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

• 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.
• Assessing Structural VARs (with Lawrence J. Christiano and Martin Eichenbaum), International Finance Discussion Papers 866. Washington: Board of Governors of the Federal Reserve System, 2006.
• Alternative Procedures for Estimating Vector Autoregressions Identified with Long-Run Restrictions (with Lawrence J. Christiano and Martin Eichenbaum ), International Finance Discussion Papers 842. Washington: Board of Governors of the Federal Reserve System, 2005.
• 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.
• 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.
• ''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.
• How Does the Border Affect Productivity? Evidence from American and Canadian Manufacturing Industries, International Finance Discussion Papers 788. Washington: Board of Governors of the Federal Reserve System, 2003.
• 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.
• ''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.