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Pablo Pincheira

Personal Details

First Name:Pablo
Middle Name:Matias
Last Name:Pincheira
Suffix:
RePEc Short-ID:ppi134
[This author has chosen not to make the email address public]
https://sites.google.com/view/pablopincheira/home
DIAGONAL LAS TORRES 2640 PEÑALOLÉN
562 22331 1489
Terminal Degree:2006 Economics Department; University of Wisconsin-Madison (from RePEc Genealogy)

Affiliation

Escuela de Negocios
Universidad Adolfo Ibáñez

Santiago, Chile
https://negocios.uai.cl/
RePEc:edi:enuaicl (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Pincheira, Pablo & Hardy, Nicolas, 2022. "Correlation Based Tests of Predictability," MPRA Paper 112014, University Library of Munich, Germany.
  2. Pincheira, Pablo & Hardy, Nicolas, 2021. "The Mean Squared Prediction Error Paradox," MPRA Paper 107403, University Library of Munich, Germany.
  3. Pincheira, Pablo & Hardy, Nicolas & Bentancor, Andrea & Henriquez, Cristóbal & Tapia, Ignacio, 2021. "Forecasting Base Metal Prices with an International Stock Index," MPRA Paper 107828, University Library of Munich, Germany.
  4. Pincheira, Pablo & Hardy, Nicolás & Muñoz, Felipe, 2021. ""Go wild for a while!": A new asymptotically Normal test for forecast evaluation in nested models," MPRA Paper 105368, University Library of Munich, Germany.
  5. Pincheira, Pablo & Hardy, Nicolas, 2020. "The Mean Squared Prediction Error Paradox: A summary," MPRA Paper 105020, University Library of Munich, Germany.
  6. Pincheira, Pablo & Jarsun, Nabil, 2020. "Summary of the Paper Entitled: Forecasting Fuel Prices with the Chilean Exchange Rate," MPRA Paper 105056, University Library of Munich, Germany.
  7. Pincheira, Pablo & Hardy, Nicolás, 2019. "Forecasting Aluminum Prices with Commodity Currencies," MPRA Paper 97005, University Library of Munich, Germany.
  8. Pincheira, Pablo & Hernández, Ana María, 2019. "Forecasting Unemployment Rates with International Factors," MPRA Paper 97855, University Library of Munich, Germany.
  9. Pincheira, Pablo & Hardy, Nicolas, 2018. "The predictive relationship between exchange rate expectations and base metal prices," MPRA Paper 89423, University Library of Munich, Germany.
  10. Pincheira, Pablo & Neumann, Federico, 2018. "Can we beat the Random Walk? The case of survey-based exchange rate forecasts in Chile," MPRA Paper 90432, University Library of Munich, Germany.
  11. Pincheira, Pablo & Hardy, Nicolas, 2018. "Forecasting Base Metal Prices with Commodity Currencies," MPRA Paper 83564, University Library of Munich, Germany.
  12. Pincheira, Pablo, 2017. "A Power Booster Factor for Out-of-Sample Tests of Predictability," MPRA Paper 77027, University Library of Munich, Germany.
  13. Pincheira, Pablo & Selaive, Jorge & Nolazco, Jose Luis, 2017. "Forecasting Inflation in Latin America with Core Measures," MPRA Paper 80496, University Library of Munich, Germany.
  14. Coble, David & Pincheira, Pablo, 2017. "Nowcasting Building Permits with Google Trends," MPRA Paper 76514, University Library of Munich, Germany.
  15. Jose Luis Nolazco & Pablo Pincheira & Jorge Selaive, 2016. "The evasive predictive ability of core inflation," Working Papers 15/34, BBVA Bank, Economic Research Department.
  16. Carlos Medel & Pablo Pincheira, 2015. "The Out-of-Sample Performance of An Exact Median-Unbiased Estimator for the Near-Unity Ar(1)Model," Working Papers Central Bank of Chile 768, Central Bank of Chile.
  17. Carlos Medel & Michael Pedersen & Pablo Pincheira, 2014. "The Elusive Predictive Ability of Global Inflation," Working Papers Central Bank of Chile 725, Central Bank of Chile.
  18. Pablo Pincheira & Andrés Gatty, 2014. "Forecasting Chilean Inflation with International Factors," Working Papers Central Bank of Chile 723, Central Bank of Chile.
  19. Andrea Bentancor & Pablo Pincheira, 2014. "The Long-Term Divergence Between Your CPI and Mine, The Case of Chile," Working Papers Central Bank of Chile 736, Central Bank of Chile.
  20. Miguel Fuentes & Pablo Pincheira & Juan Manuel Julio & Hernán Rincón & Santiago García-Verdú & Miguel Zerecero & Marco Vega & Erick Lahura & Ramon Moreno, 2014. "The effects of intraday foreign exchange market operations in Latin America: results for Chile, Colombia, Mexico and Peru," Borradores de Economia 849, Banco de la Republica de Colombia.
