Robert John Vigfusson : Citation Profile

Are you Robert John Vigfusson?

19

H index

26

i10 index

2675

Citations

RESEARCH PRODUCTION:

19

Articles

61

Papers

2

Chapters

RESEARCH ACTIVITY:

   28 years (1995 - 2023). See details.
   Cites by year: 95
   Journals where Robert John Vigfusson has often published
   Relations with other researchers
   Recent citing documents: 140.    Total self citations: 30 (1.11 %)

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   Permalink: http://citec.repec.org/pvi18
   Updated: 2024-11-04    RAS profile: 2024-07-04    
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Relations with other researchers

Works with:

Moran, Kevin (2)

Datta, Deepa (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 (113)

Baumeister, Christiane (58)

Zhou, Xiaoqing (36)

Vespignani, Joaquin (35)

Wang, Yudong (32)

Fève, Patrick (32)

Auer, Raphael (29)

Ratti, Ronald (28)

Salisu, Afees (23)

GUPTA, RANGAN (22)

Rossi, Barbara (22)

Cites to:

Kilian, Lutz (74)

Christiano, Lawrence (53)

Hamilton, James (37)

Eichenbaum, Martin (35)

Watson, Mark (24)

Rogoff, Kenneth (15)

Engel, Charles (14)

Herrera, Ana María (14)

Galí, Jordi (13)

van Norden, Simon (13)

Stock, James (13)

Main data

Where Robert John Vigfusson has published?

Journals with more than one article published# docs
Journal of the European Economic Association2
American Economic Journal: Macroeconomics2
The Review of Economics and Statistics2
Macroeconomic Dynamics2
Journal of Monetary Economics2
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.)6
Staff Working Papers / Bank of Canada5
CEPR Discussion Papers / C.E.P.R. Discussion Papers5
NBER Working Papers / National Bureau of Economic Research, Inc4
Working Paper Series / Federal Reserve Bank of San Francisco2
Working Papers (Old Series) / Federal Reserve Bank of Cleveland2

Recent works citing Robert John Vigfusson (2024 and 2023)

YearTitle of citing document
2023Oil price shocks and energy transition in Africa. (2023). Nchofoung, Tii. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:23/064.

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2023ENSO Climate Patterns on Global Economic Conditions. (2023). Pourroy, Marc ; Ginn, William ; Dufrenot, Gilles. In: AMSE Working Papers. RePEc:aim:wpaimx:2308.

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2024The Spectral Approach to Linear Rational Expectations Models. (2020). Al-Sadoon, Majid. In: Papers. RePEc:arx:papers:2007.13804.

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2023Exchange Rate Pass-Through and Data Frequency: Firm-Level Evidence from Bangladesh. (2023). Hossen, Md Deluair. In: Papers. RePEc:arx:papers:2303.04101.

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2024Impulse Response Analysis for Structural Nonlinear Time Series Models. (2023). Ballarin, Giovanni. In: Papers. RePEc:arx:papers:2305.19089.

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2023Bayesian Local Projections. (2023). Ricco, Giovanni ; Ferreira, Leonardo ; Miranda-Agrippino, Silvia. In: Working Papers Series. RePEc:bcb:wpaper:581.

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2023The flood that caused a drought. (2023). Vu, Nam ; Talavera, Oleksandr ; Nikolskorzhevskyy, Alex. In: Economic Inquiry. RePEc:bla:ecinqu:v:61:y:2023:i:4:p:965-981.

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2023Diagnosing housing fever with an econometric thermometer. (2023). Phillips, Peter ; Shi, Shuping. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:37:y:2023:i:1:p:159-186.

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2023Understanding Monetary Spillovers in Highly Integrated Regions: The Case of Europe. (2023). Schuberth, Helene ; Feldkircher, Martin. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:85:y:2023:i:4:p:859-893.

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2023ECB monetary policy and commodity prices. (2023). Kočenda, Evžen ; Koenda, Even ; Aliyev, Shahriyar. In: Review of International Economics. RePEc:bla:reviec:v:31:y:2023:i:1:p:274-304.

