MIT Sloan School of Management
100 Main Street, E62-516
Cambridge, MA 02142
NBER Program Affiliations:
NBER Affiliation: Research Associate
Institutional Affiliation: Massachusetts Institute of Technology
Information about this author at RePEc
NBER Working Papers and Publications
|March 2016||The Billion Prices Project: Using Online Prices for Measurement and Research|
with Alberto Cavallo: w22111
Published: Alberto Cavallo & Roberto Rigobon, 2016. "The Billion Prices Project: Using Online Prices for Measurement and Research," Journal of Economic Perspectives, vol 30(2), pages 151-178. citation courtesy of
|June 2014||The Price Impact of Joining a Currency Union: Evidence from Latvia|
with Alberto Cavallo, Brent Neiman: w20225
Published: Alberto Cavallo & Brent Neiman & Roberto Rigobon, 2015. "The Price Impact of Joining a Currency Union: Evidence from Latvia," IMF Economic Review, Palgrave Macmillan, vol. 63(2), pages 281-297, September. citation courtesy of
|September 2013||Prices and Supply Disruptions during Natural Disasters|
with Alberto Cavallo, Eduardo Cavallo: w19474
Published: Marshall Reinsdorf & Robert Hill & Alberto Cavallo & Eduardo Cavallo & Roberto Rigobon, 2014. "Prices and Supply Disruptions during Natural Disasters," Review of Income and Wealth, International Association for Research in Income and Wealth, vol. 60, pages S449-S471, November. citation courtesy of
|January 2013||Measuring Sovereign Contagion in Europe|
with Massimiliano Caporin, Loriana Pelizzon, Francesco Ravazzolo: w18741
Published: Massimiliano Caporin & Loriana Pelizzon & Francesco Ravazzolo & Roberto Rigobon, 2017. "Measuring Sovereign Contagion in Europe," Journal of Financial Stability, . citation courtesy of
|November 2012||Currency Unions, Product Introductions, and the Real Exchange Rate|
with Alberto Cavallo, Brent Neiman: w18563
Published: Currency Unions, Product Introductions, and the Real Exchange Rate* Alberto Cavallo Brent Neiman Roberto Rigobon The Quarterly Journal of Economics (2014) 129 (2): 529-595. doi: 10.1093/qje/qju008 First published online: March 18, 2014 citation courtesy of
|June 2012||Distance and Political Boundaries: Estimating Border Effects under Inequality Constraints.|
with Fernando Borraz, Alberto Cavallo, Leandro Zipitría: w18122
Published: Fernando Borraz & Alberto Cavallo & Roberto Rigobon & Leandro Zipitria, 2016. "Distance and Political Boundaries: Estimating Border Effects under Inequality Constraints," International Journal of Finance & Economics, vol 21(1), pages 3-35. citation courtesy of
|February 2011||The Distribution of the Size of Price Changes|
with Alberto Cavallo: w16760
|December 2010||Unexploited Gains from International Diversification: Patterns of Portfolio Holdings Around the World|
with Tatiana Didier, Sergio L. Schmukler: w16629
Published: Tatiana Didier & Roberto Rigobon & Sergio L. Schmukler, 2013. "Unexploited Gains From International Diversification: Patterns Of Portfolio Holdings Around The World," The Review of Economics and Statistics, MIT Press, vol. 95(5), pages 1562-1583, December. citation courtesy of
with Anna Pavlova: w16630
Published: “International Macro-Finance” (with R. Rigobon), in: G. Caprio, ed., 2013, Handbook of Safeguarding Global Financial Stability: Political, Social, Cultural, and Economic Theories and Models, Vol. 2, pp. 169-176, Oxford: Elsevier Inc.
|September 2008||Noisy Macroeconomic Announcements, Monetary Policy, and Asset Prices|
with Brian Sack
in Asset Prices and Monetary Policy, John Y. Campbell, editor
|October 2007||An Asset-Pricing View of External Adjustment|
with Anna Pavlova: w13468
Published: Pavlova, Anna & Rigobon, Roberto, 2010.
"An asset-pricing view of external adjustment,"
Journal of International Economics,
Elsevier, vol. 80(1), pages 144-156, January.
citation courtesy of
|September 2007||Currency Choice and Exchange Rate Pass-through|
with Gita Gopinath, Oleg Itskhoki: w13432
Published: 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.
citation courtesy of
|August 2006||Noisy Macroeconomic Announcements, Monetary Policy, and Asset Prices|
with Brian Sack: w12420
|March 2006||Sticky Borders|
with Gita Gopinath: w12095
Published: Gita Gopinath & Roberto Rigobon, 2008. "Sticky Borders," The Quarterly Journal of Economics, MIT Press, vol. 123(2), pages 531-575, 05. citation courtesy of
|June 2005||Wealth Transfers, Contagion, and Portfolio Constraints|
with Anna Pavlova: w11440
|Capital Controls, Exchange Rate Volatility and External Vulnerability|
with Sebastian Edwards: w11434
Published: Sebastian Edwards & Roberto Rigobon, 2009. "Capital controls on inflows, exchange rate volatility and external vulnerability," Journal of International Economics, vol 78(2), pages 256-267.
|Comment on "Fiscal Divergence and Business Cycle Synchronization: Irresponsibility is Idiosyncratic"|
in NBER International Seminar on Macroeconomics 2005, Jeffrey A. Frankel and Christopher Pissarides, editors
|March 2005||Stocks, Bonds, Money Markets and Exchange Rates: Measuring International Financial Transmission|
with Michael Ehrmann, Marcel Fratzscher: w11166
Published: 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. citation courtesy of
|September 2004||Rule of Law, Democracy, Openness, and Income: Estimating the Interrelationships|
with Dani Rodrik: w10750
Published: Rigobon, Roberto and Dani Rodrik. "Rule of Law, Democracy, Openness, and Income: Estimating the Interrelationships." The Economics of Transition 13, 3 (2005): 533-64.