  21. Pablo Pincheira, 2014. "Predicción del Empleo Sectorial y Total en Base a Indicadores de Confianza Empresarial," Working Papers Central Bank of Chile 729, Central Bank of Chile.
  22. Pablo Pincheira, 2013. "Interventions and inflation expectations in an inflation targeting economy," BIS Working Papers 427, Bank for International Settlements.
  23. Pablo Pincheira, 2013. "A Simple Out-of-Sample Test for the Martingale Difference Hypothesis," Working Papers Central Bank of Chile 698, Central Bank of Chile.
  24. Pablo Pincheira & Roberto Álvarez, 2012. "Evaluation of Short Run Inflation Forecasts in Chile," Working Papers Central Bank of Chile 674, Central Bank of Chile.
  25. Pablo Pincheira & Carlos A. Medel, 2012. "Forecasting Inflation with a Simple and Accurate Benchmark: a Cross-Country Analysis," Working Papers Central Bank of Chile 677, Central Bank of Chile.
  26. Pablo Pincheira, 2012. "Are Forecast Combinations Efficient?," Working Papers Central Bank of Chile 661, Central Bank of Chile.
  27. Pablo Pincheira & Carlos Medel, 2012. "Forecasting Inflation With a Random Walk," Working Papers Central Bank of Chile 669, Central Bank of Chile.
  28. Pablo Pincheira B. & Nicolás Fernández, 2011. "Jaque Mate a las Proyecciones de Consenso," Working Papers Central Bank of Chile 630, Central Bank of Chile.
  29. Pablo Pincheira B., 2011. "Un Test Conjunto de Superioridad Predictiva para los Pronósticos de Inflación Chilena," Working Papers Central Bank of Chile 620, Central Bank of Chile.
  30. Pablo Pincheira, 2011. "A Bunch of Models, a Bunch of Nulls and Inference About Predictive Ability," Working Papers Central Bank of Chile 607, Central Bank of Chile.
  31. Pablo Pincheira & Hernán Rubio, 2010. "The Low Predictive Power of Simple Phillips Curves in Chile: A Real-Time Evaluation," Working Papers Central Bank of Chile 559, Central Bank of Chile.
  32. Pablo Pincheira, 2010. "A Real Time Evaluation of the Central Bank of Chile GDP Growth Forecasts," Working Papers Central Bank of Chile 556, Central Bank of Chile.
  33. Pablo Pincheira & Mauricio Calani, 2009. "Communicational Bias In Monetary Policy: Can Words Forecast Deeds?," Working Papers Central Bank of Chile 526, Central Bank of Chile.
  34. Pablo Pincheira Brown & Álvaro García Marín, 2009. "Forecasting Inflation in Chile With an Accurate Benchmark," Working Papers Central Bank of Chile 514, Central Bank of Chile.
  35. Pablo Pincheira, 2008. "Combining Tests of Predictive Ability Theory and Evidence for Chilean and Canadian Exchange Rates," Working Papers Central Bank of Chile 459, Central Bank of Chile.
  36. Pablo Pincheira, 2008. "The Dynamics of Inflation Persistence in Chile," Working Papers Central Bank of Chile 505, Central Bank of Chile.
  37. Jorge Selaive & Pablo Pincheira B., 2008. "External Imbalances, Valuation Adjustments and Real Exchange Rate: Evidence of Predictability in an Emerging Economy," Working Papers Central Bank of Chile 460, Central Bank of Chile.
  38. Andrea Betancor & Pablo Pincheira, 2008. "Forecasting Inflation Forecast Errors," Working Papers Central Bank of Chile 477, Central Bank of Chile.
  39. Pablo Pincheira & Álvaro García, 2007. "Oil Shocks and Inflation The Case of Chile and a Sample of Industrial Countries," Working Papers Central Bank of Chile 413, Central Bank of Chile.
  40. Ana María Abarca & Felipe Alarcón & Pablo Pincheira & Jorge Selaive, 2007. "Chilean Nominal Exchange Rate: Forecasting Based Upon Technical Analysis," Working Papers Central Bank of Chile 425, Central Bank of Chile.
  41. Pablo Pincheira B., 2007. "Hidden Predictability in Economics: The Case of the Chilean Exchange Rate," Working Papers Central Bank of Chile 435, Central Bank of Chile.
  42. Pablo Pincheira, 2006. "Conditional Evaluation of Exchange Rate Predictive Ability in Long Run Regressions," Working Papers Central Bank of Chile 378, Central Bank of Chile.
  43. Pablo Pincheira, 2006. "Shrinkage Based Tests of the Martingale Difference Hypothesis," Working Papers Central Bank of Chile 376, Central Bank of Chile.
  44. Pablo Pincheira, 2006. "Convergence and Long Run Uncertainty," Working Papers Central Bank of Chile 391, Central Bank of Chile.
  45. Pincheira, Pablo & Zeuli, Kimberly A., 2005. "Cooperative and Area Yield Insurance: A Theoretical Analysis," 2005 Annual Meeting, November 8-9 31822, NCERA-194 Research on Cooperatives.