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2023Heterogeneity in the Pass-Through from Oil to Gasoline Prices: A New Instrument for Estimating the Price Elasticity of Gasoline Demand. (2023). Kilian, Lutz ; Zhou, Xiaoqing. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10350.

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2024Endogenous vs Exogenous Instability: An Out-of-Sample Comparison. (2024). Ricchiuti, Giorgio ; Delli Gatti, Domenico ; Gusella, Filippo. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11082.

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2024How Do Oil Prices Affect the GDP and Its Components? New Evidence from a Time-Varying Threshold Model. (2024). Nouira, Ridha ; ben Salem, Leila ; Rault, Christophe ; Saafi, Sami. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11107.

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2023Energy supply shocks’ nonlinearities on output and prices. (2023). Tornese, Tommaso ; de Santis, Roberto A. In: Working Paper Series. RePEc:ecb:ecbwps:20232834.

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2023Enter the MATRIX model:a Multi-Agent model for Transition Risks with application to energy shocks.. (2023). Bazzana, Davide ; Gurgone, Andrea ; Turco, Enrico ; Ciola, Emanuele ; Menoncin, Francesco ; Vergalli, Sergio. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:146:y:2023:i:c:s0165188922002925.

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2023Bayesian mixed-frequency quantile vector autoregression: Eliciting tail risks of monthly US GDP. (2023). Rossini, Luca ; Poon, Aubrey ; Iacopini, Matteo ; Zhu, Dan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:157:y:2023:i:c:s016518892300163x.

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2024Climate change and the US wheat commodity market. (2024). Agnolucci, Paolo ; de Lipsis, Vincenzo. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:161:y:2024:i:c:s0165188924000150.

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2024Understanding the role of Chinas factors in international commodity price fluctuations: A perspective of monetary-fiscal policy interaction. (2024). Miao, Xinru ; Chen, Peng. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:81:y:2024:i:c:p:1464-1483.

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2023Testing for integration and cointegration when time series are observed with noise. (2023). Pelagatti, Matteo ; Parisio, Lucia ; Maranzano, Paolo ; Gianfreda, Angelica. In: Economic Modelling. RePEc:eee:ecmode:v:125:y:2023:i:c:s0264999323001645.

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2024Does exchange rate volatility affect the impact of appreciation and depreciation on the trade balance? A nonlinear bivariate approach. (2024). Bosupeng, Mpho ; Naranpanawa, Athula. In: Economic Modelling. RePEc:eee:ecmode:v:130:y:2024:i:c:s0264999323004042.

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2024Oil price fluctuations and their impact on oil-exporting emerging economies. (2024). Yang, BO ; Chowdhury, Rosen ; Agboola, Emmanuel. In: Economic Modelling. RePEc:eee:ecmode:v:132:y:2024:i:c:s026499932400021x.

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2024International oil shocks and the volatility forecasting of Chinese stock market based on machine learning combination models. (2024). Wang, XU. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940823001882.

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2023Structural VAR models in the Frequency Domain. (2023). Pelgrin, Florian ; Guay, Alain. In: Journal of Econometrics. RePEc:eee:econom:v:236:y:2023:i:1:s0304407623001604.

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2023Macroeconomic effects of tax rate and base changes: Evidence from fiscal consolidations. (2023). Lima, Frederico ; Dabla-Norris, Era. In: European Economic Review. RePEc:eee:eecrev:v:153:y:2023:i:c:s0014292123000284.

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2024Finance dependence and exchange rate pass-through: Empirical evidence from China. (2024). Hu, Chenghao. In: Emerging Markets Review. RePEc:eee:ememar:v:58:y:2024:i:c:s1566014123000936.

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2023Conditional out-of-sample predictability of aggregate equity returns and aggregate equity return volatility using economic variables. (2023). Nonejad, Nima. In: Journal of Empirical Finance. RePEc:eee:empfin:v:70:y:2023:i:c:p:91-122.

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2023Oil price assumptions for macroeconomic policy. (2023). Filis, George ; Degiannakis, Stavros. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322005540.

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2023An integrated model for crude oil forecasting: Causality assessment and technical efficiency. (2023). Wang, Xuelian ; Liao, Stephen Shaoyi ; Wu, Peng ; Cheng, Xian. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322005965.

