19
H index
27
i10 index
2623
Citations
Federal Reserve Board (Board of Governors of the Federal Reserve System) | 19 H index 27 i10 index 2623 Citations RESEARCH PRODUCTION: 19 Articles 61 Papers 2 Chapters RESEARCH ACTIVITY: 26 years (1995 - 2021). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pvi18 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Robert John Vigfusson. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Macroeconomic Dynamics | 2 |
Journal of the European Economic Association | 2 |
American Economic Journal: Macroeconomics | 2 |
FRBSF Economic Letter | 2 |
Journal of Monetary Economics | 2 |
Year | Title of citing document |
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2023 | Oil 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. Full description at Econpapers || Download paper |
2023 | ENSO Climate Patterns on Global Economic Conditions. (2023). Pourroy, Marc ; Ginn, William ; Dufrenot, Gilles. In: AMSE Working Papers. RePEc:aim:wpaimx:2308. Full description at Econpapers || Download paper |
2023 | The Spectral Approach to Linear Rational Expectations Models. (2020). Al-Sadoon, Majid. In: Papers. RePEc:arx:papers:2007.13804. Full description at Econpapers || Download paper |
2023 | Exchange Rate Pass-Through and Data Frequency: Firm-Level Evidence from Bangladesh. (2023). Hossen, Md Deluair. In: Papers. RePEc:arx:papers:2303.04101. Full description at Econpapers || Download paper |
2023 | Impulse Response Analysis for Structural Nonlinear Time Series Models. (2023). Ballarin, Giovanni. In: Papers. RePEc:arx:papers:2305.19089. Full description at Econpapers || Download paper |
2023 | Bayesian Local Projections. (2023). Ricco, Giovanni ; Ferreira, Leonardo ; Miranda-Agrippino, Silvia. In: Working Papers Series. RePEc:bcb:wpaper:581. Full description at Econpapers || Download paper |
2023 | The 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. Full description at Econpapers || Download paper |
2023 | Diagnosing 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. Full description at Econpapers || Download paper |
2023 | Understanding 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. Full description at Econpapers || Download paper |
2023 | ECB 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. Full description at Econpapers || Download paper |
2023 | Who’s Most Exposed to International Shocks? Estimating Differences in Import Price Sensitivity across U.S. Demographic Groups. (2023). Monarch, Ryan ; Hottman, Colin J. In: Working Papers. RePEc:cen:wpaper:23-13. Full description at Econpapers || Download paper |
2023 | Heterogeneity 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. Full description at Econpapers || Download paper |
2023 | Energy supply shocks’ nonlinearities on output and prices. (2023). Tornese, Tommaso ; de Santis, Roberto A. In: Working Paper Series. RePEc:ecb:ecbwps:20232834. Full description at Econpapers || Download paper |
2023 | Enter 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. Full description at Econpapers || Download paper |
2023 | Testing 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. Full description at Econpapers || Download paper |
2023 | Structural 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. Full description at Econpapers || Download paper |
2023 | Macroeconomic 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. Full description at Econpapers || Download paper |
2023 | Conditional 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. Full description at Econpapers || Download paper |
2023 | Oil price assumptions for macroeconomic policy. (2023). Filis, George ; Degiannakis, Stavros. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322005540. Full description at Econpapers || Download paper |
2023 | An 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. Full description at Econpapers || Download paper |
2023 | Forecasting 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. Full description at Econpapers || Download paper |
2023 | Energy 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. Full description at Econpapers || Download paper |
2023 | The 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. Full description at Econpapers || Download paper |
2023 | Asymmetry 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. Full description at Econpapers || Download paper |
2023 | The 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. Full description at Econpapers || Download paper |
2023 | Measuring 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. Full description at Econpapers || Download paper |
2023 | Asymmetric 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. Full description at Econpapers || Download paper |
2023 | Oil 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. Full description at Econpapers || Download paper |