Articles

  1. Pablo Pincheira Brown & Nicolás Hardy, 2024. "Correlation‐based tests of predictability," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 43(6), pages 1835-1858, September.
  2. Pablo Pincheira Brown & Nicolás Hardy, 2024. "The mean squared prediction error paradox," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 43(6), pages 2298-2321, September.
  3. Pablo Pincheira-Brown & Andrea Bentancor & Nicolás Hardy, 2023. "An Inconvenient Truth about Forecast Combinations," Mathematics, MDPI, vol. 11(18), pages 1-24, September.
  4. Pablo Pincheira-Brown & Nicolás Hardy & Cristobal Henrriquez & Ignacio Tapia & Andrea Bentancor, 2023. "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, vol. 73(3), pages 277-302, October.
  5. Pablo Pincheira Brown & Nicolás Hardy, 2023. "Forecasting base metal prices with exchange rate expectations," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 42(8), pages 2341-2362, December.
  6. Pablo Pincheira Brown, 2022. "A Power Booster Factor for Out-of-Sample Tests of Predictability," Revista Economía, Fondo Editorial - Pontificia Universidad Católica del Perú, vol. 45(89), pages 150-183.
  7. Pablo Pincheira & Nicolas Hardy & Andrea Bentancor, 2022. "A Simple Out-of-Sample Test of Predictability against the Random Walk Benchmark," Mathematics, MDPI, vol. 10(2), pages 1-20, January.
  8. Pincheira-Brown, Pablo & Bentancor, Andrea & Hardy, Nicolás & Jarsun, Nabil, 2022. "Forecasting fuel prices with the Chilean exchange rate: Going beyond the commodity currency hypothesis," Energy Economics, Elsevier, vol. 106(C).
  9. Pablo Pincheira & Nicolás Hardy & Felipe Muñoz, 2021. "“Go Wild for a While!”: A New Test for Forecast Evaluation in Nested Models," Mathematics, MDPI, vol. 9(18), pages 1-28, September.
  10. Pincheira, Pablo & Hardy, Nicolás, 2021. "Forecasting aluminum prices with commodity currencies," Resources Policy, Elsevier, vol. 73(C).
  11. David Coble & Pablo Pincheira, 2021. "Forecasting building permits with Google Trends," Empirical Economics, Springer, vol. 61(6), pages 3315-3345, December.
  12. Pincheira-Brown, Pablo & Neumann, Federico, 2020. "Can we beat the Random Walk? The case of survey-based exchange rate forecasts in Chile," Finance Research Letters, Elsevier, vol. 37(C).
  13. Reus, Lorenzo & Carrasco, José A. & Pincheira, Pablo, 2020. "Do it with a smile: Forecasting volatility with currency options," Finance Research Letters, Elsevier, vol. 34(C).
  14. Pincheira-Brown, Pablo & Selaive, Jorge & Nolazco, Jose Luis, 2019. "Forecasting inflation in Latin America with core measures," International Journal of Forecasting, Elsevier, vol. 35(3), pages 1060-1071.
  15. Pincheira Brown, Pablo & Hardy, Nicolás, 2019. "Forecasting base metal prices with the Chilean exchange rate," Resources Policy, Elsevier, vol. 62(C), pages 256-281.
  16. Pablo Pincheira Brown, 2018. "Exchange rate interventions and inflation expectations in an inflation targeting economy," Revista de Analisis Economico – Economic Analysis Review, Universidad Alberto Hurtado/School of Economics and Business, vol. 33(2), pages 43-78, October.
  17. Pincheira, Pablo M. & West, Kenneth D., 2016. "A comparison of some out-of-sample tests of predictability in iterated multi-step-ahead forecasts," Research in Economics, Elsevier, vol. 70(2), pages 304-319.
  18. Pablo M. Pincheira & Carlos A. Medel, 2016. "Forecasting with a Random Walk," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 66(6), pages 539-564, December.
  19. Carlos A. Medel & Michael Pedersen & Pablo M. Pincheira, 2016. "The Elusive Predictive Ability of Global Inflation," International Finance, Wiley Blackwell, vol. 19(2), pages 120-146, June.
  20. Carlos A. Medel & Pablo M. Pincheira, 2016. "The out-of-sample performance of an exact median-unbiased estimator for the near-unity AR(1) model," Applied Economics Letters, Taylor & Francis Journals, vol. 23(2), pages 126-131, February.
  21. Pablo Pincheira & Andrés Gatty, 2016. "Forecasting Chilean inflation with international factors," Empirical Economics, Springer, vol. 51(3), pages 981-1010, November.