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2023Forecasting the real prices of crude oil: What is the role of parameter instability?. (2023). Wang, Yudong ; Hao, Xianfeng. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322006120.

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2023Energy shocks and bank performance in the advanced economies. (2023). Downing, Gareth ; Nasim, Asma. In: Energy Economics. RePEc:eee:eneeco:v:118:y:2023:i:c:s0140988323000154.

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2023The role of Chinas crude oil futures in world oil futures market and Chinas financial market. (2023). Gong, XU ; Sun, Jiacheng ; Min, Jialin. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001172.

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2023Asymmetry and interdependence when evaluating U.S. Energy Information Administration forecasts. (2023). Petrella, Ivan ; Zhang, Yunyi ; Garratt, Anthony. In: Energy Economics. RePEc:eee:eneeco:v:121:y:2023:i:c:s0140988323001184.

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2023The hard road to a soft landing: Evidence from a (modestly) nonlinear structural model. (2023). Verbrugge, Randal ; Zaman, Saeed. In: Energy Economics. RePEc:eee:eneeco:v:123:y:2023:i:c:s0140988323002311.

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2023Measuring the energy-related uncertainty index. (2023). Le, Thuy Thu ; Nguyen, Binh Quang ; Lee, Gabriel S ; Dang, Tam Hoang-Nhat. In: Energy Economics. RePEc:eee:eneeco:v:124:y:2023:i:c:s0140988323003158.

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2023Asymmetric effect of the oil price in the ecuadorian economy. (2023). Carrillo-Maldonado, Paul ; Bunce, Alan. In: Energy Economics. RePEc:eee:eneeco:v:124:y:2023:i:c:s0140988323003742.

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2023Oil price uncertainty and unemployment dynamics: Nonlinearities matter. (2023). Kishan, Ruby P ; Farah, Quazi Fidia ; Ahmed, Iqbal M. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003043.

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2023The macroeconomic effects of oil price uncertainty. (2023). Abiad, Abdul ; Qureshi, Irfan A. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003377.

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2023Oil price uncertainty and audit fees: Evidence from the energy industry. (2023). Miao, Xiao ; Zhang, Yun ; Chen, Meng ; Wen, Fenghua. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s014098832300350x.

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2023Asymmetric Effects of Energy Inflation, Agri-inflation and CPI on Agricultural Output: Evidence from NARDL and SVAR Models for the UK. (2023). Sarker, Provash ; Lau, Chi Keung ; Soliman, Alaa M ; Dastgir, Shabbir ; Cai, Yifei. In: Energy Economics. RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323004188.

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2023What is the role of perceived oil price shocks in inflation expectations?. (2023). Zheng, Xinye ; Sheng, Xuguang Simon ; An, Zidong. In: Energy Economics. RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323004486.

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2023Modeling the out-of-sample predictive relationship between equity premium, returns on the price of crude oil and economic policy uncertainty using multivariate time-varying dimension models. (2023). Nonejad, Nima. In: Energy Economics. RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323004620.

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2023Global energy market connectedness and inflation at risk. (2023). Ye, Shiqi ; Gong, LU ; Zheng, Tingguo. In: Energy Economics. RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323004735.

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2023Combination forecasts of Chinas oil futures returns based on multiple uncertainties and their connectedness with oil. (2023). Li, Xiafei ; Wei, YU ; Shi, Chunpei ; Liu, Yuntong. In: Energy Economics. RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323005352.

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2023Do increases in gasoline prices cause higher food prices?. (2023). Karaki, Mohamad B ; Diab, Sara. In: Energy Economics. RePEc:eee:eneeco:v:127:y:2023:i:pb:s0140988323005649.

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2023Global commodity prices and macroeconomic fluctuations in a low interest rate environment. (2023). Ahmed, Rashad. In: Energy Economics. RePEc:eee:eneeco:v:127:y:2023:i:pb:s0140988323006126.

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2023Asymmetric influence of oil demand and supply shocks on meat commodities. (2023). Baek, Jungho ; Vatsa, Puneet. In: Energy Economics. RePEc:eee:eneeco:v:128:y:2023:i:c:s0140988323006734.

