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 2020-07-03. Update your information in the RePEc Author Service.

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Working Papers

2022

1. ESG Confusion and Stock Returns: Tackling the Problem of Noise
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (1)

2021

2. From Just in Time, to Just in Case, to Just in Worst-Case: Simple models of a Global Supply Chain under Uncertain Aggregate Shocks
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (4)
3. The Pricing Strategies of Online Grocery Retailers
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (11)

2020

4. Contingent Linear Financial Networks
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (1)
5. Quantum Prices
   NBER Working Papers, National Bureau of Economic Research, Inc

2016

6. Contagion, spillover and interdependence
   Bank of England working papers, Bank of England View citations (23)
   Also in Working Paper Series, European Central Bank (2016) View citations (23)
   See also Journal Article in Economía Journal (2019)
7. The Billion Prices Project: Using Online Prices for Measurement and Research
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (133)
   See also Journal Article in Journal of Economic Perspectives (2016)

2015

8. Measuring sovereign contagion in Europe
   SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE View citations (17)
   Also in Working Paper, Norges Bank (2012) View citations (27)
   NBER Working Papers, National Bureau of Economic Research, Inc (2013) View citations (88)
   Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School (2012) View citations (40)
   See also Journal Article in Journal of Financial Stability (2018)

2014

9. The Price Impact of Joining a Currency Union: Evidence from Latvia
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (4)
   See also Journal Article in IMF Economic Review (2015)
10. Using Online Prices to Anticipate Official CPI Inflation
    UTokyo Price Project Working Paper Series, University of Tokyo, Graduate School of Economics View citations (1)

2013

11. Prices and Supply Disruptions during Natural Disasters
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (10)
    See also Journal Article in Review of Income and Wealth (2014)
12. Product Introductions, Currency Unions, and the Real Exchange Rate
    2013 Meeting Papers, Society for Economic Dynamics

2012

13. Currency Unions, Product Introductions, and the Real Exchange Rate
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (20)
    See also Journal Article in The Quarterly Journal of Economics (2014)
14. Distance and Political Boundaries. Estimating Border Effects under Inequality Constraints
    Documentos de trabajo, Banco Central del Uruguay View citations (11)
    Also in Documentos de Trabajo (working papers), Department of Economics - dECON (2012) View citations (4)
    NBER Working Papers, National Bureau of Economic Research, Inc (2012) View citations (8)
    See also Journal Article in International Journal of Finance & Economics (2016)

2011

15. Equilibrium Portfolios and External Adjustment under Incomplete Markets
    2011 Meeting Papers, Society for Economic Dynamics
16. 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 (7)
17. The Distribution of the Size of Price Changes
    Working Papers, Banco Central de Reserva del Perú View citations (23)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2011) View citations (28)
18. Unexploited gains from international diversification: patterns of portfolio holdings around the world
    Policy Research Working Paper Series, The World Bank View citations (8)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2010) View citations (10)
    See also Journal Article in The Review of Economics and Statistics (2013)

2010

19. Commodity Prices Pass-Through
    Working Papers Central Bank of Chile, Central Bank of Chile View citations (21)

2009

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

2008

21. Do Credit Rating Agencies Add Value? Evidence from the Sovereign Rating Business Institutions
    Research Department Publications, Inter-American Development Bank, Research Department View citations (13)
    Also in IDB Publications (Working Papers), Inter-American Development Bank (2008) View citations (1)
22. The Role of Portfolio Constraints in the International Propagation of Shocks
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (105)
    See also Journal Article in Review of Economic Studies (2008)

2007

23. An Asset-Pricing View of External Adjustment
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (11)
    See also Journal Article in Journal of International Economics (2010)
24. Currency Choice and Exchange Rate Pass-through
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (47)
    See also Journal Article in American Economic Review (2010)
25. Passthrough at the Dock: Pricing to Currency and to Market?
    2007 Meeting Papers, Society for Economic Dynamics View citations (2)
26. Through the Pass-Through: Measuring Central Bank Credibility
    CID Working Papers, Center for International Development at Harvard University View citations (3)

