Robert John Vigfusson : Citation Profile

20

H index

27

i10 index

2746

Citations

RESEARCH PRODUCTION:

20

Articles

62

Papers

2

Chapters

RESEARCH ACTIVITY:

   29 years (1995 - 2024). See details.
   Cites by year: 94
   Journals where Robert John Vigfusson has often published
   Relations with other researchers
   Recent citing documents: 96.    Total self citations: 31 (1.12 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pvi18
   Updated: 2025-04-12    RAS profile: 2024-07-04    
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Relations with other researchers

Works with:

Datta, Deepa (3)

Moran, Kevin (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 (115)

Baumeister, Christiane (58)

Zhou, Xiaoqing (36)

Vespignani, Joaquin (35)

Wang, Yudong (34)

Auer, Raphael (32)

Fève, Patrick (32)

Ratti, Ronald (28)

GUPTA, RANGAN (23)

Salisu, Afees (23)

Serletis, Apostolos (22)

Cites to:

Kilian, Lutz (74)

Christiano, Lawrence (53)

Hamilton, James (37)

Eichenbaum, Martin (35)

Watson, Mark (24)

Rogoff, Kenneth (15)

Goldberg, Linda (15)

Engel, Charles (14)

Herrera, Ana María (14)

Campa, Jose (14)

Galí, Jordi (13)

Main data

Production by document typearticlechapterpaper1995199619971998199920002001200220032004200520062007200820092010201120122013201420152016201720182019202020212022202320240510Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published1995199619971998199920002001200220032004200520062007200820092010201120122013201420152016201720182019202020212022202320240255075100Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received199719981999200020012002200320042005200620072008200920102011201220132014201520162017201820192020202120222023202420250100200300Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year1995199619971998199920002001200220032004200520062007200820092010201120122013201420152016201720182019202020212022202320240250500750Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 20Most cited documents123456789101112131415161718192021220250500Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution2013082013092013102013112013122014012014022014032014042014052014062014072014082014092014102014112014122015012015022015032015042015052015062015072015082015092015102015112015122016012016022016032016042016052016062016072016082016092016102016112016122017012017022017032017042017052017062017072017082017092017102017112017122018012018022018032018042018052018062018072018082018092018102018112018122019012019022019032019042019052019062019072019082019092019102019112019122020012020022020032020042020052020062020072020082020092020102020112020122021012021022021032021042021052021062021072021082021092021102021112021122022012022022022032022042022052022062022072022082022092022102022112022122023012023022023032023042023052023062023072023082023092023102023112023122024012024022024032024042024052024062024072024082024092024102024112024122025012025022025032025040102030h-index Highcharts.comExport to raster or vector imagePrint the chart

Where Robert John Vigfusson has published?

Journals with more than one article published# docs
Journal of the European Economic Association2
American Economic Journal: Macroeconomics2
Journal of Monetary Economics2
Macroeconomic Dynamics2
The Review of Economics and Statistics2
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
CEPR Discussion Papers / C.E.P.R. Discussion Papers5
Staff Working Papers / Bank of Canada5
NBER Working Papers / National Bureau of Economic Research, Inc4
Working Papers (Old Series) / Federal Reserve Bank of Cleveland2
Finance and Economics Discussion Series / Board of Governors of the Federal Reserve System (U.S.)2
Working Paper Series / Federal Reserve Bank of San Francisco2

Recent works citing Robert John Vigfusson (2025 and 2024)

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

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2025Impulse Response Analysis for Structural Nonlinear Time Series Models. (2023). Ballarin, Giovanni. In: Papers. RePEc:arx:papers:2305.19089.

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2024.

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2024.

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2025Liquidity, monetary policy and the commodity futures market. (2025). Kellard, Neil ; Ivan, Miruna-Daniela ; Banti, Chiara. In: Bank of England working papers. RePEc:boe:boeewp:1114.

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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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2025The information matrix test for Markov switching autoregressive models with covariate-dependent transition probabilities. (2025). Sentana, Enrique ; Fiorentini, Gabriele ; Amengual, Dante. In: Working Papers. RePEc:cmf:wpaper:wp2025_2502.

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2024The Impact of Energy Prices on the Performance of Banks in Türkiye. (2024). Kefe, Lker ; Evci, Samet. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-06-48.

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2024Quantifying predictive knowledge: Wavelet energy α-divergence measure for time series uncertainty reduction. (2024). Mazzoccoli, Alessandro ; Mastroeni, Loretta. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:188:y:2024:i:c:s0960077924010403.

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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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2024How to construct monthly VAR proxies based on daily surprises in futures markets. (2024). Kilian, Lutz. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:168:y:2024:i:c:s0165188924001581.

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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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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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2024Climate pattern effects on global economic conditions. (2024). Pourroy, Marc ; Ginn, William ; Dufrnot, Gilles. In: Economic Modelling. RePEc:eee:ecmode:v:141:y:2024:i:c:s0264999324002773.