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2024Energy price shocks and current account balances: Evidence from emerging market and developing economies. (2024). YILMAZKUDAY, HAKAN ; Vasishtha, Garima ; Lebrand, Mathilde. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323006990.

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2024Efficient predictability of oil price: The role of VIX-based panic index shadow line difference. (2024). Liang, Chao ; Zhang, Xiaotong ; Dai, Zhifeng. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323007326.

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2024The role of green energy stock market in forecasting Chinas crude oil market: An application of IIS approach and sparse regression models. (2024). Sharif, Arshian ; Muhammadullah, Sara ; Khan, Faridoon ; Lee, Chien-Chiang. In: Energy Economics. RePEc:eee:eneeco:v:130:y:2024:i:c:s0140988323007673.

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2024Oil price uncertainty shocks and the gender gap in U.S. unemployment. (2024). Payne, James E ; Elder, John. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s014098832400046x.

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2024Chinas futures market volatility and sectoral stock market volatility prediction. (2024). Zhong, Juandan ; Zhang, Jixiang ; Zeng, Qing. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001373.

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2024How to select oil price prediction models — The effect of statistical and financial performance metrics and sentiment scores. (2024). Darcy, Anne ; Budin, Constantin ; Haas, Christian. In: Energy Economics. RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324001749.

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2023Asymmetry effect of oil price shocks and the lagging effect of oil price jumps: Evidence from Chinas automobile markets. (2023). Shang, Hongli ; Zhang, Chuanguo. In: Energy Policy. RePEc:eee:enepol:v:172:y:2023:i:c:s0301421522005274.

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2023Is refined oil price regulation a “shock absorber” for crude oil price shocks?. (2023). Wang, Shouyang ; Jiao, Jianbin ; Hu, YI ; Zhang, QI. In: Energy Policy. RePEc:eee:enepol:v:173:y:2023:i:c:s0301421522005882.

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2023Estimating and forecasting the impact of nonrenewable energy prices on US renewable energy consumption. (2023). Madraki, Golshan ; Lin, Guoyu ; Mette, Jehu ; Atems, Bebonchu. In: Energy Policy. RePEc:eee:enepol:v:173:y:2023:i:c:s0301421522005936.

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2024Oil price shocks and energy transition in Africa. (2024). Nchofoung, Tii N. In: Energy Policy. RePEc:eee:enepol:v:184:y:2024:i:c:s0301421523004408.

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2024How do oil prices affect the GDP and its components? New evidence from a time-varying threshold model. (2024). Rault, Christophe ; Saafi, Sami ; Nouira, Ridha ; ben Salem, Leila. In: Energy Policy. RePEc:eee:enepol:v:190:y:2024:i:c:s0301421524001824.

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2023Oil price uncertainty, workplace misconduct, and cash holding. (2023). Amin, Md Ruhul ; Mazumder, Sharif ; Rahman, Md Showaib. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002739.

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2024The shape of the Treasury yield curve and commodity prices. (2024). Qadan, Mahmoud ; Bayaa, Yasmeen. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002436.

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2023Low pass-through and international synchronization in general equilibrium: Reassessing vertical integration. (2023). Rannenberg, Ansgar ; Lejeune, Thomas ; de Walque, Grégory ; Wouters, Raf. In: Journal of International Economics. RePEc:eee:inecon:v:140:y:2023:i:c:s0022199622001428.

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2023Forecasting crude oil market volatility using variable selection and common factor. (2023). Wang, Yudong ; Wahab, M. I. M., ; Zhang, Yaojie. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:486-502.

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2023Forecasting crude oil futures market returns: A principal component analysis combination approach. (2023). Wang, Yudong ; Zhang, Yaojie. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:2:p:659-673.

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2023Commodity prices and global economic activity. (2023). Matsumoto, Akito ; Wang, Xueliang ; Pescatori, Andrea. In: Japan and the World Economy. RePEc:eee:japwor:v:66:y:2023:i:c:s0922142523000038.

