Roberto Rigobon

Society of Sloan Fellows Professor of Management
Professor of Applied Economics

Biography | Selected Publications

"Currency Unions, Product Introductions, and the Real Exchange Rate," with Alberto Cavallo and Brent Neiman, Quarterly Journal of Economics. (2013)

"Unexploited Gains from International Diversification," with Tatiana Didier and Sergio Schmukler, Review of Economics and Statistics (2013)

"Do Credit Rating Agencies Add Value? Evidence from the Sovereign Rating Business Institutions," with Eduardo Alfredo Cavallo and Andrew Powell, International Journal of Finance and Economics. (2012)

"International Macro-Finance," with Anna Pavlova, Encyclopedia of Financial Globalization. (2012)

"In Search of the Black Swan: Analysis of the Statistical Evidence of Electoral Fraud in Venezuela," with Ricardo Hausmann, Statistical Science, Vol. 26, No. 4, 543–563. (2011)

"Principal Components as a Measure of Systemic Risk," with Mark Kritzman, Yuanzhen Li, and Sebastien Page, The Journal of Portfolio Management, Vol. 37, No. 4, 112-126 (2011)

"Stocks, Bonds, Money Markets and Exchange Rates: Measuring International Financial Transmission," with Michael Ehrmann and Marcel Fratzscher, Journal of Applied Econometrics. (2011)

"An asset pricing view of External Adjustment," with Anna Pavlova, Journal of International Economics, Volume 80, Number 1, Pages 144-156. (2010)

"Currency Choice and Exchange Rate Pass-through," with Gita Gopinath and Oleg Itskhoki, American Economic Review, Volume 100, Number 1, 304-36. (2010)

"Set Identification and Sensitivity Analysis with Tobin Regressors," with Victor Chernozhukov and Tom Stoker, Quantitative Economics, Vol 1, No. 2, 255-277 (2010)

"Bias from Censored Regressors," with Tom Stoker, Journal of Business and Economic Statistics, Vol. 27, Issue 3, 340-353. (2009)

"Capital Controls, Managed Exchange Rates, and External Vulnerability," with Sebastian Edwards, Journal of International Economics, Volume 78, Number 2, 256-67. (2009)

Government Spending and Income Distribution in Latin America. Washington, D.C.: Inter-American Development Bank, 1993.

 

Contact Information
Office: E62-515
Tel: (617) 258-8374
Fax: (617) 258-6786
Support Staff
Name: Krysta Harmon
Tel: (617) 253-8959

Research Center(s)

General Expertise
Africa; Applied economics; Argentina; Asia; Banking regulation; Bond markets; Brazil; Capital market; Contagion; Currency; Deflation; Developing countries, economics; Econometrics; Economic crisis; Economics; Economy, current conditions; Emerging markets; Equities; Euro; Europe; European Union; Exchange rates; Federal Reserve; Financial markets; Financial services; Foreign investment; France; Germany; Global trade standards; Globalization; Government; Healthcare; Hong Kong; Import quotas; India; Inflation; Interest rates; International economics; International finance; International trade; Ireland; Italy; Japan; Latin America; Macroeconomics; Managerial economics; Mexico; Monetary economics; Monetary policy; Oil; Political economy; Russia; Savings rates; Securities and Exchange Commission; Singapore; Southeast Asia; Spain; Stock exchange; Stock market; Sustainability; Taiwan; Thailand; Trade policy; Treasuries; United States; Valuation