Pablo M. Pincheira

Adolfo Ibanez University - School of Business

Associate Professor

Diagonal Las Torres 2640

Peñalolén

Santiago

Chile

  • Adolfo Ibanez University - School of Business

SCHOLARLY PAPERS

28

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SSRN CITATIONS
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15

CROSSREF CITATIONS

32

Scholarly Papers (28)

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1.

Now-Casting Building Permits with Google Trends

Number of pages: 27 Posted: 03 Feb 2017
David Coble and Pablo M. Pincheira
University of Chicago - Department of Economics and Adolfo Ibanez University - School of Business
Downloads 361 (138,847)
Citation 3

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Online Search, Prediction, Forecasting, Time Series, Building Permits, Real Estate, Google Trends

2.

Forecasting Inflation with a Random Walk

Number of pages: 29 Posted: 26 Dec 2012 Last Revised: 17 Jul 2015
Pablo M. Pincheira and Carlos Medel
Adolfo Ibanez University - School of Business and University of Nottingham
Downloads 295 (172,160)
Citation 6

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Inflation forecasts, unit root, univariate time-series models, out-of-sample comparison, random walk

3.

Forecasting Base Metal Prices with Commodity Currencies

Number of pages: 19 Posted: 04 Jan 2018
Pablo M. Pincheira and Nicolas Hardy
Adolfo Ibanez University - School of Business and Universidad Finis Terrae
Downloads 256 (198,875)
Citation 4

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Forecasting, Commodities Prices, Univariate Time-Series Models, Out-of-Sample Comparison, Exchange Rates, Copper, Primary Non-Ferrous Metals

4.

Forecasting Base Metal Prices with an International Stock Index

Number of pages: 14 Posted: 23 May 2021
Pablo M. Pincheira, Nicolas Hardy, Cristóbal Henriquez, Ignacio Tapia and Andrea Bentancor
Adolfo Ibanez University - School of Business, Universidad Finis Terrae, Universidad Finis Terrae, Universidad Finis Terrae and Adolfo Ibanez University
Downloads 169 (291,689)

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Forecasting, commodities, base metals, univariate time-series models, out-of-sample comparison, base metal equity securities.

5.

The Predictive Relationship Between Exchange Rate Expectations and Base Metal Prices

Number of pages: 22 Posted: 31 Oct 2018
Pablo M. Pincheira and Nicolas Hardy
Adolfo Ibanez University - School of Business and Universidad Finis Terrae
Downloads 135 (350,484)
Citation 5

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forecasting, commodities, time-series, exchange rates, out-of-sample comparison

6.

Interventions and Inflation Expectations in an Inflation Targeting Economy

Downloads 114 (397,245)
Citation 5

Interventions and Inflation Expectations in an Inflation Targeting Economy

BIS Working Paper No. 427
Number of pages: 30 Posted: 27 Feb 2014
Pablo M. Pincheira
Adolfo Ibanez University - School of Business
Downloads 60 (594,798)
Citation 1

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Exchange rates, inflation expectations, inflation targeting, interventions

Interventions and Inflation Expectations in an Inflation Targeting Economy

Number of pages: 28 Posted: 10 Jul 2013
Pablo M. Pincheira
Adolfo Ibanez University - School of Business
Downloads 54 (626,738)
Citation 5

Abstract:

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Exchange rates, inflation expectations, inflation targeting, forex interventions

7.

Forecasting Aluminum Prices with Commodity Currencies

Number of pages: 21 Posted: 16 Jan 2020
Pablo M. Pincheira and Nicolas Hardy
Adolfo Ibanez University - School of Business and Universidad Finis Terrae
Downloads 109 (410,415)
Citation 3

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Forecasting, commodities, aluminum, univariate time-series models, out-of-sample comparison, exchange rates

8.