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2023Forecasts of the real price of oil revisited: Do they beat the random walk?. (2023). Snudden, Stephen ; Ellwanger, Reinhard. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:154:y:2023:i:c:s0378426623001619.

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2023International stock market volatility: A data-rich environment based on oil shocks. (2023). Wen, Fenghua ; Wang, Tianyang ; Ma, Feng ; Lu, Xinjie. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:214:y:2023:i:c:p:184-215.

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2023The effect of legislated tax changes on the trade balance: Empirical evidence for the United States, Germany, and the United Kingdom. (2023). Hayo, Bernd ; Mierzwa, Sascha. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:78:y:2023:i:c:s0164070423000642.

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2024Labor market institutions and technology-induced labor adjustment along the extensive and intensive margins. (2024). Rujin, Svetlana. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:79:y:2024:i:c:s016407042300071x.

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2023Speculation or actual demand? The return spillover effect between stock and commodity markets. (2023). Gao, Tianshu ; Zhou, Baicheng ; Wang, Shu. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:29:y:2023:i:c:s2405851322000654.

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2023Information effects of monetary policy announcements on oil price. (2023). Chen, Sanpan ; Zhang, Jiqiang ; Yang, Yang. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:30:y:2023:i:c:s2405851322000265.

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2023Commodity futures return predictability and intertemporal asset pricing. (2023). Poti, Valerio ; Eyiah-Donkor, Emmanuel ; Cotter, John. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:31:y:2023:i:c:s2405851322000460.

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2024Forecasting the price of oil: A cautionary note. (2024). Eyiah-Donkor, Emmanuel ; Cotter, John ; Conlon, Thomas. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:33:y:2024:i:c:s2405851323000685.

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2023Does Indian economy asymmetrically respond to oil price shocks?. (2023). Ramachandran, M ; Deheri, Abdhut. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:27:y:2023:i:c:s1703494923000117.

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2023Investor behavior in the currency option market during the COVID-19 pandemic. (2023). de Peretti, Christian ; Boutouria, Nahla ; Dammak, Wael ; ben Hamad, Salah. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:28:y:2023:i:c:s170349492300049x.

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2023Dynamic volatility contagion across the Baltic dry index, iron ore price and crude oil price under the COVID-19: A copula-VAR-BEKK-GARCH-X approach. (2023). Miao, Jiafeng ; Xu, Jing ; Chen, Yufeng. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723000041.

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2023Response of fiscal efforts to oil price dynamics. (2023). Mensah, Samuel ; Muhammad, Mansur ; Abubakar, Attahir Babaji. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723000612.

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2023Dynamic linkage between oil shocks and economic growth: New evidence from Alaska. (2023). Baek, Jungho. In: Resources Policy. RePEc:eee:jrpoli:v:85:y:2023:i:pb:s0301420723007419.

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2023Do gold prices respond more to uncertainty shocks at the zero lower bound?. (2023). Tee, Kai-Hong ; Miao, Xinru ; Chen, Peng. In: Resources Policy. RePEc:eee:jrpoli:v:86:y:2023:i:pa:s0301420723007687.

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2023Bayesian predictive distributions of oil returns using mixed data sampling volatility models. (2023). Virbickaite, Audrone ; Nguyen, Hoang ; Tran, Minh-Ngoc. In: Resources Policy. RePEc:eee:jrpoli:v:86:y:2023:i:pa:s0301420723008784.

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2023“Watch your tone!”: Forecasting mining industry commodity prices with financial report tone. (2023). Hardy, Nicolas ; Ferreira, Tiago ; Magner, Nicolas S ; Quinteros, Maria J. In: Resources Policy. RePEc:eee:jrpoli:v:86:y:2023:i:pa:s0301420723009625.

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2024Asymmetric effects of oil prices on inflation in Côte d’Ivoire. (2024). Taha, Cyrille K ; Ousseini, Bouba ; Moussa, Richard K. In: Resources Policy. RePEc:eee:jrpoli:v:90:y:2024:i:c:s0301420724002095.

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2024Heterogeneity in the pass-through from oil to gasoline prices: A new instrument for estimating the price elasticity of gasoline demand. (2024). Zhou, Xiaoqing ; Kilian, Lutz. In: Journal of Public Economics. RePEc:eee:pubeco:v:232:y:2024:i:c:s0047272724000355.

