Roberto Rigobon : Citation Profile


Are you Roberto Rigobon?

Massachusetts Institute of Technology (MIT) (50% share)
National Bureau of Economic Research (NBER) (50% share)

31

H index

48

i10 index

3442

Citations

RESEARCH PRODUCTION:

29

Articles

77

Papers

1

Books

5

Chapters

RESEARCH ACTIVITY:

   28 years (1992 - 2020). See details.
   Cites by year: 122
   Journals where Roberto Rigobon has often published
   Relations with other researchers
   Recent citing documents: 585.    Total self citations: 48 (1.38 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pri12
   Updated: 2020-05-16    RAS profile: 2015-11-05    
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Relations with other researchers


Works with:

Cavallo, Alberto (6)

Neiman, Brent (3)

Ravazzolo, Francesco (2)

Pelizzon, Loriana (2)

Caporin, Massimiliano (2)

Cavallo, Eduardo (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Roberto Rigobon.

Is cited by:

Fratzscher, Marcel (52)

Lütkepohl, Helmut (47)

Dungey, Mardi (34)

Schmukler, Sergio (33)

Coeurdacier, Nicolas (30)

Unalmis, Deren (29)

Netšunajev, Aleksei (28)

Weber, Enzo (26)

Ehrmann, Michael (22)

Flavin, Thomas (22)

Broner, Fernando (21)

Cites to:

Reinhart, Carmen (36)

Rogoff, Kenneth (27)

Kaminsky, Graciela (24)

Rose, Andrew (18)

Obstfeld, Maurice (17)

Eichengreen, Barry (17)

Cavallo, Alberto (16)

Engel, Charles (16)

Wei, Shang-Jin (15)

Edwards, Sebastian (15)

Devereux, Michael (15)

Main data


Where Roberto Rigobon has published?


Journals with more than one article published# docs
Journal of International Economics6
Journal of Development Economics3
The Review of Economics and Statistics2
Economa Journal2

Working Papers Series with more than one paper published# docs
Finance and Economics Discussion Series / Board of Governors of the Federal Reserve System (U.S.)5
Working Papers Central Bank of Chile / Central Bank of Chile2
Policy Research Working Paper Series / The World Bank2
Textos para discusso / Department of Economics PUC-Rio (Brazil)2

Recent works citing Roberto Rigobon (2020 and 2019)


YearTitle of citing document
2019PRESIDENTIAL CYCLES IN THE USA AND THE DOLLAR-POUND EXCHANGE RATE: EVIDENCE FROM OVER TWO CENTURIES. (2019). GUPTA, RANGAN ; Wohar, Mark E. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:23:y:2019:i:2:p:151-163.

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2018A multilevel factor approach for the analysis of CDS commonality and risk contribution. (2018). Rodríguez Caballero, Carlos ; Rodríguez Caballero, Carlos ; Rodríguez Caballero, Carlos ; Caporin, Massimiliano ; Rodriguez-Caballero, Carlos Vladimir . In: CREATES Research Papers. RePEc:aah:create:2018-33.

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2017Working Paper 272 - Price effects of borders between Lesotho and South Africa. (2017). Edwards, Lawrence ; Afdb, Afdb. In: Working Paper Series. RePEc:adb:adbwps:2389.

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2017Price Setting in Online Markets: Basic Facts, International Comparisons, and Cross-Border Integration. (2017). Talavera, Oleksandr ; Gorodnichenko, Yuriy. In: American Economic Review. RePEc:aea:aecrev:v:107:y:2017:i:1:p:249-82.

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2017Are Online and Offline Prices Similar? Evidence from Large Multi-channel Retailers. (2017). Cavallo, Alberto. In: American Economic Review. RePEc:aea:aecrev:v:107:y:2017:i:1:p:283-303.

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2019Firm Uncertainty Cycles and the Propagation of Nominal Shocks. (2019). Blanco, Andres ; Baley, Isaac. In: American Economic Journal: Macroeconomics. RePEc:aea:aejmac:v:11:y:2019:i:1:p:276-337.

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2019The Identification Zoo: Meanings of Identification in Econometrics. (2019). Lewbel, Arthur. In: Journal of Economic Literature. RePEc:aea:jeclit:v:57:y:2019:i:4:p:835-903.

