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Roberto Rigobon

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Personal Details

First Name: Roberto
Middle Name:
Last Name: Rigobon
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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)

Works


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Working papers

  1. Alberto Cavallo & Roberto Rigobon, 2011. "The Distribution of the Size of Price Changes," NBER Working Papers 16760, National Bureau of Economic Research, Inc.
  2. Roberto Rigobon, 2010. "Commodity Prices Pass-Through," Working Papers Central Bank of Chile 572, Central Bank of Chile.
  3. Anna Pavlova & Roberto Rigobon, 2010. "International Macro-Finance," NBER Working Papers 16630, National Bureau of Economic Research, Inc.
  4. Tatiana Didier & Roberto Rigobon & Sergio L. Schmukler, 2010. "Unexploited Gains from International Diversification: Patterns of Portfolio Holdings Around the World," NBER Working Papers 16629, National Bureau of Economic Research, Inc.
  5. Victor Chernozhukov & Roberto Rigobon & Thomas Stoker, 2009. "Set identification with Tobin regressors," CeMMAP working papers CWP12/09, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  6. Pavlova, Anna & Rigobon, Roberto, 2008. "The Role of Portfolio Constraints in the International Propagation of Shocks," CEPR Discussion Papers 6647, C.E.P.R. Discussion Papers.
  7. Eduardo Cavallo & Andrew Powell & Roberto Rigobon, 2008. "Do Credit Rating Agencies Add Value? Evidence from the Sovereign Rating Business Institutions," RES Working Papers 4601, Inter-American Development Bank, Research Department.
  8. Anna Pavlova & Roberto Rigobon, 2007. "An Asset-Pricing View of External Adjustment," NBER Working Papers 13468, National Bureau of Economic Research, Inc.
  9. Gita Gopinath & Oleg Itskhoki & Roberto Rigobon, 2007. "Currency Choice and Exchange Rate Pass-through," NBER Working Papers 13432, National Bureau of Economic Research, Inc.
  10. Roberto Rigobon & Brian Sack, 2006. "Noisy Macroeconomic Announcements, Monetary Policy, and Asset Prices," NBER Working Papers 12420, National Bureau of Economic Research, Inc.
  11. Gita Gopinath & Roberto Rigobon, 2006. "Sticky Borders," NBER Working Papers 12095, National Bureau of Economic Research, Inc.
  12. Sebastian Edwards & Roberto Rigobon, 2005. "Capital Controls, Exchange Rate Volatility and External Vulnerability," NBER Working Papers 11434, National Bureau of Economic Research, Inc.
  13. 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.
  14. Anna Pavlova & Roberto Rigobon, 2005. "Wealth Transfers, Contagion, and Portfolio Constraints," NBER Working Papers 11440, National Bureau of Economic Research, Inc.
  15. 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.
  16. Roberto Rigobón, 2005. "Estrategia de estabilización para los precios del petróleo en América Central," IDB Publications 22838, Inter-American Development Bank.
  17. 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.
  18. 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.
  19. 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.
  20. 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.
  21. 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.
  22. Rigobon, Roberto & Stoker, Thomas M., 2004. "Censored Regressors and Expansion Bias," Working papers 4451-03, Massachusetts Institute of Technology (MIT), Sloan School of Management.
  23. 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.
  24. 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.).
  25. 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.
  26. 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.
  27. 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.).
  28. Anna Pavlova & Roberto Rigobon, 2003. "Asset Prices and Exchange Rates," NBER Working Papers 9834, National Bureau of Economic Research, Inc.
  29. 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.
  30. 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.).
  31. 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.
  32. Roberto Rigobon, 2002. "Disinflation and Fiscal Reform: A Neoclassical Perspective," NBER Working Papers 8706, National Bureau of Economic Research, Inc.
  33. Vincent Hogan & Roberto Rigobon, 2002. "Using Heteroscedasticity to Estimate the Returns to Education," NBER Working Papers 9145, National Bureau of Economic Research, Inc.
  34. Roberto Rigobon, 2001. "Contagion: How to Measure It?," NBER Working Papers 8118, National Bureau of Economic Research, Inc.
  35. Roberto Rigobon, 2001. "The Curse of Non-Investment Grade Countries," NBER Working Papers 8636, National Bureau of Economic Research, Inc.
  36. 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.).
  37. Osmel Manzano & Roberto Rigobon, 2001. "Resource Curse or Debt Overhang?," NBER Working Papers 8390, National Bureau of Economic Research, Inc.
  38. Ilan Goldfajn & Roberto Rigobon, 2000. "Hard currency and financial development," Textos para discussão 438, Department of Economics PUC-Rio (Brazil).
  39. Roberto Rigobon, 2000. "Identification through Heteroskedasticity: Measuring "Contagion: betweenArgentinean and Mexican Sovereign Bonds," NBER Working Papers 7493, National Bureau of Economic Research, Inc.
  40. Kristin Forbes & Roberto Rigobon, 2000. "Contagion in Latin America: Definitions, Measurement, and Policy Implications," NBER Working Papers 7885, National Bureau of Economic Research, Inc.
  41. Kristin Forbes & Roberto Rigobon, 1999. "No Contagion, Only Interdependence: Measuring Stock Market Co-movements," NBER Working Papers 7267, National Bureau of Economic Research, Inc.
  42. Roberto Rigobon, 1999. "On the Measurement of the International Propagation of Shocks," NBER Working Papers 7354, National Bureau of Economic Research, Inc.

