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Saki Bigio

Personal Details

First Name:Saki
Middle Name:
Last Name:Bigio
Suffix:
RePEc Short-ID:pbi247
[This author has chosen not to make the email address public]
http://www2.gsb.columbia.edu/faculty/sbigio/

Affiliation

(99%) Department of Economics
University of California-Los Angeles (UCLA)

Los Angeles, California (United States)
http://www.econ.ucla.edu/

: (310) 825 1011
(310) 825 9528
8283 Bunche Hall, Los Angeles, CA 90095-1477
RePEc:edi:deuclus (more details at EDIRC)

(1%) National Bureau of Economic Research (NBER)

Cambridge, Massachusetts (United States)
http://www.nber.org/

: 617-868-3900

1050 Massachusetts Avenue, Cambridge, Massachusetts 02138
RePEc:edi:nberrus (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters

Working papers

  1. Saki Bigio & Galo Nuño & Juan Passadore, 2019. "A Framework for Debt-Maturity Management," NBER Working Papers 25808, National Bureau of Economic Research, Inc.
  2. Saki Bigio & Jennifer La’O, 2016. "Distortions in Production Networks," NBER Working Papers 22212, National Bureau of Economic Research, Inc.
  3. Pierre-Olivier Weill & Saki Bigio, 2015. "Liquid bank liabilities," 2015 Meeting Papers 1478, Society for Economic Dynamics.
  4. Saki Bigio, 2015. "A Theory of Payments Crises," 2015 Meeting Papers 1537, Society for Economic Dynamics.
  5. Javier Bianchi & Saki Bigio, 2014. "Banks, Liquidity Management and Monetary Policy," NBER Working Papers 20490, National Bureau of Economic Research, Inc.
  6. Saki Bigio, 2013. "Financial Frictions in Production Networks," 2013 Meeting Papers 121, Society for Economic Dynamics.
  7. Saki Bigio, 2012. "Financial Risk Capacity," 2012 Meeting Papers 97, Society for Economic Dynamics.
  8. New York University & Saki Bigio, 2010. "Endogenous Liquidity and the Business Cycle," 2010 Meeting Papers 672, Society for Economic Dynamics.
  9. Bigio, Saki, 2010. "Liquidity Shocks and the Business Cycle," Working Papers 2010-005, Banco Central de Reserva del Perú.
  10. Bigio, Saki, 2009. "Learning under Fear of Floating," Working Papers 2009-004, Banco Central de Reserva del Perú.
  11. Nelson Ramírez-Rondán & Saki Bigio, 2006. "Corruption and Development Indicators: An Empirical Review," Working Papers 2006-007, Banco Central de Reserva del Perú.
  12. Saki Bigio & Jorge Salas, 2006. "Non-Linear Effects of Monetary Policy and Real Exchange Rate Shocks in Partially Dollarized Economies: An Empirical Study for Peru," Working Papers 2006-008, Banco Central de Reserva del Perú.
  13. Saki Bigio & Marco Vega, 2006. "Monetary Policy under Balance Sheet Uncertainty," Computing in Economics and Finance 2006 157, Society for Computational Economics.

Articles

  1. Saki Bigio, 2015. "Endogenous Liquidity and the Business Cycle," American Economic Review, American Economic Association, vol. 105(6), pages 1883-1927, June.
  2. Bigio, Saki & Zilberman, Eduardo, 2011. "Optimal self-employment income tax enforcement," Journal of Public Economics, Elsevier, vol. 95(9), pages 1021-1035.
  3. Bigio, Saki, 2010. "Learning under fear of floating," Journal of Economic Dynamics and Control, Elsevier, vol. 34(10), pages 1923-1950, October.
  4. Vega, Marco & Bigio, Saki & Florian, David & Llosa, Gonzalo & Miller, Shirley & Ramirez-Rondan, Nelson & Rodriguez, Donita & Salas, Jorge & Winkelried, Diego, 2009. "Un modelo semiestructural de proyección para la economía peruana," Revista Estudios Económicos, Banco Central de Reserva del Perú, issue 17, pages 51-83.

Chapters

  1. Saki Bigio, 2014. "Leverage Restrictions in a Business Cycle Model: A Comment," Central Banking, Analysis, and Economic Policies Book Series, in: Sofía Bauducco & Lawrence Christiano & Claudio Raddatz (ed.), Macroeconomic and Financial Stability: challenges for Monetary Policy, edition 1, volume 19, chapter 8, pages 257-272, Central Bank of Chile.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Saki Bigio & Jennifer La’O, 2016. "Distortions in Production Networks," NBER Working Papers 22212, National Bureau of Economic Research, Inc.

