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TheEconomists

Photo of Robert J. Vigfusson
202-452-2335
robert.j.vigfusson@frb.gov
Education
  • Ph.D., Economics, Northwestern University, 2002
  • B.Sc., Mathematics and Economics, University of Manitoba, 1994
  • Current Research Topics

  • Commodity Prices, Exchange Rate Pass-through
    • Chief

      Board of Governors of the Federal Reserve System

    • 2013 - present
    • Senior Economist

      Board of Governors of the Federal Reserve System

    • 2008 - 2013
    • Economist

      Board of Governors of the Federal Reserve System

    • 2002 - 2008
    • Research Assistant

      Bank of Canada

    • 1994 - 1996
  • Gagnon, Etienne, Benjamin R. Mandel, and Robert J. Vigfusson (2014). "Missing Import Price Changes and Low Exchange Rate Pass-through," American Economic Journal: Macroeconomics, vol. 6, no. 2, pp. 156-206.
  • Kilian, Lutz, and Robert J. Vigfusson (2014). "The Role of Oil Price Shocks in Causing U.S. Recessions," International Finance Discussion Papers 1114. Board of Governors of the Federal Reserve System (U.S.).
  • Vigfusson, Robert J. (2014). "Forecasting Business Cycles: Green Shoots and Red Leaves," International Journal of Forecasting, vol. 30, no. 3, pp. 536-538.
  • Alquist, Ron, Lutz Kilian, and Robert J. Vigfusson (2013). "Forecasting the Price of Oil," in Elliott, Graham, Allan Timmermann eds., Handbook of Economic Forecasting, Vol. 2. Elsevier, pp. 427-507.
  • Kilian, Lutz, and Robert J. Vigfusson (2013). "Do Oil Prices Help Forecast U.S. Real GDP? the Role of Nonlinearities and Asymmetries," Journal of Business & Economic Statistics, vol. 31, no. 1, pp. 78-91.
  • Gruber, Joseph W., and Robert J. Vigfusson (2012). "Interest Rates and the Volatility and Correlation of Commodity Prices," International Finance Discussion Papers 1065. Board of Governors of the Federal Reserve System (U.S.).
  • Gagnon, Etienne, Benjamin R. Mandel, and Robert J. Vigfusson (2012). "Missing Import Price Changes and Low Exchange Rate Pass-through," International Finance Discussion Papers 1040. Board of Governors of the Federal Reserve System (U.S.).
  • Kilian, Lutz, and Robert J. Vigfusson (2011). "Are the Responses of the U.S. Economy Asymmetric in Energy Price Increases and Decreases?" Quantitative Economics, vol. 2, no. 3, pp. 419-453.
  • Kilian, Lutz, and Robert J. Vigfusson (2011). "Nonlinearities in the Oil Price-Output Relationship," Macroeconomic Dynamics, vol. 15, pp. 337-363.
  • Gust, Christopher, Sylvain Leduc, and Robert J. Vigfusson (2011). "Entry Dynamics and the Decline in Exchange-Rate Pass-through," in Anderton, Robert, Geoff Kenny eds., Macroeconomic Performance in a Globalising Economy. Cambridge and New York: Cambridge University Press, pp. 93-119.
  • Reeve, Trevor A., and Robert J. Vigfusson (2011). "Evaluating the Forecasting Performance of Commodity Futures Prices," International Finance Discussion Papers 1025. Board of Governors of the Federal Reserve System (U.S.).
  • Gust, Christopher J., Sylvain Leduc, and Robert J. Vigfusson (2010). "Entry Dynamics and the Decline in Exchange-Rate Pass- through," International Finance Discussion Papers 1008. Board of Governors of the Federal Reserve System (U.S.).
  • Gust, Christopher, Sylvain Leduc, and Robert Vigfusson (2010). "Trade Integration, Competition, and the Decline in Exchange-Rate Pass-through," Journal of Monetary Economics, vol. 57, no. 3, pp. 309-324.
  • Gust, Christopher, and Robert Vigfusson (2009). "The Power of Long-Run Structural VARs," International Finance Discussion Papers 978. Board of Governors of the Federal Reserve System (U.S.).
  • Vigfusson, Robert J., Nathan Sheets, and Joseph Gagnon (2009). "Exchange Rate Passthrough to Export Prices: Assessing Cross-Country Evidence," Review of International Economics, vol. 17, no. 1, pp. 17-33.
  • Vigfusson, Robert (2008). "How does the Border Affect Productivity? Evidence from American and Canadian Manufacturing Industries," Review of Economics and Statistics, vol. 90, no. 1, pp. 49-64.
  • Christiano, Lawrence J., Martin Eichenbaum, and Robert Vigfusson (2007). "Assessing Structural VARs," in NBER Macroeconomics Annual 2006. Cambridge and London: MIT Press, pp. 1-72.
