Details about Pablo Pincheira

Access statistics for papers by Pablo Pincheira.

Last updated 2024-08-08. Update your information in the RePEc Author Service.

Short-id: ppi134

Working Papers

2022

1. Correlation Based Tests of Predictability
   MPRA Paper, University Library of Munich, Germany View citations (2)
   See also Journal Article Correlation‐based tests of predictability, Journal of Forecasting, John Wiley & Sons, Ltd. (2024) (2024)

2021

2. "Go wild for a while!": A new asymptotically Normal test for forecast evaluation in nested models
   MPRA Paper, University Library of Munich, Germany View citations (3)
3. Forecasting Base Metal Prices with an International Stock Index
   MPRA Paper, University Library of Munich, Germany
   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) View citations (1) (2023)
4. The Mean Squared Prediction Error Paradox
   MPRA Paper, University Library of Munich, Germany View citations (6)
   See also Journal Article The mean squared prediction error paradox, Journal of Forecasting, John Wiley & Sons, Ltd. (2024) (2024)

2020

5. Summary of the Paper Entitled: Forecasting Fuel Prices with the Chilean Exchange Rate
   MPRA Paper, University Library of Munich, Germany View citations (1)
6. The Mean Squared Prediction Error Paradox: A summary
   MPRA Paper, University Library of Munich, Germany

2019

7. Forecasting Aluminum Prices with Commodity Currencies
   MPRA Paper, University Library of Munich, Germany View citations (5)
   See also Journal Article Forecasting aluminum prices with commodity currencies, Resources Policy, Elsevier (2021) View citations (13) (2021)
8. Forecasting Unemployment Rates with International Factors
   MPRA Paper, University Library of Munich, Germany

2018

9. Can we beat the Random Walk? The case of survey-based exchange rate forecasts in Chile
   MPRA Paper, University Library of Munich, Germany
   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) View citations (4) (2020)
10. Forecasting Base Metal Prices with Commodity Currencies
    MPRA Paper, University Library of Munich, Germany View citations (4)
11. The predictive relationship between exchange rate expectations and base metal prices
    MPRA Paper, University Library of Munich, Germany View citations (9)

2017

12. A Power Booster Factor for Out-of-Sample Tests of Predictability
    MPRA Paper, University Library of Munich, Germany
    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) (2022)
13. Forecasting Inflation in Latin America with Core Measures
    MPRA Paper, University Library of Munich, Germany
    See also Journal Article Forecasting inflation in Latin America with core measures, International Journal of Forecasting, Elsevier (2019) View citations (3) (2019)
14. Nowcasting Building Permits with Google Trends
    MPRA Paper, University Library of Munich, Germany View citations (6)

2016

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

2015

16. 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 View citations (8)
    Also in MPRA Paper, University Library of Munich, Germany (2015) 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) View citations (1) (2016)

2014

17. Forecasting Chilean Inflation with International Factors
    Working Papers Central Bank of Chile, Central Bank of Chile View citations (6)
    See also Journal Article Forecasting Chilean inflation with international factors, Empirical Economics, Springer (2016) View citations (10) (2016)
18. Predicción del Empleo Sectorial y Total en Base a Indicadores de Confianza Empresarial
    Working Papers Central Bank of Chile, Central Bank of Chile View citations (4)
19. The Elusive Predictive Ability of Global Inflation
    Working Papers Central Bank of Chile, Central Bank of Chile View citations (6)
    See also Journal Article The Elusive Predictive Ability of Global Inflation, International Finance, Wiley Blackwell (2016) View citations (19) (2016)
20. The Long-Term Divergence Between Your CPI and Mine, The Case of Chile
    Working Papers Central Bank of Chile, Central Bank of Chile
21. 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 View citations (10)
    Also in Borradores de Economia, Banco de la Republica de Colombia (2014) View citations (12)
    Borradores de Economia, Banco de la Republica (2014) View citations (13)

