Francisco Roch

Last Updated: July 30, 2023

Francisco Roch

Francisco Roch is an Senior Economist in the Systemic Issues Division at the Research Department. Previously, he worked in the African, Western Hemisphere, and the Strategy and Policy Review Departments. While on leave from the IMF during 2017-19, he was Deputy Manager of the Research Department at the Center for Latin American Monetary Studies (CEMLA), in Mexico. Associate Editor of the IMF Economic Review and the Latin American Journal of Central Banking. He holds a Ph.D. from the University of Chicago and has been at the IMF since 2012.

Email: FROCH@imf.org

Personal WebPage: https://sites.google.com/site/franroch/

Fluent In: Spanish.

Education:

Ph.D. in Economics, University of Chicago, 2012

M.A. in Economics, University of Chicago, 2008

B.A. in Economics, Universidad del CEMA (UCEMA), Buenos Aires, Argentina, 2005


Referee Activities:

American Economic Review, Econometrica, Journal of Political Economy, The Economic Journal, Macroeconomics Dynamics, AEJ: Macroeconomics, Journal of Money, Credit and Banking, Review of Economics and Statistics, Journal of Applied Economics, Review of Economic Dynamics, Journal of Economic Dynamics and Control, Monetaria, Economics Letters, Journal of International Economics, International Journal of Central Banking, Journal of Macroeconomics, Journal of Economic Studies, Journal of Banking and Finance, Public Finance Review, Applied Economics Letters, Economica.


Field of Expertise:

Macro-Financial Issues

Open Economy Macroeconomics

International Finance

IMF Books and Working Papers:

Integrated Monetary and Financial Policies for Small Open Economies , Working Paper No. 2023/161 , August 04, 2023

How Large is the Sovereign Greenium? , Working Paper No. 2023/080 , April 07, 2023

Debt Mutualization in the Euro Area: A Quantitative Exploration , Working Paper No. 2023/059 , March 17, 2023

Sovereign Climate Debt Instruments:An Overview of the Green and Catastrophe Bond Markets , Staff Climate Note No 2022/004 , July 07, 2022

Sovereign Debt , Working Paper No. 2022/122 , June 17, 2022

Sovereign Cocos , Working Paper No. 2022/078 , April 29, 2022

Numerical Fiscal Rules for Economic Unions: the Role of Sovereign Spreads , Working Paper No. 2021/196 , July 23, 2021

Uncertainty Premia, Sovereign Default Risk, and State-Contingent Debt , Working Paper No. 2021/076 , March 12, 2021

Robust Optimal Macroprudential Policy , Working Paper No. 2021/055 , February 26, 2021

Constrained Efficient Borrowing with Sovereign Default Risk , Working Paper No. 20/227 , November 08, 2020

A Conceptual Model for the Integrated Policy Framework , Working Paper No. 20/121 , July 07, 2020

The Adjustment to Commodity Price Shocks in Chile, Colombia, and Peru , Working Paper No. 17/208 , September 29, 2017

Housing Finance and Real Estate Markets in Colombia , Working Paper No. 17/190 , August 18, 2017

The Dynamics of Sovereign Debt Crises and Bailouts , Working Paper No. 16/136 , July 11, 2016

Fiscal Rules and the Sovereign Default Premium , Working Paper No. 12/30 , January 01, 2012

IMF Country Reports

Colombia : 2017 Article IV Consultation-Press Release; Staff Report; and Statement by the Executive Director for Colombia

Peru : 2017 Article IV Consultation-Press Release; and Staff Report

Colombia : 2016 Article IV Consultation-Press Release; Staff Report; and Statement by the Executive Director for Colombia

Peru : 2016 Article IV Consultation-Press Release; and Staff Report

Rwanda : Third Review Under the Policy Support Instrument

El Salvador : Staff Report for the 2013 Article IV Consultation

F&D articles

Debt and Fiscal Commitment

Other Published Materials

Where are all the GDP-linked bonds?

Toward an Integrated Policy Framework

IMF COUNTRY FOCUS: Peru's Future Growth Can be Lifted Through Structural Reforms

“Dealing with the Gathering Clouds,” Chapter 1 of the Sub-Saharan Africa Regional Economic Outlook, October 2015.

“How Can Sub-Saharan Africa Harness the Demographic Dividend?,” Chapter 2 of the Sub-Saharan Africa Regional Economic Outlook, April 2015.

“Staying the Course,” Chapter 1 of the Sub-Saharan Africa Regional Economic Outlook, October 2014.

“Optimal Sovereign Debt Levels: The Information in Sovereign Spreads,” in Chapter 4 of the Western Hemisphere Regional Economic Outlook, May 2013.

THE FUND'S LENDING FRAMEWORK AND SOVEREIGN DEBT—PRELIMINARY CONSIDERATIONS

SOVEREIGN DEBT RESTRUCTURING—RECENT DEVELOPMENTS AND IMPLICATIONS FOR THE FUND’S LEGAL AND POLICY FRAMEWORK

Francisco Roch

Francisco Roch is an Senior Economist in the Systemic Issues Division at the Research Department. Previously, he worked in the African, Western Hemisphere, and the Strategy and Policy Review Departments. While on leave from the IMF during 2017-19, he was Deputy Manager of the Research Department at the Center for Latin American Monetary Studies (CEMLA), in Mexico. Associate Editor of the IMF Economic Review and the Latin American Journal of Central Banking. He holds a Ph.D. from the University of Chicago and has been at the IMF since 2012.

Email: FROCH@imf.org

Personal WebPage: https://sites.google.com/site/franroch/

Fluent In: Spanish.

