Robert John Vigfusson : Citation Profile


Are you Robert John Vigfusson?

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

18

H index

25

i10 index

1845

Citations

RESEARCH PRODUCTION:

19

Articles

60

Papers

2

Chapters

RESEARCH ACTIVITY:

   26 years (1995 - 2021). See details.
   Cites by year: 70
   Journals where Robert John Vigfusson has often published
   Relations with other researchers
   Recent citing documents: 161.    Total self citations: 28 (1.49 %)

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   Permalink: http://citec.repec.org/pvi18
   Updated: 2021-11-28    RAS profile: 2021-04-04    
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Relations with other researchers


Works with:

Datta, Deepa (5)

Moran, Kevin (4)

Leduc, Sylvain (4)

Kilian, Lutz (2)

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 (39)

Auer, Raphael (26)

Fève, Patrick (25)

Baumeister, Christiane (25)

Wang, Yudong (24)

Gambetti, Luca (20)

Haug, Alfred (18)

Salisu, Afees (18)

Lindé, Jesper (15)

Rossi, Barbara (15)

Gust, Christopher (15)

Cites to:

Kilian, Lutz (61)

Christiano, Lawrence (46)

Eichenbaum, Martin (32)

Hamilton, James (22)

Watson, Mark (16)

Herrera, Ana María (14)

Goldberg, Linda (13)

van Norden, Simon (13)

Campa, Jose (12)

Engel, Charles (12)

Gagnon, Joseph (12)

Main data


Where Robert John Vigfusson has published?


Journals with more than one article published# docs
American Economic Journal: Macroeconomics2
Macroeconomic Dynamics2
FRBSF Economic Letter2
Journal of Monetary Economics2
Journal of the European Economic Association2

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
Staff Working Papers / Bank of Canada5
IFDP Notes / Board of Governors of the Federal Reserve System (U.S.)5
Working Papers (Old Series) / Federal Reserve Bank of Cleveland2
Working Paper Series / Federal Reserve Bank of San Francisco2

Recent works citing Robert John Vigfusson (2021 and 2020)


YearTitle of citing document
2020Optimal Asset Allocation for Commodity Sovereign Wealth Funds. (2020). Parra-Alvarez, Juan ; Ma, Lin ; Irarrazabal, Alfonso A. In: CREATES Research Papers. RePEc:aah:create:2020-10.

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2021Globalization and Exchange Rate Pass Through: Evidence from Zambia. (2021). Fandamu, Mercy ; Ndulo, Manenga. In: African Journal of Economic Review. RePEc:ags:afjecr:315813.

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2020Does the Yield Curve Signal Recessions? New Evidence from an International Panel Data Analysis. (2020). Hasse, Jean-Baptiste ; Lajaunie, Quentin. In: AMSE Working Papers. RePEc:aim:wpaimx:2013.

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2021The Effect of ENSO Shocks on Commodity Prices: A Multi-Time Scale Approach. (2021). Dufrenot, Gilles ; Pourroy, Marc ; Ginn, William. In: AMSE Working Papers. RePEc:aim:wpaimx:2130.

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2021The Spectral Approach to Linear Rational Expectations Models. (2020). Al-Sadoon, Majid. In: Papers. RePEc:arx:papers:2007.13804.

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2020Commodity Prices and Global Economic Activity: a derived-demand approach. (2020). Gaglianone, Wagner ; Duarte, Angelo Montalverne ; Issler, Joo Victor ; de Carvalho, Osmani Teixeira. In: Working Papers Series. RePEc:bcb:wpaper:539.

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2021Machine Learning and Oil Price Point and Density Forecasting. (2021). Gaglianone, Wagner ; Lin, Yihao ; Issler, Joo Victor ; Teixeira, Osmani ; Cavalcanti, Pedro ; Bonnet, Alexandre. In: Working Papers Series. RePEc:bcb:wpaper:544.

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2020Inventory Shock and Price-Setting. (2020). Vu, Nam ; Talavera, Oleksandr. In: Discussion Papers. RePEc:bir:birmec:20-14.

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2020Quality of Goods and Price Setting for CPUs. (2020). Vu, Nam ; Talavera, Oleksandr ; Gorodnichenko, Yuriy. In: Discussion Papers. RePEc:bir:birmec:20-23.

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2021Quality response to real exchange rate shocks: A panel SVAR analysis on Chinas agricultural exports. (2021). Yu, Xiaohua ; Xing, Mengying ; Mao, Rui. In: Agricultural Economics. RePEc:bla:agecon:v:52:y:2021:i:5:p:719-731.