2023 | The 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. Full description at Econpapers || Download paper |
2023 | Oil 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. Full description at Econpapers || Download paper |
2023 | Do 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. Full description at Econpapers || Download paper |
2023 | Global 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. Full description at Econpapers || Download paper |
2023 | Asymmetry 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. Full description at Econpapers || Download paper |
2023 | Is 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. Full description at Econpapers || Download paper |
2023 | Estimating 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. Full description at Econpapers || Download paper |
2023 | Oil 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. Full description at Econpapers || Download paper |
2023 | Low 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. Full description at Econpapers || Download paper |
2023 | Forecasting 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. Full description at Econpapers || Download paper |
2023 | Forecasting 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. Full description at Econpapers || Download paper |
2023 | Commodity 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. Full description at Econpapers || Download paper |
2023 | Forecasts 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. Full description at Econpapers || Download paper |
2023 | International 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. Full description at Econpapers || Download paper |
2023 | Speculation 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. Full description at Econpapers || Download paper |
2023 | Information 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. Full description at Econpapers || Download paper |
2023 | Commodity 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. Full description at Econpapers || Download paper |
2023 | Does 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. Full description at Econpapers || Download paper |
2023 | Dynamic 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. Full description at Econpapers || Download paper |
2023 | Response 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. Full description at Econpapers || Download paper |
2023 | Dynamic 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. Full description at Econpapers || Download paper |
2023 | Oil price shocks and energy transition in Africa. (2023). Nchofoung, Tii. In: Working Papers. RePEc:exs:wpaper:23/064. Full description at Econpapers || Download paper |
2023 | Heterogeneity 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. Full description at Econpapers || Download paper |
2023 | How to Construct Monthly VAR Proxies Based on Daily Futures Market Surprises. (2023). Kilian, Lutz. In: Working Papers. RePEc:fip:feddwp:96517. Full description at Econpapers || Download paper |
2023 | Oil Price Shocks and Inflation. (2023). Kilian, Lutz ; Zhou, Xiaoqing. In: Working Papers. RePEc:fip:feddwp:96618. Full description at Econpapers || Download paper |
2023 | The Missing Tail Risk in Option Prices. (2023). Sattiraju, Sai ; Matschke, Johannes ; Melek, Nida Akir ; Brown, Jason. In: Research Working Paper. RePEc:fip:fedkrw:96072. Full description at Econpapers || Download paper |
2023 | Oil Price Forecasting Using FRED Data: A Comparison between Some Alternative Models. (2023). Chidmi, Benaissa ; al Shammre, Abdullah Sultan. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:11:p:4451-:d:1160822. Full description at Econpapers || Download paper |
2023 | Climate Change, Technology Shocks and the US Equity Real Estate Investment Trusts (REITs). (2023). Salisu, Afees ; Ouattara, Ibrahim Ngananga ; Hammed, Yinka S. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:19:p:14536-:d:1254629. Full description at Econpapers || Download paper |
2023 | Globalization and Economic Stability: An Insight from the Rocket and Feather Hypothesis in Pakistan. (2023). Sheraz, Amna ; Fiaz, Asma ; Egbe, Chinyere Emmanuel ; Khurshid, Nabila. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:2:p:1611-:d:1035383. Full description at Econpapers || Download paper |
2023 | ENSO Climate Patterns on Global Economic Conditions. (2023). Pourroy, Marc ; Ginn, William ; Dufrenot, Gilles. In: Working Papers. RePEc:hal:wpaper:hal-04064759. Full description at Econpapers || Download paper |
2023 | Bayesian Predictive Distributions of Oil Returns Using Mixed Data Sampling Volatility Models. (2023). Tran, Minh-Ngoc ; Nguyen, Hoang ; Virbickaite, Audrone. In: Working Papers. RePEc:hhs:oruesi:2023_007. Full description at Econpapers || Download paper |