2013

22. A Simple Out-of-Sample Test for the Martingale Difference Hypothesis
    Working Papers Central Bank of Chile, Central Bank of Chile
23. Interventions and Inflation Expectations in an Inflation Targeting Economy
    Working Papers Central Bank of Chile, Central Bank of Chile View citations (17)
    Also in BIS Working Papers, Bank for International Settlements (2013) View citations (15)

2012

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

2011

28. A Bunch of Models, a Bunch of Nulls and Inference About Predictive Ability
    Working Papers Central Bank of Chile, Central Bank of Chile 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) View citations (2) (2013)
29. Jaque Mate a las Proyecciones de Consenso
    Working Papers Central Bank of Chile, Central Bank of Chile View citations (2)
30. Un Test Conjunto de Superioridad Predictiva para los Pronósticos de Inflación Chilena
    Working Papers Central Bank of Chile, Central Bank of Chile

2010

31. A Real Time Evaluation of the Central Bank of Chile GDP Growth Forecasts
    Working Papers Central Bank of Chile, Central Bank of Chile View citations (11)
    See also Journal Article A Real Time Evaluation of the Central Bank of Chile GDP Growth Forecasts, Money Affairs, CEMLA (2010) View citations (10) (2010)
32. Communicational bias in monetary policy: can words forecast deeds?
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library
    Also in Working Papers Central Bank of Chile, Central Bank of Chile (2009)
    See also Journal Article Communicational Bias in Monetary Policy: Can Words Forecast Deeds?, Economía Journal, The Latin American and Caribbean Economic Association - LACEA (2010) View citations (3) (2010)
33. The Low Predictive Power of Simple Phillips Curves in Chile: A Real-Time Evaluation
    Working Papers Central Bank of Chile, Central Bank of Chile View citations (4)

2009

34. Forecasting Inflation in Chile With an Accurate Benchmark
    Working Papers Central Bank of Chile, Central Bank of Chile View citations (14)

2008

35. Combining Tests of Predictive Ability Theory and Evidence for Chilean and Canadian Exchange Rates
    Working Papers Central Bank of Chile, Central Bank of Chile
36. 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
    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) (2011)
37. Forecasting Inflation Forecast Errors
    Working Papers Central Bank of Chile, Central Bank of Chile View citations (2)
38. The Dynamics of Inflation Persistence in Chile
    Working Papers Central Bank of Chile, Central Bank of Chile

2007

39. Chilean Nominal Exchange Rate: Forecasting Based Upon Technical Analysis
    Working Papers Central Bank of Chile, Central Bank of Chile
40. Cooperatives and Area Yield Insurance:A Theoretical Analysis
    MPRA Paper, University Library of Munich, Germany
    Also in 2005 Annual Meeting, November 8-9, NCERA-194 Research on Cooperatives (2005)
41. Hidden Predictability in Economics: The Case of the Chilean Exchange Rate
    Working Papers Central Bank of Chile, Central Bank of Chile
42. Oil Shocks and Inflation The Case of Chile and a Sample of Industrial Countries
    Working Papers Central Bank of Chile, Central Bank of Chile
    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) (2007)

2006

43. Conditional Evaluation of Exchange Rate Predictive Ability in Long Run Regressions
    Working Papers Central Bank of Chile, Central Bank of Chile
44. Convergence and Long Run Uncertainty
    Working Papers Central Bank of Chile, Central Bank of Chile 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) (2014)
45. Shrinkage Based Tests of the Martingale Difference Hypothesis
    Working Papers Central Bank of Chile, Central Bank of Chile View citations (8)

Journal Articles

2024

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

2023

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

2022

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

2021

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

2020

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

2019

14. Forecasting base metal prices with the Chilean exchange rate
    Resources Policy, 2019, 62, (C), 256-281 View citations (33)
15. Forecasting inflation in Latin America with core measures
    International Journal of Forecasting, 2019, 35, (3), 1060-1071 View citations (3)
    See also Working Paper Forecasting Inflation in Latin America with Core Measures, MPRA Paper (2017) (2017)

