Search Results - "Rigobon, Roberto"

The Billion Prices Project: Using Online Prices for Measurement and Research by Cavallo, Alberto, Rigobon, Roberto

“…A large and growing share of retail prices all over the world are posted online on the websites of retailers. This is a massive and (until recently) untapped…”
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Currency Choice and Exchange Rate Pass-Through by Gopinath, Gita, Itskhoki, Oleg, Rigobon, Roberto

“…We show, using novel data on currency and prices for US imports, that even conditional on a price change, there is a large difference in the exchange rate…”
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Aggregate Confusion: The Divergence of ESG Ratings by Berg, Florian, Kölbel, Julian F, Rigobon, Roberto

“…Abstract This paper investigates the divergence of environmental, social, and governance (ESG) ratings based on data from six prominent ESG rating agencies:…”
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Stocks, bonds, money markets and exchange rates: measuring international financial transmission by Ehrmann, Michael, Fratzscher, Marcel, Rigobon, Roberto

“…Understanding the complexity of the financial transmission process across various assets—domestically as well as within and across asset classes—requires the…”
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Asset Prices and Exchange Rates by Pavlova, Anna, Rigobon, Roberto

“…We study the implications of introducing demand shocks and trade in goods into an otherwise standard international asset pricing model. Trade in goods gives…”
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The impact of monetary policy on asset prices by Rigobon, Roberto, Sack, Brian

“…Estimating the response of asset prices to changes in monetary policy is complicated by the endogeneity of policy decisions and the fact that both interest…”
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CURRENCY UNIONS, PRODUCT INTRODUCTIONS, AND THE REAL EXCHANGE RATE by Cavallo, Alberto, Neiman, Brent, Rigobon, Roberto

“…We use a novel data set of online prices of identical goods sold by four large global retailers in dozens of countries to study good-level real exchange rates…”
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Identification through Heteroskedasticity by Rigobon, Roberto

“…This paper develops a method for solving the identification problem that arises in simultaneous-equation models. It is based on the heteroskedasticity of the…”
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The pricing strategies of online grocery retailers by Aparicio, Diego, Metzman, Zachary, Rigobon, Roberto

“…This paper documents the differences in pricing strategies between online and offline (brick-and-mortar) channels. We collect price data for identical products…”
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Prices and Supply Disruptions during Natural Disasters by Cavallo, Alberto, Cavallo, Eduardo, Rigobon, Roberto

“…We study the daily behavior of supermarket prices and product availability following two recent natural disasters: the 2010 earthquake in Chile and the 2011…”
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Role of Portfolio Constraints in the International Propagation of Shocks by PAVLOVA, ANNA, RIGOBON, ROBERTO

“…We study the comovement among stock prices and exchange rates in a three-good, three-country, Centre-Periphery, dynamic equilibrium model in which the Centre's…”
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No Contagion, Only Interdependence: Measuring Stock Market Comovements by Forbes, Kristin J., Rigobon, Roberto

“…Heteroskedasticity biases tests for contagion based on correlation coefficients. When contagion is defined as a significant increase in market comovement after…”
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An asset-pricing view of external adjustment by Pavlova, Anna, Rigobon, Roberto

“…Recent literature has argued that conventional measures of external sustainability – the trade balance and current account – are misleading because they omit…”
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Identifying the efficacy of central bank interventions: evidence from Australia and Japan by Kearns, Jonathan, Rigobon, Roberto

“…Using a model incorporating the endogenous relationship between exchange rates and intervention, we show how a change in central bank policy can be used as an…”
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Contagion, Spillover, and Interdependence by RIGOBÓN, ROBERTO

“…This paper reviews the empirical literature on international spillovers and contagion. Theoretical models of spillover and contagion imply that the…”
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ESTIMATION WITH CENSORED REGRESSORS: BASIC ISSUES by Rigobon, Roberto, Stoker, Thomas M.

“…We study issues that arise for estimation of a linear model when a regressor is censored. We discuss the efficiency losses from dropping censored observations,…”
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Sticky Borders by Gopinath, Gita, Rigobon, Roberto

“…The stickiness and currency of pricing of traded goods play a central role in international macroeconomics; however, empirical evidence on these features is…”
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Editor's Summary by RIGOBON, ROBERTO

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What can online prices teach us about exchange rate pass-through? by Rigobon, Roberto

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Editor's Summary by RIGOBON, ROBERTO

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