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2017How Government Statistics Adjust for Potential Biases from Quality Change and New Goods in an Age of Digital Technologies: A View from the Trenches. (2017). Groshen, Erica ; Friedman, David M ; Bradley, Ralph ; Aizcorbe, Ana M ; Moyer, Brian C. In: Journal of Economic Perspectives. RePEc:aea:jecper:v:31:y:2017:i:2:p:187-210.

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2019Exchange Rate Risk and Trade Mode Choice in the Processing Trade: Evidence from Chinese Data. (2019). Chen, Zhe ; Sun, Xiaonan ; Hong, Junjie. In: AGI Working Paper Series. RePEc:agi:wpaper:00000159.

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2017What drives the regional integration of agribusiness stocks? Evidence in worldwide perspective. (2017). Valdes, Rodrigo . In: 2017 Annual Meeting, July 30-August 1, Chicago, Illinois. RePEc:ags:aaea17:258265.

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2018WEB SCRAPING FOR FOOD PRICE RESEARCH. (2018). Hillen, Judith. In: 58th Annual Conference, Kiel, Germany, September 12-14, 2018. RePEc:ags:gewi18:275840.

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2017Does trade contribute to poverty reduction? If it does, where the benefit goes to?. (2017). Lee, Sang Hyeon ; Oh, Saera . In: 2017 Annual Meeting, February 4-7, 2017, Mobile, Alabama. RePEc:ags:saea17:252849.

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2017International Asset Allocations and Capital Flows: The Benchmark Effect. (2017). Williams, Tomas ; Schmukler, Sergio ; Raddatz, Claudio. In: Mo.Fi.R. Working Papers. RePEc:anc:wmofir:141.

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2018Multi-Dimensional Pass-Through and Welfare Measures under Imperfect Competition. (2018). Fabinger, Michal ; Adachi, Takanori. In: Papers. RePEc:arx:papers:1702.04967.

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2017Interconnectedness in the Global Financial Market. (2017). Raddant, Matthias ; Kenett, Dror Y. In: Papers. RePEc:arx:papers:1704.01028.

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2019Suboptimal Provision of Privacy and Statistical Accuracy When They are Public Goods. (2019). Vilhuber, Lars ; Abowd, John ; Sexton, William ; Schmutte, Ian M. In: Papers. RePEc:arx:papers:1906.09353.

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2019The international effects of central bank information shocks. (2019). Stelzer, Anna ; Pfarrhofer, Michael. In: Papers. RePEc:arx:papers:1912.03158.

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2020A wavelet analysis of inter-dependence, contagion and long memory among global equity markets. (2020). Bhandari, Avishek. In: Papers. RePEc:arx:papers:2003.14110.

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2017The Relationship Between Exchange Rate and Inflation Targeting in Emerging Countries. (2017). Lamia, Beldi ; Djelassi, Mouldi. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2017:p:1028-1038.

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2018Asymmetric Effects of Chinas Monetary Policy on the Stock Market: Evidence from a Nonlinear VAR Mode. (2018). Sun, Yunpeng ; Wang, Xueying. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2018:p:745-761.

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2017Building Trust in State through Legal Literacy: An RCT in the Tribal Areas & Frontier Regions of Pakistan. (2017). Rider, Mark ; Price, Michael ; Cyan, Musharraf. In: International Center for Public Policy Working Paper Series, at AYSPS, GSU. RePEc:ays:ispwps:paper1712.

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2019Does the Cost of Private Debt Respond to Monetary Policy? Heteroskedasticity-Based Identification in a Model with Regimes. (2019). Guidolin, Massimo ; Pedio, Manuela. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp19118.

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2017The Effect of Central Bank Transparency on Exchange Rate Volatility. (2017). Weber, Christoph. In: Working Papers. RePEc:bav:wpaper:174_weber.

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2018Uncovered Return Parity: Equity Returns and Currency Returns. (2018). Dunbar, Geoffrey ; Djeutem, Edouard. In: Staff Working Papers. RePEc:bca:bocawp:18-22.

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2019Extreme Downside Risk in Asset Returns. (2019). Ergun, Lerby. In: Staff Working Papers. RePEc:bca:bocawp:19-46.

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2017Predicting Exchange Rate Volatility in Brazil: an approach using quantile autoregression. (2017). Gaglianone, Wagner ; Figueiredo, Antonio Carlos ; Klotzle, Marcelo Cabus ; Viola, Alessandra Pasqualina. In: Working Papers Series. RePEc:bcb:wpaper:466.

