Details about Roberto Rigobon
Access statistics for papers by Roberto Rigobon.
Last updated 2020-07-03. Update your information in the RePEc Author Service.
Short-id: pri12
Jump to Journal Articles Books Chapters
Working Papers
2022
- ESG Confusion and Stock Returns: Tackling the Problem of Noise
NBER Working Papers, National Bureau of Economic Research, Inc View citations (1)
2021
- 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)
- The Pricing Strategies of Online Grocery Retailers
NBER Working Papers, National Bureau of Economic Research, Inc View citations (11)
2020
- Contingent Linear Financial Networks
NBER Working Papers, National Bureau of Economic Research, Inc View citations (1)
- Quantum Prices
NBER Working Papers, National Bureau of Economic Research, Inc
2016
- 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)
- 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
- 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
- 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)
- 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
- 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)
- Product Introductions, Currency Unions, and the Real Exchange Rate
2013 Meeting Papers, Society for Economic Dynamics
2012
- 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)
- 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
- Equilibrium Portfolios and External Adjustment under Incomplete Markets
2011 Meeting Papers, Society for Economic Dynamics
- 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)
- 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)
- 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
- Commodity Prices Pass-Through
Working Papers Central Bank of Chile, Central Bank of Chile View citations (21)
2009
- Set identification with Tobin regressors
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies
2008
- 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)
- 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
- 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)
- 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)
- Passthrough at the Dock: Pricing to Currency and to Market?
2007 Meeting Papers, Society for Economic Dynamics View citations (2)
- Through the Pass-Through: Measuring Central Bank Credibility
CID Working Papers, Center for International Development at Harvard University View citations (3)
2006
- Noisy Macroeconomic Announcements, Monetary Policy, and Asset Prices
NBER Working Papers, National Bureau of Economic Research, Inc View citations (21)
See also Chapter (2008)
- 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
- Capital Controls, Exchange Rate Volatility and External Vulnerability
NBER Working Papers, National Bureau of Economic Research, Inc View citations (28)
- 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)
- 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)
- 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
- 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)
- 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)
- 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)
- Censored Regressors and Expansion Bias
Working papers, Massachusetts Institute of Technology (MIT), Sloan School of Management View citations (1)
- 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)
- 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)
- 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)
- 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
- An Alternative Interpretation of the 'Resource Curse': Theory and Policy Implications
NBER Working Papers, National Bureau of Economic Research, Inc View citations (102)
- Identifying the Efficacy of Central Bank Interventions: Evidence from Australia
RBA Research Discussion Papers, Reserve Bank of Australia View citations (23)
- 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)
- 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)
- 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)
- 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)
- 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
- 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)
- Identifying the Efficacy of Central Bank Interventions: The Australian Case
NBER Working Papers, National Bureau of Economic Research, Inc View citations (38)
- 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
- Contagion: How to Measure It?
NBER Working Papers, National Bureau of Economic Research, Inc View citations (72)
See also Chapter (2002)
- 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)
- Resource Curse or Debt Overhang?
NBER Working Papers, National Bureau of Economic Research, Inc View citations (150)
See also Book (2007)
- 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
- 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)
- Hard currency and financial development
Textos para discussão, Department of Economics PUC-Rio (Brazil) View citations (2)
- Identification through Heteroskedasticity: Measuring "Contagion: betweenArgentinean and Mexican Sovereign Bonds
NBER Working Papers, National Bureau of Economic Research, Inc View citations (12)
1999
- No Contagion, Only Interdependence: Measuring Stock Market Co-movements
NBER Working Papers, National Bureau of Economic Research, Inc View citations (147)
- On the Measurement of the International Propagation of Shocks
NBER Working Papers, National Bureau of Economic Research, Inc View citations (45)
Journal Articles
2020
- Multilayer network analysis of oil linkages
The Econometrics Journal, 2020, 23, (2), 269-296 View citations (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
- Contagion, Spillover, and Interdependence
Economía Journal, 2019, Volume 19 Number 2, (Spring 2019), 69-99 View citations (8)
See also Working Paper (2016)
2018
- Measuring sovereign contagion in Europe
Journal of Financial Stability, 2018, 34, (C), 150-181 View citations (86)
See also Working Paper (2015)
2017
- A micro-based model for world oil market
Energy Economics, 2017, 66, (C), 431-449 View citations (5)
2016
- 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)
- 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
- Presidential Address: Macroeconomics and Online Prices
Economía Journal, 2015, Volume 15 Number 2, (Spring 2015), 199-213 View citations (1)
- 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
- 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)
- 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
- 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)
- 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
- 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
- An asset-pricing view of external adjustment
Journal of International Economics, 2010, 80, (1), 144-156 View citations (47)
See also Working Paper (2007)
- Currency Choice and Exchange Rate Pass-Through
American Economic Review, 2010, 100, (1), 304-36 View citations (383)
See also Working Paper (2007)
- Set identification and sensitivity analysis with Tobin regressors
Quantitative Economics, 2010, 1, (2), 255-277 View citations (6)
2009
- Bias From Censored Regressors
Journal of Business & Economic Statistics, 2009, 27, (3), 340-353 View citations (26)
- Capital controls on inflows, exchange rate volatility and external vulnerability
Journal of International Economics, 2009, 78, (2), 256-267 View citations (69)
2008
- Sticky Borders
The Quarterly Journal of Economics, 2008, 123, (2), 531-575 View citations (128)
See also Working Paper (2006)
- 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
- Asset Prices and Exchange Rates
Review of Financial Studies, 2007, 20, (4), 1139-1180 View citations (194)
See also Working Paper (2004)
- ESTIMATION WITH CENSORED REGRESSORS: BASIC ISSUES
International Economic Review, 2007, 48, (4), 1441-1467 View citations (29)
2006
- 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
- Identifying the efficacy of central bank interventions: evidence from Australia and Japan
Journal of International Economics, 2005, 66, (1), 31-48 View citations (121)
- Rule of law, democracy, openness, and income
The Economics of Transition, 2005, 13, (3), 533-564 View citations (158)
- 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
- Once again, is openness good for growth?
Journal of Development Economics, 2004, 75, (2), 451-472 View citations (133)
See also Working Paper (2004)
- 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)
- 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
- Identification Through Heteroskedasticity
The Review of Economics and Statistics, 2003, 85, (4), 777-792 View citations (544)
- 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)
- 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
- Currency crises and contagion: an introduction
Journal of Development Economics, 2002, 69, (2), 307-313 View citations (31)
- Disinflation and fiscal reform: a neoclassical perspective
Journal of International Economics, 2002, 58, (2), 265-297 View citations (10)
See also Working Paper (2002)
- 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
- 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
- La economía política del ajuste estructural y de la reforma del sector público en Venezuela
Coyuntura Económica, 1992, 22, (3), 133-151
Books
2008
- Respuesta fiscal a la incertidumbre de la renta
Coediciones, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL)
2007
- Natural Resources: Neither Curse nor Destiny
IDB Publications (Books), Inter-American Development Bank View citations (63)
See also Working Paper (2001)
2002
- Inter-American Seminar on Economics (IASE) 2000
NBER Books, National Bureau of Economic Research, Inc
Chapters
2019
- 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
- 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
- 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
- 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
- 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
- Comment on "Balance-of-Payments Crises in Emerging Markets: Large Capital Inflows and Sovereign Governments"
A chapter in Currency Crises, 2000, pp 97-104
|
The links between different versions of a paper are constructed automatically by matching on the titles.
Please contact if a link is incorrect.
Use this form
to add links between versions where the titles do not match.
|