Research Staff and Resources

Contact Information
robert.j.vigfusson@frb.gov

Fields of Interest
Macroeconomics
Econometrics and Statistics

Education
Ph.D., Economics, Northwestern University, 2002
B.Sc., Mathematics and Economics, University of Manitoba, 1994

Professional Experience
Board of Governors of the Federal Reserve System, 2002-present
Research Assistant, Bank of Canada, 1994-1996

Selected Publications

• The Power of Long-Run Structural VARs (with Christopher Gust), International Finance Discussion Papers 978. Washington: Board of Governors of the Federal Reserve System, 2009.
• Pitfalls in Estimating Asymmetric Effects of Energy Price Shocks (with Lutz Kilian), International Finance Discussion Papers 970. Washington: Board of Governors of the Federal Reserve System, 2009.
• Trade Integration, Competition, and the Decline in Exchange Rate Pass-Through (with Chris Gust and Sylvain Leduc), International Finance Discussion Papers 864. Washington: Board of Governors of the Federal Reserve System, 2006.
• ''Exchange Rate Pass-Through to Export Prices: Assessing Some Cross-Country Evidence '' (with Nathan Sheets and Joseph Gagnon), Review of International Economics, vol. 17 (February 2009), pp. 17-33.
• ''How Does the Border Affect Productivity? Evidence from American and Canadian Manufacturing Industries,'' The Review of Economics and Statistics, vol. 90 (November 2008), pp. 49-64.
• ''Assessing Structural VARs'' (with Lawrence J. Christiano and Martin Eichenbaum), in Daron Acemoglu, Kenneth Rogoff and Michael Woodford , eds., NBER Macroeconomics Annual . : MIT Press, 2006.
• ''The Response of Hours to A Technology Shock: Evidence Based on Direct Measures of Technology'' (with Lawrence J. Christiano and Martin Eichenbaum), Journal of the European Economic Association, vol. 2 (May 2004), pp. 381-395.
• ''Alternative Procedures for Estimating Vector Autoregressions Identified with Long-Run Restrictions '' (with Lawrence J. Christiano and Martin Eichenbaum ), Journal of the European Economic Association, vol. 4 (April 2005), pp. 475-483.
• Exchange Rate Pass-through to U.S. Import Prices: Some New Evidence (with Mario Marazzi, Nathan Sheets, , and others), International Finance Discussion Papers 833. Washington: Board of Governors of the Federal Reserve System, 2005.
• How Do Canadian Hours Worked Response to A Technology Shock (with Lawrence J. Christiano and Martin Eichenbaum), International Finance Discussion Papers 774. Washington: Board of Governors of the Federal Reserve System, 2003.
• What Happens After A Technology Shock? (with Lawrence J. Christiano and Martin Eichenbaum), International Finance Discussion Papers 768. Washington: Board of Governors of the Federal Reserve System, 2003.
• The Delayed Response to A Technology Shock: A Flexible Price Explanation, International Finance Discussion Papers 810. Washington: Board of Governors of the Federal Reserve System, 2004.
• ''Maximum Likelihood in the Frequency Domain: The Importance of Time to Plan'' (with Lawrence J. Christiano), Journal of Monetary Economics, vol. 50 (May 2003), pp. 789-815.
• ''Switching Between Chartists and Fundamentalists: A Markov Switching Approach,'' International Journal of Finance and Economics, vol. 2 (October 1997), pp. 291-305.
• ''Avoiding the Pitfalls: Can Regime Switching Tests Detect Bubbles?'' (with Simon van Norden), Studies in Non-Linear Dynamics and Econometrics, vol. 3 (April 1998), pp. 1-22.
• ''Analytical Derivatives for Markov Switching Models'' (with Jeff Gable and Simon van Norden), Journal of Computational Economics, vol. 10 (May 1996), pp. 187-194.
• ''Manitoba Hutterites and J.S. Mill: A Comparison in Cooperation,'' in Evelyn L. Forget and Richard A. Lobdell, eds., The peasant in economic thought: 'A perfect republic'. Aldershot, U.K.: Elgar, 1995.