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Details about Roberto Rigobon

E-mail:
Homepage:http://web.mit.edu/rigobon/www/
Phone:617-258-8374
Postal address:Massachusetts Institute of Technology Sloan School of Management Room E62-516 100 Main Street, MA 02142-1347
Workplace:Sloan School of Management, Massachusetts Institute of Technology (MIT), (more information at EDIRC)
National Bureau of Economic Research (NBER), (more information at EDIRC)

Access statistics for papers by Roberto Rigobon.

Last updated 2013-07-14. Update your information in the RePEc Author Service.

Short-id: pri12


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Working Papers

2014

  1. The Price Impact of Joining a Currency Union: Evidence from Latvia
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads

2013

  1. Measuring Sovereign Contagion in Europe
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (8)
    Also in Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School (2012) Downloads View citations (14)
    Working Paper, Norges Bank (2012) Downloads View citations (10)
  2. Prices and Supply Disruptions during Natural Disasters
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (2)

2012

  1. Currency Unions, Product Introductions, and the Real Exchange Rate
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (5)
  2. Distance and Political Boundaries: Estimating Border Effects under Inequality Constraints
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (5)

2011

  1. Equilibrium Portfolios and External Adjustment under Incomplete Markets
    2011 Meeting Papers, Society for Economic Dynamics View citations (4)
  2. International Macro-Finance
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2010) Downloads View citations (4)
  3. The Distribution of the Size of Price Changes
    Working Papers, Banco Central de Reserva del Perú Downloads View citations (2)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2011) Downloads View citations (8)
  4. Unexploited gains from international diversification: patterns of portfolio holdings around the world
    Policy Research Working Paper Series, The World Bank Downloads View citations (7)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2010) Downloads View citations (1)

2010

  1. Commodity Prices Pass-Through
    Working Papers Central Bank of Chile, Central Bank of Chile Downloads View citations (1)

2009

  1. Set identification with Tobin regressors
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies Downloads

2008

  1. Do Credit Rating Agencies Add Value? Evidence from the Sovereign Rating Business Institutions
    Research Department Publications, Inter-American Development Bank, Research Department Downloads View citations (3)
  2. The Role of Portfolio Constraints in the International Propagation of Shocks
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (26)
    See also Journal Article in Review of Economic Studies (2008)

2007

  1. An Asset-Pricing View of External Adjustment
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (5)
    See also Journal Article in Journal of International Economics (2010)
  2. Currency Choice and Exchange Rate Pass-through
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (18)
    See also Journal Article in American Economic Review (2010)
  3. Passthrough at the Dock: Pricing to Currency and to Market?
    2007 Meeting Papers, Society for Economic Dynamics View citations (2)

2006

  1. Noisy Macroeconomic Announcements, Monetary Policy, and Asset Prices
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (8)
    See also Chapter (2008)
  2. Sticky Borders
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (11)
    See also Journal Article in The Quarterly Journal of Economics (2008)

2005

  1. Capital Controls, Exchange Rate Volatility and External Vulnerability
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (14)
  2. Stocks, Bonds, Money Markets and Exchange Rates: Measuring International Financial Transmission
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (48)
    Also in Working Paper Series, European Central Bank (2005) Downloads View citations (70)

    See also Journal Article in Journal of Applied Econometrics (2011)
  3. Wealth Transfers, Contagion and Portfolio Constraints
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (6)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2005) Downloads View citations (11)
  4. Why are Capital Flows so Much More Volatile in Emerging Than in Developed Countries?
    Working Papers Central Bank of Chile, Central Bank of Chile Downloads View citations (10)
    Also in Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2004) Downloads View citations (7)

2004

  1. A Risk Management Approach to Emerging Market's Sovereign Debt Sustainability with an Application to Brazilian Data
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (28)
    Also in Textos para discussão, Department of Economics PUC-Rio (Brazil) (2004) Downloads View citations (17)
  2. A Risk Management Approach to Emerging Market’s Sovereign Debt Sustainability with an application to Brazilian data
    Econometric Society 2004 Latin American Meetings, Econometric Society Downloads View citations (7)
  3. Asset Prices and Exchange Rates
    Working papers, Massachusetts Institute of Technology (MIT), Sloan School of Management Downloads View citations (4)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2003) Downloads View citations (20)
    Working papers, Massachusetts Institute of Technology (MIT), Sloan School of Management (2003) Downloads View citations (36)
    Econometric Society 2004 North American Winter Meetings, Econometric Society (2004) Downloads View citations (14)