2006

27. Noisy Macroeconomic Announcements, Monetary Policy, and Asset Prices
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (21)
    See also Chapter (2008)
28. Sticky Borders
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (12)
    See also Journal Article in The Quarterly Journal of Economics (2008)

2005

29. Capital Controls, Exchange Rate Volatility and External Vulnerability
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (28)
30. Stocks, Bonds, Money Markets and Exchange Rates: Measuring International Financial Transmission
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (89)
    Also in Working Paper Series, European Central Bank (2005) View citations (101)
    See also Journal Article in Journal of Applied Econometrics (2011)
31. Wealth Transfers, Contagion and Portfolio Constraints
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (11)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2005) View citations (11)
32. 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 (29)
    Also in Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2004) View citations (22)

2004

33. 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 (58)
    Also in Textos para discussão, Department of Economics PUC-Rio (Brazil) (2004) View citations (36)
34. 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 (55)
35. Asset Prices and Exchange Rates
    Working papers, Massachusetts Institute of Technology (MIT), Sloan School of Management View citations (9)
    Also in Econometric Society 2004 North American Winter Meetings, Econometric Society (2004) View citations (14)
    Working papers, Massachusetts Institute of Technology (MIT), Sloan School of Management (2003) View citations (43)
    NBER Working Papers, National Bureau of Economic Research, Inc (2003) View citations (29)
    See also Journal Article in Review of Financial Studies (2007)
36. Censored Regressors and Expansion Bias
    Working papers, Massachusetts Institute of Technology (MIT), Sloan School of Management View citations (1)
37. Once Again, is Openness Good for Growth?
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (123)
    See also Journal Article in Journal of Development Economics (2004)
38. Rule of Law, Democracy, Openness and Income: Estimating the Interrelationships
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (92)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2004) View citations (97)
39. The Long-Run Volatility Puzzle of the Real Exchange Rate
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (20)
    See also Journal Article in Journal of International Money and Finance (2006)
40. Why are capital flows so much volatile in emerging than in developed countries?
    Working Papers, Barcelona School of Economics View citations (20)
    See also Chapter (2006)

2003

41. An Alternative Interpretation of the 'Resource Curse': Theory and Policy Implications
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (102)
42. Identifying the Efficacy of Central Bank Interventions: Evidence from Australia
    RBA Research Discussion Papers, Reserve Bank of Australia View citations (23)
43. 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 (23)
44. 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 (25)
45. Spillovers Across U.S. Financial Markets
    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.) (2003) View citations (35)
46. The Effects of War Risk on U.S. Financial Markets
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (1)
    Also in Working papers, Massachusetts Institute of Technology (MIT), Sloan School of Management (2003) View citations (1)
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2003) View citations (1)
    See also Journal Article in Journal of Banking & Finance (2005)
47. Using heteroscedasticity to estimate the returns to education
    Working Papers, School of Economics, University College Dublin View citations (6)
    Also in Open Access publications, School of Economics, University College Dublin (2002) View citations (14)
    NBER Working Papers, National Bureau of Economic Research, Inc (2002) View citations (18)

2002

48. Disinflation and Fiscal Reform: A Neoclassical Perspective
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (9)
    See also Journal Article in Journal of International Economics (2002)
49. Identifying the Efficacy of Central Bank Interventions: The Australian Case
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (38)
50. The Impact of Monetary Policy on Asset Prices
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (61)
    Also in Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2002) View citations (60)
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2002) View citations (25)
    See also Journal Article in Journal of Monetary Economics (2004)

2001

51. Contagion: How to Measure It?
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (72)
    See also Chapter (2002)
52. Measuring the Reaction of Monetary Policy to the Stock Market
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (41)
    Also in Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2001) View citations (27)
    See also Journal Article in The Quarterly Journal of Economics (2003)
53. Resource Curse or Debt Overhang?
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (150)
    See also Book (2007)
54. The Curse of Non-Investment Grade Countries
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (9)
    See also Journal Article in Journal of Development Economics (2002)

