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Details about Pablo Pincheira

Homepage:https://sites.google.com/view/pablopincheira/home
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 2024-08-08. Update your information in the RePEc Author Service.

Short-id: ppi134


Jump to Journal Articles

Working Papers

2022

  1. Correlation Based Tests of Predictability
    MPRA Paper, University Library of Munich, Germany Downloads View citations (3)
    See also Journal Article Correlation‐based tests of predictability, Journal of Forecasting, John Wiley & Sons, Ltd. (2024) Downloads (2024)

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 View citations (4)
  2. Forecasting Base Metal Prices with an International Stock Index
    MPRA Paper, University Library of Munich, Germany Downloads
    See also Journal Article Forecasting Base Metal Prices with an International Stock Index, Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences (2023) Downloads View citations (1) (2023)
  3. The Mean Squared Prediction Error Paradox
    MPRA Paper, University Library of Munich, Germany Downloads View citations (6)
    See also Journal Article The mean squared prediction error paradox, Journal of Forecasting, John Wiley & Sons, Ltd. (2024) Downloads (2024)

2020

  1. Summary of the Paper Entitled: Forecasting Fuel Prices with the Chilean Exchange Rate
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)
  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 (5)
    See also Journal Article Forecasting aluminum prices with commodity currencies, Resources Policy, Elsevier (2021) Downloads View citations (13) (2021)
  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 Can we beat the Random Walk? The case of survey-based exchange rate forecasts in Chile, Finance Research Letters, Elsevier (2020) Downloads View citations (4) (2020)
  2. Forecasting Base Metal Prices with Commodity Currencies
    MPRA Paper, University Library of Munich, Germany Downloads View citations (4)
  3. The predictive relationship between exchange rate expectations and base metal prices
    MPRA Paper, University Library of Munich, Germany Downloads View citations (9)

2017

  1. A Power Booster Factor for Out-of-Sample Tests of Predictability
    MPRA Paper, University Library of Munich, Germany Downloads
    See also Journal Article A Power Booster Factor for Out-of-Sample Tests of Predictability, Revista Economía, Fondo Editorial - Pontificia Universidad Católica del Perú (2022) Downloads (2022)
  2. Forecasting Inflation in Latin America with Core Measures
    MPRA Paper, University Library of Munich, Germany Downloads
    See also Journal Article Forecasting inflation in Latin America with core measures, International Journal of Forecasting, Elsevier (2019) Downloads View citations (3) (2019)
  3. Nowcasting Building Permits with Google Trends
    MPRA Paper, University Library of Munich, Germany Downloads View citations (6)

2016

  1. The Evasive Predictive Ability of Core Inflation
    MPRA Paper, University Library of Munich, Germany Downloads View citations (4)
    Also in Working Papers, BBVA Bank, Economic Research Department (2016) Downloads View citations (4)

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 (8)
    Also in MPRA Paper, University Library of Munich, Germany (2015) Downloads View citations (7)

    See also Journal Article The out-of-sample performance of an exact median-unbiased estimator for the near-unity AR(1) model, Applied Economics Letters, Taylor & Francis Journals (2016) Downloads View citations (1) (2016)

2014

  1. Forecasting Chilean Inflation with International Factors
    Working Papers Central Bank of Chile, Central Bank of Chile Downloads View citations (6)
    See also Journal Article Forecasting Chilean inflation with international factors, Empirical Economics, Springer (2016) Downloads View citations (10) (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 (6)
    See also Journal Article The Elusive Predictive Ability of Global Inflation, International Finance, Wiley Blackwell (2016) Downloads View citations (19) (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
    Borradores de Economia, Banco de la Republica Downloads View citations (13)
    Also in Borradores de Economia, Banco de la Republica de Colombia (2014) Downloads View citations (12)
    BIS Working Papers, Bank for International Settlements (2014) Downloads View citations (10)

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 (17)
    Also in BIS Working Papers, Bank for International Settlements (2013) Downloads View citations (15)

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 (3)
    See also Journal Article A Bunch of Models, a Bunch of Nulls and Inference about Predictive Ability, Journal for Economic Forecasting, Institute for Economic Forecasting (2013) Downloads View citations (2) (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 (11)
    See also Journal Article A Real Time Evaluation of the Central Bank of Chile GDP Growth Forecasts, Money Affairs, CEMLA (2010) Downloads View citations (10) (2010)
  2. Communicational bias in monetary policy: can words forecast deeds?
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library Downloads
    Also in Working Papers Central Bank of Chile, Central Bank of Chile (2009) Downloads

    See also Journal Article Communicational Bias in Monetary Policy: Can Words Forecast Deeds?, Economía Journal, The Latin American and Caribbean Economic Association - LACEA (2010) Downloads View citations (3) (2010)
  3. 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 (4)

2009

  1. 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 External imbalance, valuation adjustments and real Exchange rate: evidence of predictability in an emerging economy, Revista de Analisis Economico – Economic Analysis Review, Universidad Alberto Hurtado/School of Economics and Business (2011) Downloads (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 Oil Shocks and Inflation The Case Of Chile and a Sample of Industrial Countries, Journal Economía Chilena (The Chilean Economy), Central Bank of Chile (2007) Downloads (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
  2. Convergence and Long Run Uncertainty
    Working Papers Central Bank of Chile, Central Bank of Chile Downloads View citations (3)
    See also Journal Article Convergence and Long-Run Uncertainty, Revista de Analisis Economico – Economic Analysis Review, Universidad Alberto Hurtado/School of Economics and Business (2014) Downloads (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