    Cited by:

    1. Feng Dong & Yi Wen, 2018. "Long and Plosser Meet Bewley and Lucas," Working Papers 2018-8, Federal Reserve Bank of St. Louis.
    2. Johannes Boehm & Ezra Oberfield, 2018. "Misallocation in the Market for Inputs: Enforcement and the Organization of Production," Sciences Po Economics Discussion Papers 2018-04, Sciences Po Departement of Economics.
    3. Ernesto Pasten & Raphael Schoenle & Michael Weber, 2017. "Price Rigidity and the Origins of Aggregate Fluctuations," NBER Working Papers 23750, National Bureau of Economic Research, Inc.
    4. Lo Turco, Alessia & Maggioni, Daniela & Zazzaro, Alberto, 2019. "Financial dependence and growth: The role of input-output linkages," Journal of Economic Behavior & Organization, Elsevier, vol. 162(C), pages 308-328.
    5. David Rezza Baqaee & Emmanuel Farhi, 2017. "Productivity and Misallocation in General Equilibrium," Discussion Papers 1735, Centre for Macroeconomics (CFM).
    6. Felix Tintelnot & Ayumu Ken Kikkawa & Magne Mogstad & Emmanuel Dhyne, 2018. "Trade and Domestic Production Networks," NBER Working Papers 25120, National Bureau of Economic Research, Inc.
    7. Ali Shourideh & Ariel Zetlin-Jones, 2012. "External Financing and the Role of Financial Frictions over the Business Cycle: Measurement and Theory," GSIA Working Papers 2014-E15, Carnegie Mellon University, Tepper School of Business.
    8. Lorenzo Caliendo & Aleh Tsyvinski & Fernando Parro, 2018. "Distortions and the Structure of the World Economy," 2018 Meeting Papers 168, Society for Economic Dynamics.
    9. Jason Choi & Andrew T. Foerster, 2017. "The Changing Input-Output Network Structure of the U.S. Economy," Economic Review, Federal Reserve Bank of Kansas City, pages 23-49.
    10. Giammetti, Raffaele, 2019. "Tariffs, Domestic Import Substitution and Trade Diversion in Input-Output Production Networks: how to deal with Brexit," MPRA Paper 93229, University Library of Munich, Germany.
    11. Ernesto Pasten & Raphael S. Schoenle & Michael Weber, 2017. "Price Rigidities and the Granular Origins of Aggregate Fluctuations," CESifo Working Paper Series 6619, CESifo Group Munich.
    12. Michael Weber & Ali Ozdagli, 2016. "Monetary Policy Through Production Networks: Evidence from the Stock Market," 2016 Meeting Papers 148, Society for Economic Dynamics.
    13. David Rezza Baqaee & Emmanuel Farhi, 2018. "Macroeconomics with Heterogeneous Agents and Input-Output Networks," NBER Working Papers 24684, National Bureau of Economic Research, Inc.
    14. Alireza Tahbaz-Salehi & Vasco M. Carvalho & Makoto Nirei & Yukiko U. Saito, 2017. "Supply Chain Disruptions: Evidence from the Great East Japan Earthquake," Working Papers 2017-01, Becker Friedman Institute for Research In Economics.
    15. Ali Ozdagli & Michael Weber, 2017. "Monetary Policy through Production Networks: Evidence from the Stock Market," Working Papers 2017-07, Becker Friedman Institute for Research In Economics.
    16. David Baqaee, 2016. "Cascading Failures in Production Networks," 2016 Meeting Papers 402, Society for Economic Dynamics.
    17. David Rezza Baqaee & Emmanuel Farhi, 2017. "The Macroeconomic Impact of Microeconomic Shocks: Beyond Hulten’s Theorem," Discussion Papers 1734, Centre for Macroeconomics (CFM).
    18. Miranda-Pinto, Jorge, 2018. "A note on optimal sectoral policies in production networks," Economics Letters, Elsevier, vol. 172(C), pages 152-156.
    19. Daron Acemoglu & Pablo D. Azar, 2017. "Endogenous Production Networks," NBER Working Papers 24116, National Bureau of Economic Research, Inc.
    20. Sophie Osotimehin & Latchezar Popov, 2018. "Misallocation and intersectoral linkages," 2018 Meeting Papers 561, Society for Economic Dynamics.
    21. Jiangtao FU & Petr MATOUS & TODO Yasuyuki, 2018. "Trade Credit in Global Supply Chains," Discussion papers 18049, Research Institute of Economy, Trade and Industry (RIETI).
    22. Giammetti, Raffaele, 2019. "Tariffs, Domestic Import Substitution and Trade Diversion in Input-Output Production Networks: how to deal with Brexit," MPRA Paper 92835, University Library of Munich, Germany.