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2021On the asymmetric effects of changes in crude oil prices on economic growth: New evidence from Chinas 31 provinces. (2021). Baek, Jungho ; Nam, Soojoong ; Lu, Guimin. In: Australian Economic Papers. RePEc:bla:ausecp:v:60:y:2021:i:2:p:328-360.

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2021Oil price shocks, real economic activity and uncertainty. (2021). Suardi, Sandy ; Darne, Olivier ; Chua, Chew Lian ; Charles, Amelie. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:73:y:2021:i:3:p:364-392.

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2020THE U.S. LABOR INCOME SHARE AND AUTOMATION SHOCKS. (2020). Charalampidis, Nikolaos. In: Economic Inquiry. RePEc:bla:ecinqu:v:58:y:2020:i:1:p:294-318.

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2021Exchange rate fluctuations and the financial channel in emerging economies. (2021). Comunale, Mariarosaria ; Beckmann, Joscha. In: BOFIT Discussion Papers. RePEc:bof:bofitp:2021_011.

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2021Measuring Market Expectations. (2021). Baumeister, Christiane. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9305.

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2020Macroeconomics, Nonlinearities, and the Business Cycle. (2020). Reif, Magnus. In: ifo Beiträge zur Wirtschaftsforschung. RePEc:ces:ifobei:87.

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2021Mr. Keynes Meets the Classics: Government Spending and the Real Exchange Rate. (2021). Born, Benjamin ; Muller, Gernot J ; Dascanio, Francesco ; Pfeiffer, Johannes ; Pfeifer, Johannes. In: ifo Working Paper Series. RePEc:ces:ifowps:_352.

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2020Tax multipliers across the business cycle. (2020). Konietschke, Paul ; Bonam, Dennis. In: DNB Working Papers. RePEc:dnb:dnbwpp:699.

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2021Dynamic Relationships between Oil Price, Inflation and Economic Growth: A VARMA, GARCH-in-mean, asymmetric BEKK Model for Turkey. (2021). Bozma, Gurkan. In: Economics Bulletin. RePEc:ebl:ecbull:eb-21-00827.

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2020Monetary policy and its transmission in a globalised world. (2020). Strasser, Georg ; Stracca, Livio ; Jarociński, Marek ; Jarociski, Marek ; Georgiadis, Georgios ; Dedola, Luca ; Michele Ca, . In: Working Paper Series. RePEc:ecb:ecbwps:20202407.

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2020Global financial markets and oil price shocks in real time. (2020). Veronese, Giovanni ; Venditti, Fabrizio. In: Working Paper Series. RePEc:ecb:ecbwps:20202472.

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2021Technology and demand drivers of productivity dynamics in developed and emerging market economies. (2021). Kindberg-Hanlon, Gene ; Francis, Neville ; Dieppe, Alistair. In: Working Paper Series. RePEc:ecb:ecbwps:20212533.

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2021The identification of dominant macroeconomic drivers: coping with confounding shocks. (2021). Kindberg-Hanlon, Gene ; Francis, Neville ; Dieppe, Alistair. In: Working Paper Series. RePEc:ecb:ecbwps:20212534.

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2021Labour market miracle, productivity debacle: Measuring the effects of skill-biased and skill-neutral technical change. (2021). Weber, Enzo ; Hutter, Christian. In: Economic Modelling. RePEc:eee:ecmode:v:102:y:2021:i:c:s0264999321001735.

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2021Price explosiveness in nonferrous metal futures markets. (2021). Xiong, Tao ; Ma, Richie Ruchuan. In: Economic Modelling. RePEc:eee:ecmode:v:94:y:2021:i:c:p:75-90.

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2021Quality and price setting of high-tech goods. (2021). Talavera, Oleksandr ; Gorodnichenko, Yuriy ; Vu, Nam. In: Economic Modelling. RePEc:eee:ecmode:v:98:y:2021:i:c:p:69-85.

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2020Time-frequency co-movements between oil prices and interest rates: Evidence from a wavelet-based approach. (2020). Al-Yahyaee, Khamis Hamed ; Ur, Mobeen ; Mensi, Walid. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818301499.

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2020A quantile-copula approach to dependence between financial assets. (2020). Jung, Hojin ; Tabacu, Lucia ; Kim, Jong-Min. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940819300105.

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2020The economic and financial properties of crude oil: A review. (2020). Auer, Benjamin R ; Lang, Korbinian. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940818302559.

