Robert John Vigfusson : Citation Profile

20

H index

27

i10 index

2803

Citations

RESEARCH PRODUCTION:

20

Articles

62

Papers

2

Chapters

RESEARCH ACTIVITY:

   29 years (1995 - 2024). See details.
   Cites by year: 96
   Journals where Robert John Vigfusson has often published
   Relations with other researchers
   Recent citing documents: 138.    Total self citations: 31 (1.09 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pvi18
   Updated: 2025-12-20    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 (116)

Baumeister, Christiane (58)

Zhou, Xiaoqing (36)

Wang, Yudong (35)

Vespignani, Joaquin (35)

Auer, Raphael (32)

Fève, Patrick (32)

Ratti, Ronald (28)

GUPTA, RANGAN (25)

Salisu, Afees (23)

Gambetti, Luca (23)

Cites to:

Kilian, Lutz (74)

Christiano, Lawrence (53)

Hamilton, James (37)

Eichenbaum, Martin (35)

Watson, Mark (24)

Goldberg, Linda (16)

Campa, Jose (15)

Rogoff, Kenneth (15)

Herrera, Ana María (14)

Engel, Charles (14)

Stock, James (13)

Main data

Where Robert John Vigfusson has published?

Journals with more than one article published# docs
Macroeconomic Dynamics2
Journal of the European Economic Association2
Journal of Monetary Economics2
FRBSF Economic Letter2
American Economic Journal: Macroeconomics2
The Review of Economics and Statistics2

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
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
Working Papers (Old Series) / Federal Reserve Bank of Cleveland2

Recent works citing Robert John Vigfusson (2025 and 2024)

YearTitle of citing document
2024Rockets and Feathers in the Oil and Gasoline Markets: In-Depth Analysis of Three Asymmetries. (2024). Qiu, Feng ; Zhang, Wenbei. In: 2024 Annual Meeting, July 28-30, New Orleans, LA. RePEc:ags:aaea22:344062.

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2024Rockets and Feathers in the Oil and Gasoline Markets: In-Depth Analysis of Three Asymmetries. (2024). Zhang, Wenbei ; Qiu, Feng. In: 2024 Annual Meeting, July 28-30, New Orleans, LA. RePEc:ags:aaea24:344062.

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2062Big Fish: Oil Markets and Speculation. (2015). Sitzia, Francesco Giuseppe ; Scarpa, Elisa ; Cologni, Alessandro. In: Energy: Resources and Markets. RePEc:ags:feemer:206220.

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

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

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2025Locally- but not Globally-identified SVARs. (2025). Bacchiocchi, Emanuele ; Kitagawa, Toru. In: Papers. RePEc:arx:papers:2504.01441.

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2025Energy price shocks and their effects on the main macroeconomic variables: a Bayesian SVAR analysis. (2025). Lilla, Francesca ; Infante, Luigi ; Pasetto, Michela E. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_926_25.

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2024Did COVID‐19 induce a reallocation wave?. (2024). Petroulakis, Filippos ; Consolo, Agostino. In: Economica. RePEc:bla:econom:v:91:y:2024:i:364:p:1349-1390.

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2024Terms‐of‐trade effects of productivity shocks in developing economies. (2024). Tuan, Mustafa ; Zelik, Emre. In: Review of International Economics. RePEc:bla:reviec:v:32:y:2024:i:4:p:1587-1606.

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

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2025Hyperinflation and Explosive Behaviour in the General Price Level. (2025). Crespo, Raul J. In: Bristol Economics Discussion Papers. RePEc:bri:uobdis:25/785.

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2024Nowcasting Inflation at Quantiles: Causality from Commodities. (2024). Caporin, Massimiliano ; Boni, Sara ; Ravazzolo, Francesco. In: BEMPS - Bozen Economics & Management Paper Series. RePEc:bzn:wpaper:bemps102.

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2024Non-linear Dynamics of Oil Supply News Shocks. (2024). Theodoridis, Konstantinos ; mumtaz, haroon ; Miescu, Mirela. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2024/18.

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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). Rault, Christophe ; Ben Salem, Leila ; Saafi, Sami ; Nouira, Ridha. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11107.

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2024The Changing Nature of Technology Shocks. (2024). Gunn, Christopher ; Görtz, Christoph ; Lubik, Thomas A ; Grtz, Christoph. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11385.

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2025Time-Varying Impacts of Government Spending on CO2 Emissions. (2025). Fragetta, Matteo ; Di Bucchianico, Stefano ; di Serio, Mario ; Melina, Giovanni. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11960.

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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). de Lipsis, Vincenzo ; Agnolucci, Paolo. 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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2025Oil price shocks and US business cycles. (2025). Qureshi, Irfan A ; Ahmad, Ghufran. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:177:y:2025:i:c:s0165188925000983.