  2. Javier Bianchi & Saki Bigio, 2014. "Banks, Liquidity Management and Monetary Policy," NBER Working Papers 20490, National Bureau of Economic Research, Inc.

    Cited by:

    1. Butt, Nick & Churm, Rohan & McMahon, Michael & Morotz, Arpad & Schanz, Jochen, 2015. "QE and the Bank Lending Channel in the United Kingdom," CAGE Online Working Paper Series 244, Competitive Advantage in the Global Economy (CAGE).
    2. Lenel, Moritz & Piazzesi, Monika & Schneider, Martin, 2019. "The short rate disconnect in a monetary economy," Journal of Monetary Economics, Elsevier, vol. 106(C), pages 59-77.
    3. Williamson, Stephen D., 2019. "Interest on reserves, interbank lending, and monetary policy," Journal of Monetary Economics, Elsevier, vol. 101(C), pages 14-30.
    4. Stephen Williamson, 2016. "Interest on Reserves, Interbank Lending, and Monetary Policy," 2016 Meeting Papers 428, Society for Economic Dynamics.
    5. Bulusu, Narayan & Guérin, Pierre, 2019. "What drives interbank loans? Evidence from Canada," Journal of Banking & Finance, Elsevier, vol. 106(C), pages 427-444.
    6. Darmouni, Olivier & Geisecke, Oliver & Rodnyanky, Alexander, 2019. "The Bond Lending Channel of Monetary Policy," MPRA Paper 95141, University Library of Munich, Germany.
    7. Jakab, Zoltan & Kumhof, Michael, 2018. "Banks are not intermediaries of loanable funds — facts, theory and evidence," Bank of England working papers 761, Bank of England, revised 17 Jan 2020.
    8. Roc Armenter & Benjamin Lester, 2015. "Excess reserves and monetary policy normalization," Working Papers 15-35, Federal Reserve Bank of Philadelphia, revised 15 Sep 2015.
    9. Kieran Walsh, 2014. "Portfolio Choice and Partial Default in Emerging Markets: a quantitative analysis," 2014 Meeting Papers 789, Society for Economic Dynamics.
    10. Kaiji Chen & Jue Ren & Tao Zha, 2016. "What We Learn from China's Rising Shadow Banking: Exploring the Nexus of Monetary Tightening and Banks' Role in Entrusted Lending," NBER Working Papers 21890, National Bureau of Economic Research, Inc.
    11. Huberto M. Ennis, 2014. "A Simple General Equilibrium Model of Large Excess Reserves," Working Paper 14-14, Federal Reserve Bank of Richmond, revised 06 Aug 2014.
    12. Stefan Nagel, 2016. "The Liquidity Premium of Near-Money Assets," The Quarterly Journal of Economics, Oxford University Press, vol. 131(4), pages 1927-1971.
    13. Guillaume Khayat, 2017. "The Corridor's Width as a Monetary Policy Tool," Working Papers halshs-01611650, HAL.
    14. Dong Beom Choi & Hyun-Soo Choi, 2016. "The effect of monetary policy on bank wholesale funding," Staff Reports 759, Federal Reserve Bank of New York, revised 01 Apr 2017.
    15. Pamela A. Cardozo Ortiz & Carlos A. Huertas Campos & Julián A. Parra Polanía & Lina V. Patiño Echeverri, 2016. "The Interbank Market in Colombia and the Supply of Liquidity by the Banco de la República," Monetaria, Centro de Estudios Monetarios Latinoamericanos, CEMLA, vol. 0(2), pages 153-193, july-dece.
    16. Ken Kuttner & James Yetman, 2016. "A comparison of liquidity management tools in seven Asian economies," BIS Papers chapters, in: Bank for International Settlements (ed.), Expanding the boundaries of monetary policy in Asia and the Pacific, volume 88, pages 33-58, Bank for International Settlements.
    17. Hugo Rodríguez Mendizábal, 2017. "Narrow Banking with Modern Depository Institutions: Is there a Reason to Panic?," Working Papers 955, Barcelona Graduate School of Economics.
    18. Marcelo Rezende & Mary-Frances Styczynski & Cindy M. Vojtech, 2016. "The Effects of Liquidity Regulation on Bank Demand in Monetary Policy Operations," Finance and Economics Discussion Series 2016-090, Board of Governors of the Federal Reserve System (U.S.).
    19. John Kandrac & Bernd Schlusche, 2017. "Quantitative Easing and Bank Risk Taking: Evidence from Lending," Finance and Economics Discussion Series 2017-125, Board of Governors of the Federal Reserve System (U.S.).
    20. Pérez-Forero, Fernando & Vega, Marco, 2014. "The Dynamic Effects of Interest Rates and Reserve Requirements," Working Papers 2014-018, Banco Central de Reserva del Perú.
    21. Antoine Martin & Todd Keister & James J. McAndrews, 2015. "Floor systems and the Friedman rule: the fiscal arithmetic of open market operations," Staff Reports 754, Federal Reserve Bank of New York.
    22. Tischer, Johannes, 2018. "Quantitative easing, portfolio rebalancing and credit growth: Micro evidence from Germany," Discussion Papers 20/2018, Deutsche Bundesbank.
    23. Monika Piazzesi & Martin Schneider, 2018. "Payments, credit and asset prices," BIS Working Papers 734, Bank for International Settlements.

