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://www.sakibigio.net | |
Affiliation
(99%) Department of Economics
University of California-Los Angeles (UCLA)
Los Angeles, California (United States)http://www.econ.ucla.edu/
RePEc:edi:deuclus (more details at EDIRC)
(1%) National Bureau of Economic Research (NBER)
Cambridge, Massachusetts (United States)http://www.nber.org/
RePEc:edi:nberrus (more details at EDIRC)
Research output
Jump to: Working papers Articles ChaptersWorking papers
- Saki Bigio, 2023. "A Theory of Payments-Chain Crises," NBER Working Papers 30859, National Bureau of Economic Research, Inc.
- Javier Bianchi & Saki Bigio & Charles Engel, 2021.
"Scrambling for Dollars: International Liquidity, Banks and Exchange Rates,"
NBER Working Papers
29457, National Bureau of Economic Research, Inc.
- Javier Bianchi & Saki Bigio & Charles Engel, 2021. "Scrambling for Dollars: International Liquidity, Banks and Exchange Rates," Working Papers 786, Federal Reserve Bank of Minneapolis.
- Javier Bianchi & Saki Bigio & Charles Engel, 2022. "Scrambling for Dollars: International Liquidity, Banks and Exchange Rates," Working Papers 182, Peruvian Economic Association.
- Bianchi, Javier & Bigio, Saki, 2021. "Scrambling for Dollars: International Liquidity, Banks and Exchange Rates," CEPR Discussion Papers 16712, C.E.P.R. Discussion Papers.
- Saki Bigio & Yuliy Sannikov, 2021. "A Model of Credit, Money, Interest, and Prices," NBER Working Papers 28540, National Bureau of Economic Research, Inc.
- Juliane Begenau & Saki Bigio & Jeremy Majerovitz & Matias Vieyra, 2020.
"A Q-Theory of Banks,"
NBER Working Papers
27935, National Bureau of Economic Research, Inc.
- Juliane Begenau & Saki Bigio & Jeremy Majerovitz & Matias Vieyra, 2020. "A Q-Theory Of Banks," Working Papers 171, Peruvian Economic Association.
- Juliane Beganau & Saki Bigio & Jeremy Majerovitz & Matias Vieyra, 2021. "A Q-Theory of Banks," Staff Working Papers 21-44, Bank of Canada.
- Saki Bigio & Liyan Shi, 2020.
"Repurchase Options in the Market for Lemons,"
NBER Working Papers
27732, National Bureau of Economic Research, Inc.
- Saki Bigio & Liyan Shi, 2021. "Repurchase Options in the Market for Lemons," EIEF Working Papers Series 2104, Einaudi Institute for Economics and Finance (EIEF), revised 2021.
- Saki Bigio & Liyan Shi, 2020. "Repurchase Options in the Market for Lemons," Working Papers 169, Peruvian Economic Association.
- Saki Bigio & Eduardo Zilberman, 2020.
"Speculation-driven Business Cycles,"
Working Papers
161, Peruvian Economic Association.
- Saki Bigio & Eduardo Zilberman, 2020. "Speculation-Driven Business Cycles," Working Papers Central Bank of Chile 865, Central Bank of Chile.
- Saki Bigio & Mengbo Zhang & Eduardo Zilberman, 2020. "Transfers vs Credit Policy: Macroeconomic Policy Trade-offs during Covid-19," NBER Working Papers 27118, National Bureau of Economic Research, Inc.
- Saki Bigio & Yuliy Sannikov, 2019. "A Model of Intermediation, Money, Interest, and Prices," Working Papers 150, Peruvian Economic Association.
- Saki Bigio & Galo Nuño & Juan Passadore, 2019. "Debt-Maturity Management with Liquidity Costs," NBER Working Papers 25808, National Bureau of Economic Research, Inc.
- Saki Bigio & Galo Nuño & Juan Passadore, 2019.
"A Framework for Debt-Maturity Management,"
Working Papers
143, Peruvian Economic Association.
