Professional Experience

• • Senior Economist

    Board of Governors of the Federal Reserve System

  • 2008 - present

• • Economist

    Board of Governors of the Federal Reserve System

  • 2002 - 2008

• • Research Assistant

    Bank of Canada

  • 1994 - 1996

Publications

• Gagnon, Etienne, Benjamin R. Mandel, and Robert J. Vigfusson (2012). "The Hitchhiker's Guide to Missing Import Price Changes and Pass-through," Staff Reports 537. Federal Reserve Bank of New York.
• Gagnon, Etienne, Benjamin R. Mandel, and Robert J. Vigfusson (2012). "The Hitchhiker's Guide to Missing Import Price Changes and 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.).
• Alquist, Ron, Lutz Kilian, and Robert J. Vigfusson (2011). "Forecasting the Price of Oil," International Finance Discussion Papers 1022. Board of Governors of the Federal Reserve System (U.S.).
• Kilian, Lutz, and Robert J. Vigfusson (2011). "Nonlinearities in the Oil Price-Output Relationship," International Finance Discussion Papers 1013. 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.).
• Kilian, Lutz, and Robert Vigfusson (2009). "Pitfalls in Estimating Asymmetric Effects of Energy Price Shocks," International Finance Discussion Papers 970. 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.

Other Activities