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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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2024Limited (energy) supply, monetary policy, and sunspots. (2024). Gornemann, Nils ; Hildebrand, Sebastian ; Kuester, Keith. In: European Economic Review. RePEc:eee:eecrev:v:168:y:2024:i:c:s0014292124001521.

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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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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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2024Economic activities, dry bulk freight, and economic policy uncertainties as drivers of oil prices: A tail-behaviour time-varying causality perspective. (2024). Tiwari, Aviral ; Kocoglu, Mustafa ; Haouas, Ilham ; Padhan, Hemachandra. In: Energy Economics. RePEc:eee:eneeco:v:138:y:2024:i:c:s014098832400553x.

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2024A novel integrated method for improving the forecasting accuracy of crude oil: ESMD-CFastICA-BiLSTM-Attention. (2024). Ouyang, Zisheng ; Zhou, Xuewei ; Wang, Ren ; Lu, Min. In: Energy Economics. RePEc:eee:eneeco:v:138:y:2024:i:c:s0140988324005590.

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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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2024Coal price shocks and economic growth: A province-level study of China. (2024). Lin, Boqiang ; Song, Yijie. In: Energy Policy. RePEc:eee:enepol:v:193:y:2024:i:c:s0301421524003173.

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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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2024Attractiveness of clean energy stocks in Europe. (2024). Zkan, Ayegl Ukun ; Sanin, Maria Eugenia. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924005301.

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2024Smirking in the energy market: Evidence from the Chinese crude oil options market. (2024). Zhang, Jin E ; Ruan, Xinfeng ; Li, Lu-Lu ; Yue, Tian. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924005696.

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2024Forecasting U.S. recessions using over 150 years of data: Stock-market moments versus oil-market moments. (2024). Pierdzioch, Christian ; GUPTA, RANGAN ; Bouri, Elie ; Polat, Onur. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pb:s154461232401208x.

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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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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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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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2024Unraveling the causal impact: Oil price uncertainty on firms’ productivity in China. (2024). Yang, Xin ; Liu, Xinheng ; Pan, Sishi ; Huang, Chuangxia. In: Resources Policy. RePEc:eee:jrpoli:v:96:y:2024:i:c:s0301420724005853.

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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 macroeconomic effects of productivity shocks: Predictions of conventional business cycle models are not always incompatible with SSA economies. (2024). Ameyaw, Emmanuel. In: Research in Economics. RePEc:eee:reecon:v:78:y:2024:i:4:s1090944324000760.

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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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2024Forecasting US GDP growth rates in a rich environment of macroeconomic data. (2024). Tao, Ying ; Zeng, Qing ; Lu, Fei ; Bouri, Elie. In: International Review of Economics & Finance. RePEc:eee:reveco:v:95:y:2024:i:c:s1059056024004684.

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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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2024Recession fears and stock markets: An application of directional wavelet coherence and a machine learning-based economic agent-determined Google fear index. (2024). Brzeszczyski, Janusz ; Obojska, Lidia ; Charteris, Ailie ; Szczygielski, Jan Jakub. In: Research in International Business and Finance. RePEc:eee:riibaf:v:72:y:2024:i:pa:s0275531924002411.

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2024The dynamic effects of oil supply shock on China: Evidence from the TVP-Proxy-VAR approach. (2024). Lee, Chien-Chiang ; Huang, Yuzhe ; Pan, Changchun. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:95:y:2024:i:c:s0038012124002258.

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2024Nonparametric Local Projections. (2024). Pesavento, Elena ; Kilian, Lutz ; Herrera, Ana María ; Goncalves, Silvia. In: Working Papers. RePEc:fip:feddwp:99177.

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2024The Changing Nature of Technology Shocks. (2024). Lubik, Thomas ; Gunn, Christopher ; Gortz, Christoph. In: Working Paper. RePEc:fip:fedrwp:99119.

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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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2025Artificial Intelligence in Energy Economics Research: A Bibliometric Review. (2025). Jiao, Zhilun ; Li, Wenwen ; Zhang, Chenrui. In: Energies. RePEc:gam:jeners:v:18:y:2025:i:2:p:434-:d:1570956.

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2024Climate pattern effects on global economic conditions. (2024). Pourroy, Marc ; Ginn, William ; Dufrnot, Gilles. In: Post-Print. RePEc:hal:journl:hal-04828849.

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2024Risk premium, price of risk and expected volatility in the oil market: Evidence from survey data. (2024). Uctum, Remzi ; Prat, Georges. In: Post-Print. RePEc:hal:journl:hal-04873466.

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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: IZA Discussion Papers. RePEc:iza:izadps:dp16970.

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2024Liquidity Traps: A Unified Theory of the Great Depression and Great Recession. (2024). Eggertsson, Gauti ; Egiev, Sergey. In: NBER Working Papers. RePEc:nbr:nberwo:33195.