2018

16. Exchange rate interventions and inflation expectations in an inflation targeting economy
    Revista de Analisis Economico – Economic Analysis Review, 2018, 33, (2), 43-78 View citations (5)

2016

17. A comparison of some out-of-sample tests of predictability in iterated multi-step-ahead forecasts
    Research in Economics, 2016, 70, (2), 304-319 View citations (12)
18. Forecasting Chilean inflation with international factors
    Empirical Economics, 2016, 51, (3), 981-1010 View citations (10)
    See also Working Paper Forecasting Chilean Inflation with International Factors, Working Papers Central Bank of Chile (2014) View citations (6) (2014)
19. Forecasting with a Random Walk
    Czech Journal of Economics and Finance (Finance a uver), 2016, 66, (6), 539-564 View citations (2)
20. The Elusive Predictive Ability of Global Inflation
    International Finance, 2016, 19, (2), 120-146 View citations (19)
    See also Working Paper The Elusive Predictive Ability of Global Inflation, Working Papers Central Bank of Chile (2014) View citations (6) (2014)
21. 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 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) View citations (8) (2015)

2015

22. El escaso poder predictivo de simples curvas de Phillips en Chile
    Revista CEPAL, 2015 View citations (6)
23. 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 View citations (20)
24. The low predictive power of simple Phillips curves in Chile
    Revista CEPAL, 2015 View citations (9)

2014

25. Convergence and Long-Run Uncertainty
    Revista de Analisis Economico – Economic Analysis Review, 2014, 29, (1), 17-52
    See also Working Paper Convergence and Long Run Uncertainty, Working Papers Central Bank of Chile (2006) View citations (3) (2006)
26. Predictive Evaluation of Sectoral and Total Employment Based on Entrepreneurial Confidence Indicators
    Journal Economía Chilena (The Chilean Economy), 2014, 17, (1), 66-87

2013

27. A Bunch of Models, a Bunch of Nulls and Inference about Predictive Ability
    Journal for Economic Forecasting, 2013, (3), 26-43 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) View citations (3) (2011)
28. Conditional Predictive Ability of Exchange Rates in Long Run Regressions
    Revista de Analisis Economico – Economic Analysis Review, 2013, 28, (2), 3-35
29. Shrinkage‐Based Tests of Predictability
    Journal of Forecasting, 2013, 32, (4), 307-332 View citations (11)

2012

30. A Joint Test of Superior Predictive Ability for Chilean Inflation Forecasts
    Journal Economía Chilena (The Chilean Economy), 2012, 15, (3), 04-39 View citations (5)
31. En busca de un buen marco de referencia predictivo para la inflación en Chile
    El Trimestre Económico, 2012, LXXIX, (313), 85-123 View citations (8)

2011

32. Corrección de algunos errores sistemáticos de predicción de inflación
    Monetaria, 2011, XXXIV, (1), 37-61 View citations (5)
33. 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
    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) (2008)

2010

34. A Real Time Evaluation of the Central Bank of Chile GDP Growth Forecasts
    Money Affairs, 2010, XXIII, (1), 37-73 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) View citations (11) (2010)
35. Communicational Bias in Monetary Policy: Can Words Forecast Deeds?
    Economía Journal, 2010, Volume 11 Number 1, (Fall 2010), 103-152 View citations (3)
    See also Working Paper Communicational bias in monetary policy: can words forecast deeds?, LSE Research Online Documents on Economics (2010) (2010)
36. Predicción de errores de proyección de inflación en Chile
    El Trimestre Económico, 2010, LXXVII (1), (305), 129-154 View citations (14)

2009

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

2008

39. 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

2007

40. Nominal Exchange Rate in Chile: Predictions based on technical analysis
    Journal Economía Chilena (The Chilean Economy), 2007, 10, (2), 57-80 View citations (2)
41. 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
    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) (2007)