This file is part of IDEAS, which uses RePEc data


[ Papers | Articles | Software | Books | Chapters | Authors | Institutions | JEL Classification | NEP reports | Search | New papers by email | Author registration | Rankings | Volunteers | FAQ | Blog | Help! ]

Information about:
Roberto Rigobon

Personal Details | Affiliation | Works
This is information that was supplied by Roberto Rigobon in registering through RePEc. If you are Roberto Rigobon , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Other registered authors

Personal Details

First Name: Roberto
Middle Name:
Last Name: Rigobon
Suffix:

RePEc Short-ID: pri12

Email:
Homepage: http://web.mit.edu/rigobon/www/
Postal Address: Massachusetts Institute of Technology Sloan School of Management Room E52-431 50 Memorial Drive Cambridge, MA 02142-1347
Phone: 617-258-8374

Affiliation

(in no particular order)

Lists

This author is among the top 5% authors according to these criteria:
  1. Average Rank Score
  2. Number of Distinct Works, Weighted by Simple Impact Factor
  3. Number of Distinct Works, Weighted by Recursive Impact Factor
  4. Number of Distinct Works, Weighted by Number of Authors and Simple Impact Factors
  5. Number of Distinct Works, Weighted by Number of Authors and Recursive Impact Factors
  6. Number of Citations
  7. Number of Citations, Discounted by Citation Age
  8. Number of Citations, Weighted by Simple Impact Factor
  9. Number of Citations, Weighted by Simple Impact Factor, Discounted by Citation Age
  10. Number of Citations, Weighted by Recursive Impact Factor
  11. Number of Citations, Weighted by Recursive Impact Factor, Discounted by Citation Age
  12. Number of Citations, Weighted by Number of Authors
  13. Number of Citations, Weighted by Number of Authors, Discounted by Citation Age
  14. Number of Citations, Weighted by Number of Authors and Simple Impact Factors
  15. Number of Citations, Weighted by Number of Authors and Simple Impact Factors, Discounted by Citation Age
  16. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors
  17. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors, Discounted by Citation Age
  18. h, where author has written h papers that have each been cited at least h times.
  19. Number of Registered Citing Authors
  20. Number of Registered Citing Authors, Weighted by Rank (Max. 1 per Author)
  21. Number of Journal Pages, Weighted by Recursive Impact Factor
  22. Number of Journal Pages, Weighted by Number of Authors and Simple Impact Factors
  23. Number of Journal Pages, Weighted by Number of Authors and Recursive Impact Factors
  24. Number of Downloads through RePEc Services over the past 12 months
  25. Number of Downloads through RePEc Services over the past 12 months, Weighted by Number of Authors

Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML, plain text, BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Anna Pavlova & Roberto Rigobon, 2007. "An Asset-Pricing View of External Adjustment," NBER Working Papers 13468, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

  2. Gita Gopinath & Oleg Itskhoki & Roberto Rigobon, 2007. "Currency Choice and Exchange Rate Pass-through," NBER Working Papers 13432, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

  3. Roberto Rigobon & Brian Sack, 2006. "Noisy Macroeconomic Announcements, Monetary Policy, and Asset Prices," NBER Working Papers 12420, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

  4. Gita Gopinath & Roberto Rigobon, 2006. "Sticky Borders," NBER Working Papers 12095, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

  5. Sebastian Edwards & Roberto Rigobon, 2005. "Capital Controls, Exchange Rate Volatility and External Vulnerability," NBER Working Papers 11434, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

  6. Fernando A. Broner & Roberto Rigobon, 2005. "Why are Capital Flows so Much More Volatile in Emerging Than in Developed Countries?," Working Papers Central Bank of Chile 328, Central Bank of Chile. [Downloadable!]
    Other versions:

  7. Anna Pavlova & Roberto Rigobon, 2005. "Wealth Transfers, Contagion, and Portfolio Constraints," NBER Working Papers 11440, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:

  8. Michael Ehrmann & Marcel Fratzscher & Roberto Rigobon, 2005. "Stocks, Bonds, Money Markets and Exchange Rates: Measuring International Financial Transmission," NBER Working Papers 11166, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:

  9. Roberto Rigobon & Dani Rodrik, 2004. "Rule of Law, Democracy, Openness, and Income: Estimating the Interrelationships," NBER Working Papers 10750, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:

  10. Marcio Garcia & Roberto Rigobon, 2004. "A Risk Management Approach to Emerging Market's Sovereign Debt Sustainability with an Application to Brazilian Data," NBER Working Papers 10336, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:

  11. Roberto Rigobon & Marcio Garcia, 2004. "A Risk Management Approach to Emerging Market’s Sovereign Debt Sustainability with an application to Brazilian data," Econometric Society 2004 Latin American Meetings 24, Econometric Society. [Downloadable!]

  12. Ha Yan Lee & Luca Antonio Ricci & Roberto Rigobon, 2004. "Once Again, is Openness Good for Growth?," NBER Working Papers 10749, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:
    Published as:

  13. Ricardo Hausmann & Ugo Panizza & Roberto Rigobon, 2004. "The Long-Run Volatility Puzzle of the Real Exchange Rate," NBER Working Papers 10751, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Published as:

  14. Rigobon, Roberto & Stoker, Thomas M., 2004. "Censored Regressors and Expansion Bias," Working papers 4451-03, Massachusetts Institute of Technology (MIT), Sloan School of Management. [Downloadable!]

  15. Jonathan Kearns & Roberto Rigobon, 2003. "Identifying the Efficacy of Central Bank Interventions: Evidence from Australia," RBA Research Discussion Papers rdp2003-04, Reserve Bank of Australia. [Downloadable!]

  16. Roberto Rigobon & Brian Sack, 2003. "The effects of war risk on U.S. financial markets," Finance and Economics Discussion Series 2003-18, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
    Other versions:
    Published as:

  17. Claudio Raddatz & Roberto Rigobon, 2003. "Monetary policy and sectoral shocks : did the Federal Reserve react properly to the high-tech crisis?," Policy Research Working Paper Series 3160, The World Bank. [Downloadable!]

  18. Ricardo Hausmann & Roberto Rigobon, 2003. "An Alternative Interpretation of the 'Resource Curse': Theory and Policy Implications," NBER Working Papers 9424, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

  19. Roberto Rigobon & Brian Sack, 2003. "Spillovers across U.S. financial markets," Finance and Economics Discussion Series 2003-13, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
    Other versions:

  20. Anna Pavlova & Roberto Rigobon, 2003. "Asset Prices and Exchange Rates," NBER Working Papers 9834, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:
    Published as:

  21. Claudio Raddatz & Roberto Rigobon, 2003. "Monetary Policy and Sectoral Shocks: Did the FED react properly to the High-Tech Crisis?," NBER Working Papers 9835, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

  22. Roberto Rigobon & Brian Sack, 2002. "The impact of monetary policy on asset prices," Finance and Economics Discussion Series 2002-4, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
    Other versions:
    Published as:

  23. Jonathan Kearns & Roberto Rigobon, 2002. "Identifying the Efficacy of Central Bank Interventions: The Australian Case," NBER Working Papers 9062, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

  24. Roberto Rigobon, 2002. "Disinflation and Fiscal Reform: A Neoclassical Perspective," NBER Working Papers 8706, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Published as:

  25. Vincent Hogan & Roberto Rigobon, 2002. "Using Heteroscedasticity to Estimate the Returns to Education," NBER Working Papers 9145, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

  26. Roberto Rigobon, 2001. "Contagion: How to Measure It?," NBER Working Papers 8118, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

  27. Roberto Rigobon, 2001. "The Curse of Non-Investment Grade Countries," NBER Working Papers 8636, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Published as:

  28. Roberto Rigobon & Brian Sack, 2001. "Measuring the reaction of monetary policy to the stock market," Finance and Economics Discussion Series 2001-14, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
    Other versions:
    Published as:

  29. Osmel Manzano & Roberto Rigobon, 2001. "Resource Curse or Debt Overhang?," NBER Working Papers 8390, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

  30. Ilan Goldfajn & Roberto Rigobon, 2000. "Hard currency and financial development," Textos para discussão 438, Department of Economics PUC-Rio (Brazil). [Downloadable!]