  22. Pablo M. Pincheira & Carlos A. Medel, 2015. "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), Charles University Prague, Faculty of Social Sciences, vol. 65(1), pages 2-29, January.
  23. Pincheira Brown, Pablo & Rubio Hurtado, Hernán, 2015. "El escaso poder predictivo de simples curvas de Phillips en Chile," Revista CEPAL, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL), August.
  24. Pincheira Brown, Pablo & Rubio Hurtado, Hernán, 2015. "The low predictive power of simple Phillips curves in Chile," Revista CEPAL, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL), August.
  25. Pablo Pincheira B., 2014. "Predictive Evaluation of Sectoral and Total Employment Based on Entrepreneurial Confidence Indicators," Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 17(1), pages 66-87, April.
  26. Pablo M. Pincheira, 2014. "Convergence and Long-Run Uncertainty," Revista de Analisis Economico – Economic Analysis Review, Universidad Alberto Hurtado/School of Economics and Business, vol. 29(1), pages 17-52, April.
  27. Pincheira, Pablo, 2013. "A Bunch of Models, a Bunch of Nulls and Inference about Predictive Ability," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(3), pages 26-43, October.
  28. Pablo Pincheira, 2013. "Conditional Predictive Ability of Exchange Rates in Long Run Regressions," Revista de Analisis Economico – Economic Analysis Review, Universidad Alberto Hurtado/School of Economics and Business, vol. 28(2), pages 3-35, October.
  29. Pablo Matias Pincheira Brown, 2013. "Shrinkage‐Based Tests of Predictability," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 32(4), pages 307-332, July.
  30. Pincheira, Pablo & García, Álvaro, 2012. "En busca de un buen marco de referencia predictivo para la inflación en Chile," El Trimestre Económico, Fondo de Cultura Económica, vol. 0(313), pages 85-123, enero-mar.
  31. Pablo Pincheira, 2012. "A Joint Test of Superior Predictive Ability for Chilean Inflation Forecasts," Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 15(3), pages 04-39, December.
  32. Pablo Pincheira & Jorge Selaive, 2011. "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, vol. 26(1), pages 107-125, Junio.
  33. Pablo Matías Pincheira Brown & Nicolás FernándeZ, 2011. "Corrección de algunos errores sistemáticos de predicción de inflación," Monetaria, CEMLA, vol. 0(1), pages 37-61, enero-mar.
  34. Bentancor, Andrea & Pincheira, Pablo, 2010. "Predicción de errores de proyección de inflación en Chile," El Trimestre Económico, Fondo de Cultura Económica, vol. 0(305), pages 129-154, enero-mar.
  35. Pablo Pincheira & Mauricio Calani, 2010. "Communicational Bias in Monetary Policy: Can Words Forecast Deeds?," Economía Journal, The Latin American and Caribbean Economic Association - LACEA, vol. 0(Fall 2010), pages 103-152, August.
  36. Pablo Pincheira, 2010. "A Real Time Evaluation of the Central Bank of Chile GDP Growth Forecasts," Money Affairs, CEMLA, vol. 0(1), pages 37-73, January-J.
  37. Pablo Pincheira B., 2009. "La Dinámica de la Persistencia Inflacionaria en Chile," Notas de Investigación Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 12(1), pages 97-104, April.
  38. Pablo Pincheira & Roberto Álvarez, 2009. "Evaluation of Short Run Inflation Forecasts and Forecasters in Chile," Money Affairs, CEMLA, vol. 0(2), pages 159-180, July-Dece.
  39. Pablo Pincheira B., 2008. "Predictibilidad Encubierta en Economía: El Caso del Tipo de Cambio Nominal Chileno," Notas de Investigación Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 11(1), pages 137-142, April.
  40. Ana María Abarca G. & Felipe Alarcón G. & Pablo Pincheira B. & Jorge Selaive C., 2007. "Nominal Exchange Rate in Chile: Predictions based on technical analysis," Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 10(2), pages 57-80, August.
  41. Pablo Pincheira B & Álvaro García M, 2007. "Oil Shocks and Inflation The Case Of Chile and a Sample of Industrial Countries," Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 10(1), pages 5-36, April.

