Roberto Rigobon
Biographic Data
| ID | 1470852 |
|---|---|
| NAME | Roberto Rigobon |
| GIVEN NAMES | Roberto |
| FAMILY NAME | Rigobon |
| SIGNATURE | RIGOBON R |
| AFFILIATIONS | Massachusetts Institute of Technology |
| VERIFIED | No |
| TOTAL WORKS | 7 |
| TOTAL CITATIONS | 18 |
| AUTHOR COUNT | 7 |
| EDITOR COUNT | 0 |
| FIRST PUBLICATION YEAR | 2002 |
| LATEST PUBLICATION YEAR | 2024 |
| H-INDEX | 2 |
Algorithmic discrimination in the credit domain: What do we know about it
The widespread usage of machine learning systems and econometric methods in the credit domain has transformed the decision-making process for evaluating loan applications. Automated analysis of credit applications diminishes the subjectivity of the decision-making process. On the other hand, since machine learning is based on past decisions recorded in the financial institutions’ datasets, the process very often consolidates existing bias and pre…
The Billion Prices Project: Using Online Prices for Measurement and Research
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 source of retail price information. Our objective with the Billion Prices Project, created at MIT in 2008, is to experiment with these new sources of information to improve the computation of traditional economic indicators, starting with the Consumer Price Index. We also seek to understand …
Bias From Censored Regressors
We study the bias that arises from using censored regressors in estimation of linear models. We present results on bias in ordinary least aquares (OLS) regression estimators with exogenous censoring and in instrumental variable (IV) estimators when the censored regressor is endogenous. Bound censoring such as top-coding results in expansion bias, or effects that are too large. Independent censoring results in bias that varies with the estimation …
Once again, is openness good for growth
Identification Through Heteroskedasticity
This paper develops a method for solving the identification problem that arises in simultaneous-equation models. It is based on the heteroskedasticity of the structural shocks. For simplicity, I consider heteroskedasticity that can be described as a two-regime process and show that the system is just identified. I discuss identification under general conditions, such as more than two regimes, when common unobservable shocks exist, and situations …
Currency crises and contagion: An introduction
The curse of non-investment grade countries
Once again, is openness good for growth
The Billion Prices Project: Using Online Prices for Measurement and Research
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 source of retail price information. Our objective with the Billion Prices Project, created at MIT in 2008, is to experiment with these new sources of information to improve the computation of traditional economic indicators, starting with the Consumer Price Index. We also seek to understand …
The curse of non-investment grade countries
Currency crises and contagion: An introduction
The curse of non-investment grade countries
Identification Through Heteroskedasticity
This paper develops a method for solving the identification problem that arises in simultaneous-equation models. It is based on the heteroskedasticity of the structural shocks. For simplicity, I consider heteroskedasticity that can be described as a two-regime process and show that the system is just identified. I discuss identification under general conditions, such as more than two regimes, when common unobservable shocks exist, and situations …
Once again, is openness good for growth
Bias From Censored Regressors
We study the bias that arises from using censored regressors in estimation of linear models. We present results on bias in ordinary least aquares (OLS) regression estimators with exogenous censoring and in instrumental variable (IV) estimators when the censored regressor is endogenous. Bound censoring such as top-coding results in expansion bias, or effects that are too large. Independent censoring results in bias that varies with the estimation …
The Billion Prices Project: Using Online Prices for Measurement and Research
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 source of retail price information. Our objective with the Billion Prices Project, created at MIT in 2008, is to experiment with these new sources of information to improve the computation of traditional economic indicators, starting with the Consumer Price Index. We also seek to understand …
Algorithmic discrimination in the credit domain: What do we know about it
The widespread usage of machine learning systems and econometric methods in the credit domain has transformed the decision-making process for evaluating loan applications. Automated analysis of credit applications diminishes the subjectivity of the decision-making process. On the other hand, since machine learning is based on past decisions recorded in the financial institutions’ datasets, the process very often consolidates existing bias and pre…
Economics (6 works) · Econometrics (5 works) · Computer Science (4 works) · Mathematics (3 works) · Monetary Policy and Economic Impact (3 works) · Economic Growth and Productivity (2 works) · Financial economics (2 works) · Fiscal Policy and Economic Growth (2 works) · Macro (2 works) · Macroeconomics (2 works)