Browsing by Author "a82b3255-e8d2-414f-90a5-4b8061880e10"

Now showing items 1-5 of 5

    • A random walk through the trees: Forecasting copper prices using decision learning methods 
      Díaz Maureira, Juan; Hansen Silva, Erwin; Cabrera, Gabriel (Elsevier, 2020)
      We investigate the accuracy of copper price forecasts produced by three decision learning methods. Prior evidence (Liu et al. Resources Policy, 2017) shows that a regression tree, a simple decision learning model, can be ...
    • Large sample properties of an optimization-based matching 
      Cominetti Cotti-Cometti, Roberto; Díaz Maureira, Juan; Rivera Cayupi, Jorge (Universidad de Chile, Facultad de Economía y Negocios, 2014)
      This paper mainly concerns the the asymptotic properties of the BLOP matching estimator introduced by D´ıaz, Rau & Rivera (Forthcoming), showing that this estimator of the ATE attains the standard limit properties, and ...
    • Sovereign Credit Risk in Latin America and Global Common Factors 
      Agosín Trumper, Manuel; Díaz Maureira, Juan (Universidad de Chile, Facultad de Economía y Negocios, 2012)
      This paper studies the importance of global common factors in the evolution of sovereign credit risk in a group of emerging economies (15 countries in Latin America for which daily data are available on sovereign credit ...
    • Sudden stops of capital flows: do foreign assets behave differently from foreign liabilities? 
      Agosín Trumper, Manuel; Díaz Maureira, Juan; Karnani Bhagwan, Mohit (Universidad de Chile, Facultad de Economía y Negocios, 2017-06)
      We study the determinants of sudden stops in capital ows to emerging markets. Using gross international asset and liability ows (from the point of view of domestic residents), we identify three types of situations: (1) ...
    • Sudden stops of capital flows: the role of outflows as a mechanism to offset sudden stops of inflows 
      Agosín Trumper, Manuel; Díaz Maureira, Juan; Karnani Bhagwan, Mohit (Universidad de Chile, Facultad de Economía y Negocios, 2016)
      We study the determinants of sudden stops in capital flows to emerging markets. Using gross international asset and liability flows (from the point of view of domestic residents), we identify three types of situations: ...