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2019Hedger of Last Resort: evidence from Brazilian FX interventions, local credit, and global financial cycles. (2019). Peydro, Jose-Luis ; Polo, Andrea ; Khametshin, Dmitry ; Gonzalez, Rodrigo Barbone. In: Working Papers Series. RePEc:bcb:wpaper:509.

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2017Dealing with dealers: sovereign CDS comovements. (). Rodriguez-Moreno, Maria ; Mayordomo, Sergio ; Anton, Miguel. In: Working Papers. RePEc:bde:wpaper:1723.

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2017Monetary policy, stock market and sectoral comovement. (2017). Leiva-Leon, Danilo ; Guérin, Pierre ; Guerin, Pierre. In: Working Papers. RePEc:bde:wpaper:1731.

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2017Monetary policy surprises over time. (2017). veronese, giovanni ; Pericoli, Marcello. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1102_17.

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2017Supply Chain Disruptions: Evidence from the Great East Japan Earthquake. (2017). Tahbaz-Salehi, Alireza ; Saito, Yukiko ; Nirei, Makoto ; Carvalho, Vasco. In: Working Papers. RePEc:bfi:wpaper:2017-01.

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2017Monetary Policy through Production Networks: Evidence from the Stock Market. (2017). Weber, Michael ; Ozdagli, Ali. In: Working Papers. RePEc:bfi:wpaper:2017-07.

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2017Pandemic crises in financial systems: a simulation-model to complement stress-testing frameworks.. (2017). Idier, Julien ; Piquard, T. In: Working papers. RePEc:bfr:banfra:621.

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2017A Kinked-Demand Theory of Price Rigidity. (2017). Dupraz, S. In: Working papers. RePEc:bfr:banfra:656.

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2018Exchange Rate Movements, Firm-Level Exports and Heterogeneity. (2018). Dhyne, Emmanuel ; Berthou, Antoine. In: Working papers. RePEc:bfr:banfra:660.

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2018Dollar Funding and Firm-Level Exports. (2018). Mésonnier, Jean-Stéphane ; Horny, Guillaume ; Berthou, Antoine ; J-S. Mesonnier, . In: Working papers. RePEc:bfr:banfra:666.

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2019How do lenders price energy efficiency? Evidence from personal consumption loans. (2019). Giraudet, Louis-Gaëtan ; Faucheux, Laurent ; Petronevich, Anna. In: Working papers. RePEc:bfr:banfra:716.

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2018Dollar funding and French exports to the United States: lessons from the 2011 dollar crunch. (2018). Mésonnier, Jean-Stéphane ; Horny, Guillaume ; Berthou, Antoine ; Mesonnier, Jean-Stephane. In: Rue de la Banque. RePEc:bfr:rueban:2018:62.

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2019Identifying and Estimating the Effects of Unconventional Monetary Policy in the Data: How to Do It and What Have We Learned?. (2019). Rossi, Barbara. In: Working Papers. RePEc:bge:wpaper:1081.

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2019Monetary Policy and Bank Profitability in a Low Interest Rate Environment. (2019). Peydro, Jose-Luis ; Altavilla, Carlo ; Boucinha, Miguel. In: Working Papers. RePEc:bge:wpaper:1101.

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2017EXCHANGE RATE REGIMES AND SUDDEN STOPS. (2017). Ben Zeev, Nadav. In: Working Papers. RePEc:bgu:wpaper:1712.

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2018Finding equilibrium: on the relation between exchange rates and monetary policy. (2018). Edwards, Sebastian. In: BIS Papers chapters. RePEc:bis:bisbpc:96-10.

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2018Frontiers of macrofinancial linkages. (2018). Claessens, Stijn ; Kose, Ayhan M. In: BIS Papers. RePEc:bis:bisbps:95.

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2019The use of big data analytics and artificial intelligence in central banking – An overview. (2019). Tissot, Bruno ; Zulen, Alvin Andhika ; Widjanarti, Anggraini ; Ari, Hidayah Dhini ; Wibisono, Okiriza. In: IFC Bulletins chapters. RePEc:bis:bisifc:50-01.