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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). Chowdhury, Rosen ; Agboola, Emmanuel ; Yang, BO. 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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2025Playing by the Taylor rules or sticking to Friedman’s policy: A new approach to monetary policy identification. (2025). Arefyev, Nikolay ; Arefeva, Alina. In: Economic Modelling. RePEc:eee:ecmode:v:143:y:2025:i:c:s0264999324003237.

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2025Market-based climate policy with fluctuating fossil energy prices. (2025). Eydam, Ulrich ; Blanz, Alkis ; Kalkuhl, Matthias ; Heinemann, Maik. In: Economic Modelling. RePEc:eee:ecmode:v:144:y:2025:i:c:s0264999324003390.

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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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2024State-dependent local projections. (2024). Kilian, Lutz ; Herrera, Ana María ; Gonalves, Slvia ; Pesavento, Elena. In: Journal of Econometrics. RePEc:eee:econom:v:244:y:2024:i:2:s0304407624000484.

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2024On the spectral density of fractional Ornstein–Uhlenbeck processes. (2024). Yu, Jun ; Zhang, Chen ; Shi, Shuping. In: Journal of Econometrics. RePEc:eee:econom:v:245:y:2024:i:1:s0304407624002173.

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2024The effects of temperature shocks on energy prices and inflation in the Euro Area. (2024). Lucidi, Francesco ; Tancioni, Massimiliano ; Pisa, Marta Maria. In: European Economic Review. RePEc:eee:eecrev:v:166:y:2024:i:c:s0014292124001004.

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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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2025Energy supply shocks’ nonlinearities on output and prices. (2025). Tornese, Tommaso ; de Santis, Roberto A. In: European Economic Review. RePEc:eee:eecrev:v:176:y:2025:i:c:s001429212500087x.

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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). Dai, Zhifeng ; Zhang, Xiaotong ; Liang, Chao. 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 ; Lee, Chien-Chiang ; Muhammadullah, Sara ; Khan, Faridoon. 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 ; 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). Zeng, Qing ; Zhong, Juandan ; Zhang, Jixiang. 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). Budin, Constantin ; Haas, Christian ; Darcy, Anne. In: Energy Economics. RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324001749.

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2024Forecasting oil futures returns with news. (2024). Wang, Yudong ; Pan, Zhiyuan ; Huang, Juan ; Zhong, Hao. In: Energy Economics. RePEc:eee:eneeco:v:134:y:2024:i:c:s0140988324003141.

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2024Climate change and crude oil prices: An interval forecast model with interval-valued textual data. (2024). Hong, Yongmiao ; Cheng, Zishu ; Sun, Yuying ; Wang, Shouyang ; Li, Mingchen. In: Energy Economics. RePEc:eee:eneeco:v:134:y:2024:i:c:s0140988324003207.

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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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2024Risk premium, price of risk and expected volatility in the oil market: Evidence from survey data. (2024). Uctum, Remzi ; Prat, Georges. In: Energy Economics. RePEc:eee:eneeco:v:140:y:2024:i:c:s0140988324006388.

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2025Predictive power of oil prices on CDS spread dynamics of oil-producing countries. (2025). Nguyen, Tam Huu ; Maiani, Stefano ; Wegener, Christoph ; Basse, Tobias. In: Energy Economics. RePEc:eee:eneeco:v:145:y:2025:i:c:s0140988325001999.

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2025Have the Chinese crude oil futures prices made a progress towards becoming the regional oil pricing benchmark? Empirical analysis from the asset pricing perspective. (2025). Xu, Zhiwei ; Zhang, Teng ; Gou, Xinyi. In: Energy Economics. RePEc:eee:eneeco:v:145:y:2025:i:c:s0140988325002336.

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2025Gasoline prices, gasoline price expectations, and inflation expectations in the United States. (2025). Clements, Adam ; Pino, Gabriel ; Vatsa, Puneet. In: Energy Economics. RePEc:eee:eneeco:v:146:y:2025:i:c:s0140988325003329.

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2025Forecasting the volatility of crude oil futures market: Does the simple 5-minute RV hold up?. (2025). Yang, Zhidan ; Luo, YA ; Yi, Heling ; Ke, Rui ; Qin, Zhilong ; Lyu, Yongjian. In: Energy Economics. RePEc:eee:eneeco:v:146:y:2025:i:c:s0140988325003330.

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2025Limiting Prices or Transferring Money? An ex ante assessment of alternative measures to cope with the hike in energy prices. (2025). MAIER, SOFIA ; De Agostini, Paola ; Christl, Michael ; Amores, Antonio ; de Poli, Silvia. In: Energy Economics. RePEc:eee:eneeco:v:147:y:2025:i:c:s0140988325003305.