  3. Saki Bigio, 2013. "Financial Frictions in Production Networks," 2013 Meeting Papers 121, Society for Economic Dynamics.

    Cited by:

    1. Benjamin Bridgman, 2016. "Engines of Leisure," BEA Working Papers 0137, Bureau of Economic Analysis.
    2. Vasco Carvalho & Nico Voigtländer, 2015. "Input Diffusion and the Evolution of Production Networks," Working Papers 759, Barcelona Graduate School of Economics.
    3. Chakrabarti, Anindya S., 2015. "Dispersion in macroeconomic volatility between the core and periphery of the international trade network," IIMA Working Papers WP2015-08-08, Indian Institute of Management Ahmedabad, Research and Publication Department.
    4. Lorenzo Burlon, 2015. "Ownership networks and aggregate volatility," 2015 Meeting Papers 1157, Society for Economic Dynamics.
    5. Vasco Carvalho, 2014. "From micro to macro via production networks," Economics Working Papers 1449, Department of Economics and Business, Universitat Pompeu Fabra.
    6. Loukas Karabarbounis, 2013. "The Labor Wedge: MRS vs. MPN," NBER Working Papers 19015, National Bureau of Economic Research, Inc.
    7. Ogura, Yoshiaki & Okui, Ryo & Saito, Yukiko Umeno, 2015. "Network-Motivated Lending Decisions," HIT-REFINED Working Paper Series 29, Institute of Economic Research, Hitotsubashi University.
    8. Vasco M. Carvalho, 2014. "From Micro to Macro via Production Networks," Working Papers 793, Barcelona Graduate School of Economics.
    9. Can Tian, 2014. "Forecast Shocks in Production Networks," 2014 Meeting Papers 87, Society for Economic Dynamics.

  4. Saki Bigio, 2012. "Financial Risk Capacity," 2012 Meeting Papers 97, Society for Economic Dynamics.

    Cited by:

    1. Javier Bianchi, 2012. "Efficient Bailouts?," Documentos de Trabajo (working papers) 2012, Department of Economics - dECON.
    2. Mark Gertler & Nobuhiro Kiyotaki, 2013. "Banking, Liquidity and Bank Runs in an Infinite Horizon Economy," 2013 Meeting Papers 59, Society for Economic Dynamics.
    3. Alejandro Justiniano & Giorgio E. Primiceri & Andrea Tambalotti, 2014. "Credit Supply and the Housing Boom," Working Paper Series WP-2014-21, Federal Reserve Bank of Chicago, revised 01 Jul 2014.
    4. Lawrence Christiano & Daisuke Ikeda, 2013. "Leverage Restrictions in a Business Cycle Model," NBER Working Papers 18688, National Bureau of Economic Research, Inc.
    5. Lawrence Christiano & Roberto Motto & Massimo Rostagno, 2013. "Risk Shocks," NBER Working Papers 18682, National Bureau of Economic Research, Inc.
    6. Zhiguo He & Arvind Krishnamurthy, 2014. "A Macroeconomic Framework for Quantifying Systemic Risk," NBER Working Papers 19885, National Bureau of Economic Research, Inc.
    7. Joseph Mullins & Gaston Navarro & Julio Blanco, 2013. "Equilibrium Default and Slow Recoveries," 2013 Meeting Papers 694, Society for Economic Dynamics.

  5. New York University & Saki Bigio, 2010. "Endogenous Liquidity and the Business Cycle," 2010 Meeting Papers 672, Society for Economic Dynamics.