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2017What are the effects of macroprudential policies on macroeconomic performance?. (2017). Pereira da Silva, Luiz Awazu ; Lombardo, Giovanni ; Gambacorta, Leonardo ; Boar, Codruta . In: BIS Quarterly Review. RePEc:bis:bisqtr:1709g.

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2017Quality Pricing-to-Market. (2017). Sauré, Philip ; Chaney, Thomas ; Auer, Raphael ; Saure, Philip. In: BIS Working Papers. RePEc:bis:biswps:657.

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2018The effects of prudential regulation, financial development and financial openness on economic growth. (2018). Gambacorta, Leonardo ; Agénor, Pierre-Richard ; Kharroubi, Enisse ; Agenor, Pierre-Richard. In: BIS Working Papers. RePEc:bis:biswps:752.

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2018Non-monetary news in central bank communication. (2018). Schrimpf, Andreas ; Cieslak, Anna. In: BIS Working Papers. RePEc:bis:biswps:761.

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2019Effects of a mandatory local currency pricing law on the exchange rate pass-through. (2019). Toma, Hiroshi ; Castellares, Renzo. In: BIS Working Papers. RePEc:bis:biswps:785.

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2019Hedger of Last Resort: Evidence from Brazilian FX Interventions, Local Credit and Global Financial Cycles. (2019). Peydro, Jose-Luis ; Polo, Andrea ; Khametshin, Dmitry ; Gonzalez, Rodrigo Barbone. In: BIS Working Papers. RePEc:bis:biswps:832.

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2018An Empirical Analysis of Health Shocks and Informal Risk Sharing Networks. (2018). Woldemichael, Andinet ; Gurmu, Shiferaw. In: African Development Review. RePEc:bla:afrdev:v:30:y:2018:i:1:p:100-111.

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2018Does Nuclear Uncertainty Threaten Financial Markets? The Attention Paid to North Korean Nuclear Threats and Its Impact on South Koreas Financial Markets. (2018). Pyun, Ju Hyun ; Hyun, JU ; Huh, IN. In: Asian Economic Journal. RePEc:bla:asiaec:v:32:y:2018:i:1:p:55-82.

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2018Predictive Power of us Monetary Policy Uncertainty Shock on Stock Returns in Australia and New Zealand. (2018). Cai, Yifei. In: Australian Economic Papers. RePEc:bla:ausecp:v:57:y:2018:i:4:p:470-488.

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2017LIQUIDITY RISK AND TIME-VARYING CORRELATION BETWEEN EQUITY AND CURRENCY RETURNS. (2017). Jung, Kuk Mo ; Mo, Kuk. In: Economic Inquiry. RePEc:bla:ecinqu:v:55:y:2017:i:2:p:898-919.

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2017The Reaction of the Australian Stock Market to Monetary Policy Announcements from the Reserve Bank of Australia. (2017). Brown, Alexandra ; Karpaviius, Sigitas. In: The Economic Record. RePEc:bla:ecorec:v:93:y:2017:i:300:p:20-41.

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2017Skilled Immigration, Innovation, and the Wages of Native-Born Americans. (2017). Islam, Asadul ; Nguyen, Chau. In: Industrial Relations: A Journal of Economy and Society. RePEc:bla:indres:v:56:y:2017:i:3:p:459-488.

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2017Monetary policy and inequality: Financial channels. (2017). O'Farrell, Rory ; Rawdanowicz, Lukasz. In: International Finance. RePEc:bla:intfin:v:20:y:2017:i:2:p:174-188.

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2017Forty Years of Price Transmission Research in the Food Industry: Insights, Challenges and Prospects. (2017). Lloyd, Tim. In: Journal of Agricultural Economics. RePEc:bla:jageco:v:68:y:2017:i:1:p:3-21.

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2018Statistical challenges of administrative and transaction data. (2018). Hand, David J. In: Journal of the Royal Statistical Society Series A. RePEc:bla:jorssa:v:181:y:2018:i:3:p:555-605.

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2018Tracking and modelling prices using web‐scraped price microdata: towards automated daily consumer price index forecasting. (2018). Powell, Ben ; Winton, Joe ; Davies, Jennifer ; Mayhew, Matthew ; Elliott, Duncan ; Nason, Guy. In: Journal of the Royal Statistical Society Series A. RePEc:bla:jorssa:v:181:y:2018:i:3:p:737-756.