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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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2024What is the effect of the 2008 economic crisis and the Covid-19 pandemic crisis on oil consumption in selected OECD countries?. (2024). Salari, Taghi Ebrahimi ; Faisal, Sabah Mohamadreza ; Adibian, Mohammad Sadegh. In: Energy Policy. RePEc:eee:enepol:v:188:y:2024:i:c:s0301421524000752.

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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 ; Ben Salem, Leila ; Saafi, Sami ; Nouira, Ridha. 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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2024A robust time-varying weight combined model for crude oil price forecasting. (2024). Xu, Yan ; Zhou, Suyu ; Jie, Qian ; Du, Pei ; Liu, Longlong ; Wang, Jianzhou. In: Energy. RePEc:eee:energy:v:299:y:2024:i:c:s0360544224011253.

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2024The shape of the Treasury yield curve and commodity prices. (2024). Bayaa, Yasmeen ; Qadan, Mahmoud. 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, Jine ; 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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2025Putting VAR forecasts of the real price of crude oil to the test. (2025). Snudden, Stephen ; Ellwanger, Reinhard. In: Finance Research Letters. RePEc:eee:finlet:v:77:y:2025:i:c:s1544612325002041.

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2024Forecasting crude oil market volatility: A comprehensive look at uncertainty variables. (2024). Zhang, Yaojie ; Wang, Yudong ; He, Mengxi ; Wen, Danyan. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:3:p:1022-1041.

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2024Interest rate dynamics and commodity prices. (2024). Ma, Qingyin ; Gouel, Christophe ; Stachurski, John. In: Journal of Economic Theory. RePEc:eee:jetheo:v:222:y:2024:i:c:s0022053124001212.

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2024State-dependent oil price shocks on inflation and the efficacy of inflation targeting regime. (2024). Zhu, Xiaoyang ; Hwang, Inwook. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:144:y:2024:i:c:s0261560624000640.

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2024Oil price shocks and macroeconomic dynamics in resource-rich emerging economies under regime shifts. (2024). Omotosho, Babatunde ; Yang, BO. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:144:y:2024:i:c:s026156062400069x.

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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 ; Conlon, Thomas ; cotter, john. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:33:y:2024:i:c:s2405851323000685.

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2024Forecasting crude oil returns with oil-related industry ESG indices. (2024). Zhang, Yaojie ; Li, Kaixin ; Wang, Yudong. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:36:y:2024:i:c:s2405851324000631.

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2024Have the causal effects between equities, oil prices, and monetary policy changed over time?. (2024). Olson, Eric ; Kurov, Alexander ; Wolfe, Marketa Halova. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:36:y:2024:i:c:s2405851324000655.

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2024Asymmetric effects of monetary policy shocks on financial stability. (2024). Giannellis, Nikolaos ; Apostolakis, George N. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:30:y:2024:i:c:s170349492400029x.

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2024Asymmetric effects of oil prices on inflation in Côte d’Ivoire. (2024). Moussa, Richard K ; Taha, Cyrille K ; Ousseini, Bouba. 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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2025Forecast revisions as instruments for news shocks. (2025). Cascaldi-Garcia, Danilo. In: Journal of Monetary Economics. RePEc:eee:moneco:v:151:y:2025:i:c:s030439322400182x.

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2025Decomposing the monetary policy multiplier. (2025). Venditti, Fabrizio ; Alessandri, Piergiorgio ; Jord, Scar. In: Journal of Monetary Economics. RePEc:eee:moneco:v:152:y:2025:i:c:s0304393225000546.

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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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2025Asymmetric connectedness among the G7 REITs market: How important are oil returns, climate policy uncertainty, and geopolitical risks?. (2025). Ohikhuare, Obaika M. In: Research in Economics. RePEc:eee:reecon:v:79:y:2025:i:2:s1090944325000201.

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2024The time-varying and asymmetric impacts of oil price shocks on geopolitical risk. (2024). He, Zhifang ; Sun, Hao. 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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2024Time-varying exchange rate pass-through over 2005–2021 using dynamic model averaging. (2024). Erden, Lutfi ; Colak, Yasemin ; Ozkan, Ibrahim. In: International Review of Economics & Finance. RePEc:eee:reveco:v:96:y:2024:i:pa:s1059056024005069.

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2024Forecasting crude oil prices: Does global financial uncertainty matter?. (2024). Ma, Yong ; Zhou, Mingtao ; Li, Shuaibing. In: International Review of Economics & Finance. RePEc:eee:reveco:v:96:y:2024:i:pc:s1059056024007159.

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

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2024Bank equity returns and oil prices: The story from U.S. regional banks during the “shale oil” revolution. (2024). Killins, Robert N ; Egly, Peter V ; Johnk, David W ; Mollick, Andre V. In: Research in International Business and Finance. RePEc:eee:riibaf:v:70:y:2024:i:pa:s0275531924001272.