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2020Crude oil price dynamics with crash risk under fundamental shocks. (2020). Wong, Andrew ; Cheung, Chi-Hin ; Lo, Chi-Fai ; Hui, Cho-Hoi. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940820301352.

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2020Crude oil price volatility and short-term predictability of the real U.S. GDP growth rate. (2020). Nonejad, Nima. In: Economics Letters. RePEc:eee:ecolet:v:186:y:2020:i:c:s0165176519302514.

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2020An observation regarding Hamilton’s recent criticisms of Kilian’s global real economic activity index. (2020). Nonejad, Nima. In: Economics Letters. RePEc:eee:ecolet:v:196:y:2020:i:c:s0165176520303517.

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2020Relevant parameter changes in structural break models. (2020). Dufays, Arnaud. In: Journal of Econometrics. RePEc:eee:econom:v:217:y:2020:i:1:p:46-78.

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2020DSGE-based priors for BVARs and quasi-Bayesian DSGE estimation. (2020). Harrison, Richard ; Theodoridis, Konstantinos ; Filippeli, Thomai. In: Econometrics and Statistics. RePEc:eee:ecosta:v:16:y:2020:i:c:p:1-27.

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2020The impact of oil price changes on selected macroeconomic indicators in Azerbaijan. (2020). Neuenkirch, Matthias ; Zulfigarov, Farid. In: Economic Systems. RePEc:eee:ecosys:v:44:y:2020:i:4:s0939362520301382.

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2020On unemployment cycles in the Euro Area, 1999–2018. (2020). Charalampidis, Nikolaos. In: European Economic Review. RePEc:eee:eecrev:v:121:y:2020:i:c:s0014292119301898.

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2020The euro-area government spending multiplier at the effective lower bound. (2020). Melina, Giovanni ; Fragetta, Matteo ; di Serio, Mario ; Amendola, Adalgiso. In: European Economic Review. RePEc:eee:eecrev:v:127:y:2020:i:c:s0014292120301124.

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2021Dynamic pricing and exchange rate pass-through: Evidence from transaction-level data. (2021). Nagengast, Arne ; Menz, Jan-Oliver ; Bursian, Dirk. In: European Economic Review. RePEc:eee:eecrev:v:133:y:2021:i:c:s0014292121000155.

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2020What drives commodity price booms and busts?. (2020). Stuermer, Martin ; Jacks, David. In: Energy Economics. RePEc:eee:eneeco:v:85:y:2020:i:c:s0140988318301907.

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2020Asymmetric effects of oil price uncertainty on corporate investment. (2020). Abdoh, Hussein ; Maghyereh, Aktham. In: Energy Economics. RePEc:eee:eneeco:v:86:y:2020:i:c:s0140988319304190.

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2020Forecasting the real prices of crude oil using robust regression models with regularization constraints. (2020). Wang, Yudong ; Hao, Xianfeng ; Zhao, Yuyang. In: Energy Economics. RePEc:eee:eneeco:v:86:y:2020:i:c:s0140988320300220.

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2020Mild explosivity in recent crude oil prices. (2020). Paraskevopoulos, Ioannis ; McCrorie, Roderick J ; Figuerola-Ferretti, Isabel. In: Energy Economics. RePEc:eee:eneeco:v:87:y:2020:i:c:s0140988319301471.

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2020Crude oil price analysis and forecasting: A perspective of “new triangle”. (2020). Wang, Shouyang ; Chai, Jian ; Li, Yuze ; Lu, Quanying. In: Energy Economics. RePEc:eee:eneeco:v:87:y:2020:i:c:s0140988320300608.

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2020The relationship between oil prices and exchange rates: Revisiting theory and evidence. (2020). Czudaj, Robert ; Beckmann, Joscha ; Arora, Vipin. In: Energy Economics. RePEc:eee:eneeco:v:88:y:2020:i:c:s0140988320301122.

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2020Reviewing the oil price–GDP growth relationship: A replication study. (2020). Walther, Thomas ; Klein, Tony ; Charfeddine, Lanouar. In: Energy Economics. RePEc:eee:eneeco:v:88:y:2020:i:c:s0140988320301262.

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2020Does high-frequency crude oil futures data contain useful information for predicting volatility in the US stock market? New evidence. (2020). Chevallier, Julien ; Wang, Jiqian ; Ma, Feng ; Huang, Yisu. In: Energy Economics. RePEc:eee:eneeco:v:91:y:2020:i:c:s0140988320302371.

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2020Interpreting the oil risk premium: Do oil price shocks matter?. (2020). Manera, Matteo ; Valenti, Daniele ; Sbuelz, Alessandro. In: Energy Economics. RePEc:eee:eneeco:v:91:y:2020:i:c:s0140988320302462.