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2019Spillovers from US monetary policy: evidence from a time varying parameter global vector auto‐regressive model. (2019). Huber, Florian ; Feldkircher, Martin ; Doppelhofer, Gernot ; Cuaresma, Jesus Crespo. In: Journal of the Royal Statistical Society Series A. RePEc:bla:jorssa:v:182:y:2019:i:3:p:831-861.

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2017Linear regression with a randomly censored covariate: application to an Alzheimers study. (2017). Atem, Folefac D ; Betensky, Rebecca A ; Johnson, Keith A ; Maye, Jacqueline E ; Qian, Jing . In: Journal of the Royal Statistical Society Series C. RePEc:bla:jorssc:v:66:y:2017:i:2:p:313-328.

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2017On the Identification of Interdependence and Contagion of Financial Crises. (2017). Bacchiocchi, Emanuele. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:79:y:2017:i:6:p:1148-1175.

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2018Revisiting the importance of border effect in sub‐national regions. Evidence from a quasi‐experimental design. (2018). Ripollés, Jordi ; Balaguer, Jacint. In: Papers in Regional Science. RePEc:bla:presci:v:97:y:2018:i:4:p:1113-1130.

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2017The Penn Effect revisited: New evidence from Latin America. (2017). Iyke, Bernard Njindan. In: Review of Development Economics. RePEc:bla:rdevec:v:21:y:2017:i:4:p:1364-1379.

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2017International Menu Costs and Price Dynamics. (2017). Schoenle, Raphael. In: Review of International Economics. RePEc:bla:reviec:v:25:y:2017:i:3:p:578-606.

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2017Nonlinearity and asymmetry in the exchange rate pass-through: What role for nominal price stickiness?. (2017). Razafindrabe, Tovonony. In: Review of International Economics. RePEc:bla:reviec:v:25:y:2017:i:4:p:711-732.

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2018Do Monetary Policy Announcements Affect Exchange Rate Returns and Volatility of Returns? Some Evidence from High‐Frequency Intra‐Day South African Data. (2018). Farrell, Greg ; Rossouw, Jannie ; May, Cyril. In: South African Journal of Economics. RePEc:bla:sajeco:v:86:y:2018:i:3:p:308-338.

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2018Has the Exchange Rate Pass‐Through changed in South Africa?. (2018). Kabundi, Alain ; Mbelu, Asi. In: South African Journal of Economics. RePEc:bla:sajeco:v:86:y:2018:i:3:p:339-360.

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2017Monetary policy spillovers and currency crisis in comparative perspective: East Asia before the 1997 crisis and Eastern Europe after tapering. (2017). Kim, Jong-Hee. In: The World Economy. RePEc:bla:worlde:v:40:y:2017:i:12:p:2752-2770.

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2019Advice on using heteroscedasticity based identification. (2019). Lewbel, Arthur ; Baum, Christopher. In: Boston College Working Papers in Economics. RePEc:boc:bocoec:975.

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2020Populism, Political Risk and the Economy: Lessons from Italy. (2019). Schiantarelli, Fabio ; Brianti, Marco ; Brancati, Emanuele ; Balduzzi, Pierluigi. In: Boston College Working Papers in Economics. RePEc:boc:bocoec:989.

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2019Do unit labour costs matter? A decomposition exercise on European data. (2019). Piton, Sophie. In: Bank of England working papers. RePEc:boe:boeewp:0799.

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2017Business cycle synchronisation in a currency union : Taking stock of the evidence. (2017). Korhonen, Iikka ; Fidrmuc, Jarko ; Campos, Nauro ; Iikka, Korhonen ; Jarko, Fidrmuc . In: Research Discussion Papers. RePEc:bof:bofrdp:2017_028.

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2019Forecast Performance in Times of Terrorism. (2019). El-Shagi, Makram ; Benchimol, Jonathan. In: Bank of Israel Working Papers. RePEc:boi:wpaper:2019.08.

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2018Compilation of Experimental Price Indices Using Big Data and Machine Learning:A Comparative Analysis and Validity Verification of Quality Adjustments. (2018). Shinozaki, Kimiaki ; Abe, Nobuhiro. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp18e13.

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2017Which Monetary Shocks Matter in Small Open Economies? Evidence from SVARs. (2017). Ha, Jongrim ; So, Inhwan. In: Working Papers. RePEc:bok:wpaper:1702.