2000

55. Contagion in Latin America: Definitions, Measurement, and Policy Implications
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (46)
    See also Journal Article in Economía Journal (2001)
56. Hard currency and financial development
    Textos para discussão, Department of Economics PUC-Rio (Brazil) View citations (2)
57. Identification through Heteroskedasticity: Measuring "Contagion: betweenArgentinean and Mexican Sovereign Bonds
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (12)

1999

58. No Contagion, Only Interdependence: Measuring Stock Market Co-movements
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (147)
59. On the Measurement of the International Propagation of Shocks
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (45)

Journal Articles

2020

1. Multilayer network analysis of oil linkages
   The Econometrics Journal, 2020, 23, (2), 269-296 View citations (2)
2. What can online prices teach us about exchange rate pass-through?
   Journal of International Money and Finance, 2020, 106, (C) View citations (2)

2019

3. Contagion, Spillover, and Interdependence
   Economía Journal, 2019, Volume 19 Number 2, (Spring 2019), 69-99 View citations (8)
   See also Working Paper (2016)

2018

4. Measuring sovereign contagion in Europe
   Journal of Financial Stability, 2018, 34, (C), 150-181 View citations (86)
   See also Working Paper (2015)

2017

5. A micro-based model for world oil market
   Energy Economics, 2017, 66, (C), 431-449 View citations (5)

2016

6. Distance and Political Boundaries: Estimating Border Effects under Inequality Constraints
   International Journal of Finance & Economics, 2016, 21, (1), 3-35 View citations (20)
   See also Working Paper (2012)
7. The Billion Prices Project: Using Online Prices for Measurement and Research
   Journal of Economic Perspectives, 2016, 30, (2), 151-78 View citations (139)
   See also Working Paper (2016)

2015

8. Presidential Address: Macroeconomics and Online Prices
   Economía Journal, 2015, Volume 15 Number 2, (Spring 2015), 199-213 View citations (1)
9. The Price Impact of Joining a Currency Union: Evidence from Latvia
   IMF Economic Review, 2015, 63, (2), 281-297 View citations (25)
   See also Working Paper (2014)

2014

10. Currency Unions, Product Introductions, and the Real Exchange Rate
    The Quarterly Journal of Economics, 2014, 129, (2), 529-595 View citations (94)
    See also Working Paper (2012)
11. Prices and Supply Disruptions during Natural Disasters
    Review of Income and Wealth, 2014, 60, (S2), S449-S471 View citations (57)
    See also Working Paper (2013)

2013

12. DO CREDIT RATING AGENCIES ADD VALUE? EVIDENCE FROM THE SOVEREIGN RATING BUSINESS
    International Journal of Finance & Economics, 2013, 18, (3), 240-265 View citations (16)
13. Unexploited Gains From International Diversification: Patterns Of Portfolio Holdings Around The World
    The Review of Economics and Statistics, 2013, 95, (5), 1562-1583 View citations (28)
    See also Working Paper (2011)

2011

14. Stocks, bonds, money markets and exchange rates: measuring international financial transmission
    Journal of Applied Econometrics, 2011, 26, (6), 948-974 View citations (174)
    See also Working Paper (2005)

2010

15. An asset-pricing view of external adjustment
    Journal of International Economics, 2010, 80, (1), 144-156 View citations (47)
    See also Working Paper (2007)
16. Currency Choice and Exchange Rate Pass-Through
    American Economic Review, 2010, 100, (1), 304-36 View citations (383)
    See also Working Paper (2007)
17. Set identification and sensitivity analysis with Tobin regressors
    Quantitative Economics, 2010, 1, (2), 255-277 View citations (6)

2009

18. Bias From Censored Regressors
    Journal of Business & Economic Statistics, 2009, 27, (3), 340-353 View citations (26)
19. Capital controls on inflows, exchange rate volatility and external vulnerability
    Journal of International Economics, 2009, 78, (2), 256-267 View citations (69)