  • Vigfusson, Robert J., Nathan Sheets, and Joseph Gagnon (2007). "Exchange Rate Pass-through to Export Prices: Assessing some Cross-Country Evidence," International Finance Discussion Papers 902. Board of Governors of the Federal Reserve System (U.S.).
  • Christiano, Lawrence J., Martin Eichenbaum, and Robert Vigfusson (2006). "Alternative Procedures for Estimating Vector Autoregressions Identified with Long-Run Restrictions," Journal of the European Economic Association, vol. 4, no. 2-3, pp. 475-483.
  • Christiano, Lawrence J., Martin Eichenbaum, and Robert Vigfusson (2006). "Assessing Structural VARs," International Finance Discussion Papers 866. Board of Governors of the Federal Reserve System (U.S.).
  • Gust, Christopher, Sylvain Leduc, and Robert J. Vigfusson (2006). "Trade Integration, Competition, and the Decline in Exchange-Rate Pass-through," International Finance Discussion Papers 864. Board of Governors of the Federal Reserve System (U.S.).
  • Christiano, Lawrence J., Martin Eichenbaum, and Robert J. Vigfusson (2005). "Alternative Procedures for Estimating Vector Autoregressions Identified with Long-Run Restrictions," International Finance Discussion Papers 842. Board of Governors of the Federal Reserve System (U.S.).
  • Marazzi, Mario, Nathan Sheets, Robert J. Vigfusson, Jon Faust, Joseph Gagnon, Jaime Marquez, Robert F. Martin, Trevor Reeve, and John Rogers (2005). "Exchange Rate Pass-through to U.S. Import Prices: Some New Evidence," International Finance Discussion Papers 833. Board of Governors of the Federal Reserve System (U.S.).
  • Christiano, Lawrence J., Martin Eichenbaum, and Robert Vigfusson (2004). "The Response of Hours to a Technology Shock: Evidence Based on Direct Measures of Technology," Journal of the European Economic Association, vol. 2, no. 2-3, pp. 381-395.
  • Vigfusson, Robert J. (2004). "The Delayed Response to a Technology Shock: A Flexible Price Explanation," International Finance Discussion Papers 810. Board of Governors of the Federal Reserve System (U.S.).
  • Christiano, Lawrence J., and Robert J. Vigfusson (2003). "Maximum Likelihood in the Frequency Domain: The Importance of Time-to-Plan," Journal of Monetary Economics, vol. 50, no. 4, pp. 789-815.
  • Christiano, Lawrence J., Martin Eichenbaum, and Robert J. Vigfusson (2003). "The Response of Hours to a Technology Shock: Evidence Based on Direct Measures of Technology," International Finance Discussion Papers 790. Board of Governors of the Federal Reserve System (U.S.).
  • Christiano, Lawrence J., Martin Eichenbaum, and Robert Vigfusson (2003). "How do Canadian Hours Worked Respond to a Technology Shock?" International Finance Discussion Papers 774. Board of Governors of the Federal Reserve System (U.S.).
  • Christiano, Lawrence J., Martin Eichenbaum, and Robert Vigfusson (2003). "What Happens After a Technology Shock?" International Finance Discussion Papers 768. Board of Governors of the Federal Reserve System (U.S.).
  • Vigfusson, Robert J. (2003). "How does the Border Affect Productivity? Evidence from American and Canadian Manufacturing Industries," International Finance Discussion Papers 788. Board of Governors of the Federal Reserve System (U.S.).
  • van Norden, Simon, and Robert Vigfusson (1998). "Avoiding the Pitfalls: Can Regime-Switching Tests Reliably Detect Bubbles?" Studies in Nonlinear Dynamics and Econometrics, vol. 3, no. 1, pp. 1-22.
  • Gable, Jeff, Simon van Norden, and Robert Vigfusson (1997). "Analytical Derivatives for Markov Switching Models," Computational Economics, vol. 10, no. 2, pp. 187-194.
  • Vigfusson, Robert (1997). "Switching between Chartists and Fundamentalists: A Markov Regime-Switching Approach," International Journal of Finance and Economics, vol. 2, no. 4, pp. 291-305.
  • Vigfusson, Robert J. (1995). "Manitoba Hutterites and J. S. Mill: A Comparison in Cooperation," in Forget, Evelyn,L., Richard Lobdell A. eds., The Peasant in Economic Thought: 'A Perfect Republic.'. Brookfield, Vt.: Elgar; distributed by Ashgate, pp. 55-69.

Awards

  • 2012

    American Economic Review

    Excellence in Refereeing Award

  • 2008

    Board of Governors of the Federal Reserve System

    Special Achievement Award

  • 2007

    Journal of Economic Dynamics and Control

    Outstanding Referee Award

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Last update: October 6, 2014