2023 | The effects of two benchmarks on Russian crude oil prices. (2023). Berument, Hakan M ; Dogan, Nukhet ; Sahin, Goktug. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:56:y:2023:i:2:d:10.1007_s10644-022-09441-0. Full description at Econpapers || Download paper |
2023 | Do Monetary Policy Shocks Have Asymmetric Effects on Stock Market?. (2023). Xu, Libo ; Song, Victor. In: Open Economies Review. RePEc:kap:openec:v:34:y:2023:i:5:d:10.1007_s11079-022-09710-5. Full description at Econpapers || Download paper |
2023 | Why Hours Worked Decline Less after Technology Shocks?Â. (2023). Restout, Romain ; Cardi, Olivier. In: Working Papers. RePEc:lan:wpaper:396800288. Full description at Econpapers || Download paper |
2023 | Ð¡Ð¿ÐµÐºÑ‚Ñ€Ð°Ð»ÑŒÐ½Ð°Ñ Ð¾Ñ†ÐµÐ½ÐºÐ° компоненты Ð±Ð¸Ð·Ð½ÐµÑ Ñ†Ð¸ÐºÐ»Ð° ВВП РоÑÑии Ñ ÑƒÑ‡ÐµÑ‚Ð¾Ð¼ выÑокой завиÑимоÑти от уÑловий торговли. (2017). Skrobotov, Anton ; Polbin, Andrey. In: MPRA Paper. RePEc:pra:mprapa:78667. Full description at Econpapers || Download paper |
2023 | The Effects of Disaggregate Oil Shocks on Aggregate Expected Skewness of the United States. (2023). Ji, Qiang ; Gupta, Rangan ; Sheng, Xin. In: Working Papers. RePEc:pre:wpaper:202302. Full description at Econpapers || Download paper |
2023 | Tradable and non-tradable inflation in Turkey: asymmetric responses to global factors. (2023). Turkvatan, Aysun ; Saygili, Hulya. In: Empirical Economics. RePEc:spr:empeco:v:65:y:2023:i:2:d:10.1007_s00181-023-02364-3. Full description at Econpapers || Download paper |
2023 | Stock and oil price returns in international markets: Identifying short and long-run effects. (2023). Mollick, Andre Varella ; Osah, Theophilus Teye. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:47:y:2023:i:1:d:10.1007_s12197-022-09602-x. Full description at Econpapers || Download paper |
2023 | WHY HOURS WORKED DECLINE LESS AFTER TECHNOLOGY SHOCKS?. (2023). Restout, Romain ; Cardi, Olivier. In: Working Papers of BETA. RePEc:ulp:sbbeta:2023-30. Full description at Econpapers || Download paper |
2023 | Analysis of the Nature and Determinants of Energy Price Dynamics in Sub-Saharan Africa (SSA). (2023). Ireen, Choga ; Christopher, Ifeacho. In: Studia Universitatis „Vasile Goldis” Arad – Economics Series. RePEc:vrs:suvges:v:33:y:2023:i:2:p:27-48:n:2. Full description at Econpapers || Download paper |
2023 | International journal of finance and economics: A bibliometric overview. (2023). Gupta, Prashant ; Goyal, Kirti ; Kumar, Satish ; Baker, Kent H. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:1:p:9-46. Full description at Econpapers || Download paper |
2023 | Do extreme shocks help forecast oil price volatility? The augmented GARCH?MIDAS approach. (2023). Lang, Qiaoqi ; Liu, Guoshan ; Ma, Feng ; Wang, LU. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:2:p:2056-2073. Full description at Econpapers || Download paper |
2023 | Commodity price uncertainty as a leading indicator of economic activity. (2023). Bakas, Dimitrios ; Triantafyllou, Athanasios ; Ioakimidis, Marilou. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:4:p:4194-4219. Full description at Econpapers || Download paper |
2023 | Forecasting energy prices: Quantile?based risk models. (2023). Apergis, Nicholas. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:1:p:17-33. Full description at Econpapers || Download paper |
2023 | The effectiveness of crude oil futures hedging during infectious disease outbreaks in the 21st century. (2023). Teo, Jiajun ; Go, Youhow ; Chan, Kam Fong. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:11:p:1559-1575. Full description at Econpapers || Download paper |
2023 | News Shocks, Business Cycles, and the Disinflation Puzzle. (2023). Kemoe, Laurent ; Bouakez, Hafedh. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:55:y:2023:i:8:p:2115-2151. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | Heterogeneity 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: CFS Working Paper Series. RePEc:zbw:cfswop:685. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2021 | Oil, Equities, and the Zero Lower Bound In: American Economic Journal: Macroeconomics. [Full Text][Citation analysis] | article | 27 |
2017 | Oil, equities, and the zero lower bound.(2017) In: BIS Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 27 | paper | |
2018 | Oil, Equities, and the Zero Lower Bound.(2018) In: Finance and Economics Discussion Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 27 | paper | |
2014 | Missing Import Price Changes and Low Exchange Rate Pass-Through In: American Economic Journal: Macroeconomics. [Full Text][Citation analysis] | article | 39 |
2012 | Missing Import Price Changes and Low Exchange Rate Pass-Through.(2012) In: International Finance Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 39 | paper | |