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2025Do petroleum price fluctuations under price deregulation cause business cycles in Ghana?. (2025). Asravor, Richard Kofi ; Ankrah, Isaac ; Orkoh, Emmanuel ; Sackey, Frank Gyimah. In: Journal of Revenue and Pricing Management. RePEc:pal:jorapm:v:24:y:2025:i:1:d:10.1057_s41272-023-00466-2.

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2024A dynamic carbon tax on gasoline. (2024). di Cosmo, Valeria ; Verde, Stefano F. In: MPRA Paper. RePEc:pra:mprapa:120485.

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2024Developing and impulse response matching estimation of the DSGE model for the Russian economy. (2024). Polbin, Andrey ; Sinelnikov-Murylev, Sergey. In: Applied Econometrics. RePEc:ris:apltrx:0489.

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2024Oil price shocks and macroeconomic dynamics: How important is the role of nonlinearity?. (2024). Kim, Jaebeom ; Hwang, Inwook. In: Empirical Economics. RePEc:spr:empeco:v:66:y:2024:i:3:d:10.1007_s00181-023-02484-w.

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2024Uncertainty about interest rates and crude oil prices. (2024). Cohen, Gil ; Qadan, Mahmoud. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-023-00551-w.

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2024How do supply or demand shocks affect the US oil market?. (2024). Golpe, Antonio ; Martn-Lvarez, Juan Manuel ; Feria, Julia ; Vides, Jos Carlos. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-023-00561-8.

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2024Pass-through with volatile exchange rates and inflation targeting. (2024). Alexius, Annika ; Holmberg, Mikaela. In: Review of World Economics (Weltwirtschaftliches Archiv). RePEc:spr:weltar:v:160:y:2024:i:2:d:10.1007_s10290-023-00502-8.

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2024The convenience yield under commodity financialization. (2024). Photina, Evangelia K ; Milonas, Nikolaos T. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:44:y:2024:i:4:p:631-652.

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Works by Robert John Vigfusson:

Year  ↓Title  ↓Type  ↓Cited  ↓
2021Oil, Equities, and the Zero Lower Bound In: American Economic Journal: Macroeconomics.
[Full Text][Citation analysis]		article32
2017Oil, equities, and the zero lower bound.(2017) In: BIS Working Papers.
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This paper has nother version. Agregated cites: 32		paper
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: 32		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]		paper465
2011Forecasting the Price of Oil.(2011) In: CEPR Discussion Papers.
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This paper has nother version. Agregated cites: 465		paper
2013Forecasting the Price of Oil.(2013) In: Handbook of Economic Forecasting.
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This paper has nother version. Agregated cites: 465		chapter
2011Forecasting the price of oil.(2011) In: International Finance Discussion Papers.
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This paper has nother version. Agregated cites: 465		paper
1995Analytical Derivatives for Markov Switching Models In: Staff Working Papers.
[Full Text][Citation analysis]		paper7
1997Analytical Derivatives for Markov Switching Models..(1997) In: Computational Economics.
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This paper has nother version. Agregated cites: 7		article
1995Analytical Derivatives for Markov Switching Models.(1995) In: GE, Growth, Math methods.
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This paper has nother version. Agregated cites: 7		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.
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This paper has nother version. Agregated cites: 79		article
1996Switching Between Chartists and Fundamentalists: A Markov Regime-Switching Approach.(1996) In: International Finance.
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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.
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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.
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This paper has nother version. Agregated cites: 13		paper
2009Exchange Rate Passthrough to Export Prices: Assessing Cross‐Country Evidence* In: Review of International Economics.
[Full Text][Citation analysis]		article19
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]		paper104
2014The Role of Oil Price Shocks in Causing U.S. Recessions.(2014) In: CEPR Discussion Papers.
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This paper has nother version. Agregated cites: 104		paper
2014The Role of Oil Price Shocks in Causing U.S. Recessions.(2014) In: International Finance Discussion Papers.
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This paper has nother version. Agregated cites: 104		paper
2017The Role of Oil Price Shocks in Causing U.S. Recessions.(2017) In: Journal of Money, Credit and Banking.
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This paper has nother version. Agregated cites: 104		article
2014The role of oil price shocks in causing U.S. recessions.(2014) In: CFS Working Paper Series.
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This paper has nother version. Agregated cites: 104		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.
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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.
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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.
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2009Pitfalls in estimating asymmetric effects of energy price shocks.(2009) In: International Finance Discussion Papers.
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1999Maximum likelihood in the frequency domain: a time to build example.(1999) In: Working Paper Series.
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1999Maximum Likelihood in the Frequency Domain: a Time to Build Example..(1999) In: London School of Economics - Centre for Labour Economics.
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2003What Happens After a Technology Shock?.(2003) In: NBER Working Papers.
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2004The Response of Hours to a Technology Shock: Evidence Based on Direct Measures of Technology.(2004) In: NBER Working Papers.
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2006Alternative Procedures for Estimating Vector Autoregressions Identified with Long-Run Restrictions.(2006) In: Journal of the European Economic Association.
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