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Details about Pablo Pincheira

E-mail:
Homepage:http://sites.google.com/site/pablompincheirabrown/
Phone:562 22331 1489
Postal address:DIAGONAL LAS TORRES 2640 PEÑALOLÉN
Workplace:Escuela de Negocios (Business School), Universidad Adolfo Ibáñez (Adolfo Ibanez University), (more information at EDIRC)

Access statistics for papers by Pablo Pincheira.

Last updated 2021-05-04. Update your information in the RePEc Author Service.

Short-id: ppi134


Jump to Journal Articles

Working Papers

2021

  1. "Go wild for a while!": A new asymptotically Normal test for forecast evaluation in nested models
    MPRA Paper, University Library of Munich, Germany Downloads
  2. The Mean Squared Prediction Error Paradox
    MPRA Paper, University Library of Munich, Germany Downloads

2020

  1. Summary of the Paper Entitled: Forecasting Fuel Prices with the Chilean Exchange Rate
    MPRA Paper, University Library of Munich, Germany Downloads
  2. The Mean Squared Prediction Error Paradox: A summary
    MPRA Paper, University Library of Munich, Germany Downloads

2019

  1. Forecasting Aluminum Prices with Commodity Currencies
    MPRA Paper, University Library of Munich, Germany Downloads View citations (3)
  2. Forecasting Unemployment Rates with International Factors
    MPRA Paper, University Library of Munich, Germany Downloads

2018

  1. Can we beat the Random Walk? The case of survey-based exchange rate forecasts in Chile
    MPRA Paper, University Library of Munich, Germany Downloads
    See also Journal Article in Finance Research Letters (2020)
  2. Forecasting Base Metal Prices with Commodity Currencies
    MPRA Paper, University Library of Munich, Germany Downloads View citations (2)
  3. The predictive relationship between exchange rate expectations and base metal prices
    MPRA Paper, University Library of Munich, Germany Downloads View citations (5)

2017

  1. A Power Booster Factor for Out-of-Sample Tests of Predictability
    MPRA Paper, University Library of Munich, Germany Downloads
  2. Forecasting Inflation in Latin America with Core Measures
    MPRA Paper, University Library of Munich, Germany Downloads
    See also Journal Article in International Journal of Forecasting (2019)
  3. Nowcasting Building Permits with Google Trends
    MPRA Paper, University Library of Munich, Germany Downloads View citations (5)

2016

  1. The Evasive Predictive Ability of Core Inflation
    MPRA Paper, University Library of Munich, Germany Downloads View citations (3)
    Also in Working Papers, BBVA Bank, Economic Research Department (2016) Downloads View citations (3)

2015

  1. The Out-of-Sample Performance of An Exact Median-Unbiased Estimator for the Near-Unity Ar(1)Model
    Working Papers Central Bank of Chile, Central Bank of Chile Downloads View citations (6)
    Also in MPRA Paper, University Library of Munich, Germany (2015) Downloads View citations (7)

    See also Journal Article in Applied Economics Letters (2016)

2014

  1. Forecasting Chilean Inflation with International Factors
    Working Papers Central Bank of Chile, Central Bank of Chile Downloads View citations (5)
    See also Journal Article in Empirical Economics (2016)
  2. Predicción del Empleo Sectorial y Total en Base a Indicadores de Confianza Empresarial
    Working Papers Central Bank of Chile, Central Bank of Chile Downloads View citations (4)
  3. The Elusive Predictive Ability of Global Inflation
    Working Papers Central Bank of Chile, Central Bank of Chile Downloads View citations (5)
    See also Journal Article in International Finance (2016)
  4. The Long-Term Divergence Between Your CPI and Mine, The Case of Chile
    Working Papers Central Bank of Chile, Central Bank of Chile Downloads
  5. The effects of intraday foreign exchange market operations in Latin America: results for Chile, Colombia, Mexico and Peru
    BIS Working Papers, Bank for International Settlements Downloads View citations (5)
    Also in BORRADORES DE ECONOMIA, BANCO DE LA REPÚBLICA (2014) Downloads View citations (7)
    Borradores de Economia, Banco de la Republica de Colombia (2014) Downloads View citations (6)

2013

  1. A Simple Out-of-Sample Test for the Martingale Difference Hypothesis
    Working Papers Central Bank of Chile, Central Bank of Chile Downloads
  2. Interventions and Inflation Expectations in an Inflation Targeting Economy
    Working Papers Central Bank of Chile, Central Bank of Chile Downloads View citations (13)
    Also in BIS Working Papers, Bank for International Settlements (2013) Downloads View citations (11)

2012

  1. Are Forecast Combinations Efficient?
    Working Papers Central Bank of Chile, Central Bank of Chile Downloads View citations (7)
  2. Evaluation of Short Run Inflation Forecasts in Chile
    Working Papers Central Bank of Chile, Central Bank of Chile Downloads View citations (3)
  3. Forecasting Inflation With a Random Walk
    Working Papers Central Bank of Chile, Central Bank of Chile Downloads View citations (13)
  4. Forecasting Inflation with a Simple and Accurate Benchmark: a Cross-Country Analysis
    Working Papers Central Bank of Chile, Central Bank of Chile Downloads View citations (4)