Articles

  1. Michael Ehrmann & Marcel Fratzscher & Roberto Rigobon, 2011. "Stocks, bonds, money markets and exchange rates: measuring international financial transmission," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 26(6), pages 948-974, 09.
  2. Gita Gopinath & Oleg Itskhoki & Roberto Rigobon, 2010. "Currency Choice and Exchange Rate Pass-Through," American Economic Review, American Economic Association, vol. 100(1), pages 304-36, March.
  3. Victor Chernozhukov & Roberto Rigobon & Thomas M. Stoker, 2010. "Set identification and sensitivity analysis with Tobin regressors," Quantitative Economics, Econometric Society, vol. 1(2), pages 255-277, November.
  4. Pavlova, Anna & Rigobon, Roberto, 2010. "An asset-pricing view of external adjustment," Journal of International Economics, Elsevier, vol. 80(1), pages 144-156, January.
  5. Edwards, Sebastian & Rigobon, Roberto, 2009. "Capital controls on inflows, exchange rate volatility and external vulnerability," Journal of International Economics, Elsevier, vol. 78(2), pages 256-267, July.
  6. Rigobon, Roberto & Stoker, Thomas M., 2009. "Bias From Censored Regressors," Journal of Business & Economic Statistics, American Statistical Association, vol. 27(3), pages 340-353.
  7. Gita Gopinath & Roberto Rigobon, 2008. "Sticky Borders," The Quarterly Journal of Economics, MIT Press, vol. 123(2), pages 531-575, 05.
  8. Anna Pavlova & Roberto Rigobon, 2008. "The Role of Portfolio Constraints in the International Propagation of Shocks," Review of Economic Studies, Wiley Blackwell, vol. 75(4), pages 1215-1256, October.
  9. Anna Pavlova & 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.
  10. 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.
  11. 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.
  12. 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.
  13. 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.
  14. 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.
  15. 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.
  16. 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.
  17. 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.
  18. 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.
  19. Roberto Rigobon, 2003. "Identification Through Heteroskedasticity," The Review of Economics and Statistics, MIT Press, vol. 85(4), pages 777-792, 09.
  20. 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.
  21. 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.
  22. Edwards, Sebastian & Rigobon, Roberto, 2002. "Currency crises and contagion: an introduction," Journal of Development Economics, Elsevier, vol. 69(2), pages 307-313, December.
  23. Rigobon, Roberto, 2002. "Disinflation and fiscal reform: a neoclassical perspective," Journal of International Economics, Elsevier, vol. 58(2), pages 265-297, December.
  24. Rigobon, Roberto, 2002. "The curse of non-investment grade countries," Journal of Development Economics, Elsevier, vol. 69(2), pages 423-449, December.
  25. Roberto Rigobón & Kristin Forbes, 2001. "Contagion in Latin America: Definitions, Measurement, and Policy Implications," Journal of LACEA Economia, LACEA - LATIN AMERICAN AND CARIBBEAN ECONOMIC ASSOCIATION.

Chapters

  1. Roberto Rigobon & Brian Sack, 2008. "Noisy Macroeconomic Announcements, Monetary Policy, and Asset Prices," NBER Chapters, in: Asset Prices and Monetary Policy, pages 335-370 National Bureau of Economic Research, Inc.
  2. Fernando A. Broner & Roberto Rigobon, 2006. "Why Are Capital Flows So Much Volatile in Merging Than in Developed Countries?," Central Banking, Analysis, and Economic Policies Book Series, in: Ricardo Caballero & César Calderón & Luis Felipe Céspedes & Norman Loayza (Series Editor) & Klaus (ed.), External Vulnerability and Preventive Policies, edition 1, volume 10, chapter 2, pages 015-040 Central Bank of Chile.
  3. Roberto Rigobon, 2005. "Comment on "Fiscal Divergence and Business Cycle Synchronization: Irresponsibility is Idiosyncratic"," NBER Chapters, in: NBER International Seminar on Macroeconomics 2005, pages 299-304 National Bureau of Economic Research, Inc.
  4. Roberto Rigobon, 2002. "Contagion: How to Measure It?," NBER Chapters, in: Preventing Currency Crises in Emerging Markets, pages 269-334 National Bureau of Economic Research, Inc.