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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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2024Fiscal multipliers in recession and expansion. An analysis for the Italian regions. (2024). Fragetta, Matteo ; Destefanis, Sergio ; Coppola, Gianluigi ; di Serio, Mario. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:71:y:2024:i:c:p:538-556.

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2024Carbon dioxide emissions and economic growth: New evidence from GDP forecasting. (2024). Feng, Lin ; Ma, Feng ; Lu, Fei. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:205:y:2024:i:c:s0040162524002609.

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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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2024Limited (Energy) Supply, Monetary Policy, and Sunspots. (2024). Gornemann, Nils ; Hildebrand, Sebastian ; Kuester, Keith. In: International Finance Discussion Papers. RePEc:fip:fedgif:1395.

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2024The Expanding Role of Renewable Fuel Policy as a Demand Driver in Agriculture. (2024). Cowley, Cortney. In: Economic Review. RePEc:fip:fedker:98541.

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2024Accounting for the Effects of Fiscal Policy Shocks on Exchange Rates through Markup Dynamics. (2024). Lee, Hyungsuk. In: Review. RePEc:fip:fedlrv:97919.

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2025Measuring The Effect of Shocks on Inequality: Its All About the Data. (2025). Owyang, Michael ; Jackson Young, Laura ; Hogan, Marie. In: Working Papers. RePEc:fip:fedlwp:98762.

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2024The Countercyclical Benefits of Regulatory Costs. (2024). Weber, Jacob ; Mechanick, Alexander. In: Staff Reports. RePEc:fip:fednsr:98568.

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2024The Changing Nature of Technology Shocks. (2024). Lubik, Thomas ; Gunn, Christopher ; Görtz, Christoph ; 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 ; Delli Gatti, Domenico ; Gusella, Filippo. In: Working Papers - Economics. RePEc:frz:wpaper:wp2024_05.rdf.

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

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2024Does State Dependence Matter in Relation to Oil Price Shocks on Global Economic Conditions ?. (2024). Pourroy, Marc ; Ginn, William ; Dufrenot, Gilles ; Sullivan, Adam. In: Post-Print. RePEc:hal:journl:hal-04678758.

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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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2025Long-Lag VARs. (2025). Westermark, Andreas ; de Graeve, Ferre. In: Working Paper Series. RePEc:hhs:rbnkwp:0451.

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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]		article34
2017Oil, equities, and the zero lower bound.(2017) In: BIS Working Papers.
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This paper has nother version. Agregated cites: 34		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: 34		paper
2014Missing Import Price Changes and Low Exchange Rate Pass-Through In: American Economic Journal: Macroeconomics.
[Full Text][Citation analysis]		article40
2012Missing 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: 40		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]		paper469
2011Forecasting the Price of Oil.(2011) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 469		paper
2013Forecasting the Price of Oil.(2013) In: Handbook of Economic Forecasting.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 469		chapter
2011Forecasting the price of oil.(2011) In: International Finance Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 469		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.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7		article
1995Analytical Derivatives for Markov Switching Models.(1995) In: GE, Growth, Math methods.
[Full Text][Citation analysis]
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.
[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]		paper14
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: 14		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]		article53
2016The Role of Oil Price Shocks in Causing U.S. Recessions In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper120
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: 120		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: 120		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: 120		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: 120		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]		paper160
2011NONLINEARITIES IN THE OIL PRICE–OUTPUT RELATIONSHIP.(2011) In: Macroeconomic Dynamics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 160		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: 160		paper
2012Do Oil Prices Help Forecast U.S. Real GDP? The Role of Nonlinearities and Asymmetries In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper115
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: 115		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: 115		article
2018INTEREST RATES AND THE VOLATILITY AND CORRELATION OF COMMODITY PRICES In: Macroeconomic Dynamics.
[Full Text][Citation analysis]		article23
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: 23		paper
2011Are the responses of the U.S. economy asymmetric in energy price increases and decreases? In: Quantitative Economics.
[Full Text][Citation analysis]		article368
2003Maximum likelihood in the frequency domain: the importance of time-to-plan In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article53
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: 53		paper
2010Trade integration, competition, and the decline in exchange-rate pass-through In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article160
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: 160		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: 160		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
2024Measuring Inclusion: Gender and Coauthorship at the Federal Reserve Board In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]		paper0
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]		paper22
2003What happens after a technology shock? In: International Finance Discussion Papers.
[Full Text][Citation analysis]		paper410
2003What Happens After a Technology Shock?.(2003) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 410		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]		paper154
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: 154		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: 154		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]		paper112
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]		paper203
2007Assessing Structural VARs.(2007) In: NBER Chapters.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 203		chapter
2006Assessing Structural VARs.(2006) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 203		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

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 20 2025. Contact: CitEc Team