Details about Andres Sagner

Access statistics for papers by Andres Sagner.

Last updated 2022-12-27. Update your information in the RePEc Author Service.

Short-id: psa728

Working Papers

2021

1. Economic Growth at Risk: An Application to Chile
   Working Papers Central Bank of Chile, Central Bank of Chile View citations (1)

2020

2. High Dimensional Quantile Factor Analysis
   Working Papers Central Bank of Chile, Central Bank of Chile
3. Measuring Systemic Risk: A Quantile Factor Analysis
   Working Papers Central Bank of Chile, Central Bank of Chile View citations (1)
4. Twitter-Based Economic Policy Uncertainty Index for Chile
   Working Papers Central Bank of Chile, Central Bank of Chile View citations (7)

2019

5. S&P 500 under Dynamic Gordon Model
   Working Papers Central Bank of Chile, Central Bank of Chile

2018

6. Expectativas Financieras y Tasas Forward en Chile
   Working Papers Central Bank of Chile, Central Bank of Chile
7. Medida de aversión al Riesgo Mediante Volatilidades Implícitas Realizadas
   Working Papers Central Bank of Chile, Central Bank of Chile View citations (1)

2012

8. Exceso de Toma de Riesgo Crediticio en Chile
   ILADES-UAH Working Papers, Universidad Alberto Hurtado/School of Economics and Business
9. Tasa Máxima Convencional y Oferta de Créditos
   Working Papers Central Bank of Chile, Central Bank of Chile

2011

10. Aplicaciones del Modelo Binomial para el Análisis de Riesgo
    Working Papers Central Bank of Chile, Central Bank of Chile
11. Credit Contraction and International Trade: Evidence from Chilean Exporters
    Working Papers Central Bank of Chile, Central Bank of Chile View citations (5)
    See also Journal Article Credit contraction and international trade: Evidence from Chilean exporters, World Development, Elsevier (2013) View citations (7) (2013)
12. Crédito, Exceso de Toma de Riesgo, Costo del Crédito y Ciclo Económico en Chile
    ILADES-UAH Working Papers, Universidad Alberto Hurtado/School of Economics and Business View citations (1)
    Also in Working Papers Central Bank of Chile, Central Bank of Chile (2011)
13. El Índice Cartera Vencida como Medida de Riesgo de Crédito: Análisis y Aplicación al Caso de Chile
    Working Papers Central Bank of Chile, Central Bank of Chile View citations (3)
14. Stress Tests for Banking Sector: A Technical Note
    Working Papers Central Bank of Chile, Central Bank of Chile View citations (4)
    See also Journal Article Stress Tests for Banking Sector: A Technical Note, Money Affairs, CEMLA (2011) View citations (4) (2011)

2010

15. Estimación de la estructura de tasas utilizando el modelo Dinámico Nelson Siegel: resultados para Chile y EEUU
    (The Dynamic Nelson-Siegel model: empirical results for Chile and US)
    MPRA Paper, University Library of Munich, Germany
16. Financial Forecast for the Relative Strength Index
    MPRA Paper, University Library of Munich, Germany View citations (1)
17. Implied Probability Distribution in Financial Options
    Working Papers Central Bank of Chile, Central Bank of Chile
18. Liquidity Crises and Corporate Cash Holdings in Chile
    Working Papers Central Bank of Chile, Central Bank of Chile
    See also Journal Article Liquidity Crises and Corporate Cash Holdings in Chile, The Developing Economies, Institute of Developing Economies (2012) View citations (3) (2012)
19. Valorización por Arbitraje de Bonos y Acciones Chilenas Mediante el Método de Componentes Principales
    Working Papers Central Bank of Chile, Central Bank of Chile

2009

20. Determinantes del Precio de Viviendas en Chile
    Working Papers Central Bank of Chile, Central Bank of Chile View citations (8)
21. When RSI met the Binomial-Tree
    Working Papers Central Bank of Chile, Central Bank of Chile

Journal Articles

2019

1. Rol de inversionistas institucionales domésticos sobre la volatilidad de tasas soberanas de economías emergentes
   Notas de Investigación Journal Economía Chilena (The Chilean Economy), 2019, 22, (1), 082-101

2013

2. Credit contraction and international trade: Evidence from Chilean exporters
   World Development, 2013, 44, (C), 212-224 View citations (7)
   See also Working Paper Credit Contraction and International Trade: Evidence from Chilean Exporters, Working Papers Central Bank of Chile (2011) View citations (5) (2011)
3. Dinámica de la frecuencia de impago de los créditos de consumo en cuotas
   El Trimestre Económico, 2013, LXXX (2), (318), pp. 329-343 View citations (1)
4. The Business Cycle, Credit cost and Risk in Chile from a Structural var model's Perspective
   Journal Economía Chilena (The Chilean Economy), 2013, 16, (1), 64-99

2012

5. Liquidity Crises and Corporate Cash Holdings in Chile
   The Developing Economies, 2012, 50, (4), 378-392 View citations (3)
   See also Working Paper Liquidity Crises and Corporate Cash Holdings in Chile, Working Papers Central Bank of Chile (2010) (2010)

2011

6. Determinantes del precio de viviendas en la región metropolitana de Chile
   El Trimestre Económico, 2011, 78 (4), (312), 813-839 View citations (3)
7. Dinámica de la Tasa de Incumplimiento de Créditos de Consumo en Cuotas
   Notas de Investigación Journal Economía Chilena (The Chilean Economy), 2011, 14, (2), 119-124 View citations (4)
8. Estimating Chile’s NominalIinterest Rate Structure: An Application of the Dynamic Nelson-Siegel Model
   Journal Economía Chilena (The Chilean Economy), 2011, 14, (3), 57-74
9. Fluctuaciones del Tipo de Cambio Real y Transabilidad de Bienes en el Comercio Bilateral Chile- Estados Unidos
   Revista de Analisis Economico – Economic Analysis Review, 2011, 26, (2), 3-37
10. Stress Tests for Banking Sector: A Technical Note
    Money Affairs, 2011, XXIV, (2), 143-162 View citations (4)
    See also Working Paper Stress Tests for Banking Sector: A Technical Note, Working Papers Central Bank of Chile (2011) View citations (4) (2011)