    Cited by:

    1. Javier Bianchi, 2012. "Efficient Bailouts?," Documentos de Trabajo (working papers) 2012, Department of Economics - dECON.
    2. Frank Smets & Joris Tielens & Jan Van Hove, 2018. "Pipeline Pressures and Sectoral Inflation Dynamics," Working Paper Research 351, National Bank of Belgium.
    3. Martin Kuncl, 2014. "Securitization under Asymmetric Information over the Business Cycle," CERGE-EI Working Papers wp506, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
    4. Andrea L. Eisfeldt & Tyler Muir, 2014. "Aggregate External Financing and Savings Waves," NBER Working Papers 20442, National Bureau of Economic Research, Inc.
    5. Feng Dong & Yi Wen, 2017. "Flight to What? — Dissecting Liquidity Shortages in the Financial Crisis," Working Papers 2017-25, Federal Reserve Bank of St. Louis, revised 10 Oct 2017.
    6. Julian Kozlowski & Laura Veldkamp & Venky Venkateswaran, 2015. "The Tail that Wags the Economy: Belief-Driven Business Cycles and Persistent Stagnation," Working Papers 15-10, New York University, Leonard N. Stern School of Business, Department of Economics.
    7. Saki Bigio, 2012. "Financial Risk Capacity," 2012 Meeting Papers 97, Society for Economic Dynamics.
    8. Fuchs, William & Green, Brett & Papanikolaou, Dimitris, 2016. "Adverse selection, slow-moving capital, and misallocation," Journal of Financial Economics, Elsevier, vol. 120(2), pages 286-308.
    9. Vladimir Asriyan & William Fuchs & Brett Green, 2017. "Liquidity sentiments," Economics Working Papers 1583, Department of Economics and Business, Universitat Pompeu Fabra, revised Jun 2018.
    10. GOTTARDI, Piero; MAURIN, Vincent; MONNET, Cyril, 2017. "A theory of repurchase agreements, collateral re-use, and repo intermediation," Economics Working Papers ECO2017/03, European University Institute.
    11. Martin Kuncl, 2016. "Fragility of Resale Markets for Securitized Assets and Policy of Asset Purchases," Staff Working Papers 16-46, Bank of Canada.
    12. Benhabib, Jess & Dong, Feng & Wang, Pengfei, 2018. "Adverse selection and self-fulfilling business cycles," Journal of Monetary Economics, Elsevier, vol. 94(C), pages 114-130.
    13. Javier Bianchi & Enrique Mendoza, 2015. "Optimal Time-Consistent Macroprudential Policy," PIER Working Paper Archive 15-032, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 01 Aug 2015.
    14. Kobayashi, Keiichiro, 2011. "The Diamond-Rajan Bank Runs in a Production Economy," PIE/CIS Discussion Paper 515, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University.
    15. Julian Kozlowski & Laura Veldkamp & Venky Venkateswaran, 2018. "The Tail that Keeps the Riskless Rate Low," 2018 Meeting Papers 1111, Society for Economic Dynamics.
    16. Alexi Savov & Alan Moreira, 2014. "The Macroeconomics of Shadow Banking," 2014 Meeting Papers 254, Society for Economic Dynamics.
    17. Lawrence J. Christiano & Martin S. Eichenbaum & Mathias Trabandt, 2015. "Understanding the Great Recession," American Economic Journal: Macroeconomics, American Economic Association, vol. 7(1), pages 110-167, January.
    18. Gilbert Mbaraa & Ryszard Kokoszczyński, 2018. "Corporate governance, tax evasion and business cycles," Working Papers 2018-10, Faculty of Economic Sciences, University of Warsaw.
    19. Sören Radde, 2012. "Flight-to-Liquidity and the Great Recession," Discussion Papers of DIW Berlin 1242, DIW Berlin, German Institute for Economic Research.
    20. Bigio, Saki, 2019. "Comments on “Optimal supply of public and private liquidity” by Marina Azzimonti and Pierre Yared," Journal of Monetary Economics, Elsevier, vol. 102(C), pages 145-152.
    21. Piero Gottardi & Vincent Maurin & Cyril Monnet, 2019. "Online Appendix to "A theory of repurchase agreements, collateral re-use, and repo intermediation"," Online Appendices 18-284, Review of Economic Dynamics.
    22. Silvo, Aino, 2017. "House prices, lending standards, and the macroeconomy," Research Discussion Papers 4/2017, Bank of Finland.
    23. Kang, Sunmin & Hwang, Intae & Song, Sooyoung, 2018. "Cash hoarding: Vice or virtue," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 53(C), pages 94-116.
    24. Nelson Lind, 2017. "Credit Regimes and the Seeds of Crisis," 2017 Meeting Papers 1474, Society for Economic Dynamics.
    25. Bruno Sultanum & Zachary Bethune, 2016. "Decentralized Trade with Private Values," 2016 Meeting Papers 1630, Society for Economic Dynamics.
    26. Francesco Bianchi & Martin Lettau & Sydney C. Ludvigson, 2016. "Monetary Policy and Asset Valuation," NBER Working Papers 22572, National Bureau of Economic Research, Inc.
    27. Javier Bianchi & Saki Bigio, 2014. "Banks, Liquidity Management and Monetary Policy," NBER Working Papers 20490, National Bureau of Economic Research, Inc.
    28. Soeren Radde & Wei Cui, 2013. "Search-Based Endogenous Illiquidity, Business Cycles and Monetary Policy," 2013 Meeting Papers 1009, Society for Economic Dynamics.
    29. Trevor Serrao & Luca Benzoni & Marco Bassetto, 2017. "The Interplay Between Financial Conditions and Monetary Policy Shocks," 2017 Meeting Papers 1124, Society for Economic Dynamics.
    30. Julian Kozlowski & Laura Veldkamp & Venky Venkateswaran, 2015. "The Tail that Wags the Economy: Beliefs and Persistent Stagnation," NBER Working Papers 21719, National Bureau of Economic Research, Inc.
    31. Bertsch, Christoph, 2013. "A detrimental feedback loop: deleveraging and adverse selection," Working Paper Series 277, Sveriges Riksbank (Central Bank of Sweden).
    32. Francesco Molteni, 2015. "Liquidity, Government Bonds and Sovereign Debt Crises," Working Papers 2015-32, CEPII research center.
    33. Lawrence Christiano & Daisuke Ikeda, 2011. "Government Policy, Credit Markets and Economic Activity," NBER Working Papers 17142, National Bureau of Economic Research, Inc.
    34. Pablo Kurlat, 2013. "Lemons Markets and the Transmission of Aggregate Shocks," American Economic Review, American Economic Association, vol. 103(4), pages 1463-1489, June.
    35. Fukui, Masao, 2018. "Asset Quality Cycles," Journal of Monetary Economics, Elsevier, vol. 95(C), pages 97-108.
    36. Bigio, Saki & Schneider, Andrés, 2017. "Liquidity shocks, business cycles and asset prices," European Economic Review, Elsevier, vol. 97(C), pages 108-130.
    37. Eisfeldt, Andrea L. & Muir, Tyler, 2016. "Aggregate external financing and savings waves," Journal of Monetary Economics, Elsevier, vol. 84(C), pages 116-133.
    38. Konstantin Milbradt & Martin Oehmke, 2014. "Maturity Rationing and Collective Short-Termism," NBER Working Papers 19946, National Bureau of Economic Research, Inc.
    39. Benigno, Pierpaolo & Robatto, Roberto, 2018. "Private Money Creation, Liquidity Crises, and Government Intervention," CEPR Discussion Papers 13091, C.E.P.R. Discussion Papers.
    40. Saki Bigio & Adrien d'Avernas, 2019. "Financial Risk Capacity," 2019 Meeting Papers 511, Society for Economic Dynamics.
    41. Bianchi, Francesco & Lettau, Martin & Ludvigson, Sydney, 2018. "Monetary Policy and Asset Valuation," CEPR Discussion Papers 12671, C.E.P.R. Discussion Papers.