|The Long-Run Volatility Puzzle of the Real Exchange Rate|
with Ricardo Hausmann, Ugo Panizza: w10751
Published: Hausmann, Ricardo, Ugo Panizza and Roberto Rigobon. "The Long-Run Volatility Puzzle Of The Real Exchange Rate," Journal of International Money and Finance, 2006, v25(1,Feb), 93-124. citation courtesy of
|Once Again, is Openness Good for Growth?|
with Ha Yan Lee, Luca Antonio Ricci: w10749
Published: Lee, Ha Yan, Luca Antonio Ricci and Roberto Rigobon. "Once Again, Is Openness Good For Growth?," Journal of Development Economics, 2004, v75(2,Dec), 451-472. citation courtesy of
|March 2004||A Risk Management Approach to Emerging Market's Sovereign Debt Sustainability with an Application to Brazilian Data|
with Marcio Garcia: w10336
Published: Giavazzi, Francesco, Ilan Goldfajn, and Santiago Herrera (eds.) Inflation Targeting, Debt, and the Brazilian Experience: 1999 to 2003. Cambridge ,MA: MIT Press, 2005.
|July 2003||Asset Prices and Exchange Rates|
with Anna Pavlova: w9834
Published: 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. citation courtesy of
|Monetary Policy and Sectoral Shocks: Did the FED react properly to the High-Tech Crisis?|
with Claudio Raddatz: w9835
|April 2003||Spillovers Across U.S. Financial Markets|
with Brian Sack: w9640
|The Effects of War Risk on U.S. Financial Markets|
with Brian Sack: w9609
Published: 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. citation courtesy of
|January 2003||An Alternative Interpretation of the 'Resource Curse': Theory and Policy Implications|
with Ricardo Hausmann: w9424
Published: Davis, J.M., R. Ossowski, and A. Fedelino (eds.) Fiscal Policy Formulation and Implementation in Oil-Producing Countries. July 2003, IMF.
|September 2002||Using Heteroscedasticity to Estimate the Returns to Education|
with Vincent Hogan: w9145
|July 2002||Identifying the Efficacy of Central Bank Interventions: The Australian Case|
with Jonathan Kearns: w9062
Published: Kearns, Jonathan and Roberto Rigobon. "Identifying The Efficacy Of Central Bank Interventions: Evidence From Australia And Japan," Journal of International Economics, 2005, v66(1,May), 31-48.
|February 2002||The Impact of Monetary Policy on Asset Prices|
with Brian P. Sack: w8794
Published: Rigobon, Roberto and Brian Sack. "The Impact Of Monetary Policy On Asset Prices," Journal of Monetary Economics, 2004, v51(8,Nov), 1553-1575. citation courtesy of
|January 2002||Disinflation and Fiscal Reform: A Neoclassical Perspective|
Published: Rigobon, Roberto. "Disinflation And Fiscal Reform: A Neoclassical Perspective," Journal of International Economics, 2002, v57(2,Dec), 265-297. citation courtesy of
|Contagion: How to Measure It?|
in Preventing Currency Crises in Emerging Markets, Sebastian Edwards and Jeffrey A. Frankel, editors
|December 2001||The Curse of Non-Investment Grade Countries|
Published: Rigobon, Roberto. "The Curse Of Non-Investment Grade Countries," Journal of Development Economics, 2002, v69(2,Dec), 423-449. citation courtesy of
|July 2001||Measuring the Reaction of Monetary Policy to the Stock Market|
with Brian Sack: w8350
Published: Rigobon, Robert and Brian Sack. "Measuring The Reaction Of Monetary Policy To The Stock Market," Quarterly Journal of Economics, 2003, v118(2,May), 639-669. citation courtesy of
|Resource Curse or Debt Overhang?|
with Osmel Manzano: w8390
Published: Lederman, Daniel and William F. Maloney (eds.) Natural Resources and Development: Are They a Curse? Are They Destiny? Stanford University Press, 2003.
|February 2001||Contagion: How to Measure It?|
|September 2000||Contagion in Latin America: Definitions, Measurement, and Policy Implications|
with Kristin Forbes: w7885
Published: Roberto Rigobón & Kristin Forbes, 2001. "Contagion in Latin America: Definitions, Measurement, and Policy Implications," ECONOMIA JOURNAL OF THE LATIN AMERICAN AND CARIBBEAN ECONOMIC ASSOCIATION, ECONOMIA JOURNAL OF THE LATIN AMERICAN AND CARIBBEAN ECONOMIC ASSOCIATION, January. citation courtesy of
|January 2000||Identification through Heteroskedasticity: Measuring "Contagion: betweenArgentinean and Mexican Sovereign Bonds|
Published: Roberto Rigobon, 2003. "Identification Through Heteroskedasticity," The Review of Economics and Statistics, MIT Press, vol. 85(4), pages 777-792, 09.
|Comment on "Balance-of-Payments Crises in Emerging Markets: Large Capital Inflows and Sovereign Governments"|
in Currency Crises, Paul Krugman, editor
|September 1999||On the Measurement of the International Propagation of Shocks|
Published: 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.
|July 1999||No Contagion, Only Interdependence: Measuring Stock Market Co-movements|
with Kristin Forbes: w7267
Published: Forbes, Kristin J. and Roberto Rigobon. "No Contagion, Only Interdependence: Measuring Stock Market Comovements," Journal of Finance, 2002, v57(5,Oct), 2223-2261. citation courtesy of