2011

  1. A Bunch of Models, a Bunch of Nulls and Inference About Predictive Ability
    Working Papers Central Bank of Chile, Central Bank of Chile Downloads View citations (2)
    See also Journal Article in Journal for Economic Forecasting (2013)
  2. Jaque Mate a las Proyecciones de Consenso
    Working Papers Central Bank of Chile, Central Bank of Chile Downloads View citations (2)
  3. Un Test Conjunto de Superioridad Predictiva para los Pronósticos de Inflación Chilena
    Working Papers Central Bank of Chile, Central Bank of Chile Downloads

2010

  1. A Real Time Evaluation of the Central Bank of Chile GDP Growth Forecasts
    Working Papers Central Bank of Chile, Central Bank of Chile Downloads View citations (6)
    See also Journal Article in Money Affairs (2010)
  2. The Low Predictive Power of Simple Phillips Curves in Chile: A Real-Time Evaluation
    Working Papers Central Bank of Chile, Central Bank of Chile Downloads View citations (2)

2009

  1. Communicational Bias In Monetary Policy: Can Words Forecast Deeds?
    Working Papers Central Bank of Chile, Central Bank of Chile Downloads
    See also Journal Article in Economía Journal (2010)
  2. Forecasting Inflation in Chile With an Accurate Benchmark
    Working Papers Central Bank of Chile, Central Bank of Chile Downloads View citations (14)

2008

  1. Combining Tests of Predictive Ability Theory and Evidence for Chilean and Canadian Exchange Rates
    Working Papers Central Bank of Chile, Central Bank of Chile Downloads
  2. External Imbalances, Valuation Adjustments and Real Exchange Rate: Evidence of Predictability in an Emerging Economy
    Working Papers Central Bank of Chile, Central Bank of Chile Downloads
    See also Journal Article in Revista de Analisis Economico – Economic Analysis Review (2011)
  3. Forecasting Inflation Forecast Errors
    Working Papers Central Bank of Chile, Central Bank of Chile Downloads View citations (2)
  4. The Dynamics of Inflation Persistence in Chile
    Working Papers Central Bank of Chile, Central Bank of Chile Downloads

2007

  1. Chilean Nominal Exchange Rate: Forecasting Based Upon Technical Analysis
    Working Papers Central Bank of Chile, Central Bank of Chile Downloads
  2. Cooperatives and Area Yield Insurance:A Theoretical Analysis
    MPRA Paper, University Library of Munich, Germany Downloads
    Also in 2005 Annual Meeting, November 8-9, NCERA-194 Research on Cooperatives (2005) Downloads
  3. Hidden Predictability in Economics: The Case of the Chilean Exchange Rate
    Working Papers Central Bank of Chile, Central Bank of Chile Downloads
  4. Oil Shocks and Inflation The Case of Chile and a Sample of Industrial Countries
    Working Papers Central Bank of Chile, Central Bank of Chile Downloads
    See also Journal Article in Journal Economía Chilena (The Chilean Economy) (2007)

2006

  1. Conditional Evaluation of Exchange Rate Predictive Ability in Long Run Regressions
    Working Papers Central Bank of Chile, Central Bank of Chile Downloads View citations (2)
  2. Convergence and Long Run Uncertainty
    Working Papers Central Bank of Chile, Central Bank of Chile Downloads View citations (3)
    See also Journal Article in Revista de Analisis Economico – Economic Analysis Review (2014)
  3. Shrinkage Based Tests of the Martingale Difference Hypothesis
    Working Papers Central Bank of Chile, Central Bank of Chile Downloads View citations (8)

Journal Articles

2020

  1. Can we beat the Random Walk? The case of survey-based exchange rate forecasts in Chile
    Finance Research Letters, 2020, 37, (C) Downloads
    See also Working Paper (2018)
  2. Do it with a smile: Forecasting volatility with currency options
    Finance Research Letters, 2020, 34, (C) Downloads

2019

  1. Forecasting base metal prices with the Chilean exchange rate
    Resources Policy, 2019, 62, (C), 256-281 Downloads View citations (8)
  2. Forecasting inflation in Latin America with core measures
    International Journal of Forecasting, 2019, 35, (3), 1060-1071 Downloads View citations (1)
    See also Working Paper (2017)

2018

  1. Exchange rate interventions and inflation expectations in an inflation targeting economy
    Revista de Analisis Economico – Economic Analysis Review, 2018, 33, (2), 43-78 Downloads View citations (2)

