Robert J. Vigfusson - Central Bank Research Hub

Papers by year: All | 2016 | 2014 | 2012 | 2011 | 2010 | 2007 | 2006 | 2005 | 2004 | 2003

Title Other author(s)

Learning in the Oil Futures Markets: Evidence and Macroeconomic Implications

Board of Governors of the Federal Reserve System International Financial Discussion Papers [View] (Paper: 2016-1179, 13.09.2016)

JEL: E32, E37, Q43

The Role of Oil Price Shocks in Causing U.S. Recessions

Board of Governors of the Federal Reserve System International Financial Discussion Papers [View] (Paper: 1114, 19.08.2014)

JEL: E32, E37, E51, Q43

Interest Rate and the Volatility and Correlation of Commodity Prices

Board of Governors of the Federal Reserve System International Financial Discussion Papers [View] (Paper: 1065, 28.11.2012)

Do Oil Prices Help Forecast U.S. Real GDP? The Role of Nonlinearities and Asymmetries

Board of Governors of the Federal Reserve System International Financial Discussion Papers [View] (Paper: 1050, 13.07.2012)

JEL: C32, C53, Q43

The Hitchhiker's Guide to Missing Import Price Changes and Pass-Through

Board of Governors of the Federal Reserve System International Financial Discussion Papers [View] (Paper: 1040, 14.02.2012)

The Hitchhiker's Guide to Missing Import Price Changes and Pass-Through

New York Fed Staff reports [View] (Paper: 537, 13.01.2012)

Evaluating the Forecasting Performance of Commodity Futures Prices

Board of Governors of the Federal Reserve System International Financial Discussion Papers [View] (Paper: 1025, 16.08.2011)

Forecasting the Price of Oil

Board of Governors of the Federal Reserve System International Financial Discussion Papers [View] (Paper: 1022, 22.07.2011)

Nonlinearities in the Oil Price-Output Relationship

Board of Governors of the Federal Reserve System International Financial Discussion Papers [View] (Paper: 1013, 18.02.2011)

Entry Dynamics and the Decline in Exchange-Rate Pass-Through

San Francisco Fed Working Papers [View] (Paper: 2010-23, 02.10.2010)

JEL: F15, F41

Exchange Rate Pass-Through to Export Prices: Assessing Some Cross-Country Evidence

Board of Governors of the Federal Reserve System International Financial Discussion Papers [View] (Paper: 0902, 01.10.2007)

JEL: E31, F30, F41

Trade Integration, Competition, and the Decline in Exchange-Rate Pass-Through

Board of Governors of the Federal Reserve System International Financial Discussion Papers [View] (Paper: 0864, 05.09.2006)

JEL: F15, F41

Alternative Procedures for Estimating Vector Autoregressions Identified with Long-Run Restrictions

Board of Governors of the Federal Reserve System International Financial Discussion Papers [View] (Paper: 0842, 01.11.2005)

JEL: E24, E32, O3

Exchange Rate Pass-through to U.S. Import Prices: Some New Evidence

Board of Governors of the Federal Reserve System International Financial Discussion Papers [View] (Paper: 0833, 01.05.2005)

JEL: E31, F3, F41

The Delayed Response To A Technology Shock. A Flexible Price Explanation

Board of Governors of the Federal Reserve System International Financial Discussion Papers [View] (Paper: 0810, 01.08.2004)

JEL: D24, E24, E32, O47

How Does the Border Affect Productivity? Evidence from American and Canadian Manufacturing Industries

Board of Governors of the Federal Reserve System International Financial Discussion Papers [View] (Paper: 0788, 01.01.2004)

JEL: D24, F4

The Response of Hours to a Technology Shock: Evidence Based on Direct Measures of Technology

Board of Governors of the Federal Reserve System International Financial Discussion Papers [View] (Paper: 0790, 01.01.2004)

JEL: E24, E32, O3

How do Canadian Hours Worked Respond to a Technology Shock?

Board of Governors of the Federal Reserve System International Financial Discussion Papers [View] (Paper: 0774, 01.10.2003)

What Happens After A Technology Shock?

Board of Governors of the Federal Reserve System International Financial Discussion Papers [View] (Paper: 0768, 01.08.2003)

Papers by year: All | 2016 | 2014 | 2012 | 2011 | 2010 | 2007 | 2006 | 2005 | 2004 | 2003