Education:

Ph.D. in Economics, University of Chicago, 2012

M.A. in Economics, University of Chicago, 2008

B.A. in Economics, Universidad del CEMA (UCEMA), Buenos Aires, Argentina, 2005


Referee Activities:

American Economic Review, Econometrica, Journal of Political Economy, The Economic Journal, Macroeconomics Dynamics, AEJ: Macroeconomics, Journal of Money, Credit and Banking, Review of Economics and Statistics, Journal of Applied Economics, Review of Economic Dynamics, Journal of Economic Dynamics and Control, Monetaria, Economics Letters, Journal of International Economics, International Journal of Central Banking, Journal of Macroeconomics, Journal of Economic Studies, Journal of Banking and Finance, Public Finance Review, Applied Economics Letters, Economica.


Field of Expertise:

Macro-Financial Issues

Open Economy Macroeconomics

International Finance

IMF Books and Working Papers:

Integrated Monetary and Financial Policies for Small Open Economies , Working Paper No. 2023/161 , August 04, 2023

How Large is the Sovereign Greenium? , Working Paper No. 2023/080 , April 07, 2023

Debt Mutualization in the Euro Area: A Quantitative Exploration , Working Paper No. 2023/059 , March 17, 2023

Sovereign Climate Debt Instruments:An Overview of the Green and Catastrophe Bond Markets , Staff Climate Note No 2022/004 , July 07, 2022

Sovereign Debt , Working Paper No. 2022/122 , June 17, 2022

Sovereign Cocos , Working Paper No. 2022/078 , April 29, 2022

Numerical Fiscal Rules for Economic Unions: the Role of Sovereign Spreads , Working Paper No. 2021/196 , July 23, 2021

Uncertainty Premia, Sovereign Default Risk, and State-Contingent Debt , Working Paper No. 2021/076 , March 12, 2021

Robust Optimal Macroprudential Policy , Working Paper No. 2021/055 , February 26, 2021

Constrained Efficient Borrowing with Sovereign Default Risk , Working Paper No. 20/227 , November 08, 2020

A Conceptual Model for the Integrated Policy Framework , Working Paper No. 20/121 , July 07, 2020

The Adjustment to Commodity Price Shocks in Chile, Colombia, and Peru , Working Paper No. 17/208 , September 29, 2017

Housing Finance and Real Estate Markets in Colombia , Working Paper No. 17/190 , August 18, 2017

The Dynamics of Sovereign Debt Crises and Bailouts , Working Paper No. 16/136 , July 11, 2016

Fiscal Rules and the Sovereign Default Premium , Working Paper No. 12/30 , January 01, 2012

IMF Country Reports

Colombia : 2017 Article IV Consultation-Press Release; Staff Report; and Statement by the Executive Director for Colombia

Peru : 2017 Article IV Consultation-Press Release; and Staff Report

Colombia : 2016 Article IV Consultation-Press Release; Staff Report; and Statement by the Executive Director for Colombia

Peru : 2016 Article IV Consultation-Press Release; and Staff Report

Rwanda : Third Review Under the Policy Support Instrument

El Salvador : Staff Report for the 2013 Article IV Consultation

F&D articles

Debt and Fiscal Commitment

Other Published Materials

Where are all the GDP-linked bonds?

Toward an Integrated Policy Framework

IMF COUNTRY FOCUS: Peru's Future Growth Can be Lifted Through Structural Reforms

“Dealing with the Gathering Clouds,” Chapter 1 of the Sub-Saharan Africa Regional Economic Outlook, October 2015.

“How Can Sub-Saharan Africa Harness the Demographic Dividend?,” Chapter 2 of the Sub-Saharan Africa Regional Economic Outlook, April 2015.

“Staying the Course,” Chapter 1 of the Sub-Saharan Africa Regional Economic Outlook, October 2014.

“Optimal Sovereign Debt Levels: The Information in Sovereign Spreads,” in Chapter 4 of the Western Hemisphere Regional Economic Outlook, May 2013.

THE FUND'S LENDING FRAMEWORK AND SOVEREIGN DEBT—PRELIMINARY CONSIDERATIONS

SOVEREIGN DEBT RESTRUCTURING—RECENT DEVELOPMENTS AND IMPLICATIONS FOR THE FUND’S LEGAL AND POLICY FRAMEWORK

Publications in Journals (Refereed)

"The dynamics of sovereign debt crises and bailouts," with Harald Uhlig, Journal of International Economics, volume 114, September 2018, Pages 1-13.

"The adjustment to commodity price shocks," Journal of Applied Economics, volume 22, 2019, pages 437-467.

"Numerical fiscal rules for economic unions: The role of sovereign spreads," with Juan Carlos Hatchondo and Leonardo Martinez, Economics Letters, volume 210, January 2022.

"Fiscal Rules and the Sovereign Default Premium," with Juan Carlos Hatchondo and Leonardo Martinez, AEJ: Macroeconomics, volume 15, October 2022.

"Robust optimal macroprudential policy," with Federico Bennett and Giselle Montamat, Journal of International Economics, volume 141, March 2023.

"Uncertainty Premia, Sovereign Default Risk, and State-Contingent Debt," with Francisco Roldan, Journal of Political Economy Macroeconomics, 2023.

Other Published Materials

VoxEU: "How Europe can jointly issue debt without direct transfers"

LSE Business Review: "GDP-linked bonds: why so few, and why so expensive?"

Foco Economico: "Bonos atados al PBI: ¿Por qué tan caros? ¿Por qué tan pocos?"

Foco Economico: "Equilibrios múltiples en los mercados de deuda y el papel de los organismos internacionales"

Foco Economico: "Reglas fiscales y riesgo país"