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2024The time-varying and asymmetric impacts of oil price shocks on geopolitical risk. (2024). Sun, Hao ; He, Zhifang. In: International Review of Economics & Finance. RePEc:eee:reveco:v:91:y:2024:i:c:p:942-957.

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2024Dynamic spillover between oil price shocks and technology stock indices: A country level analysis. (2024). Gubareva, Mariya ; Manel, Youssef ; Mokni, Khaled ; Umar, Zaghum. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000230.

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2023More than just supply and demand: Macroeconomic shock decomposition in Croatia during and after the transition period. (2023). Arčabić, Vladimir ; Kova, Tibor ; Barii, Patrik ; Arabi, Vladimir. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:67:y:2023:i:c:p:420-438.

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2023Oil price shocks and energy transition in Africa. (2023). Nchofoung, Tii. In: Working Papers. RePEc:exs:wpaper:23/064.

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2023Heterogeneity in the Pass-Through from Oil to Gasoline Prices: A New Instrument for Estimating the Price Elasticity of Gasoline Demand. (2023). Zhou, Xiaoqing ; Kilian, Lutz. In: Working Papers. RePEc:fip:feddwp:95512.

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2023How to Construct Monthly VAR Proxies Based on Daily Futures Market Surprises. (2023). Kilian, Lutz. In: Working Papers. RePEc:fip:feddwp:96517.

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2023Oil Price Shocks and Inflation. (2023). Kilian, Lutz ; Zhou, Xiaoqing. In: Working Papers. RePEc:fip:feddwp:96618.

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2023The Missing Tail Risk in Option Prices. (2023). Sattiraju, Sai ; Matschke, Johannes ; Melek, Nida Akir ; Brown, Jason. In: Research Working Paper. RePEc:fip:fedkrw:96072.

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2024Endogenous vs Exogenous Instability: An Out-of-Sample Comparison. (2024). Ricchiuti, Giorgio ; Gusella, Filippo ; Gatti, Domenico Delli. In: Working Papers - Economics. RePEc:frz:wpaper:wp2024_05.rdf.