- Saki Bigio & Galo Nuño & Juan Passadore, 2019. "A framework for debt-maturity management," Working Papers 1919, Banco de España.
- Juliane Begenau & Jeremy Majerovitz & Saki Bigio, 2018. "Data Lessons on Bank Behavior," 2018 Meeting Papers 161, Society for Economic Dynamics.
- Begenau, Juliane & Bigio, Saki & Majerovitz, Jeremy, 2018. "Banks Adjust Slowly: Evidence and Lessons for Modeling," Research Papers 3672, Stanford University, Graduate School of Business.
- Saki Bigio & Nelson R. Ramírez Rondán, 2017.
"Corrupción e indicadores de desarrollo en el Perú y el mundo: una revisión empírica,"
Working Papers
111, Peruvian Economic Association.
- Saki Bigio & Nelson R. Ramírez Rondán, 2020. "Corrupción e indicadores de desarrollo en el Perú y el mundo: una revisión empírica," Capítulos de libros, in: Nikita Céspedes Reynaga & Norman V. Loayza & Nelson R. Ramírez Rondán (ed.), Crecimiento económico en el Perú: causas y consecuencias, edition 1, volume 1, chapter 4, pages 118-151, Universidad de San Martín de Porres.
- Juan Passadore & Galo Nuno & Saki Bigio, 2017. "Optimal Debt Management," 2017 Meeting Papers 1642, Society for Economic Dynamics.
- Saki Bigio & Jennifer La’O, 2016.
"Distortions in Production Networks,"
NBER Working Papers
22212, National Bureau of Economic Research, Inc.
- Saki Bigio & Jennifer La’O, 2020. "Distortions in Production Networks," The Quarterly Journal of Economics, Oxford University Press, vol. 135(4), pages 2187-2253.
- Yuliy Sannikov & Saki Bigio, 2016. "Credit, Money, Interest, and Prices," 2016 Meeting Papers 1699, Society for Economic Dynamics.
- Pierre-Olivier Weill & Saki Bigio, 2015. "Liquid bank liabilities," 2015 Meeting Papers 1478, Society for Economic Dynamics.
- Saki Bigio, 2015. "A Theory of Payments Crises," 2015 Meeting Papers 1537, Society for Economic Dynamics.
- Javier Bianchi & Saki Bigio, 2014.
"Banks, Liquidity Management and Monetary Policy,"
NBER Working Papers
20490, National Bureau of Economic Research, Inc.
- Javier Bianchi & Saki Bigio, 2022. "Banks, Liquidity Management, and Monetary Policy," Econometrica, Econometric Society, vol. 90(1), pages 391-454, January.
- Javier Bianchi & Saki Bigio, 2014. "Banks, Liquidity Management, and Monetary Policy," Staff Report 503, Federal Reserve Bank of Minneapolis.
- Saki Bigio & Javier Bianchi, 2014. "Banks, Liquidity Management and Monetary Policy," 2014 Meeting Papers 489, Society for Economic Dynamics.
- Javier Bianchi & Saki Bigio, 2014. "Banks, Liquidity Management and Monetary Policy," Working Papers 18, Peruvian Economic Association.
- Saki Bigio, 2013.
"Financial Frictions in Production Networks,"
2013 Meeting Papers
121, Society for Economic Dynamics.
- Saki Bigio & Jennifer La’O, 2016. "Financial Frictions in Production Networks," Working Papers 67, Peruvian Economic Association.
- Saki Bigio, 2012.
"Financial Risk Capacity,"
2012 Meeting Papers
97, Society for Economic Dynamics.
- Saki Bigio & Adrien d'Avernas, 2021. "Financial Risk Capacity," American Economic Journal: Macroeconomics, American Economic Association, vol. 13(4), pages 142-181, October.
- Saki Bigio & Adrien d'Avernas, 2019. "Financial Risk Capacity," 2019 Meeting Papers 511, Society for Economic Dynamics.