  6. Bigio, Saki, 2010. "Liquidity Shocks and the Business Cycle," Working Papers 2010-005, Banco Central de Reserva del Perú.

    Cited by:

    1. Vivek Prasad, 2014. "Balanced budget stimulus with tax cuts in a liquidity constrained economy," Birkbeck Working Papers in Economics and Finance 1401, Birkbeck, Department of Economics, Mathematics & Statistics.
    2. Luigi Bocola, 2015. "The Pass-Through of Sovereign Risk," Working Papers 722, Federal Reserve Bank of Minneapolis, revised 16 Apr 2015.
    3. Vivek Prasad, 2015. "Balanced Budget Tax Cuts in a Liquidity-Constrained Economy," Manchester School, University of Manchester, vol. 83, pages 87-119, September.

  7. Bigio, Saki, 2009. "Learning under Fear of Floating," Working Papers 2009-004, Banco Central de Reserva del Perú.

    Cited by:

    1. Alexander Ludwig and Alexander Zimper, 2013. "Biased Bayesian Learning with an Application to the Risk-Free Rate Puzzle," Working Papers 390, Economic Research Southern Africa.
    2. Thomas Windberger & Jesus Crespo Cuaresma & Janette Walde, 2012. "Dirty floating and monetary independence in Central and Eastern Europe - The role of structural breaks," Working Papers 2012-21, Faculty of Economics and Statistics, University of Innsbruck.

  8. Saki Bigio & Jorge Salas, 2006. "Non-Linear Effects of Monetary Policy and Real Exchange Rate Shocks in Partially Dollarized Economies: An Empirical Study for Peru," Working Papers 2006-008, Banco Central de Reserva del Perú.