1996 | Excess Volatility and Speculative Bubbles in the Canadian Dollar: Real of Imagined? In: Technical Reports. [Full Text][Citation analysis] | paper | 12 |
2011 | Forecasting the Price of Oil In: Staff Working Papers. [Full Text][Citation analysis] | paper | 444 |
2011 | Forecasting the Price of Oil.(2011) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 444 | paper | |
2013 | Forecasting the Price of Oil.(2013) In: Handbook of Economic Forecasting. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 444 | chapter | |
2011 | Forecasting the price of oil.(2011) In: International Finance Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 444 | paper | |
1995 | Analytical Derivatives for Markov Switching Models In: Staff Working Papers. [Full Text][Citation analysis] | paper | 6 |
1997 | Analytical Derivatives for Markov Switching Models..(1997) In: Computational Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | article | |
1995 | Analytical Derivatives for Markov Switching Models.(1995) In: GE, Growth, Math methods. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
1996 | Switching Between Chartists and Fundamentalists: A Markov Regime-Switching Approach In: Staff Working Papers. [Full Text][Citation analysis] | paper | 74 |
1997 | Switching 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: 74 | article | |
1996 | Switching Between Chartists and Fundamentalists: A Markov Regime-Switching Approach.(1996) In: International Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 74 | paper | |
1996 | Avoiding the Pitfalls: Can Regime-Switching Tests Detect Bubbles? In: Staff Working Papers. [Full Text][Citation analysis] | paper | 11 |
1996 | Avoiding 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 | |
1996 | Regime-Switching Models, A guide to the Bank of Canada Gauss Procedures. In: Staff Working Papers. [Full Text][Citation analysis] | paper | 13 |
1996 | Regime-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 | |
2009 | Exchange Rate Passthrough to Export Prices: Assessing Cross?Country Evidence* In: Review of International Economics. [Full Text][Citation analysis] | article | 19 |
1998 | Avoiding the Pitfalls: Can Regime-Switching Tests Reliably Detect Bubbles? In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 51 |
2016 | The Role of Oil Price Shocks in Causing U.S. Recessions In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 84 |
2014 | The 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: 84 | paper | |
2014 | The 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: 84 | paper | |
2017 | The 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: 84 | article | |
2014 | The 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: 84 | paper | |
2016 | Learning in the Oil Futures Markets: Evidence and Macroeconomic Implications In: CIRANO Working Papers. [Full Text][Citation analysis] | paper | 14 |
2020 | Learning 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 | |
2016 | Learning 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 | |
2009 | Pitfalls in Estimating Asymmetric Effects of Energy Price Shocks In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 42 |
2009 | Pitfalls 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: 42 | paper | |
2011 | Nonlinearities in the Oil Price-Output Relationship In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 152 |
2011 | NONLINEARITIES IN THE OIL PRICE–OUTPUT RELATIONSHIP.(2011) In: Macroeconomic Dynamics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 152 | article | |
2011 | Nonlinearities in the oil price-output relationship.(2011) In: International Finance Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 152 | paper | |
2012 | Do Oil Prices Help Forecast U.S. Real GDP? The Role of Nonlinearities and Asymmetries In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 98 |
2012 | Do 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: 98 | paper | |
2013 | Do 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: 98 | article | |
2018 | INTEREST RATES AND THE VOLATILITY AND CORRELATION OF COMMODITY PRICES In: Macroeconomic Dynamics. [Full Text][Citation analysis] | article | 15 |
2012 | Interest 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: 15 | paper | |
2011 | Are the responses of the U.S. economy asymmetric in energy price increases and decreases? In: Quantitative Economics. [Full Text][Citation analysis] | article | 322 |
2003 | Maximum likelihood in the frequency domain: the importance of time-to-plan In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 52 |
2001 | Maximum 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 | |
2010 | Trade integration, competition, and the decline in exchange-rate pass-through In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 157 |
2006 | Trade 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: 157 | paper | |