    See also Journal Article in Review of Financial Studies (2007)
  4. Censored Regressors and Expansion Bias
    Working papers, Massachusetts Institute of Technology (MIT), Sloan School of Management Downloads View citations (1)
  5. Once Again, is Openness Good for Growth?
    IMF Working Papers, International Monetary Fund Downloads View citations (37)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2004) Downloads View citations (43)

    See also Journal Article in Journal of Development Economics (2004)
  6. Rule of Law, Democracy, Openness and Income: Estimating the Interrelationships
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (23)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2004) Downloads View citations (45)
  7. The Long-Run Volatility Puzzle of the Real Exchange Rate
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (16)
    See also Journal Article in Journal of International Money and Finance (2006)
  8. Why are capital flows so much volatile in emerging than in developed countries?
    Working Papers, Barcelona Graduate School of Economics Downloads View citations (1)
    See also Chapter (2006)

2003

  1. An Alternative Interpretation of the 'Resource Curse': Theory and Policy Implications
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (32)
  2. Identifying the Efficacy of Central Bank Interventions: Evidence from Australia
    RBA Research Discussion Papers, Reserve Bank of Australia Downloads View citations (22)
  3. Monetary Policy and Sectoral Shocks: Did the FED react properly to the High-Tech Crisis?
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (14)
  4. Monetary policy and sectoral shocks: did the Federal Reserve react properly to the high-tech crisis?
    Policy Research Working Paper Series, The World Bank Downloads View citations (1)
  5. Spillovers Across U.S. Financial Markets
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (27)
    Also in Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2003) Downloads View citations (19)
  6. The Effects of War Risk on U.S. Financial Markets
    Working papers, Massachusetts Institute of Technology (MIT), Sloan School of Management Downloads
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2003) Downloads
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2003) Downloads

    See also Journal Article in Journal of Banking & Finance (2005)
  7. Using Heteroscedasticity to Estimate the Returns to Education
    Working Papers, School Of Economics, University College Dublin Downloads View citations (1)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2002) Downloads View citations (11)

2002

  1. Disinflation and Fiscal Reform: A Neoclassical Perspective
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (5)
    See also Journal Article in Journal of International Economics (2002)
  2. Identifying the Efficacy of Central Bank Interventions: The Australian Case
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (21)
  3. The Impact of Monetary Policy on Asset Prices
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (48)
    Also in Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2002) Downloads View citations (45)

    See also Journal Article in Journal of Monetary Economics (2004)

2001

  1. Contagion: How to Measure It?
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (49)
    See also Chapter (2002)
  2. Measuring the Reaction of Monetary Policy to the Stock Market
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (27)
    Also in Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2001) Downloads View citations (16)

    See also Journal Article in The Quarterly Journal of Economics (2003)
  3. Resource Curse or Debt Overhang?
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (38)
  4. The Curse of Non-Investment Grade Countries
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (6)
    See also Journal Article in Journal of Development Economics (2002)

2000

  1. Contagion in Latin America: Definitions, Measurement, and Policy Implications
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (27)
    See also Journal Article in JOURNAL OF LACEA ECONOMIA (2001)
  2. Hard currency and financial development
    Textos para discussão, Department of Economics PUC-Rio (Brazil) Downloads View citations (2)
  3. Identification through Heteroskedasticity: Measuring "Contagion: betweenArgentinean and Mexican Sovereign Bonds
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (5)

1999

  1. No Contagion, Only Interdependence: Measuring Stock Market Co-movements
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (118)
    See also Journal Article in Journal of Finance (2002)
  2. On the Measurement of the International Propagation of Shocks
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (38)

Journal Articles

2011

  1. Stocks, bonds, money markets and exchange rates: measuring international financial transmission
    Journal of Applied Econometrics, 2011, 26, (6), 948-974 View citations (22)
    See also Working Paper (2005)

2010

  1. An asset-pricing view of external adjustment
    Journal of International Economics, 2010, 80, (1), 144-156 Downloads View citations (24)
    See also Working Paper (2007)
  2. Currency Choice and Exchange Rate Pass-Through
    American Economic Review, 2010, 100, (1), 304-36 Downloads View citations (72)
    See also Working Paper (2007)
  3. Set identification and sensitivity analysis with Tobin regressors
    Quantitative Economics, 2010, 1, (2), 255-277 View citations (1)

2009

  1. Bias From Censored Regressors
    Journal of Business & Economic Statistics, 2009, 27, (3), 340-353 Downloads View citations (7)
  2. Capital controls on inflows, exchange rate volatility and external vulnerability
    Journal of International Economics, 2009, 78, (2), 256-267 Downloads View citations (22)