    Cited by:

    1. Salas, Jorge, 2009. "¿Qué explica las fluctuaciones de la inflación en el Perú en el periodo 2002-2008? Evidencia de un análisis VAR estructural," Revista Estudios Económicos, Banco Central de Reserva del Perú, issue 16, pages 9-36.
    2. Winkelried, Diego, 2013. "Modelo de Proyección Trimestral del BCRP: Actualización y novedades," Revista Estudios Económicos, Banco Central de Reserva del Perú, issue 26, pages 9-60.
    3. Luis Carranza & José Enrique Galdón Sánchez & Javier Gómez Biscarri, 2008. "The relationship between investment and large exchange rate depreciations in dollarized economies," Faculty Working Papers 01/08, School of Economics and Business Administration, University of Navarra.
    4. Luis Carranza & José E. Galdón-Sánchez & Javier Gómez Biscarri, 2004. "Exchange Rate and Inflation Dynamics in Dollarized Economies," Faculty Working Papers 10/04, School of Economics and Business Administration, University of Navarra.
    5. Salas, Jorge, 2011. "Estimación bayesiana de unmodelo de pequeña economía abierta con dolarización parcial," Revista Estudios Económicos, Banco Central de Reserva del Perú, issue 22, pages 41-62.

  9. Saki Bigio & Marco Vega, 2006. "Monetary Policy under Balance Sheet Uncertainty," Computing in Economics and Finance 2006 157, Society for Computational Economics.

    Cited by:

    1. Bigio, Saki, 2010. "Learning under fear of floating," Journal of Economic Dynamics and Control, Elsevier, vol. 34(10), pages 1923-1950, October.

Articles

  1. Saki Bigio, 2015. "Endogenous Liquidity and the Business Cycle," American Economic Review, American Economic Association, vol. 105(6), pages 1883-1927, June.
    See citations under working paper version above.
  2. Bigio, Saki & Zilberman, Eduardo, 2011. "Optimal self-employment income tax enforcement," Journal of Public Economics, Elsevier, vol. 95(9), pages 1021-1035.

    Cited by:

    1. Annette Alstadsæter & Martin Jacob, 2018. "Tax Incentives and Noncompliance," Public Finance Review, , vol. 46(4), pages 609-634, July.
    2. Leal-Ordoñez Julio C., 2014. "The informal sector in contemporary models of the aggregate economy," Working Papers 2014-24, Banco de México.
    3. Eduardo Zilberman, 2011. "Audits or Distortions: The Optimal Scheme to Enforce Self-Employment Income Taxes," Textos para discussão 590, Department of Economics PUC-Rio (Brazil).
    4. Julio Cesar Leal Ordonez, 2014. "Tax collection, the informal sector, and productivity," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 17(2), pages 262-286, April.
    5. Alstadsæter, Annette & Jacob, Martin, 2013. "The effect of awareness and incentives on tax evasion," arqus Discussion Papers in Quantitative Tax Research 147, arqus - Arbeitskreis Quantitative Steuerlehre.
    6. Alvaro Forteza & Cecilia Noboa, 2015. "Tolerance to Tax Evasion," Documentos de Trabajo (working papers) 1015, Department of Economics - dECON.
    7. López, José Joaquín, 2017. "A quantitative theory of tax evasion," Journal of Macroeconomics, Elsevier, vol. 53(C), pages 107-126.
    8. Rema Hanna & Benjamin A. Olken, 2019. "Tax Administration vs. Tax Rates: Evidence from Corporate Taxation in Indonesia," CID Working Papers 361, Center for International Development at Harvard University.
    9. Laszlo Goerke, 2015. "Income tax buyouts and income tax evasion," International Tax and Public Finance, Springer;International Institute of Public Finance, vol. 22(1), pages 120-143, February.
    10. Casey B. Mulligan, 2019. "The Employer Penalty, Voluntary Compliance, and the Size Distribution of Firms: Evidence from a Survey of Small Businesses," NBER Chapters, in: Tax Policy and the Economy, Volume 34, National Bureau of Economic Research, Inc.
    11. Wu T.C. Michael, 2016. "Profit Tax Evasion under Wage Bargaining Structure," The B.E. Journal of Theoretical Economics, De Gruyter, vol. 16(2), pages 817-834, June.
    12. Achkasov, Yu. & Pilnik, P., 2017. "Income Tax Effect on Economic Performance in Terms of Endogenous Choice between Labor and Enterprise Market," Journal of the New Economic Association, New Economic Association, vol. 33(1), pages 12-27.
    13. Aljoša Feldina & Sašo Polanec, 2012. "Underreporting and Minimum Wage," LICOS Discussion Papers 32412, LICOS - Centre for Institutions and Economic Performance, KU Leuven.