- Saki Bigio & Adrien d'Avernas, 2019. "Financial Risk Capacity," NBER Working Papers 26561, National Bureau of Economic Research, Inc.
- Saki Bigio, 2014. "Financial Risk Capacity," Working Papers 22, Peruvian Economic Association.
- New York University & Saki Bigio, 2010.
"Endogenous Liquidity and the Business Cycle,"
2010 Meeting Papers
672, Society for Economic Dynamics.
- Saki Bigio, 2015. "Endogenous Liquidity and the Business Cycle," American Economic Review, American Economic Association, vol. 105(6), pages 1883-1927, June.
- Saki Bigio, 2014. "Endogenous Liquidity and the Business Cycle," Working Papers 24, Peruvian Economic Association.
- Bigio, Saki, 2010. "Liquidity Shocks and the Business Cycle," Working Papers 2010-005, Banco Central de Reserva del Perú.
- Bigio, Saki, 2009.
"Learning under Fear of Floating,"
Working Papers
2009-004, Banco Central de Reserva del Perú.
- Bigio, Saki, 2010. "Learning under fear of floating," Journal of Economic Dynamics and Control, Elsevier, vol. 34(10), pages 1923-1950, October.
- Nelson Ramírez-Rondán & Saki Bigio, 2006. "Corruption and Development Indicators: An Empirical Review," Working Papers 2006-007, Banco Central de Reserva del Perú.
- 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.
- Saki Bigio & Marco Vega, 2006. "Monetary Policy under Balance Sheet Uncertainty," Computing in Economics and Finance 2006 157, Society for Computational Economics.
Articles
- Saki Bigio & Adrien d'Avernas, 2021.
"Financial Risk Capacity,"
American Economic Journal: Macroeconomics, American Economic Association, vol. 13(4), pages 142-181, October.
- Saki Bigio, 2012. "Financial Risk Capacity," 2012 Meeting Papers 97, Society for Economic Dynamics.
- Saki Bigio & Adrien d'Avernas, 2019. "Financial Risk Capacity," 2019 Meeting Papers 511, Society for Economic Dynamics.
- Saki Bigio & Adrien d'Avernas, 2019. "Financial Risk Capacity," NBER Working Papers 26561, National Bureau of Economic Research, Inc.
- Saki Bigio, 2014. "Financial Risk Capacity," Working Papers 22, Peruvian Economic Association.
- Saki Bigio & Jennifer La’O, 2020.
"Distortions in Production Networks,"
The Quarterly Journal of Economics, Oxford University Press, vol. 135(4), pages 2187-2253.
- Saki Bigio & Jennifer La’O, 2016. "Distortions in Production Networks," NBER Working Papers 22212, National Bureau of Economic Research, Inc.
- 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.
- Bigio, Saki & Schneider, Andrés, 2017. "Liquidity shocks, business cycles and asset prices," European Economic Review, Elsevier, vol. 97(C), pages 108-130.
- Saki Bigio, 2015.
"Endogenous Liquidity and the Business Cycle,"
American Economic Review, American Economic Association, vol. 105(6), pages 1883-1927, June.
- Saki Bigio, 2014. "Endogenous Liquidity and the Business Cycle," Working Papers 24, Peruvian Economic Association.
- New York University & Saki Bigio, 2010. "Endogenous Liquidity and the Business Cycle," 2010 Meeting Papers 672, Society for Economic Dynamics.
- Bigio, Saki & Zilberman, Eduardo, 2011.
"Optimal self-employment income tax enforcement,"
Journal of Public Economics, Elsevier, vol. 95(9), pages 1021-1035.
- Bigio, Saki & Zilberman, Eduardo, 2011. "Optimal self-employment income tax enforcement," Journal of Public Economics, Elsevier, vol. 95(9-10), pages 1021-1035, October.
- Bigio, Saki, 2010.