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2020Oil price uncertainty and U.S. employment growth. (2020). Ma, Xiaohan ; Koirala, Niraj Prasad . In: Energy Economics. RePEc:eee:eneeco:v:91:y:2020:i:c:s0140988320302504.

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2021The role of oil price uncertainty shocks on oil-exporting countries. (2021). Rubaszek, Michał ; Śmiech, Sławomir ; Papie, Monika ; Snarska, Magorzata. In: Energy Economics. RePEc:eee:eneeco:v:93:y:2021:i:c:s0140988320303686.

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2021The skewness of oil price returns and equity premium predictability. (2021). Wen, Fenghua ; Kang, Jie ; Zhou, Huiting ; Dai, Zhifeng. In: Energy Economics. RePEc:eee:eneeco:v:94:y:2021:i:c:s0140988320304096.

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2021Neural network prediction of crude oil futures using B-splines. (2021). Shang, Han Lin ; Miao, Hong ; Kokoszka, Piotr ; Butler, Sunil. In: Energy Economics. RePEc:eee:eneeco:v:94:y:2021:i:c:s0140988320304205.

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2021Asymmetric responses of consumer spending to energy prices: A threshold VAR approach. (2021). Knotek, Edward ; Zaman, Saeed. In: Energy Economics. RePEc:eee:eneeco:v:95:y:2021:i:c:s0140988321000323.

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2021Commodity prices and global economic activity: A derived-demand approach. (2021). Gaglianone, Wagner ; Issler, Joo Victor ; de Carvalho, Osmani Teixeira ; Duarte, Angelo Mont'Alverne ; Angelo Mont'alverne Duarte, . In: Energy Economics. RePEc:eee:eneeco:v:96:y:2021:i:c:s0140988321000256.

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2021Forecasting crude oil prices: A scaled PCA approach. (2021). Wang, Yudong ; Wen, Danyan ; Zhang, Yaojie ; He, Mengxi. In: Energy Economics. RePEc:eee:eneeco:v:97:y:2021:i:c:s0140988321000943.

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2021Bond yield and crude oil prices predictability. (2021). Kang, Jie ; Dai, Zhifeng. In: Energy Economics. RePEc:eee:eneeco:v:97:y:2021:i:c:s0140988321001109.

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2021Energy price shocks and economic growth in the US: A state-level analysis. (2021). Chih, Yao-Yu ; Alexeev, Michael. In: Energy Economics. RePEc:eee:eneeco:v:98:y:2021:i:c:s014098832100147x.

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2021Forecasting energy commodity prices: A large global dataset sparse approach. (2021). Vespignani, Joaquin ; Ravazzolo, Francesco ; Ferrari, Davide. In: Energy Economics. RePEc:eee:eneeco:v:98:y:2021:i:c:s0140988321001730.

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2021Self-exciting jumps in the oil market: Bayesian estimation and dynamic hedging. (2021). Sgarra, Carlo ; Gonzato, Luca. In: Energy Economics. RePEc:eee:eneeco:v:99:y:2021:i:c:s0140988321001845.

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2021Canadian industry level production and energy prices. (2021). Elder, John. In: Energy Economics. RePEc:eee:eneeco:v:99:y:2021:i:c:s0140988321001857.

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2021Cash holdings and oil price uncertainty exposures. (2021). Tong, Xinle ; Wang, Yudong ; Wu, XI. In: Energy Economics. RePEc:eee:eneeco:v:99:y:2021:i:c:s0140988321002085.

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2020Asymmetric oil prices and trade imbalances: Does the source of the oil shock matter?. (2020). Mohaddes, Kamiar ; Chaudhuri, Kausik ; Jibril, Halima. In: Energy Policy. RePEc:eee:enepol:v:137:y:2020:i:c:s0301421519306871.

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2021Macroeconomic effect of energy transition to carbon neutrality: Evidence from Chinas coal capacity cut policy. (2021). Shi, Xunpeng ; Nie, Rui ; Chen, Sai ; Qian, Xiangyan ; Zhang, Yanfang. In: Energy Policy. RePEc:eee:enepol:v:155:y:2021:i:c:s0301421521002445.

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2020Oil price changes and industrial output in the MENA region: Nonlinearities and asymmetries. (2020). Maghyereh, Aktham ; Awartani, Basel ; Ayton, Julie. In: Energy. RePEc:eee:energy:v:196:y:2020:i:c:s036054422030150x.