  3. Bigio, Saki, 2010. "Learning under fear of floating," Journal of Economic Dynamics and Control, Elsevier, vol. 34(10), pages 1923-1950, October.
    See citations under working paper version above.
  4. Vega, Marco & Bigio, Saki & Florian, David & Llosa, Gonzalo & Miller, Shirley & Ramirez-Rondan, Nelson & Rodriguez, Donita & Salas, Jorge & Winkelried, Diego, 2009. "Un modelo semiestructural de proyección para la economía peruana," Revista Estudios Económicos, Banco Central de Reserva del Perú, issue 17, pages 51-83.

    Cited by:

    1. Lahura, Erick, 2012. "Midiendo los efectos de la política monetaria a través de las expectativas de mercado," Revista Estudios Económicos, Banco Central de Reserva del Perú, issue 23, pages 39-52.
    2. Maertens Odria, Luís Ricardo & Castillo, Paul & Rodriguez, Gabriel, 2012. "Does the exchange rate pass-through into prices change when inflation targeting is adopted? The Peruvian case study between 1994 and 2007," Journal of Macroeconomics, Elsevier, vol. 34(4), pages 1154-1166.
    3. Winkelried, Diego, 2013. "Modelo de Proyección Trimestral del BCRP: Actualización y novedades," Revista Estudios Económicos, Banco Central de Reserva del Perú, issue 26, pages 9-60.
    4. Renzo Rossini & Zenon Quispe & Jorge Loyola, 2012. "Fiscal policy considerations in the design of monetary policy in Peru," BIS Papers chapters, in: Bank for International Settlements (ed.), Fiscal policy, public debt and monetary policy in emerging market economies, volume 67, pages 253-267, Bank for International Settlements.
    5. Nolazco, José Luis & Lengua-Lafosse, Patricia & Céspedes, Nikita, 2016. "Contribución de los choques externos en el Crecimiento Económico del Perú: un modelo semi-estructural," Working Papers 2016-006, Banco Central de Reserva del Perú.
    6. Lahura, Erick, 2012. "Measuring the Effects of Monetary Policy Using Market Expectations," Working Papers 2012-005, Banco Central de Reserva del Perú.
    7. Luis Ricardo Maertens & Gabriel Rodríguez, 2012. "Inflation Expectations Formation In The Presence Of Policy Shifts And Structural Breaks: An Experimental Analysis," Documentos de Trabajo / Working Papers 2012-339, Departamento de Economía - Pontificia Universidad Católica del Perú.
    8. Salas, Jorge, 2011. "Estimación bayesiana de unmodelo de pequeña economía abierta con dolarización parcial," Revista Estudios Económicos, Banco Central de Reserva del Perú, issue 22, pages 41-62.
    9. Pérez-Forero, Fernando & Vega, Marco, 2014. "The Dynamic Effects of Interest Rates and Reserve Requirements," Working Papers 2014-018, Banco Central de Reserva del Perú.

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Rankings

This author is among the top 5% authors according to these criteria:
  1. Number of Citations, Weighted by Recursive Impact Factor, Discounted by Citation Age
  2. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors, Discounted by Citation Age

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 17 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-MAC: Macroeconomics (10) 2006-07-15 2006-10-14 2009-04-13 2010-06-04 2014-10-03 2014-10-03 2014-12-08 2015-01-03 2016-05-14 2020-01-13. Author is listed
  2. NEP-BAN: Banking (9) 2012-10-27 2014-10-03 2014-10-03 2014-12-08 2014-12-08 2015-01-03 2015-12-01 2015-12-08 2020-01-13. Author is listed
  3. NEP-CBA: Central Banking (7) 2006-07-15 2006-10-14 2009-04-13 2010-06-04 2012-10-27 2014-10-03 2014-12-08. Author is listed
  4. NEP-DGE: Dynamic General Equilibrium (5) 2010-06-04 2012-10-27 2013-08-31 2015-01-03 2019-05-13. Author is listed
  5. NEP-MON: Monetary Economics (5) 2006-07-15 2006-10-14 2009-04-13 2014-10-03 2014-12-08. Author is listed
  6. NEP-IFN: International Finance (2) 2006-10-14 2009-04-13
  7. NEP-ACC: Accounting & Auditing (1) 2006-07-15
  8. NEP-AFR: Africa (1) 2006-08-05
  9. NEP-BEC: Business Economics (1) 2010-06-04
  10. NEP-CFN: Corporate Finance (1) 2014-12-08
  11. NEP-CTA: Contract Theory & Applications (1) 2015-12-01
  12. NEP-FDG: Financial Development & Growth (1) 2020-01-13
  13. NEP-NET: Network Economics (1) 2013-08-31
  14. NEP-PBE: Public Economics (1) 2006-08-05
  15. NEP-PPM: Project, Program & Portfolio Management (1) 2010-06-04
  16. NEP-REG: Regulation (1) 2006-08-05
  17. NEP-RMG: Risk Management (1) 2020-01-13

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