    RePEc:chb:bcchrl:v:10:y:2007:i:2:p:119-122 is not listed on IDEAS

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Statistics

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Rankings

This author is among the top 5% authors according to these criteria:
  1. Number of Distinct Works, Weighted by Number of Authors
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Co-authorship network on CollEc

List Editorship

This author manages the following RePEc Biblio topics, reading lists or publication compilations:
  1. Econometría Aplicada II

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 34 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-FOR: Forecasting (25) 2011-04-23 2012-02-27 2012-07-29 2012-08-23 2012-09-09 2013-12-29 2014-05-04 2014-05-04 2015-03-13 2016-01-18 2016-02-29 2017-02-05 2017-03-05 2017-08-06 2018-01-15 2018-11-05 2019-01-07 2019-11-25 2020-01-20 2021-02-08 2021-02-08 2021-02-08 2021-05-03 2021-05-31 2022-03-14. Author is listed
  2. NEP-MAC: Macroeconomics (20) 2012-08-23 2013-12-29 2014-02-02 2014-05-04 2014-11-17 2016-01-18 2016-01-18 2016-02-04 2017-03-05 2017-08-06 2018-01-15 2018-11-05 2019-01-07 2019-11-25 2020-01-20 2021-02-08 2021-02-08 2021-05-03 2021-05-31 2022-03-14. Author is listed
  3. NEP-CBA: Central Banking (12) 2011-04-23 2011-06-18 2011-06-18 2012-02-27 2012-07-29 2013-12-29 2014-02-02 2014-05-04 2014-05-04 2016-01-18 2016-02-04 2017-08-06. Author is listed
  4. NEP-MON: Monetary Economics (12) 2012-07-29 2012-09-09 2013-12-29 2014-02-02 2014-05-04 2014-05-04 2014-10-17 2014-11-12 2014-11-17 2016-01-18 2016-02-04 2017-08-06. Author is listed
  5. NEP-ECM: Econometrics (9) 2011-04-23 2012-02-27 2012-07-29 2015-03-13 2017-03-05 2021-02-08 2021-02-08 2021-05-03 2022-03-14. Author is listed
  6. NEP-ORE: Operations Research (8) 2012-07-29 2019-01-07 2019-11-25 2020-01-20 2021-02-08 2021-05-03 2021-05-31 2022-03-14. Author is listed
  7. NEP-ETS: Econometric Time Series (7) 2012-02-27 2015-03-13 2016-02-29 2017-03-05 2021-02-08 2021-05-03 2022-03-14. Author is listed
  8. NEP-LAM: Central and South America (6) 2013-12-29 2014-05-04 2014-10-17 2014-11-12 2014-11-17 2014-11-28. Author is listed
  9. NEP-IFN: International Finance (3) 2014-10-17 2014-11-12 2014-11-17
  10. NEP-MST: Market Microstructure (3) 2014-10-17 2014-11-12 2014-11-17
  11. NEP-AGR: Agricultural Economics (1) 2007-12-15
  12. NEP-EEC: European Economics (1) 2020-01-20
  13. NEP-ENE: Energy Economics (1) 2021-02-08
  14. NEP-FMK: Financial Markets (1) 2007-12-15
  15. NEP-IAS: Insurance Economics (1) 2007-12-15
  16. NEP-PAY: Payment Systems and Financial Technology (1) 2018-11-05

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