Books

  1. Sebastian Edwards & Roberto Rigobon, 2002. "Inter-American Seminar on Economics (IASE)," NBER Books, National Bureau of Economic Research, Inc, number edwa02-1.

NEP Fields

48 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CBA: Central Banking (9) 2002-03-04 2002-03-14 2004-08-16 2005-03-13 2006-04-01 2006-08-26 2007-09-30 2007-10-06 2008-04-12 Author is listed
  2. NEP-CFN: Corporate Finance (1) 2005-03-13
  3. NEP-COM: Industrial Competition (1) 2011-08-15
  4. NEP-CWA: Central & Western Asia (1) 2005-09-11
  5. 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
  6. NEP-DGE: Dynamic General Equilibrium (2) 2007-10-06 2008-04-12
  7. NEP-ECM: Econometrics (5) 1999-11-08 2000-01-24 2001-02-14 2002-09-11 2009-08-22 Author is listed
  8. NEP-EEC: European Economics (2) 2005-03-13 2005-10-04
  9. NEP-ENE: Energy Economics (1) 2001-07-23
  10. NEP-ETS: Econometric Time Series (1) 2004-09-30
  11. 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
  12. 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
  13. NEP-HIS: Business, Economic & Financial History (1) 2004-12-21
  14. NEP-IFN: International Finance (16) 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 2011-01-30 Author is listed
  15. NEP-INT: International Trade (2) 2005-10-22 2006-04-01
  16. NEP-LAM: Central & South America (5) 2001-12-04 2004-03-07 2004-09-30 2005-07-03 2005-10-22 Author is listed
  17. 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
  18. 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
  19. NEP-PKE: Post Keynesian Economics (1) 2004-09-30
  20. NEP-REG: Regulation (2) 2004-09-30 2005-02-13
  21. NEP-RMG: Risk Management (5) 2003-04-09 2003-06-16 2004-03-07 2004-07-26 2004-10-30 Author is listed
  22. NEP-SEA: South East Asia (1) 2005-03-13

Statistics

This author is among the top 5% authors according to these criteria:
  1. Average Rank Score
  2. Number of Works
  3. Number of Distinct Works, Weighted by Simple Impact Factor
  4. Number of Distinct Works, Weighted by Recursive Impact Factor
  5. Number of Distinct Works, Weighted by Number of Authors
  6. Number of Distinct Works, Weighted by Number of Authors and Simple Impact Factors
  7. Number of Distinct Works, Weighted by Number of Authors and Recursive Impact Factors
  8. Number of Citations
  9. Number of Citations, Discounted by Citation Age
  10. Number of Citations, Weighted by Simple Impact Factor
  11. Number of Citations, Weighted by Simple Impact Factor, Discounted by Citation Age
  12. Number of Citations, Weighted by Recursive Impact Factor
  13. Number of Citations, Weighted by Recursive Impact Factor, Discounted by Citation Age
  14. Number of Citations, Weighted by Number of Authors
  15. Number of Citations, Weighted by Number of Authors, Discounted by Citation Age
  16. Number of Citations, Weighted by Number of Authors and Simple Impact Factors
  17. Number of Citations, Weighted by Number of Authors and Simple Impact Factors, Discounted by Citation Age
  18. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors
  19. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors, Discounted by Citation Age
  20. h-index
  21. Number of Registered Citing Authors
  22. Number of Registered Citing Authors, Weighted by Rank (Max. 1 per Author)
  23. Number of Journal Pages
  24. Number of Journal Pages, Weighted by Simple Impact Factor
  25. Number of Journal Pages, Weighted by Recursive Impact Factor
  26. Number of Journal Pages, Weighted by Number of Authors
  27. Number of Journal Pages, Weighted by Number of Authors and Simple Impact Factors
  28. Number of Journal Pages, Weighted by Number of Authors and Recursive Impact Factors
  29. Number of Abstract Views in RePEc Services over the past 12 months
  30. Number of Downloads through RePEc Services over the past 12 months
  31. Number of Abstract Views in RePEc Services over the past 12 months, Weighted by Number of Authors
  32. Number of Downloads through RePEc Services over the past 12 months, Weighted by Number of Authors
  33. Closeness measure in co-authorship network
  34. Betweenness measure in co-authorship network
  35. Wu-Index

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