2006 | Trade 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: 157 | paper | |
1999 | Maximum likelihood in the frequency domain: a time to build example In: Working Papers (Old Series). [Full Text][Citation analysis] | paper | 7 |
1999 | Maximum 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 | |
1999 | Maximum 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 | |
1999 | Maximum 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 | |
2016 | The elusive boost from cheap oil In: FRBSF Economic Letter. [Full Text][Citation analysis] | article | 3 |
2017 | Forecasting Chinas Role in World Oil Demand In: FRBSF Economic Letter. [Full Text][Citation analysis] | article | 1 |
2010 | Entry dynamics and the decline in exchange-rate pass-through In: Working Paper Series. [Full Text][Citation analysis] | paper | 3 |
2010 | Entry 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 | |
2021 | Oil, Equities, and a Nonbinding Zero Lower Bound: The Monetary Policy Response to COVID-19 In: FEDS Notes. [Full Text][Citation analysis] | paper | 0 |
2011 | Evaluating the forecasting performance of commodity futures prices In: International Finance Discussion Papers. [Full Text][Citation analysis] | paper | 20 |
2003 | What happens after a technology shock? In: International Finance Discussion Papers. [Full Text][Citation analysis] | paper | 406 |
2003 | What Happens After a Technology Shock?.(2003) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 406 | paper | |
2003 | How do Canadian hours worked respond to a technology shock? In: International Finance Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
2003 | How does the border affect productivity? evidence from American and Canadian manufacturing industries In: International Finance Discussion Papers. [Full Text][Citation analysis] | paper | 4 |
2008 | How 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 | |
2003 | The response of hours to a technology shock: evidence based on direct measures of technology In: International Finance Discussion Papers. [Full Text][Citation analysis] | paper | 147 |
2004 | The 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: 147 | paper | |
2004 | The 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: 147 | article | |
2004 | The delayed response to a technology shock: a flexible price explanation In: International Finance Discussion Papers. [Full Text][Citation analysis] | paper | 15 |
2005 | Exchange rate pass-through to U.S. import prices: some new evidence In: International Finance Discussion Papers. [Full Text][Citation analysis] | paper | 111 |
2005 | Alternative procedures for estimating vector autoregressions identified with long-run restrictions In: International Finance Discussion Papers. [Full Text][Citation analysis] | paper | 25 |
2006 | Alternative 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 | |
2006 | Assessing structural VARs In: International Finance Discussion Papers. [Full Text][Citation analysis] | paper | 201 |
2007 | Assessing Structural VARs.(2007) In: NBER Chapters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 201 | chapter | |
2006 | Assessing Structural VARs.(2006) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 201 | paper | |
2007 | Exchange rate pass-through to export prices: assessing some cross-country evidence In: International Finance Discussion Papers. [Full Text][Citation analysis] | paper | 20 |
2009 | The power of long-run structural VARs In: International Finance Discussion Papers. [Full Text][Citation analysis] | paper | 2 |
2013 | Do Low Interest Rates Decrease Commodity Price Volatility? In: IFDP Notes. [Full Text][Citation analysis] | paper | 1 |
2016 | The Dollar in the U.S. International Transactions (USIT) Model In: IFDP Notes. [Full Text][Citation analysis] | paper | 11 |
2016 | The Relationship Between Oil Prices and Inflation Compensation In: IFDP Notes. [Full Text][Citation analysis] | paper | 5 |
2018 | Should We Be Concerned Again About U.S. Current Account Sustainability? In: IFDP Notes. [Full Text][Citation analysis] | paper | 3 |
2018 | Should We Be Concerned Again About U.S. Current Account Sustainability? In: IFDP Notes. [Full Text][Citation analysis] | paper | 1 |
2018 | BAT Signals from Asset Markets : Estimating the U.S. Dollar Response to a Destination-Based Cash-Flow Tax In: IFDP Notes. [Full Text][Citation analysis] | paper | 0 |
2021 | The Evolving Link between Oil Prices and U.S. Consumer Spending In: Economic Review. [Full Text][Citation analysis] | article | 1 |
2012 | The hitchhiker’s guide to missing import price changes and pass-through In: Staff Reports. [Full Text][Citation analysis] | paper | 2 |
2007 | The Power of Long-Run VARs In: 2007 Meeting Papers. [Citation analysis] | paper | 1 |
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