2024

  1. Correlation‐based tests of predictability
    Journal of Forecasting, 2024, 43, (6), 1835-1858 Downloads
    See also Working Paper Correlation Based Tests of Predictability, MPRA Paper (2022) Downloads View citations (3) (2022)
  2. The mean squared prediction error paradox
    Journal of Forecasting, 2024, 43, (6), 2298-2321 Downloads
    See also Working Paper The Mean Squared Prediction Error Paradox, MPRA Paper (2021) Downloads View citations (6) (2021)

2023

  1. An Inconvenient Truth about Forecast Combinations
    Mathematics, 2023, 11, (18), 1-24 Downloads
  2. Forecasting Base Metal Prices with an International Stock Index
    Czech Journal of Economics and Finance (Finance a uver), 2023, 73, (3), 277-302 Downloads View citations (1)
    See also Working Paper Forecasting Base Metal Prices with an International Stock Index, MPRA Paper (2021) Downloads (2021)
  3. Forecasting base metal prices with exchange rate expectations
    Journal of Forecasting, 2023, 42, (8), 2341-2362 Downloads

2022

  1. A Power Booster Factor for Out-of-Sample Tests of Predictability
    Revista Economía, 2022, 45, (89), 150-183 Downloads
    See also Working Paper A Power Booster Factor for Out-of-Sample Tests of Predictability, MPRA Paper (2017) Downloads (2017)
  2. A Simple Out-of-Sample Test of Predictability against the Random Walk Benchmark
    Mathematics, 2022, 10, (2), 1-20 Downloads View citations (3)
  3. Forecasting fuel prices with the Chilean exchange rate: Going beyond the commodity currency hypothesis
    Energy Economics, 2022, 106, (C) Downloads View citations (7)

2021

  1. Forecasting aluminum prices with commodity currencies
    Resources Policy, 2021, 73, (C) Downloads View citations (13)
    See also Working Paper Forecasting Aluminum Prices with Commodity Currencies, MPRA Paper (2019) Downloads View citations (5) (2019)
  2. Forecasting building permits with Google Trends
    Empirical Economics, 2021, 61, (6), 3315-3345 Downloads View citations (2)
  3. “Go Wild for a While!”: A New Test for Forecast Evaluation in Nested Models
    Mathematics, 2021, 9, (18), 1-28 Downloads View citations (2)

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 View citations (4)
    See also Working Paper Can we beat the Random Walk? The case of survey-based exchange rate forecasts in Chile, MPRA Paper (2018) Downloads (2018)
  2. Do it with a smile: Forecasting volatility with currency options
    Finance Research Letters, 2020, 34, (C) Downloads View citations (1)

2019

  1. Forecasting base metal prices with the Chilean exchange rate
    Resources Policy, 2019, 62, (C), 256-281 Downloads View citations (34)
  2. Forecasting inflation in Latin America with core measures
    International Journal of Forecasting, 2019, 35, (3), 1060-1071 Downloads View citations (3)
    See also Working Paper Forecasting Inflation in Latin America with Core Measures, MPRA Paper (2017) Downloads (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 (5)

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 (13)
  2. Forecasting Chilean inflation with international factors
    Empirical Economics, 2016, 51, (3), 981-1010 Downloads View citations (10)
    See also Working Paper Forecasting Chilean Inflation with International Factors, Working Papers Central Bank of Chile (2014) Downloads View citations (6) (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 (19)
    See also Working Paper The Elusive Predictive Ability of Global Inflation, Working Papers Central Bank of Chile (2014) Downloads View citations (6) (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 The Out-of-Sample Performance of An Exact Median-Unbiased Estimator for the Near-Unity Ar(1)Model, Working Papers Central Bank of Chile (2015) Downloads View citations (8) (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 (20)
  3. The low predictive power of simple Phillips curves in Chile
    Revista CEPAL, 2015 Downloads View citations (9)

2014

  1. Convergence and Long-Run Uncertainty
    Revista de Analisis Economico – Economic Analysis Review, 2014, 29, (1), 17-52 Downloads
    See also Working Paper Convergence and Long Run Uncertainty, Working Papers Central Bank of Chile (2006) Downloads View citations (3) (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 A Bunch of Models, a Bunch of Nulls and Inference About Predictive Ability, Working Papers Central Bank of Chile (2011) Downloads View citations (3) (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 (11)

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 (5)
  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 (5)
  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 External Imbalances, Valuation Adjustments and Real Exchange Rate: Evidence of Predictability in an Emerging Economy, Working Papers Central Bank of Chile (2008) Downloads (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 (10)
    See also Working Paper A Real Time Evaluation of the Central Bank of Chile GDP Growth Forecasts, Working Papers Central Bank of Chile (2010) Downloads View citations (11) (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 (3)
    See also Working Paper Communicational bias in monetary policy: can words forecast deeds?, LSE Research Online Documents on Economics (2010) Downloads (2010)
  3. Predicción de errores de proyección de inflación en Chile
    El Trimestre Económico, 2010, LXXVII (1), (305), 129-154 Downloads View citations (14)

2009

  1. Evaluation of Short Run Inflation Forecasts and Forecasters in Chile
    Money Affairs, 2009, XXII, (2), 159-180 Downloads View citations (12)
  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 Oil Shocks and Inflation The Case of Chile and a Sample of Industrial Countries, Working Papers Central Bank of Chile (2007) Downloads (2007)
 
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