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2020Extreme risk spillovers between crude oil prices and the U.S. exchange rate: Evidence from oil-exporting and oil-importing countries. (2020). Wang, Yudong ; Ma, Chaoqun ; Liu, LI ; Wen, Danyan. In: Energy. RePEc:eee:energy:v:212:y:2020:i:c:s0360544220318478.

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2020Explaining the nonlinear response of stock markets to oil price shocks. (2020). Sharma, Shahil ; Escobari, Diego. In: Energy. RePEc:eee:energy:v:213:y:2020:i:c:s0360544220318855.

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2021Asymmetric oil price and Asian economies: A nonlinear ARDL approach. (2021). Olson, Dennis ; Nusair, Salah A. In: Energy. RePEc:eee:energy:v:219:y:2021:i:c:s0360544220327018.

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2021Oil price future regarding unconventional oil production and its near-term deployment: A system dynamics approach. (2021). Kazemi, Aliyeh ; Shakouri, Hamed ; Hosseini, Seyed Hossein. In: Energy. RePEc:eee:energy:v:222:y:2021:i:c:s0360544221001274.

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2021The impact of extreme structural oil-price shocks on clean energy and oil stocks. (2021). Abdoh, Hussein ; Maghyereh, Aktham. In: Energy. RePEc:eee:energy:v:225:y:2021:i:c:s0360544221004588.

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2020Crude oil price volatility and equity return predictability: A comparative out-of-sample study. (2020). Nonejad, Nima. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521920301654.

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2021Predicting equity premium by conditioning on macroeconomic variables: A prediction selection strategy using the price of crude oil. (2021). Nonejad, Nima. In: Finance Research Letters. RePEc:eee:finlet:v:41:y:2021:i:c:s1544612320316068.

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2020Do structural shocks in the crude oil market affect biofuel prices?. (2020). Sweidan, Osama D ; Maghyereh, Aktham I. In: International Economics. RePEc:eee:inteco:v:164:y:2020:i:c:p:183-193.

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2020A case for leaning against the wind in a commodity-exporting economy. (2020). Sinyakov, Andrey ; Ponomarenko, Alexey ; Kozlovtceva, Irina ; Tatarintsev, Stas. In: International Economics. RePEc:eee:inteco:v:164:y:2020:i:c:p:86-114.

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2020Oil price shocks and economic growth: The volatility link. (2020). Maheu, John ; Yang, Qiao ; Song, Yong. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:2:p:570-587.

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2021Strength of words: Donald Trumps tweets, sanctions and Russias ruble. (2021). Ledyaeva, Svetlana ; Fedorova, Elena ; Afanasyev, Dmitriy O. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:184:y:2021:i:c:p:253-277.

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2020Inflation and exchange rate pass-through. (2020). YILMAZKUDAY, HAKAN ; Ha, Jongrim ; Stocker, Marc M. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:105:y:2020:i:c:s0261560620301431.

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2020Estimating the effect of exchange rate changes on total exports. (2020). Steingress, Walter ; mayer, thierry. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:106:y:2020:i:c:s0261560620301406.

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2020The third round of euro area enlargement: Are the candidates ready?. (2020). Kunovac, Davor ; Kotarac, Karlo ; Deskar-Krbi, Milan. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:107:y:2020:i:c:s0261560620301613.

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2020The evolution of purchasing power parity. (2020). Waddle, Andrea ; Rabe, Collin. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:109:y:2020:i:c:s0261560620301935.

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2020The impact of oil shocks on innovation for alternative sources of energy: Is there an asymmetric response when oil prices go up or down?. (2020). Catalão-Lopes, Margarida ; Catalo-Lopes, Margarida ; Nunes, Ines Carrilho. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:19:y:2020:i:c:s240585131930073x.

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2020A comprehensive empirical analysis of the predictive impact of the price of crude oil on aggregate equity return volatility. (2020). Nonejad, Nima. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:20:y:2020:i:c:s2405851319300868.

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2021Are there price asymmetries in the U.S. beef market?. (2021). Schroeder, Ted ; Bachmeier, Lance J ; Pozo, Veronica F. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:21:y:2021:i:c:s2405851320300040.

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2020Crude oil price changes and the United Kingdom real gross domestic product growth rate: An out-of-sample investigation. (2020). Nonejad, Nima. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:21:y:2020:i:c:s1703494920300013.

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2020The predictive power of convenience yields. (2020). Fernandez, Viviana. In: Resources Policy. RePEc:eee:jrpoli:v:65:y:2020:i:c:s0301420719305252.

