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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://www.sakibigio.net
Terminal Degree:2012 Department of Economics; New York University (NYU) (from RePEc Genealogy)

Affiliation

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

Cambridge, Massachusetts (United States)
http://www.nber.org/
RePEc:edi:nberrus (more details at EDIRC)

(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)

Research output

as
Jump to: Working papers Articles Chapters

Working papers

  1. Saki Bigio & Dejanir Silva & Eduardo Zilberman, 2025. "Heterogeneous Beliefs, Asset Prices, and Business Cycles," NBER Working Papers 33672, National Bureau of Economic Research, Inc.
  2. Saki Bigio & Akira Ishide, 2025. "New Keynesian Economics through the Extensive Margin," NBER Working Papers 33332, National Bureau of Economic Research, Inc.
  3. Saki Bigio & Nicolas Caramp & Dejanir Silva, 2024. "Sticky Inflation: Monetary Policy when Debt Drags Inflation Expectations," NBER Working Papers 33190, National Bureau of Economic Research, Inc.
  4. Saki Bigio, 2023. "A Theory of Payments-Chain Crises," Working Papers 191, Peruvian Economic Association.
  5. Javier Bianchi & Saki Bigio & Charles Engel, 2022. "Scrambling for Dollars: International Liquidity, Banks and Exchange Rates," Working Papers 182, Peruvian Economic Association.
  6. Saki Bigio & Yuliy Sannikov, 2021. "A Model of Credit, Money, Interest, and Prices," NBER Working Papers 28540, National Bureau of Economic Research, Inc.
  7. Juliane Begenau & Saki Bigio & Jeremy Majerovitz & Matias Vieyra, 2020. "A Q-Theory Of Banks," Working Papers 171, Peruvian Economic Association.
  8. Saki Bigio & Eduardo Zilberman, 2020. "Speculation-driven Business Cycles," Working Papers 161, Peruvian Economic Association.
  9. Saki Bigio & Liyan Shi, 2020. "Repurchase Options in the Market for Lemons," Working Papers 169, Peruvian Economic Association.
  10. 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.
  11. Saki Bigio & Yuliy Sannikov, 2019. "A Model of Intermediation, Money, Interest, and Prices," Working Papers 150, Peruvian Economic Association.
  12. Saki Bigio & Galo Nuño & Juan Passadore, 2019. "Debt-Maturity Management with Liquidity Costs," NBER Working Papers 25808, National Bureau of Economic Research, Inc.
  13. Saki Bigio & Galo Nuño & Juan Passadore, 2019. "A Framework for Debt-Maturity Management," Working Papers 143, Peruvian Economic Association.
  14. Juliane Begenau & Jeremy Majerovitz & Saki Bigio, 2018. "Data Lessons on Bank Behavior," 2018 Meeting Papers 161, Society for Economic Dynamics.
  15. Begenau, Juliane & Bigio, Saki & Majerovitz, Jeremy, 2018. "Banks Adjust Slowly: Evidence and Lessons for Modeling," Research Papers 3672, Stanford University, Graduate School of Business.
  16. 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.
  17. Juan Passadore & Galo Nuno & Saki Bigio, 2017. "Optimal Debt Management," 2017 Meeting Papers 1642, Society for Economic Dynamics.
  18. Saki Bigio & Jennifer La’O, 2016. "Distortions in Production Networks," NBER Working Papers 22212, National Bureau of Economic Research, Inc.
  19. Yuliy Sannikov & Saki Bigio, 2016. "Credit, Money, Interest, and Prices," 2016 Meeting Papers 1699, Society for Economic Dynamics.
  20. Saki Bigio & Jennifer La’O, 2016. "Financial Frictions in Production Networks," Working Papers 67, Peruvian Economic Association.
  21. Pierre-Olivier Weill & Saki Bigio, 2015. "Liquid bank liabilities," 2015 Meeting Papers 1478, Society for Economic Dynamics.
  22. Saki Bigio, 2015. "A Theory of Payments Crises," 2015 Meeting Papers 1537, Society for Economic Dynamics.
  23. Saki Bigio, 2014. "Endogenous Liquidity and the Business Cycle," Working Papers 24, Peruvian Economic Association.
  24. Saki Bigio, 2014. "Financial Risk Capacity," Working Papers 22, Peruvian Economic Association.
  25. Javier Bianchi & Saki Bigio, 2014. "Banks, Liquidity Management and Monetary Policy," Working Papers 18, Peruvian Economic Association.
  26. Bigio, Saki, 2010. "Liquidity Shocks and the Business Cycle," Working Papers 2010-005, Banco Central de Reserva del Perú.
  27. Bigio, Saki, 2009. "Learning under Fear of Floating," Working Papers 2009-004, Banco Central de Reserva del Perú.
  28. Nelson Ramírez-Rondán & Saki Bigio, 2006. "Corruption and Development Indicators: An Empirical Review," Working Papers 2006-007, Banco Central de Reserva del Perú.