"Learning under fear of floating,"
Journal of Economic Dynamics and Control, Elsevier, vol. 34(10), pages 1923-1950, October.
- Bigio, Saki, 2009. "Learning under Fear of Floating," Working Papers 2009-004, Banco Central de Reserva del Perú.
- 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
- 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.
More information
Research fields, statistics, top rankings, if available.Statistics
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Rankings
This author is among the top 5% authors according to these criteria:- Number of Citations, Weighted by Recursive Impact Factor, Discounted by Citation Age
- Number of Citations, Weighted by Number of Authors and Recursive Impact Factors
- Number of Citations, Weighted by Number of Authors and Recursive Impact Factors, Discounted by Citation Age
- Number of Journal Pages, Weighted by Simple Impact Factor
- Number of Journal Pages, Weighted by Recursive Impact Factor
- Number of Journal Pages, Weighted by Number of Authors and Simple Impact Factors
- Number of Journal Pages, Weighted by Number of Authors and Recursive Impact Factors
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 37 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.- NEP-MAC: Macroeconomics (18) 2006-07-15 2006-10-14 2009-04-13 2010-06-04 2014-10-03 2014-10-03 2014-12-08 2015-01-03 2016-04-30 2016-05-14 2016-12-18 2019-08-19 2020-01-13 2020-02-03 2020-05-25 2020-12-07 2021-03-15 2021-10-04. Author is listed
- NEP-BAN: Banking (17) 2012-10-27 2014-10-03 2014-10-03 2014-12-08 2014-12-08 2015-01-03 2015-12-01 2015-12-08 2016-12-18 2018-09-10 2019-05-06 2019-10-14 2020-01-13 2020-10-26 2020-12-07 2021-10-04 2021-11-29. Author is listed
- NEP-DGE: Dynamic General Equilibrium (11) 2010-06-04 2012-10-27 2013-08-31 2015-01-03 2016-12-18 2019-04-29 2019-05-13 2019-07-15 2019-08-19 2020-05-25 2023-02-20. Author is listed
- NEP-CBA: Central Banking (10) 2006-07-15 2006-10-14 2009-04-13 2010-06-04 2012-10-27 2014-10-03 2014-12-08 2016-12-18 2019-08-19 2021-03-15. Author is listed
- NEP-MON: Monetary Economics (9) 2006-07-15 2006-10-14 2009-04-13 2014-10-03 2014-12-08 2016-12-18 2019-08-19 2021-03-15 2021-11-29. Author is listed
- NEP-ACC: Accounting & Auditing (4) 2006-07-15 2020-10-26 2020-12-07 2021-10-04
- NEP-BEC: Business Economics (3) 2010-06-04 2020-02-03 2020-02-24
- NEP-CFN: Corporate Finance (3) 2014-12-08 2020-09-28 2020-12-07
- NEP-CTA: Contract Theory & Applications (3) 2015-12-01 2020-08-31 2020-09-28
- NEP-FDG: Financial Development & Growth (3) 2019-10-14 2020-01-13 2023-02-20
- NEP-COM: Industrial Competition (2) 2020-08-31 2021-03-22
- NEP-IFN: International Finance (2) 2006-10-14 2009-04-13
- NEP-NET: Network Economics (2) 2013-08-31 2016-04-30
- NEP-OPM: Open Economy Macroeconomics (2) 2019-07-15 2021-11-29
- NEP-RMG: Risk Management (2) 2019-10-14 2020-01-13
- NEP-AFR: Africa (1) 2006-08-05
- NEP-CWA: Central & Western Asia (1) 2021-03-15
- NEP-IAS: Insurance Economics (1) 2021-03-15
- NEP-MIC: Microeconomics (1) 2020-08-31
- NEP-PAY: Payment Systems & Financial Technology (1) 2023-02-20
- NEP-PBE: Public Economics (1) 2006-08-05
- NEP-PPM: Project, Program & Portfolio Management (1) 2010-06-04
- NEP-REG: Regulation (1) 2006-08-05
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