2016

  1. A comparison of some out-of-sample tests of predictability in iterated multi-step-ahead forecasts
    Research in Economics, 2016, 70, (2), 304-319 Downloads View citations (6)
  2. Forecasting Chilean inflation with international factors
    Empirical Economics, 2016, 51, (3), 981-1010 Downloads View citations (5)
    See also Working Paper (2014)
  3. Forecasting with a Random Walk
    Czech Journal of Economics and Finance (Finance a uver), 2016, 66, (6), 539-564 Downloads View citations (2)
  4. The Elusive Predictive Ability of Global Inflation
    International Finance, 2016, 19, (2), 120-146 Downloads View citations (12)
    See also Working Paper (2014)
  5. The out-of-sample performance of an exact median-unbiased estimator for the near-unity AR(1) model
    Applied Economics Letters, 2016, 23, (2), 126-131 Downloads View citations (1)
    See also Working Paper (2015)

2015

  1. El escaso poder predictivo de simples curvas de Phillips en Chile
    Revista CEPAL, 2015 Downloads View citations (6)
  2. Forecasting Inflation with a Simple and Accurate Benchmark: The Case of the US and a Set of Inflation Targeting Countries
    Czech Journal of Economics and Finance (Finance a uver), 2015, 65, (1), 2-29 Downloads View citations (17)
  3. The low predictive power of simple Phillips curves in Chile
    Revista CEPAL, 2015 Downloads View citations (10)

2014

  1. Convergence and Long-Run Uncertainty
    Revista de Analisis Economico – Economic Analysis Review, 2014, 29, (1), 17-52 Downloads
    See also Working Paper (2006)
  2. Predictive Evaluation of Sectoral and Total Employment Based on Entrepreneurial Confidence Indicators
    Journal Economía Chilena (The Chilean Economy), 2014, 17, (1), 66-87 Downloads

2013

  1. A Bunch of Models, a Bunch of Nulls and Inference about Predictive Ability
    Journal for Economic Forecasting, 2013, (3), 26-43 Downloads View citations (2)
    See also Working Paper (2011)
  2. Conditional Predictive Ability of Exchange Rates in Long Run Regressions
    Revista de Analisis Economico – Economic Analysis Review, 2013, 28, (2), 3-35 Downloads
  3. Shrinkage‐Based Tests of Predictability
    Journal of Forecasting, 2013, 32, (4), 307-332 View citations (9)

2012

  1. A Joint Test of Superior Predictive Ability for Chilean Inflation Forecasts
    Journal Economía Chilena (The Chilean Economy), 2012, 15, (3), 04-39 Downloads View citations (1)
  2. En busca de un buen marco de referencia predictivo para la inflación en Chile
    El Trimestre Económico, 2012, LXXIX, (313), 85-123 Downloads View citations (8)

2011

  1. Corrección de algunos errores sistemáticos de predicción de inflación
    Monetaria, 2011, XXXIV, (1), 37-61 Downloads View citations (1)
  2. External imbalance, valuation adjustments and real Exchange rate: evidence of predictability in an emerging economy
    Revista de Analisis Economico – Economic Analysis Review, 2011, 26, (1), 107-125 Downloads
    See also Working Paper (2008)

2010

  1. A Real Time Evaluation of the Central Bank of Chile GDP Growth Forecasts
    Money Affairs, 2010, XXIII, (1), 37-73 Downloads View citations (3)
    See also Working Paper (2010)
  2. Communicational Bias in Monetary Policy: Can Words Forecast Deeds?
    Economía Journal, 2010, Volume 11 Number 1, (Fall 2010), 103-152 Downloads View citations (1)
    See also Working Paper (2009)
  3. Predicción de errores de proyección de inflación en Chile
    El Trimestre Económico, 2010, LXXVII (1), (305), 129-154 Downloads View citations (10)

2009

  1. Evaluation of Short Run Inflation Forecasts and Forecasters in Chile
    Money Affairs, 2009, XXII, (2), 159-180 Downloads View citations (7)
  2. La Dinámica de la Persistencia Inflacionaria en Chile
    Notas de Investigación Journal Economía Chilena (The Chilean Economy), 2009, 12, (1), 97-104 Downloads View citations (7)

2008

  1. Predictibilidad Encubierta en Economía: El Caso del Tipo de Cambio Nominal Chileno
    Notas de Investigación Journal Economía Chilena (The Chilean Economy), 2008, 11, (1), 137-142 Downloads

2007

  1. Nominal Exchange Rate in Chile: Predictions based on technical analysis
    Journal Economía Chilena (The Chilean Economy), 2007, 10, (2), 57-80 Downloads View citations (2)
  2. Oil Shocks and Inflation The Case Of Chile and a Sample of Industrial Countries
    Journal Economía Chilena (The Chilean Economy), 2007, 10, (1), 5-36 Downloads
    See also Working Paper (2007)
  3. Structure and Structural Change in the Chilean Economy. Patricio A. Aroca and Geoffrey J.D. Hewings
    Revisión de libros Journal Economía Chilena (The Chilean Economy), 2007, 10, (2), 119-122 Downloads
 
Page updated 2021-05-06