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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.
[Full Text][Citation analysis]		article29
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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This paper has nother version. Agregated cites: 29		paper
2014Missing Import Price Changes and Low Exchange Rate Pass-Through In: American Economic Journal: Macroeconomics.
[Full Text][Citation analysis]		article39
2012Missing Import Price Changes and Low Exchange Rate Pass-Through.(2012) In: International Finance Discussion Papers.
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This paper has nother version. Agregated cites: 39		paper
1996Excess Volatility and Speculative Bubbles in the Canadian Dollar: Real of Imagined? In: Technical Reports.
[Full Text][Citation analysis]		paper12
2011Forecasting the Price of Oil In: Staff Working Papers.
[Full Text][Citation analysis]		paper459
2011Forecasting the Price of Oil.(2011) In: CEPR Discussion Papers.
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This paper has nother version. Agregated cites: 459		paper
2013Forecasting the Price of Oil.(2013) In: Handbook of Economic Forecasting.
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This paper has nother version. Agregated cites: 459		chapter
2011Forecasting the price of oil.(2011) In: International Finance Discussion Papers.
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This paper has nother version. Agregated cites: 459		paper
1995Analytical Derivatives for Markov Switching Models In: Staff Working Papers.
[Full Text][Citation analysis]		paper6
1997Analytical Derivatives for Markov Switching Models..(1997) In: Computational Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6		article
1995Analytical Derivatives for Markov Switching Models.(1995) In: GE, Growth, Math methods.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6		paper
1996Switching Between Chartists and Fundamentalists: A Markov Regime-Switching Approach In: Staff Working Papers.
[Full Text][Citation analysis]		paper79
1997Switching between Chartists and Fundamentalists: A Markov Regime-Switching Approach..(1997) In: International Journal of Finance & Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 79		article
1996Switching Between Chartists and Fundamentalists: A Markov Regime-Switching Approach.(1996) In: International Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 79		paper
1996Avoiding the Pitfalls: Can Regime-Switching Tests Detect Bubbles? In: Staff Working Papers.
[Full Text][Citation analysis]		paper11
1996Avoiding the Pitfalls: Can Regime-Switching Tests Detect Bubbles?.(1996) In: Meeting papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 11		paper
1996Regime-Switching Models, A guide to the Bank of Canada Gauss Procedures. In: Staff Working Papers.
[Full Text][Citation analysis]		paper13
1996Regime-Switching Models: A Guide to the Bank of Canada Gauss Procedures.(1996) In: Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 13		paper
1998Avoiding the Pitfalls: Can Regime-Switching Tests Reliably Detect Bubbles? In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]		article51
2016The Role of Oil Price Shocks in Causing U.S. Recessions In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper93
2014The Role of Oil Price Shocks in Causing U.S. Recessions.(2014) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 93		paper
2014The Role of Oil Price Shocks in Causing U.S. Recessions.(2014) In: International Finance Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 93		paper
2017The Role of Oil Price Shocks in Causing U.S. Recessions.(2017) In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 93		article
2014The role of oil price shocks in causing U.S. recessions.(2014) In: CFS Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 93		paper
2016Learning in the Oil Futures Markets: Evidence and Macroeconomic Implications In: CIRANO Working Papers.
[Full Text][Citation analysis]		paper14
2020Learning in the Oil Futures Markets: Evidence and Macroeconomic Implications.(2020) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 14		paper
2016Learning in the Oil Futures Markets: Evidence and Macroeconomic Implications.(2016) In: International Finance Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 14		paper
2023Learning in the Oil Futures Markets: Evidence and Macroeconomic Implications.(2023) In: The Review of Economics and Statistics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 14		article
2009Pitfalls in Estimating Asymmetric Effects of Energy Price Shocks In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper43
2009Pitfalls in estimating asymmetric effects of energy price shocks.(2009) In: International Finance Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 43		paper
2011Nonlinearities in the Oil Price-Output Relationship In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper155
2011NONLINEARITIES IN THE OIL PRICE–OUTPUT RELATIONSHIP.(2011) In: Macroeconomic Dynamics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 155		article
2011Nonlinearities in the oil price-output relationship.(2011) In: International Finance Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 155		paper
2012Do Oil Prices Help Forecast U.S. Real GDP? The Role of Nonlinearities and Asymmetries In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper107
2012Do oil prices help forecast U.S. real GDP? the role of nonlinearities and asymmetries.(2012) In: International Finance Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 107		paper
2013Do Oil Prices Help Forecast U.S. Real GDP? The Role of Nonlinearities and Asymmetries.(2013) In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 107		article
2018INTEREST RATES AND THE VOLATILITY AND CORRELATION OF COMMODITY PRICES In: Macroeconomic Dynamics.
[Full Text][Citation analysis]		article19
2012Interest rates and the volatility and correlation of commodity prices.(2012) In: International Finance Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 19		paper
2011Are the responses of the U.S. economy asymmetric in energy price increases and decreases? In: Quantitative Economics.