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2020Using entropy to assess dynamic behaviour of long-term copper price. (2020). Saydam, Serkan ; Coulton, Jeff ; Tapia, Carlos. In: Resources Policy. RePEc:eee:jrpoli:v:66:y:2020:i:c:s0301420719303046.

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2020Financialisation of natural resources & instability caused by risk transfer in commodity markets. (2020). Nasir, Muhammad ; Burggraf, Tobias ; Duc, Toan Luu. In: Resources Policy. RePEc:eee:jrpoli:v:66:y:2020:i:c:s0301420720300696.

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2020Fundamentals versus speculation in oil market: The role of asymmetries in price adjustment?. (2020). Akdoan, Kurma . In: Resources Policy. RePEc:eee:jrpoli:v:67:y:2020:i:c:s0301420719310244.

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2020Macro factors and the realized volatility of commodities: A dynamic network analysis. (2020). Zhang, Dayong ; Wei, Lijian ; Ji, Qiang ; Hu, Min. In: Resources Policy. RePEc:eee:jrpoli:v:68:y:2020:i:c:s0301420720303718.

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2020Is the relationship between oil-gas prices index and economic growth in Turkey permanent?. (2020). Pirali, Kerem ; Canbay, Erif ; Kirca, Mustafa. In: Resources Policy. RePEc:eee:jrpoli:v:69:y:2020:i:c:s0301420720308709.

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2021Asymmetric effects of foreign direct investment on employment in an oil producing country: Do human capital, institutions and oil rents matter?. (2021). Hadj, Tarek Bel ; Belhadj, Tarek ; Alfalih, Abdullah Abdulmohsen. In: Resources Policy. RePEc:eee:jrpoli:v:70:y:2021:i:c:s0301420720309508.

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2020Commodity-price comovement and global economic activity. (2020). Coibion, Olivier ; Bhattarai, Saroj ; Alquist, Ron. In: Journal of Monetary Economics. RePEc:eee:moneco:v:112:y:2020:i:c:p:41-56.

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2020The (in)efficiency of NYMEX energy futures: A multifractal analysis. (2020). , Igor ; Fernando, . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:556:y:2020:i:c:s0378437120303952.

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2020Multifractal detrended cross-correlation analysis on benchmark cryptocurrencies and crude oil prices. (2020). Khosravi, Reza ; Ghazani, Majid Mirzaee. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:560:y:2020:i:c:s0378437120306129.

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2020Output and attribute-based carbon regulation under uncertainty. (2020). Kellogg, Ryan. In: Journal of Public Economics. RePEc:eee:pubeco:v:190:y:2020:i:c:s0047272720301109.

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2020Asymmetric information in residential rental markets: Implications for the energy efficiency gap. (2020). Myers, Erica. In: Journal of Public Economics. RePEc:eee:pubeco:v:190:y:2020:i:c:s0047272720301158.

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2020The asymmetric relationship between the oil price and the US-Canada exchange rate. (2020). McFarlane, Adian ; Das, Anupam ; Jung, Young Cheol. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:76:y:2020:i:c:p:198-206.

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2020Impact of US policy uncertainty on Mexico: Evidence from linear and nonlinear tests. (2020). Istiak, Khandokar ; Alam, Md Rafayet. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:77:y:2020:i:c:p:355-366.

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2020Oil price shocks and Chinese economy revisited: New evidence from SVAR model with sign restrictions. (2020). Wang, Yudong ; Meng, Lingjie ; Liu, Donghui. In: International Review of Economics & Finance. RePEc:eee:reveco:v:69:y:2020:i:c:p:20-32.

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2020Assessing the impacts of financial stress index of developed countries on the exchange market pressure index of emerging countries. (2020). Ozcelebi, Oguzhan. In: International Review of Economics & Finance. RePEc:eee:reveco:v:70:y:2020:i:c:p:288-302.

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2021Anticipated versus unanticipated productivity shocks and hours-worked. (2021). Qureshi, Irfan ; Ali, Syed Zahid. In: International Review of Economics & Finance. RePEc:eee:reveco:v:72:y:2021:i:c:p:547-572.

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2020CPI Exchange Rate Pass-Through Decomposition and Distribution Margins: The Case of Brazil versus Advanced Economies. (2020). , Camila ; Abdelmalack, Camila Ciss. In: Revista Brasileira de Economia - RBE. RePEc:fgv:epgrbe:v:74:y:2020:i:1:a:77429.

