Now showing items 1-7 of 7

    • Determinantes de los Spreads Soberanos en economías emergentes. 

      Díaz Maureira, Juan (Universidad de Chile, 2007)
      Este trabajo analiza los determinantes de los spreads soberanos en economías emergentes, enfocándose en determinantes relacionados a la posición externa (deuda y reservas internacionales) e interna (crecimiento del producto, ...
    • 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 ...
    • A Matching estimator based on a bilevel optimization problem 

      Díaz Maureira, Juan; Rau, Tomás; Rivera Cayupi, Jorge (Mit Press, 2015)
      This paper proposes a novel matching estimator where neighbors used and weights are endogenously determined by optimizing a covariate balancing criterion. The estimator is based on finding, for each unit that needs to ...
    • An optimization -based matching estimator : large and small sample properties 

      Díaz Maureira, Juan (Universidad de Chile, 2014-12)
      This work proposes a novel matching estimator where weights and the choice of neighbors used are endogenously determined by solving an optimization problem. The estimator is non-parametric and is based on nding, for ...
    • 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: ...