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2018Non-Performing Loans, Cost of Capital, and Lending Supply: Lessons from the Eurozone Banking Crisi. (2018). Chiesa, Gabriella ; Mansilla-Fernandez, J M. In: Working Papers. RePEc:bol:bodewp:wp1124.

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2017Cointegration and Causality Relationship Between Stock Market, Money Market and Foreign Exchange Market in Pakistan. (2017). Ghulam, Abbas ; Laxmi, Koju ; Roni, Bhowmik ; Shouyang, Wang. In: Journal of Systems Science and Information. RePEc:bpj:jossai:v:5:y:2017:i:1:p:1-20:n:1.

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2018High-frequency Cash Flow Dynamics. (2018). Pettenuzzo, Davide ; Timmermann, Allan ; Sabbatucci, Riccardo. In: Working Papers. RePEc:brd:wpaper:120.

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2019Forecasting in the euro area: The role of the US long rate. (2019). Zakipour-Saber, Shayan. In: Economic Letters. RePEc:cbi:ecolet:5/el/19.

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2019Liquidity and tail-risk interdependencies in the euro area sovereign bond market. (2019). Clancy, Daragh ; Filiani, Pasquale ; Dunne, Peter G. In: Research Technical Papers. RePEc:cbi:wpaper:11/rt/19.

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2017The Financial Connectedness between Eurozone Core and Periphery: A Disaggregated View. (2017). Tsopanakis, Andreas ; Magkonis, Georgios. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2017/15.

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2019Vehicle Currency Pricing and Exchange Rate Pass-Through. (2019). Novy, Dennis ; Chen, Natalie ; Chung, Wanyu. In: CEP Discussion Papers. RePEc:cep:cepdps:dp1624.

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2017Monetary Policy through Production Networks: Evidence from the Stock Market. (2017). Weber, Michael ; Ozdagli, Ali. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6486.

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2017Salience and Online Sales: The Role of Brand Image Concerns. (2017). Dertwinkel-Kalt, Markus ; Koster, Mats. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6787.

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2018STIGMA? WHAT STIGMA? A Contribution to the Debate on the Effectiveness of IMF Lending. (2018). Vonessen, Benjamin ; Tafuro, Andrea ; Scheubel, Beatrice D. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7036.

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2019The Price and Employment Response of Firms to the Introduction of Minimum Wages. (2019). Link, Sebastian. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7575.

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2019Vehicle Currency Pricing and Exchange Rate Pass-Through. (2019). Novy, Dennis ; Chen, Natalie ; Chung, Wanyu. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7695.

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2019Exchange Rates and Consumer Prices: Evidence from Brexit. (2019). Novy, Dennis ; Breinlich, Holger ; Sampson, Thomas ; Leromain, Elsa. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8001.

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2018Funding Constraints and Market Illiquidity in the European Treasury Bond Market. (2018). Moinas, Sophie ; Valente, Giorgio ; Nguyen, Minh. In: EconPol Working Paper. RePEc:ces:econwp:_13.

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2018Climate Policy and Resource Extraction with Variable Markups and Imperfect Substitute. (2018). Sen, Suphi ; Curuk, Malik. In: ifo Working Paper Series. RePEc:ces:ifowps:_278.

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2019Forecasting Japanese inflation with a news-based leading indicator of economic activities. (2019). Yamamoto, Hiroki ; Shintani, Mototsugu ; Ishijima, Hiroshi ; Goshima, Keiichi. In: CARF F-Series. RePEc:cfi:fseres:cf458.

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2019Do Unit Labour Costs Matter? A Decomposition Exercise on European Data. (2019). Piton, Sophie. In: Discussion Papers. RePEc:cfm:wpaper:1910.

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2019Exchange Rates and Consumer Prices: Evidence from Brexit. (2019). Novy, Dennis ; Breinlich, Holger ; Sampson, Thomas ; Leromain, Elsa. In: CAGE Online Working Paper Series. RePEc:cge:wacage:447.

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2018Do Unit Labor Costs Matter? A Decomposition Exercise on European Data. (2018). Piton, Sophie. In: Working Papers. RePEc:cii:cepidt:2018-07.