2008

20. Sticky Borders
    The Quarterly Journal of Economics, 2008, 123, (2), 531-575 View citations (128)
    See also Working Paper (2006)
21. The Role of Portfolio Constraints in the International Propagation of Shocks
    Review of Economic Studies, 2008, 75, (4), 1215-1256 View citations (112)
    See also Working Paper (2008)

2007

22. Asset Prices and Exchange Rates
    Review of Financial Studies, 2007, 20, (4), 1139-1180 View citations (194)
    See also Working Paper (2004)
23. ESTIMATION WITH CENSORED REGRESSORS: BASIC ISSUES
    International Economic Review, 2007, 48, (4), 1441-1467 View citations (29)

2006

24. The long-run volatility puzzle of the real exchange rate
    Journal of International Money and Finance, 2006, 25, (1), 93-124 View citations (73)
    See also Working Paper (2004)

2005

25. Identifying the efficacy of central bank interventions: evidence from Australia and Japan
    Journal of International Economics, 2005, 66, (1), 31-48 View citations (121)
26. Rule of law, democracy, openness, and income
    The Economics of Transition, 2005, 13, (3), 533-564 View citations (158)
27. The effects of war risk on US financial markets
    Journal of Banking & Finance, 2005, 29, (7), 1769-1789 View citations (73)
    See also Working Paper (2003)

2004

28. Once again, is openness good for growth?
    Journal of Development Economics, 2004, 75, (2), 451-472 View citations (133)
    See also Working Paper (2004)
29. The impact of monetary policy on asset prices
    Journal of Monetary Economics, 2004, 51, (8), 1553-1575 View citations (591)
    See also Working Paper (2002)
30. 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

31. Identification Through Heteroskedasticity
    The Review of Economics and Statistics, 2003, 85, (4), 777-792 View citations (544)
32. Measuring The Reaction of Monetary Policy to the Stock Market
    The Quarterly Journal of Economics, 2003, 118, (2), 639-669 View citations (441)
    See also Working Paper (2001)
33. On the measurement of the international propagation of shocks: is the transmission stable?
    Journal of International Economics, 2003, 61, (2), 261-283 View citations (124)

2002

34. Currency crises and contagion: an introduction
    Journal of Development Economics, 2002, 69, (2), 307-313 View citations (31)
35. Disinflation and fiscal reform: a neoclassical perspective
    Journal of International Economics, 2002, 58, (2), 265-297 View citations (10)
    See also Working Paper (2002)
36. The curse of non-investment grade countries
    Journal of Development Economics, 2002, 69, (2), 423-449 View citations (64)
    See also Working Paper (2001)

2001

37. Contagion in Latin America: Definitions, Measurement, and Policy Implications
    Economía Journal, 2001, Volume 1 Number 2, (Spring 2001), 1-46 View citations (59)
    See also Working Paper (2000)

1992

38. La economía política del ajuste estructural y de la reforma del sector público en Venezuela
    Coyuntura Económica, 1992, 22, (3), 133-151

Books

2008

1. Respuesta fiscal a la incertidumbre de la renta
   Coediciones, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL)

2007

2. Natural Resources: Neither Curse nor Destiny
   IDB Publications (Books), Inter-American Development Bank View citations (63)
   See also Working Paper (2001)

2002

3. Inter-American Seminar on Economics (IASE) 2000
   NBER Books, National Bureau of Economic Research, Inc

Chapters

2019

1. Promise: measuring from inflation to discrimination
   A chapter in The use of big data analytics and artificial intelligence in central banking, 2019, vol. 50

2008

2. Noisy Macroeconomic Announcements, Monetary Policy, and Asset Prices
   A chapter in Asset Prices and Monetary Policy, 2008, pp 335-370 View citations (43)
   See also Working Paper (2006)

2006

3. 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 (27)
   See also Working Paper (2004)

2005

4. 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

5. Contagion: How to Measure It?
   A chapter in Preventing Currency Crises in Emerging Markets, 2002, pp 269-334 View citations (79)
   See also Working Paper (2001)

2000

6. Comment on "Balance-of-Payments Crises in Emerging Markets: Large Capital Inflows and Sovereign Governments"
   A chapter in Currency Crises, 2000, pp 97-104