2008

  1. Sticky Borders
    The Quarterly Journal of Economics, 2008, 123, (2), 531-575 Downloads View citations (63)
    See also Working Paper (2006)
  2. The Role of Portfolio Constraints in the International Propagation of Shocks
    Review of Economic Studies, 2008, 75, (4), 1215-1256 Downloads View citations (37)
    See also Working Paper (2008)

2007

  1. Asset Prices and Exchange Rates
    Review of Financial Studies, 2007, 20, (4), 1139-1180 Downloads View citations (50)
    See also Working Paper (2004)
  2. ESTIMATION WITH CENSORED REGRESSORS: BASIC ISSUES
    International Economic Review, 2007, 48, (4), 1441-1467 Downloads View citations (8)

2006

  1. The long-run volatility puzzle of the real exchange rate
    Journal of International Money and Finance, 2006, 25, (1), 93-124 Downloads View citations (29)
    See also Working Paper (2004)

2005

  1. Identifying the efficacy of central bank interventions: evidence from Australia and Japan
    Journal of International Economics, 2005, 66, (1), 31-48 Downloads View citations (50)
  2. Rule of law, democracy, openness, and income
    The Economics of Transition, 2005, 13, (3), 533-564 Downloads View citations (11)
  3. The effects of war risk on US financial markets
    Journal of Banking & Finance, 2005, 29, (7), 1769-1789 Downloads View citations (11)
    See also Working Paper (2003)

2004

  1. Once again, is openness good for growth?
    Journal of Development Economics, 2004, 75, (2), 451-472 Downloads View citations (45)
    See also Working Paper (2004)
  2. The impact of monetary policy on asset prices
    Journal of Monetary Economics, 2004, 51, (8), 1553-1575 Downloads View citations (178)
    See also Working Paper (2002)
  3. Too Sensational: On the Choice of Exchange Rate Regimes: W. Max Corden, MIT Press, 2002
    Journal of International Economics, 2004, 64, (1), 211-215 Downloads

2003

  1. Identification Through Heteroskedasticity
    The Review of Economics and Statistics, 2003, 85, (4), 777-792 Downloads View citations (146)
  2. Measuring The Reaction Of Monetary Policy To The Stock Market
    The Quarterly Journal of Economics, 2003, 118, (2), 639-669 Downloads View citations (161)
    See also Working Paper (2001)
  3. On the measurement of the international propagation of shocks: is the transmission stable?
    Journal of International Economics, 2003, 61, (2), 261-283 Downloads View citations (54)

2002

  1. Currency crises and contagion: an introduction
    Journal of Development Economics, 2002, 69, (2), 307-313 Downloads View citations (10)
  2. Disinflation and fiscal reform: a neoclassical perspective
    Journal of International Economics, 2002, 58, (2), 265-297 Downloads View citations (6)
    See also Working Paper (2002)
  3. No Contagion, Only Interdependence: Measuring Stock Market Comovements
    Journal of Finance, 2002, 57, (5), 2223-2261 Downloads View citations (637)
    See also Working Paper (1999)
  4. The curse of non-investment grade countries
    Journal of Development Economics, 2002, 69, (2), 423-449 Downloads View citations (43)
    See also Working Paper (2001)

2001

  1. Contagion in Latin America: Definitions, Measurement, and Policy Implications
    JOURNAL OF LACEA ECONOMIA, 2001 Downloads View citations (20)
    See also Working Paper (2000)

Books

2002

  1. Inter-American Seminar on Economics (IASE)
    NBER Books, National Bureau of Economic Research, Inc

Chapters

2008

  1. Noisy Macroeconomic Announcements, Monetary Policy, and Asset Prices
    A chapter in Asset Prices and Monetary Policy, 2008, pp 335-370 Downloads View citations (2)
    See also Working Paper (2006)

2006

  1. Why Are Capital Flows So Much Volatile in Merging Than in Developed Countries?
    Chapter 2 in External Vulnerability and Preventive Policies, 2006, vol. 10, pp 015-040 Downloads View citations (4)
    See also Working Paper (2004)

2005

  1. Comment on "Fiscal Divergence and Business Cycle Synchronization: Irresponsibility is Idiosyncratic"
    A chapter in NBER International Seminar on Macroeconomics 2005, 2005, pp 299-304 Downloads

2002

  1. Contagion: How to Measure It?
    A chapter in Preventing Currency Crises in Emerging Markets, 2002, pp 269-334 Downloads View citations (33)
    See also Working Paper (2001)

2000

  1. Comment on "Balance-of-Payments Crises in Emerging Markets: Large Capital Inflows and Sovereign Governments"
    A chapter in Currency Crises, 2000, pp 97-104 Downloads
 
Page updated 2014-10-22