  31. Roberto Rigobon, 2000. "Identification through Heteroskedasticity: Measuring "Contagion: betweenArgentinean and Mexican Sovereign Bonds," NBER Working Papers 7493, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

  32. Kristin Forbes & Roberto Rigobon, 2000. "Contagion in Latin America: Definitions, Measurement, and Policy Implications," NBER Working Papers 7885, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

  33. Kristin Forbes & Roberto Rigobon, 1999. "No Contagion, Only Interdependence: Measuring Stock Market Co-movements," NBER Working Papers 7267, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Published as:

  34. Roberto Rigobon, 1999. "On the Measurement of the International Propagation of Shocks," NBER Working Papers 7354, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

Articles

  1. Roberto Rigobon, 2007. "Asset Prices and Exchange Rates," Review of Financial Studies, Oxford University Press for Society for Financial Studies, vol. 20(4), pages 1139-1180. [Downloadable!] (restricted)
    Other versions:

  2. Roberto Rigobon & Thomas M. Stoker, 2007. "Estimation With Censored Regressors: Basic Issues," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 48(4), pages 1441-1467, November. [Downloadable!] (restricted)

  3. Hausmann, Ricardo & Panizza, Ugo & Rigobon, Roberto, 2006. "The long-run volatility puzzle of the real exchange rate," Journal of International Money and Finance, Elsevier, vol. 25(1), pages 93-124, February. [Downloadable!] (restricted)
    Other versions:

  4. Rigobon, Roberto & Sack, Brian, 2005. "The effects of war risk on US financial markets," Journal of Banking & Finance, Elsevier, vol. 29(7), pages 1769-1789, July. [Downloadable!] (restricted)
    Other versions:

  5. Kearns, Jonathan & Rigobon, Roberto, 2005. "Identifying the efficacy of central bank interventions: evidence from Australia and Japan," Journal of International Economics, Elsevier, vol. 66(1), pages 31-48, May. [Downloadable!] (restricted)

  6. Roberto Rigobon & Dani Rodrik, 2005. "Rule of law, democracy, openness, and income," The Economics of Transition, The European Bank for Reconstruction and Development, vol. 13(3), pages 533-564, 07. [Downloadable!] (restricted)

  7. Rigobon, Roberto, 2004. "Too Sensational: On the Choice of Exchange Rate Regimes: W. Max Corden, MIT Press, 2002," Journal of International Economics, Elsevier, vol. 64(1), pages 211-215, October. [Downloadable!] (restricted)

  8. Rigobon, Roberto & Sack, Brian, 2004. "The impact of monetary policy on asset prices," Journal of Monetary Economics, Elsevier, vol. 51(8), pages 1553-1575, November. [Downloadable!] (restricted)
    Other versions:

  9. Lee, Ha Yan & Ricci, Luca Antonio & Rigobon, Roberto, 2004. "Once again, is openness good for growth?," Journal of Development Economics, Elsevier, vol. 75(2), pages 451-472, December. [Downloadable!] (restricted)
    Other versions:

  10. Roberto Rigobon & Brian Sack, 2003. "Measuring The Reaction Of Monetary Policy To The Stock Market," The Quarterly Journal of Economics, MIT Press, vol. 118(2), pages 639-669, May. [Downloadable!] (restricted)
    Other versions:

  11. Roberto Rigobon, 2003. "Identification Through Heteroskedasticity," The Review of Economics and Statistics, MIT Press, vol. 85(4), pages 777-792, 09. [Downloadable!] (restricted)

  12. Rigobon, Roberto, 2003. "On the measurement of the international propagation of shocks: is the transmission stable?," Journal of International Economics, Elsevier, vol. 61(2), pages 261-283, December. [Downloadable!] (restricted)

  13. Kristin J. Forbes & Roberto Rigobon, 2002. "No Contagion, Only Interdependence: Measuring Stock Market Comovements," Journal of Finance, American Finance Association, vol. 57(5), pages 2223-2261, October. [Downloadable!] (restricted)
    Other versions:

  14. Edwards, Sebastian & Rigobon, Roberto, 2002. "Currency crises and contagion: an introduction," Journal of Development Economics, Elsevier, vol. 69(2), pages 307-313, December. [Downloadable!] (restricted)

  15. Rigobon, Roberto, 2002. "Disinflation and fiscal reform: a neoclassical perspective," Journal of International Economics, Elsevier, vol. 58(2), pages 265-297, December. [Downloadable!] (restricted)
    Other versions:

  16. Rigobon, Roberto, 2002. "The curse of non-investment grade countries," Journal of Development Economics, Elsevier, vol. 69(2), pages 423-449, December. [Downloadable!] (restricted)
    Other versions:

NEP Fields

43 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CBA: Central Banking (8) 2002-03-04 2002-03-14 2004-08-16 2005-03-13 2006-04-01 2006-08-26 2007-09-30 2007-10-06 Author is listed
  2. NEP-CFN: Corporate Finance (1) 2005-03-13
  3. NEP-CWA: Central & Western Asia (1) 2005-09-11
  4. NEP-DEV: Development (7) 2001-05-02 2001-07-23 2004-09-30 2004-09-30 2005-02-13 2005-09-11 2005-10-22 Author is listed
  5. NEP-DGE: Dynamic General Equilibrium (1) 2007-10-06
  6. NEP-ECM: Econometrics (4) 1999-11-08 2000-01-24 2001-02-14 2002-09-11
  7. NEP-EEC: European Economics (2) 2005-03-13 2005-10-04
  8. NEP-ENE: Energy Economics (1) 2001-07-23
  9. NEP-ETS: Econometric Time Series (1) 2004-09-30
  10. NEP-FIN: Finance (18) 1999-08-04 2003-04-09 2003-04-27 2003-06-16 2003-06-16 2004-03-07 2004-07-18 2004-07-26 2004-09-12 2004-09-30 2004-10-30 2004-12-20 2004-12-22 2005-03-13 2005-07-03 2005-08-13 2005-09-11 2005-09-29 Author is listed
  11. NEP-FMK: Financial Markets (14) 2001-02-14 2001-06-08 2001-07-13 2002-03-14 2002-04-08 2003-04-09 2003-04-27 2004-12-20 2005-08-13 2005-09-11 2005-09-29 2005-10-04 2006-04-01 2006-08-26 Author is listed
  12. NEP-HIS: Business, Economic & Financial History (1) 2004-12-21
  13. NEP-IFN: International Finance (15) 2001-02-14 2001-05-02 2002-01-22 2003-05-08 2004-07-18 2004-08-16 2004-09-30 2004-12-20 2005-03-13 2005-07-03 2005-07-03 2005-08-13 2005-09-29 2005-10-04 2007-09-30 Author is listed
  14. NEP-INT: International Trade (2) 2005-10-22 2006-04-01
  15. NEP-LAM: Central & South America (5) 2001-12-04 2004-03-07 2004-09-30 2005-07-03 2005-10-22 Author is listed
  16. NEP-MAC: Macroeconomics (8) 2003-05-08 2004-03-07 2004-09-12 2004-12-20 2005-03-13 2005-10-04 2006-08-26 2007-09-30 Author is listed
  17. NEP-MON: Monetary Economics (10) 2001-06-08 2001-07-13 2002-03-04 2002-03-14 2004-07-18 2004-08-16 2005-03-13 2005-10-04 2006-08-26 2007-09-30 Author is listed
  18. NEP-PKE: Post Keynesian Economics (1) 2004-09-30
  19. NEP-REG: Regulation (2) 2004-09-30 2005-02-13
  20. NEP-RMG: Risk Management (5) 2003-04-09 2003-06-16 2004-03-07 2004-07-26 2004-10-30 Author is listed
  21. NEP-SEA: South East Asia (1) 2005-03-13
Did you know? You too can volunteer for RePEc, for example by encouraging others to use our services.

This page was last updated on 2008-7-4.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.