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2020Asymmetric Responses of Consumer Spending to Energy Prices: A Threshold VAR Approach. (2020). Zaman, Saeed ; Knotek, Edward. In: Working Papers. RePEc:fip:fedcwq:88169.

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

Works by Robert John Vigfusson:


YearTitleTypeCited
2021Oil, Equities, and the Zero Lower Bound In: American Economic Journal: Macroeconomics.
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article15
2017Oil, equities, and the zero lower bound.(2017) 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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2014Missing Import Price Changes and Low Exchange Rate Pass-Through In: American Economic Journal: Macroeconomics.
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article36
2012Missing Import Price Changes and Low Exchange Rate Pass-Through.(2012) In: International Finance Discussion Papers.
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paper
1996Excess Volatility and Speculative Bubbles in the Canadian Dollar: Real of Imagined? In: Technical Reports.
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paper12
2011Forecasting the Price of Oil In: Staff Working Papers.
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paper154
2011Forecasting the Price of Oil.(2011) In: CEPR Discussion Papers.
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paper
2013Forecasting the Price of Oil.(2013) In: Handbook of Economic Forecasting.
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chapter
2011Forecasting the price of oil.(2011) In: International Finance Discussion Papers.
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paper
1995Analytical Derivatives for Markov Switching Models In: Staff Working Papers.
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paper5
1997Analytical Derivatives for Markov Switching Models..(1997) In: Computational Economics.
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article
1995Analytical Derivatives for Markov Switching Models.(1995) In: GE, Growth, Math methods.
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paper
1996Switching Between Chartists and Fundamentalists: A Markov Regime-Switching Approach In: Staff Working Papers.
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paper62
1997Switching between Chartists and Fundamentalists: A Markov Regime-Switching Approach..(1997) In: International Journal of Finance & Economics.
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article
1996Switching Between Chartists and Fundamentalists: A Markov Regime-Switching Approach.(1996) In: International Finance.
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paper
1996Avoiding the Pitfalls: Can Regime-Switching Tests Detect Bubbles? In: Staff Working Papers.
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paper7
1996Avoiding the Pitfalls: Can Regime-Switching Tests Detect Bubbles?.(1996) In: Meeting papers.
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paper
1996Regime-Switching Models, A guide to the Bank of Canada Gauss Procedures. In: Staff Working Papers.
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paper11
1996Regime-Switching Models: A Guide to the Bank of Canada Gauss Procedures.(1996) In: Econometrics.
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paper
2009Exchange Rate Passthrough to Export Prices: Assessing Cross?Country Evidence* In: Review of International Economics.
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article13
1998Avoiding the Pitfalls: Can Regime-Switching Tests Reliably Detect Bubbles? In: Studies in Nonlinear Dynamics & Econometrics.
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article38
2016The Role of Oil Price Shocks in Causing U.S. Recessions In: CESifo Working Paper Series.
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paper47
2014The Role of Oil Price Shocks in Causing U.S. Recessions.(2014) In: CEPR Discussion Papers.
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paper
2014The Role of Oil Price Shocks in Causing U.S. Recessions.(2014) In: International Finance Discussion Papers.
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paper
2017The Role of Oil Price Shocks in Causing U.S. Recessions.(2017) In: Journal of Money, Credit and Banking.
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article
2014The role of oil price shocks in causing U.S. recessions.(2014) In: CFS Working Paper Series.
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paper
2016Learning in the Oil Futures Markets: Evidence and Macroeconomic Implications In: CIRANO Working Papers.
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paper12
2020Learning in the Oil Futures Markets: Evidence and Macroeconomic Implications.(2020) In: Working Paper Series.
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paper
2016Learning in the Oil Futures Markets: Evidence and Macroeconomic Implications.(2016) In: International Finance Discussion Papers.
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paper
2009Pitfalls in Estimating Asymmetric Effects of Energy Price Shocks In: CEPR Discussion Papers.
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paper28
2009Pitfalls in estimating asymmetric effects of energy price shocks.(2009) In: International Finance Discussion Papers.
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paper
2011Nonlinearities in the Oil Price-Output Relationship In: CEPR Discussion Papers.
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paper133
2011NONLINEARITIES IN THE OIL PRICE–OUTPUT RELATIONSHIP.(2011) In: Macroeconomic Dynamics.
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article
2011Nonlinearities in the oil price-output relationship.(2011) In: International Finance Discussion Papers.
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This paper has another version. Agregated cites: 133
paper
2012Do Oil Prices Help Forecast U.S. Real GDP? The Role of Nonlinearities and Asymmetries In: CEPR Discussion Papers.
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paper70
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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paper
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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article
2018INTEREST RATES AND THE VOLATILITY AND CORRELATION OF COMMODITY PRICES In: Macroeconomic Dynamics.
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article7
2012Interest rates and the volatility and correlation of commodity prices.(2012) In: International Finance Discussion Papers.
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paper
