Details about Roberto Rigobon

Access statistics for papers by Roberto Rigobon.

Last updated 2009-09-22. Update your information in the RePEc Author Service.

Short-id: pri12

Working Papers

2009

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

2008

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

2007

4. An Asset-Pricing View of External Adjustment
   NBER Working Papers, National Bureau of Economic Research, Inc View citations
5. Currency Choice and Exchange Rate Pass-through
   NBER Working Papers, National Bureau of Economic Research, Inc View citations

2006

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

2005

8. Capital Controls, Exchange Rate Volatility and External Vulnerability
   NBER Working Papers, National Bureau of Economic Research, Inc View citations
9. Stocks, Bonds, Money Markets and Exchange Rates: Measuring International Financial Transmission
   NBER Working Papers, National Bureau of Economic Research, Inc View citations
   Also in Working Paper Series, European Central Bank (2005) View citations
10. Wealth Transfers, Contagion and Portfolio Constraints
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2005) View citations
11. 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
    Also in Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2004) View citations

2004

12. 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
    Also in Textos para discussão, Department of Economics PUC-Rio (Brazil) (2004)
13. 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
14. Asset Prices and Exchange Rates
    Working papers, Massachusetts Institute of Technology (MIT), Sloan School of Management View citations
    Also in Working papers, Massachusetts Institute of Technology (MIT), Sloan School of Management (2003) View citations
    NBER Working Papers, National Bureau of Economic Research, Inc (2003) View citations
    Econometric Society 2004 North American Winter Meetings, Econometric Society (2004) View citations
    See also Journal Article in Review of Financial Studies (2007)
15. Censored Regressors and Expansion Bias
    Working papers, Massachusetts Institute of Technology (MIT), Sloan School of Management View citations
16. Once Again, is Openness Good for Growth?
    IMF Working Papers, International Monetary Fund View citations
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2004) View citations
    See also Journal Article in Journal of Development Economics (2004)
17. Rule of Law, Democracy, Openness and Income: Estimating the Interrelationships
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2004) View citations
18. The Long-Run Volatility Puzzle of the Real Exchange Rate
    NBER Working Papers, National Bureau of Economic Research, Inc View citations
    See also Journal Article in Journal of International Money and Finance (2006)

2003

19. An Alternative Interpretation of the 'Resource Curse': Theory and Policy Implications
    NBER Working Papers, National Bureau of Economic Research, Inc View citations
20. Identifying the Efficacy of Central Bank Interventions: Evidence from Australia
    RBA Research Discussion Papers, Reserve Bank of Australia View citations
21. 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
22. Monetary policy and sectoral shocks: did the Federal Reserve react properly to the high-tech crisis?
    Policy Research Working Paper Series, The World Bank
23. Spillovers Across U.S. Financial Markets
    NBER Working Papers, National Bureau of Economic Research, Inc View citations
    Also in Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2003) View citations
24. The Effects of War Risk on U.S. Financial Markets
    NBER Working Papers, National Bureau of Economic Research, Inc
    Also in Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2003)
    Working papers, Massachusetts Institute of Technology (MIT), Sloan School of Management (2003)
    See also Journal Article in Journal of Banking & Finance (2005)
25. Using Heteroscedasticity to Estimate the Returns to Education
    Working Papers, School Of Economics, University College Dublin View citations
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2002) View citations

2002

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

2001

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

2000

33. Contagion in Latin America: Definitions, Measurement, and Policy Implications
    NBER Working Papers, National Bureau of Economic Research, Inc View citations
34. Hard currency and financial development
    Textos para discussão, Department of Economics PUC-Rio (Brazil) View citations
35. Identification through Heteroskedasticity: Measuring "Contagion: betweenArgentinean and Mexican Sovereign Bonds
    NBER Working Papers, National Bureau of Economic Research, Inc View citations

1999

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

Journal Articles

2009

1. Capital controls on inflows, exchange rate volatility and external vulnerability
   Journal of International Economics, 2009, 78, (2), 256-267

2008

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

2007

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

2006

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

2005

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

2004

10. Once again, is openness good for growth?
    Journal of Development Economics, 2004, 75, (2), 451-472 View citations
    See also Working Paper (2004)
11. The impact of monetary policy on asset prices
    Journal of Monetary Economics, 2004, 51, (8), 1553-1575 View citations
    See also Working Paper (2002)
12. 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

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

2002

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

Books

2002

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

Chapters

2002

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