Details about Roberto Rigobon

Access statistics for papers by Roberto Rigobon.

Last updated 2012-12-22. Update your information in the RePEc Author Service.

Short-id: pri12

Working Papers

2013

1. Measuring Sovereign Contagion in Europe
   NBER Working Papers, National Bureau of Economic Research, Inc
   Also in Working Paper, Norges Bank (2012) View citations (4)
   Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School (2012) View citations (5)

2012

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

2011

4. Equilibrium Portfolios and External Adjustment under Incomplete Markets
   2011 Meeting Papers, Society for Economic Dynamics View citations (4)
5. International Macro-Finance
   CEPR Discussion Papers, C.E.P.R. Discussion Papers
   Also in NBER Working Papers, National Bureau of Economic Research, Inc (2010) View citations (4)
6. The Distribution of the Size of Price Changes
   Working Papers, Banco Central de Reserva del Perú View citations (1)
   Also in NBER Working Papers, National Bureau of Economic Research, Inc (2011) View citations (4)
7. Unexploited gains from international diversification: patterns of portfolio holdings around the world
   Policy Research Working Paper Series, The World Bank View citations (6)
   Also in NBER Working Papers, National Bureau of Economic Research, Inc (2010) View citations (1)

2010

8. Commodity Prices Pass-Through
   Working Papers Central Bank of Chile, Central Bank of Chile

2009

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

2008

10. Do Credit Rating Agencies Add Value? Evidence from the Sovereign Rating Business Institutions
    Research Department Publications, Inter-American Development Bank, Research Department View citations (3)
11. The Role of Portfolio Constraints in the International Propagation of Shocks
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (14)

2007

12. An Asset-Pricing View of External Adjustment
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (14)
    See also Journal Article in Journal of International Economics (2010)
13. Currency Choice and Exchange Rate Pass-through
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (31)
    See also Journal Article in American Economic Review (2010)
14. Passthrough at the Dock: Pricing to Currency and to Market?
    2007 Meeting Papers, Society for Economic Dynamics View citations (2)

2006

15. Noisy Macroeconomic Announcements, Monetary Policy, and Asset Prices
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (6)
    See also Chapter (2008)
16. Sticky Borders
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (27)
    See also Journal Article in The Quarterly Journal of Economics (2008)

2005

17. Capital Controls, Exchange Rate Volatility and External Vulnerability
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (15)
18. Estrategia de estabilización para los precios del petróleo en América Central
    IDB Publications, Inter-American Development Bank
19. Stocks, Bonds, Money Markets and Exchange Rates: Measuring International Financial Transmission
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (46)
    Also in Working Paper Series, European Central Bank (2005) View citations (63)
    See also Journal Article in Journal of Applied Econometrics (2011)
20. Wealth Transfers, Contagion and Portfolio Constraints
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (6)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2005) View citations (10)
21. Why are Capital Flows so Much More Volatile in Emerging Than in Developed Countries?
    Working Papers Central Bank of Chile, Central Bank of Chile View citations (16)
    Also in Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2004) View citations (7)

2004

22. 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 View citations (25)
    Also in Textos para discussão, Department of Economics PUC-Rio (Brazil) (2004) View citations (9)
23. 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 View citations (4)
24. Asset Prices and Exchange Rates
    Working papers, Massachusetts Institute of Technology (MIT), Sloan School of Management View citations (4)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2003) View citations (20)
    Working papers, Massachusetts Institute of Technology (MIT), Sloan School of Management (2003) View citations (38)
    Econometric Society 2004 North American Winter Meetings, Econometric Society (2004) View citations (16)
    See also Journal Article in Review of Financial Studies (2007)
25. Censored Regressors and Expansion Bias
    Working papers, Massachusetts Institute of Technology (MIT), Sloan School of Management View citations (1)
26. Once Again, is Openness Good for Growth?
    IMF Working Papers, International Monetary Fund View citations (31)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2004) View citations (32)
    See also Journal Article in Journal of Development Economics (2004)
27. Rule of Law, Democracy, Openness and Income: Estimating the Interrelationships
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (21)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2004) View citations (40)
28. The Long-Run Volatility Puzzle of the Real Exchange Rate
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (15)
    See also Journal Article in Journal of International Money and Finance (2006)
29. Why are capital flows so much volatile in emerging than in developed countries?
    Working Papers, Barcelona Graduate School of Economics View citations (1)
    See also Chapter (2006)

2003

30. An Alternative Interpretation of the 'Resource Curse': Theory and Policy Implications
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (22)
31. Identifying the Efficacy of Central Bank Interventions: Evidence from Australia
    RBA Research Discussion Papers, Reserve Bank of Australia View citations (12)
32. Monetary Policy and Sectoral Shocks: Did the FED react properly to the High-Tech Crisis?
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (13)
33. Monetary policy and sectoral shocks: did the Federal Reserve react properly to the high-tech crisis?
    Policy Research Working Paper Series, The World Bank View citations (1)
34. Spillovers Across U.S. Financial Markets
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (23)
    Also in Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2003) View citations (17)
35. The Effects of War Risk on U.S. Financial Markets
    Working papers, Massachusetts Institute of Technology (MIT), Sloan School of Management
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2003)
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2003)
    See also Journal Article in Journal of Banking & Finance (2005)
36. Using Heteroscedasticity to Estimate the Returns to Education
    Working Papers, School Of Economics, University College Dublin View citations (1)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2002) View citations (5)