[Full Text][Citation analysis]		article338
2003Maximum likelihood in the frequency domain: the importance of time-to-plan In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article52
2001Maximum likelihood in the frequency domain: the importance of time-to-plan.(2001) In: Working Papers (Old Series).
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 52		paper
2010Trade integration, competition, and the decline in exchange-rate pass-through In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article158
2006Trade integration, competition, and the decline in exchange-rate pass-through.(2006) In: International Finance Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 158		paper
2006Trade Integration, Competiton, and the Decline in Exchange-rate Pass-through.(2006) In: 2006 Meeting Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 158		paper
1999Maximum likelihood in the frequency domain: a time to build example In: Working Papers (Old Series).
[Full Text][Citation analysis]		paper7
1999Maximum likelihood in the frequency domain: a time to build example.(1999) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has nother 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.
[Citation analysis]
This paper has nother version. Agregated cites: 7		paper
1999Maximum Likelihood in the Frequency Domain: A Time to Build Example.(1999) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7		paper
2016The elusive boost from cheap oil In: FRBSF Economic Letter.
[Full Text][Citation analysis]		article3
2017Forecasting Chinas Role in World Oil Demand In: FRBSF Economic Letter.
[Full Text][Citation analysis]		article1
2010Entry dynamics and the decline in exchange-rate pass-through In: Working Paper Series.
[Full Text][Citation analysis]		paper3
2010Entry dynamics and the decline in exchange-rate pass-through.(2010) In: International Finance Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		paper
2021Oil, Equities, and a Nonbinding Zero Lower Bound: The Monetary Policy Response to COVID-19 In: FEDS Notes.
[Full Text][Citation analysis]		paper0
2011Evaluating the forecasting performance of commodity futures prices In: International Finance Discussion Papers.
[Full Text][Citation analysis]		paper21
2003What happens after a technology shock? In: International Finance Discussion Papers.
[Full Text][Citation analysis]		paper408
2003What Happens After a Technology Shock?.(2003) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 408		paper
2003How do Canadian hours worked respond to a technology shock? In: International Finance Discussion Papers.
[Full Text][Citation analysis]		paper1
2003How does the border affect productivity? evidence from American and Canadian manufacturing industries In: International Finance Discussion Papers.
[Full Text][Citation analysis]		paper4
2008How Does the Border Affect Productivity? Evidence from American and Canadian Manufacturing Industries.(2008) In: The Review of Economics and Statistics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		article
2003The response of hours to a technology shock: evidence based on direct measures of technology In: International Finance Discussion Papers.
[Full Text][Citation analysis]		paper148
2004The Response of Hours to a Technology Shock: Evidence Based on Direct Measures of Technology.(2004) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 148		paper
2004The Response of Hours to a Technology Shock: Evidence Based on Direct Measures of Technology.(2004) In: Journal of the European Economic Association.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 148		article
2004The delayed response to a technology shock: a flexible price explanation In: International Finance Discussion Papers.
[Full Text][Citation analysis]		paper16
2005Exchange rate pass-through to U.S. import prices: some new evidence In: International Finance Discussion Papers.
[Full Text][Citation analysis]		paper111
2005Alternative procedures for estimating vector autoregressions identified with long-run restrictions In: International Finance Discussion Papers.
[Full Text][Citation analysis]		paper25
2006Alternative Procedures for Estimating Vector Autoregressions Identified with Long-Run Restrictions.(2006) In: Journal of the European Economic Association.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 25		article
2006Assessing structural VARs In: International Finance Discussion Papers.
[Full Text][Citation analysis]		paper201
2007Assessing Structural VARs.(2007) In: NBER Chapters.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 201		chapter
2006Assessing Structural VARs.(2006) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 201		paper
2007Exchange rate pass-through to export prices: assessing some cross-country evidence In: International Finance Discussion Papers.
[Full Text][Citation analysis]		paper20
2009The power of long-run structural VARs In: International Finance Discussion Papers.
[Full Text][Citation analysis]		paper2
2013Do Low Interest Rates Decrease Commodity Price Volatility? In: IFDP Notes.
[Full Text][Citation analysis]		paper1
2016The Dollar in the U.S. International Transactions (USIT) Model In: IFDP Notes.
[Full Text][Citation analysis]		paper11
2016The Relationship Between Oil Prices and Inflation Compensation In: IFDP Notes.
[Full Text][Citation analysis]		paper5
2018Should We Be Concerned Again About U.S. Current Account Sustainability? In: IFDP Notes.
[Full Text][Citation analysis]		paper3
2018Should We Be Concerned Again About U.S. Current Account Sustainability? In: IFDP Notes.
[Full Text][Citation analysis]		paper1
2018BAT Signals from Asset Markets : Estimating the U.S. Dollar Response to a Destination-Based Cash-Flow Tax In: IFDP Notes.
[Full Text][Citation analysis]		paper0
2021The Evolving Link between Oil Prices and U.S. Consumer Spending In: Economic Review.
[Full Text][Citation analysis]		article2
2012The hitchhiker’s guide to missing import price changes and pass-through In: Staff Reports.
[Full Text][Citation analysis]		paper2
2007The Power of Long-Run VARs In: 2007 Meeting Papers.
[Citation analysis]		paper1

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