  29. 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.
  30. 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 & Galo Nuño & Juan Passadore, 2023. "Debt-Maturity Management with Liquidity Costs," Journal of Political Economy Macroeconomics, University of Chicago Press, vol. 1(1), pages 119-190.
  2. Javier Bianchi & Saki Bigio, 2022. "Banks, Liquidity Management, and Monetary Policy," Econometrica, Econometric Society, vol. 90(1), pages 391-454, January.
  3. Saki Bigio & Adrien d'Avernas, 2021. "Financial Risk Capacity," American Economic Journal: Macroeconomics, American Economic Association, vol. 13(4), pages 142-181, October.
  4. Saki Bigio & Jennifer La’O, 2020. "Distortions in Production Networks," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 135(4), pages 2187-2253.
  5. 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.
  6. Bigio, Saki & Schneider, Andrés, 2017. "Liquidity shocks, business cycles and asset prices," European Economic Review, Elsevier, vol. 97(C), pages 108-130.
  7. Saki Bigio, 2015. "Endogenous Liquidity and the Business Cycle," American Economic Review, American Economic Association, vol. 105(6), pages 1883-1927, June.
  8. Bigio, Saki & Zilberman, Eduardo, 2011. "Optimal self-employment income tax enforcement," Journal of Public Economics, Elsevier, vol. 95(9-10), pages 1021-1035, October.
  9. Bigio, Saki, 2010. "Learning under fear of floating," Journal of Economic Dynamics and Control, Elsevier, vol. 34(10), pages 1923-1950, October.
  10. 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 & 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.
  2. 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:
  1. Number of Distinct Works, Weighted by Number of Authors and Simple Impact Factors
  2. Number of Distinct Works, Weighted by Number of Authors and Recursive Impact Factors
  3. Number of Citations, Weighted by Recursive Impact Factor, Discounted by Citation Age
  4. Number of Citations, Weighted by Number of Authors and Simple Impact Factors, Discounted by Citation Age
  5. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors
  6. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors, Discounted by Citation Age
  7. Number of Journal Pages, Weighted by Simple Impact Factor
  8. Number of Journal Pages, Weighted by Recursive Impact Factor
  9. Number of Journal Pages, Weighted by Number of Authors and Simple Impact Factors
  10. 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 43 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 (21) 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 2021-10-25 2022-02-21 2025-01-27. Author is listed
  2. NEP-BAN: Banking (20) 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 2021-10-25 2021-11-29 2022-08-08 2024-04-29. Author is listed
  3. NEP-CBA: Central Banking (12) 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 2022-02-21 2024-04-29. Author is listed
  4. NEP-DGE: Dynamic General Equilibrium (12) 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 2025-01-27. Author is listed
  5. NEP-MON: Monetary Economics (12) 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 2022-02-21 2022-08-08 2025-01-27. Author is listed
  6. NEP-ACC: Accounting and Auditing (6) 2006-07-15 2020-10-26 2020-12-07 2021-10-04 2021-10-25 2024-04-29. Author is listed
  7. NEP-IFN: International Finance (4) 2006-10-14 2009-04-13 2022-02-21 2022-08-08
  8. NEP-OPM: Open Economy Macroeconomics (4) 2019-07-15 2021-11-29 2022-02-21 2022-08-08
  9. NEP-BEC: Business Economics (3) 2010-06-04 2020-02-03 2020-02-24
  10. NEP-CFN: Corporate Finance (3) 2014-12-08 2020-09-28 2020-12-07
  11. NEP-CTA: Contract Theory and Applications (3) 2015-12-01 2020-08-31 2020-09-28
  12. NEP-FDG: Financial Development and Growth (3) 2019-10-14 2020-01-13 2023-02-20
  13. NEP-NET: Network Economics (3) 2013-08-31 2016-04-30 2023-05-15
  14. NEP-COM: Industrial Competition (2) 2020-08-31 2021-03-22
  15. NEP-CWA: Central and Western Asia (2) 2021-03-15 2021-10-25
  16. NEP-PAY: Payment Systems and Financial Technology (2) 2023-02-20 2023-05-15
  17. NEP-RMG: Risk Management (2) 2019-10-14 2020-01-13
  18. NEP-AFR: Africa (1) 2006-08-05
  19. NEP-IAS: Insurance Economics (1) 2021-03-15
  20. NEP-MIC: Microeconomics (1) 2020-08-31
  21. NEP-PBE: Public Economics (1) 2006-08-05
  22. NEP-PPM: Project, Program and Portfolio Management (1) 2010-06-04
  23. NEP-REG: Regulation (1) 2006-08-05

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