: The Review of Economics and Statistics.
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2003The response of hours to a technology shock: evidence based on direct measures of technology In: International Finance Discussion Papers.
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2004The Response of Hours to a Technology Shock: Evidence Based on Direct Measures of Technology.(2004) In: NBER Working Papers.
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2004The Response of Hours to a Technology Shock: Evidence Based on Direct Measures of Technology.(2004) In: Journal of the European Economic Association.
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2004The delayed response to a technology shock: a flexible price explanation In: International Finance Discussion Papers.
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2005Exchange rate pass-through to U.S. import prices: some new evidence In: International Finance Discussion Papers.
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2005Alternative procedures for estimating vector autoregressions identified with long-run restrictions In: International Finance Discussion Papers.
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2006Alternative Procedures for Estimating Vector Autoregressions Identified with Long-Run Restrictions.(2006) In: Journal of the European Economic Association.
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2006Assessing structural VARs In: International Finance Discussion Papers.
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2007Assessing Structural VARs.(2007) In: NBER Chapters.
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2006Assessing Structural VARs.(2006) In: NBER Working Papers.
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2007Exchange rate pass-through to export prices: assessing some cross-country evidence In: International Finance Discussion Papers.
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2009The power of long-run structural VARs In: International Finance Discussion Papers.
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2013Do Low Interest Rates Decrease Commodity Price Volatility? In: IFDP Notes.
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2016The Dollar in the U.S. International Transactions (USIT) Model In: IFDP Notes.
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2016The Relationship Between Oil Prices and Inflation Compensation In: IFDP Notes.
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2018Should We Be Concerned Again About U.S. Current Account Sustainability? In: IFDP Notes.
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2018BAT Signals from Asset Markets : Estimating the U.S. Dollar Response to a Destination-Based Cash-Flow Tax In: IFDP Notes.
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2012The hitchhiker’s guide to missing import price changes and pass-through In: Staff Reports.
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2007The Power of Long-Run VARs In: 2007 Meeting Papers.
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