Details about Saki Bigio

Access statistics for papers by Saki Bigio.

Last updated 2023-01-13. Update your information in the RePEc Author Service.

Short-id: pbi247

Working Papers

2023

1. A Theory of Payments-Chain Crises
   NBER Working Papers, National Bureau of Economic Research, Inc

2021

2. A Model of Credit, Money, Interest, and Prices
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (1)
3. A Q-Theory of Banks
   Staff Working Papers, Bank of Canada View citations (1)
   Also in NBER Working Papers, National Bureau of Economic Research, Inc (2020) View citations (1)
   Working Papers, Peruvian Economic Association (2020)
4. Repurchase Options in the Market for Lemons
   EIEF Working Papers Series, Einaudi Institute for Economics and Finance (EIEF)
   Also in Working Papers, Peruvian Economic Association (2020)
   NBER Working Papers, National Bureau of Economic Research, Inc (2020)
5. Scrambling for Dollars: International Liquidity, Banks and Exchange Rates
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (3)

2020

6. Speculation-Driven Business Cycles
   Working Papers Central Bank of Chile, Central Bank of Chile
   Also in Working Papers, Peruvian Economic Association (2020)
7. Transfers vs Credit Policy: Macroeconomic Policy Trade-offs during Covid-19
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (29)

2019

8. A Framework for Debt-Maturity Management
   Working Papers, Peruvian Economic Association View citations (2)
   Also in Working Papers, Banco de España (2019) View citations (2)
9. A Model of Intermediation, Money, Interest, and Prices
   Working Papers, Peruvian Economic Association View citations (3)
10. Debt-Maturity Management with Liquidity Costs
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (1)
11. Financial Risk Capacity
    2019 Meeting Papers, Society for Economic Dynamics View citations (8)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2019)
    Working Papers, Peruvian Economic Association (2014) View citations (2)
    2012 Meeting Papers, Society for Economic Dynamics (2012) View citations (11)
    See also Journal Article in American Economic Journal: Macroeconomics (2021)

2018

12. Banks Adjust Slowly: Evidence and Lessons for Modeling
    Research Papers, Stanford University, Graduate School of Business View citations (1)
13. Data Lessons on Bank Behavior
    2018 Meeting Papers, Society for Economic Dynamics View citations (5)

2017

14. Corrupción e indicadores de desarrollo en el Perú y el mundo: una revisión empírica
    Working Papers, Peruvian Economic Association
15. Optimal Debt Management
    2017 Meeting Papers, Society for Economic Dynamics

2016

16. Credit, Money, Interest, and Prices
    2016 Meeting Papers, Society for Economic Dynamics View citations (2)
17. Distortions in Production Networks
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (36)
    See also Journal Article in The Quarterly Journal of Economics (2020)
18. Financial Frictions in Production Networks
    Working Papers, Peruvian Economic Association View citations (80)
    Also in 2013 Meeting Papers, Society for Economic Dynamics (2013) View citations (19)

2015

19. A Theory of Payments Crises
    2015 Meeting Papers, Society for Economic Dynamics
20. Liquid bank liabilities
    2015 Meeting Papers, Society for Economic Dynamics

2014

21. Banks, Liquidity Management and Monetary Policy
    2014 Meeting Papers, Society for Economic Dynamics View citations (62)
    Also in Staff Report, Federal Reserve Bank of Minneapolis (2014) View citations (25)
    NBER Working Papers, National Bureau of Economic Research, Inc (2014) View citations (63)
    Working Papers, Peruvian Economic Association (2014) View citations (78)
22. Endogenous Liquidity and the Business Cycle
    Working Papers, Peruvian Economic Association View citations (2)
    Also in 2010 Meeting Papers, Society for Economic Dynamics (2010) View citations (6)
    See also Journal Article in American Economic Review (2015)

2010

23. Liquidity Shocks and the Business Cycle
    Working Papers, Banco Central de Reserva del Perú View citations (4)

2009

24. Learning under Fear of Floating
    Working Papers, Banco Central de Reserva del Perú
    See also Journal Article in Journal of Economic Dynamics and Control (2010)

2006

25. Corruption and Development Indicators: An Empirical Review
    Working Papers, Banco Central de Reserva del Perú
26. Monetary Policy under Balance Sheet Uncertainty
    Computing in Economics and Finance 2006, Society for Computational Economics View citations (2)
27. Non-Linear Effects of Monetary Policy and Real Exchange Rate Shocks in Partially Dollarized Economies: An Empirical Study for Peru
    Working Papers, Banco Central de Reserva del Perú View citations (6)

Journal Articles

2021

1. Financial Risk Capacity
   American Economic Journal: Macroeconomics, 2021, 13, (4), 142-81
   See also Working Paper (2019)

2020

2. Distortions in Production Networks*
   The Quarterly Journal of Economics, 2020, 135, (4), 2187-2253 View citations (16)
   See also Working Paper (2016)

2019

3. Comments on “Optimal supply of public and private liquidity” by Marina Azzimonti and Pierre Yared
   Journal of Monetary Economics, 2019, 102, (C), 145-152

2017

4. Liquidity shocks, business cycles and asset prices
   European Economic Review, 2017, 97, (C), 108-130 View citations (7)

2015

5. Endogenous Liquidity and the Business Cycle
   American Economic Review, 2015, 105, (6), 1883-1927 View citations (116)
   See also Working Paper (2014)

2011

6. Optimal self-employment income tax enforcement
   Journal of Public Economics, 2011, 95, (9-10), 1021-1035 View citations (25)
   Also in Journal of Public Economics, 2011, 95, (9), 1021-1035 (2011) View citations (24)

2010

7. Learning under fear of floating
   Journal of Economic Dynamics and Control, 2010, 34, (10), 1923-1950 View citations (3)
   See also Working Paper (2009)

2009

8. Un modelo semiestructural de proyección para la economía peruana
   Revista Estudios Económicos, 2009, (17), 51-83 View citations (10)

Chapters

2014

1. Leverage Restrictions in a Business Cycle Model: A Comment
   Chapter 8 in Macroeconomic and Financial Stability: challenges for Monetary Policy, 2014, vol. 19, pp 257-272