2002

37. Disinflation and Fiscal Reform: A Neoclassical Perspective
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (4)
    See also Journal Article in Journal of International Economics (2002)
38. Identifying the Efficacy of Central Bank Interventions: The Australian Case
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (20)
39. The Impact of Monetary Policy on Asset Prices
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (45)
    Also in Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2002) View citations (44)
    See also Journal Article in Journal of Monetary Economics (2004)

2001

40. Contagion: How to Measure It?
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (40)
    See also Chapter (2002)
41. Measuring the Reaction of Monetary Policy to the Stock Market
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (24)
    Also in Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2001) View citations (15)
    See also Journal Article in The Quarterly Journal of Economics (2003)
42. Resource Curse or Debt Overhang?
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (26)
43. The Curse of Non-Investment Grade Countries
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (2)
    See also Journal Article in Journal of Development Economics (2002)

2000

44. Contagion in Latin America: Definitions, Measurement, and Policy Implications
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (16)
    See also Journal Article in Journal of LACEA Economia (2001)
45. Hard currency and financial development
    Textos para discussão, Department of Economics PUC-Rio (Brazil) View citations (4)
46. Identification through Heteroskedasticity: Measuring "Contagion: betweenArgentinean and Mexican Sovereign Bonds
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (1)

1999

47. No Contagion, Only Interdependence: Measuring Stock Market Co-movements
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (170)
    See also Journal Article in Journal of Finance (2002)
48. On the Measurement of the International Propagation of Shocks
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (36)

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 (3)
   See also Working Paper (2005)

2010

2. An asset-pricing view of external adjustment
   Journal of International Economics, 2010, 80, (1), 144-156 View citations (5)
   See also Working Paper (2007)
3. Currency Choice and Exchange Rate Pass-Through
   American Economic Review, 2010, 100, (1), 304-36 View citations (36)
   See also Working Paper (2007)
4. Set identification and sensitivity analysis with Tobin regressors
   Quantitative Economics, 2010, 1, (2), 255-277

2009

5. Bias From Censored Regressors
   Journal of Business & Economic Statistics, 2009, 27, (3), 340-353 View citations (5)
6. Capital controls on inflows, exchange rate volatility and external vulnerability
   Journal of International Economics, 2009, 78, (2), 256-267 View citations (9)

2008

7. Sticky Borders
   The Quarterly Journal of Economics, 2008, 123, (2), 531-575 View citations (28)
   See also Working Paper (2006)

2007

8. Asset Prices and Exchange Rates
   Review of Financial Studies, 2007, 20, (4), 1139-1180 View citations (31)
   See also Working Paper (2004)
9. ESTIMATION WITH CENSORED REGRESSORS: BASIC ISSUES
   International Economic Review, 2007, 48, (4), 1441-1467 View citations (6)

2006

10. The long-run volatility puzzle of the real exchange rate
    Journal of International Money and Finance, 2006, 25, (1), 93-124 View citations (19)
    See also Working Paper (2004)

2005

11. Identifying the efficacy of central bank interventions: evidence from Australia and Japan
    Journal of International Economics, 2005, 66, (1), 31-48 View citations (45)
12. Rule of law, democracy, openness, and income
    The Economics of Transition, 2005, 13, (3), 533-564 View citations (10)
13. The effects of war risk on US financial markets
    Journal of Banking & Finance, 2005, 29, (7), 1769-1789 View citations (8)
    See also Working Paper (2003)

2004

14. Once again, is openness good for growth?
    Journal of Development Economics, 2004, 75, (2), 451-472 View citations (42)
    See also Working Paper (2004)
15. The impact of monetary policy on asset prices
    Journal of Monetary Economics, 2004, 51, (8), 1553-1575 View citations (113)
    See also Working Paper (2002)
16. Too Sensational: On the Choice of Exchange Rate Regimes: W. Max Corden, MIT Press, 2002
    Journal of International Economics, 2004, 64, (1), 211-215

2003

17. Identification Through Heteroskedasticity
    The Review of Economics and Statistics, 2003, 85, (4), 777-792 View citations (110)
18. Measuring The Reaction Of Monetary Policy To The Stock Market
    The Quarterly Journal of Economics, 2003, 118, (2), 639-669 View citations (100)
    See also Working Paper (2001)
19. On the measurement of the international propagation of shocks: is the transmission stable?
    Journal of International Economics, 2003, 61, (2), 261-283 View citations (39)

2002

20. Currency crises and contagion: an introduction
    Journal of Development Economics, 2002, 69, (2), 307-313 View citations (11)
21. Disinflation and fiscal reform: a neoclassical perspective
    Journal of International Economics, 2002, 58, (2), 265-297 View citations (5)
    See also Working Paper (2002)
22. No Contagion, Only Interdependence: Measuring Stock Market Comovements
    Journal of Finance, 2002, 57, (5), 2223-2261 View citations (304)
    See also Working Paper (1999)
23. The curse of non-investment grade countries
    Journal of Development Economics, 2002, 69, (2), 423-449 View citations (38)
    See also Working Paper (2001)

2001

24. Contagion in Latin America: Definitions, Measurement, and Policy Implications
    Journal of LACEA Economia, 2001 View citations (14)
    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 View citations (2)
   See also Working Paper (2006)

2006

2. 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 View citations (2)
   See also Working Paper (2004)

2005

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

2002

4. Contagion: How to Measure It?
   A chapter in Preventing Currency Crises in Emerging Markets, 2002, pp 269-334 View citations (21)
   See also Working Paper (2001)