Working Papers Central Bank of Chile

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720: Dynamic Dispersed Information and the Credit Spread Puzzle

Elías Albagli, Christian Hellwig and Aleh Tsyvinski

719: The Typical Spectral Shape of An Economic Variable: A Visual Guide with 100 Examples

Carlos A. Medel

718: RER Appreciation After the Great Recession: Misalignment or Fundamental Correction?

Rodrigo Caputo and Mariel Siravegna

717: Policy Design with Private Sector Skepticism in the Textbook New Keynesian Model

Robert King, Yang Lu and Ernesto Pasten

716: Private Information and the Mortgage Market: Evidence and a Theory of Crises

Robert Shimer

715: Macro-Prudential Policy and the Conduct of Monetary Policy

Denis Beau, Christophe Cahn, Laurent Clerc and Benoit Mojon

714: Central Banking after the Crisis

Frederic Mishkin

713: Monetary Policy and Macro-Prudential Regulation: The Risk-Sharing Paradigm

Atif Mian

712: Monetary Policy at the Zero Lower Bound: The Chilean Experience

Luis Cespedes, Javier García-Cicco and Diego Saravia

711: Jobless Recoveries during Financial Crises: Is Inflation the Way Out

Guillermo Calvo, Fabrizio Coricelli and Pablo Otonello

710: Does Expansionary Monetary Policy Cause Asset Price Booms? Some Historical and Empirical Evidence

Michel Bordo and John Lando-Lane

709: Investment Horizons and Asset Prices under Asymmetric Information

Elías Albagli

708: Comparison of Model for Pricing Volatility Swaps

Néstor Romero

707: A PCA Approach to Common Risk Exposures in the Chilean Banking System

Diego Avanzini and Alejandro Jara

706: Coordination of Expectations and the Informational Role of Policy

Yang Lu and Ernesto Pasten

705: Wicksell Versus Taylor: A Quest for Determinancy and the (IR) Relevance of the Taylor Principle

Sofia Bauducco and Rodrigo Caputo

704: The Changing Roles of Education and Ability in Wage Determination

Gonzalo Castex and Evgenia Dechter

703: Proceso de Endeudamiento y Sobre Endeudamiento de los Hogares en Chile

Jaime Ruiz-Tagle, Leidy Garcia and Álvaro Miranda

702: The Wealth Distribution in Developing Economies: Comparing the United States to Chile

Sofia Bauducco and Gonzalo Castex

701: Impacto de Sorpresas Macroeconómicas y Anuncios en Factores de la Estructura de Tasas de Chile

Luis Ceballos

700: A Note on Yield Spread and Output Growth

Rodrigo Alfaro and Damian Romero

699: Comportamiento de No Pago en Créditos de Consumo: Indicadores y Determinantes

Andrés Alegría, Rodrigo Alfaro and Carlos Saavedra

698: A Simple Out-of-Sample Test for the Martingale Difference Hypothesis

Pablo Pincheira

697: Vulnerability, Crisis and Debt Maturity: Do IMF Interventions Shorten the Length of Borrowing?

Diego Saravia

696: Are all Capital Inflows Associated with Booms in House Prices? An Empirical Evaluation

Alejandro Jara and Eduardo Olaberria

695: Household Debt During the Financial Crisis: Micro-Evidence from Chile

Roberto Alvarez and Luis Opazo

694: Efficient CPI-Based Taylor Rules in Small Open Economies

Rodrigo Caputo and Luis Oscar Herrera

693: Interventions and Inflation Expectations in an Inflation Targeting Economy

Pablo Pincheira

692: The Response Speed of the International Monetary Fund

Ashoka Mody and Diego Saravia

691: Efectos de Shocks al Precio del Petróleo sobre la Economía de Chile y sus Socios Comerciales

Michael Pedersen and Miguel Ricaurte

690: Aumento del Salario Mínimo y sus Efectos sobre el Mercado Laboral

Gonzalo Castex

689: The Impact of Persistence in Volatility over the Probability of Default

Rodrigo Alfaro and Natán Golberger

688: Rebellions, Technical Change, and the Early Development of Political Institutions in Latin America

Alvaro Aguirre

687: Are International Market Linkages Stronger? Comparison between 1990s and 2000s

Francisca Pérez

686: What Affects the Predictions of Private Forecasters? The Role of Central Bank Forecasts

Michael Pedersen

685: Pronósticos con Métodos Shrinkage utilizando una Gran Base de Datos

Wildo Gonzalez P. and Hernán Rubio

684: Precio de Materias Primas y Spread Soberano en Economías Emergentes ¿Importa la Concentración de las Exportaciones?

Ercio Muñoz Saavedra

683: Evolution of a Small Open Emerging Economy's External Vulnerability: Evidence for Chile

Gaston Chaumont and Markus Kirchner

682: Measurement of Household Financial Risk with the Survey of Household Finances

Felipe Martínez, Rodrigo Cifuentes, Carlos Madeira and Rubén Poblete-Cazenave

681: Introducing Liquidity Risk in the Contingent-Claim Analysis for the Banks

Daniel Oda

680: Precio del Petróleo: Tensiones Geopolíticas y Eventos de Oferta

Eduardo López and Ercio Muñoz Saavedra

679: Does BIC Estimate and Forecast Better Than AIC?

Carlos A. Medel and Sergio Salgado Ibáñez

678: Spillovers of the Credit Default Swap Market

Mauricio Calani

677: Forecasting Inflation with a Simple and Accurate Benchmark: a Cross-Country Analysis

Pablo Pincheira and Carlos A. Medel

676: Capital Debt -and Equity-Led Capital Flow Episodes

Kristin Forbes and Francis Warnock

675: Capital Inflows and Booms in Assets Prices: Evidence From a Panel of Countries

Eduardo Olaberria

674: Evaluation of Short Run Inflation Forecasts in Chile

Pablo Pincheira and Roberto Alvarez

673: Tasa Máxima Convencional y Oferta de Créditos

Rodrigo Alfaro, Andres Sagner and Camilo Vio

672: Pegs, Downward Wage Rigidity, and Unemployment: the Role of Financial Structure

Stephanie Schmitt-Grohe and Martín Uribe

671: Adapting Macropudential Policies to Global Liquidity Conditions

Hyun Song Shin