2011Are the responses of the U.S. economy asymmetric in energy price increases and decreases? In: Quantitative Economics.
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article211
2003Maximum likelihood in the frequency domain: the importance of time-to-plan In: Journal of Monetary Economics.
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article44
2001Maximum likelihood in the frequency domain: the importance of time-to-plan.(2001) In: Working Papers (Old Series).
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paper
2010Trade integration, competition, and the decline in exchange-rate pass-through In: Journal of Monetary Economics.
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article129
2006Trade integration, competition, and the decline in exchange-rate pass-through.(2006) In: International Finance Discussion Papers.
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paper
2006Trade Integration, Competiton, and the Decline in Exchange-rate Pass-through.(2006) In: 2006 Meeting Papers.
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paper
1999Maximum likelihood in the frequency domain: a time to build example In: Working Papers (Old Series).
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paper7
1999Maximum likelihood in the frequency domain: a time to build example.(1999) In: Working Paper Series.
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This paper has another version. Agregated cites: 7
paper
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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This paper has another version. Agregated cites: 7
paper
1999Maximum Likelihood in the Frequency Domain: A Time to Build Example.(1999) In: NBER Working Papers.
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paper
2016The elusive boost from cheap oil In: FRBSF Economic Letter.
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article3
2017Forecasting Chinas Role in World Oil Demand In: FRBSF Economic Letter.
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article1
2010Entry dynamics and the decline in exchange-rate pass-through In: Working Paper Series.
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paper2
2010Entry dynamics and the decline in exchange-rate pass-through.(2010) In: International Finance Discussion Papers.
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paper
2021Oil, Equities, and a Nonbinding Zero Lower Bound: The Monetary Policy Response to COVID-19 In: FEDS Notes.
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paper0
2011Evaluating the forecasting performance of commodity futures prices In: International Finance Discussion Papers.
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paper18
2003What happens after a technology shock? In: International Finance Discussion Papers.
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paper321
2003What Happens After a Technology Shock?.(2003) In: NBER Working Papers.
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This paper has another version. Agregated cites: 321
paper
2003How do Canadian hours worked respond to a technology shock? In: International Finance Discussion Papers.
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paper1
2003How does the border affect productivity? evidence from American and Canadian manufacturing industries In: International Finance Discussion Papers.
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paper4
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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article
2003The response of hours to a technology shock: evidence based on direct measures of technology In: International Finance Discussion Papers.
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paper121
2004The Response of Hours to a Technology Shock: Evidence Based on Direct Measures of Technology.(2004) In: NBER Working Papers.
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paper
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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article
2004The delayed response to a technology shock: a flexible price explanation In: International Finance Discussion Papers.
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paper15
2005Exchange rate pass-through to U.S. import prices: some new evidence In: International Finance Discussion Papers.
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paper106
2005Alternative procedures for estimating vector autoregressions identified with long-run restrictions In: International Finance Discussion Papers.
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paper21
2006Alternative Procedures for Estimating Vector Autoregressions Identified with Long-Run Restrictions.(2006) In: Journal of the European Economic Association.
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article
2006Assessing structural VARs In: International Finance Discussion Papers.
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paper150
2007Assessing Structural VARs.(2007) In: NBER Chapters.
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chapter
2006Assessing Structural VARs.(2006) In: NBER Working Papers.
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paper
2007Exchange rate pass-through to export prices: assessing some cross-country evidence In: International Finance Discussion Papers.
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paper20
2009The power of long-run structural VARs In: International Finance Discussion Papers.
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paper2
2013Do Low Interest Rates Decrease Commodity Price Volatility? In: IFDP Notes.
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paper1
2016The Dollar in the U.S. International Transactions (USIT) Model In: IFDP Notes.
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paper10
2016The Relationship Between Oil Prices and Inflation Compensation In: IFDP Notes.
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paper3
2018Should We Be Concerned Again About U.S. Current Account Sustainability? In: IFDP Notes.
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paper2
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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paper0
2021The Evolving Link between Oil Prices and U.S. Consumer Spending In: Economic Review.
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article0
2012The hitchhiker’s guide to missing import price changes and pass-through In: Staff Reports.
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paper2
2007The Power of Long-Run VARs In: 2007 Meeting Papers.
[Citation analysis]
paper1

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