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2017Segmentation of consumer markets in the US: What do intercity price differences tell us?. (2017). Choi, Chi-Young ; Wu, Jyh-Lin ; Murphy, Anthony . In: Canadian Journal of Economics. RePEc:cje:issued:v:50:y:2017:i:3:p:738-777.

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2020Mildly Explosive Dynamics in U.S. Fixed Income Markets. (2019). Guidolin, Massimo ; De Pace, Pierangelo ; Contessi, Silvio ; DePace, Pierangelo. In: Economics Department, Working Paper Series. RePEc:clm:pomwps:1001.

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2017Variance Decomposition of Prices in an Emerging Economy. (2017). Saldain, Joaquín ; Borraz, Fernando. In: Monetaria. RePEc:cml:moneta:v:v:y:2017:i:2:p:243-269.

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2018The Limits of Policy Analytics: Early Examples and the Emerging Boundary of Possibilities. (2018). Longo, Justin ; Dobell, Alan Rodney. In: Politics and Governance. RePEc:cog:poango:v:6:y:2018:i:4:p:5-17.

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More than 100 citations found, this list is not complete...

Works by Roberto Rigobon:


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2010Currency Choice and Exchange Rate Pass-Through In: American Economic Review.
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2003Spillovers across U.S. financial markets In: Finance and Economics Discussion Series.
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2008Do Credit Rating Agencies Add Value? Evidence from the Sovereign Rating Business Institutions In: Research Department Publications.
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2007ESTIMATION WITH CENSORED REGRESSORS: BASIC ISSUES In: International Economic Review.
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2009Set identification with Tobin regressors In: CeMMAP working papers.
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2004Censored Regressors and Expansion Bias In: Working papers.
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2002Inter-American Seminar on Economics (IASE) 2000 In: NBER Books.
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2005Comment on Fiscal Divergence and Business Cycle Synchronization: Irresponsibility is Idiosyncratic In: NBER Chapters.
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2001Contagion: How to Measure It?.(2001) In: NBER Working Papers.
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2000Comment on Balance-of-Payments Crises in Emerging Markets: Large Capital Inflows and Sovereign Governments In: NBER Chapters.
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2008Noisy Macroeconomic Announcements, Monetary Policy, and Asset Prices In: NBER Chapters.
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2006Noisy Macroeconomic Announcements, Monetary Policy, and Asset Prices.(2006) In: NBER Working Papers.
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2004A Risk Management Approach to Emerging Markets Sovereign Debt Sustainability with an Application to Brazilian Data In: NBER Working Papers.
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2004A Risk Management Approach to Emerging Market’s Sovereign Debt Sustainability with an Application to Brazilian Data.(2004) In: Textos para discussão.
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2005Stocks, Bonds, Money Markets and Exchange Rates: Measuring International Financial Transmission In: NBER Working Papers.
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2011Stocks, bonds, money markets and exchange rates: measuring international financial transmission.(2011) In: Journal of Applied Econometrics.
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2005Capital Controls, Exchange Rate Volatility and External Vulnerability In: NBER Working Papers.
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2010Unexploited Gains from International Diversification: Patterns of Portfolio Holdings Around the World In: NBER Working Papers.
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2013Unexploited Gains From International Diversification: Patterns Of Portfolio Holdings Around The World.(2013) In: The Review of Economics and Statistics.
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2012Currency Unions, Product Introductions, and the Real Exchange Rate In: NBER Working Papers.
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2014Currency Unions, Product Introductions, and the Real Exchange Rate.(2014) In: The Quarterly Journal of Economics.
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2014The Price Impact of Joining a Currency Union: Evidence from Latvia In: NBER Working Papers.
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2015The Price Impact of Joining a Currency Union: Evidence from Latvia.(2015) In: IMF Economic Review.
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2016The Billion Prices Project: Using Online Prices for Measurement and Research In: NBER Working Papers.
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2020Quantum Prices In: NBER Working Papers.
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1999On the Measurement of the International Propagation of Shocks In: NBER Working Papers.
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2000Identification through Heteroskedasticity: Measuring Contagion: betweenArgentinean and Mexican Sovereign Bonds In: NBER Working Papers.
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2003Identifying the Efficacy of Central Bank Interventions: Evidence from Australia In: RBA Research Discussion Papers.
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2013Product Introductions, Currency Unions, and the Real Exchange Rate In: 2013 Meeting Papers.
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