The Effects of Intraday Foreign Exchange Market Operations in Latin America: Results for Chile, Colombia, Mexico and Peru

BIS Working Paper No. 462
Number of pages: 48 Posted: 12 Sep 2014
Miguel Fuentes, Pablo M. Pincheira, Juan Manuel Julio, Hernan Rincon, Santiago García-Verdú, Miguel Zerecero, Marco Vega, Erick Lahura and Ramon Moreno
Pontificia Universidad Católica de Chile - Institute of Economics, Adolfo Ibanez University - School of Business, Bank of the Republic, Banco de la República, Banco de México, University of California, Irvine, Central Reserve Bank of Peru, Central Bank of Peru and Self employed
Downloads 107 (415,817)

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Exchange rate, central bank intervention, microstructure

9.

A Real Time Evaluation of the Central Bank of Chile GDP Growth Forecasts

Money Affairs, Vol. 23, No. 1, pp. 37-73, January-June 2010
Number of pages: 34 Posted: 07 Feb 2012
Pablo M. Pincheira
Adolfo Ibanez University - School of Business
Downloads 103 (427,182)

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growth forecasts, monetary policy, out-of-sample evaluation, rationality tests, real time evaluation

10.

Are Forecast Combinations Efficient?

Number of pages: 38 Posted: 14 Apr 2012 Last Revised: 17 Apr 2012
Pablo M. Pincheira
Adolfo Ibanez University - School of Business
Downloads 101 (433,143)

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Combination of Forecasts, Encompassing Tests, Hypothesis Testing, Mean Squared Prediction Error, Efficiency, Macroeconometric Forecasting

11.

Forecasting Inflation with a Simple and Accurate Benchmark: A Cross-Country Analysis

Number of pages: 42 Posted: 26 Sep 2012
Pablo M. Pincheira and Carlos Medel
Adolfo Ibanez University - School of Business and University of Nottingham
Downloads 84 (487,152)
Citation 2

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Inflation forecasts, benchmark models, univariate time-series models, out-of-sample comparison, SARIMA models

12.

International Inflation's Predictive Ability

Number of pages: 34 Posted: 24 Dec 2013
Pablo M. Pincheira and Andrés Gatty
Adolfo Ibanez University - School of Business and Universidad Alberto Hurtado
Downloads 76 (516,484)

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Inflation, Forecasting, Time Series

13.

A Simple Out-of-Sample Test for the Martingale Difference Hypothesis

Number of pages: 29 Posted: 10 Jul 2013
Pablo M. Pincheira
Adolfo Ibanez University - School of Business
Downloads 72 (532,390)

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Forecast Evaluation, Hypothesis Testing, Martingale Difference, Exchange Rate, Asset Returns

14.

Forecasting Inflation in Latin America with Core Measures

Number of pages: 25 Posted: 01 Aug 2017
Pablo M. Pincheira, Jorge Selaive and Jose Nolazco
Adolfo Ibanez University - School of Business, University of Chile - Business School and University of Chile - Department of Economics
Downloads 70 (540,645)
Citation 1

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Inflation, Forecasting, Time Series, Monetary Policy, Core Inflation, Developing Countries

15.

Can We Beat the Random Walk? The Case of Survey-Based Exchange Rate Forecasts in Chile

Number of pages: 27 Posted: 27 Dec 2018
Pablo M. Pincheira and Federico Neumann
Adolfo Ibanez University - School of Business and Adolfo Ibanez University
Downloads 69 (544,793)

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Survey Expectations, Exchange Rates, Forecasting, Random Walk, Directional Accuracy, Mean Squared Prediction Error

16.

The Evasive Predictive Ability of Core Inflation

Number of pages: 30 Posted: 09 Jan 2016
Pablo M. Pincheira, Jorge Selaive and Jose Nolazco
Adolfo Ibanez University - School of Business, University of Chile - Business School and University of Chile - Department of Economics
Downloads 67 (553,524)
Citation 4

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Inflation, Forecasting, Time Series, Monetary Policy, Core Inflation

17.

The Elusive Predictive Ability of Global Inflation

Number of pages: 39 Posted: 10 Apr 2014
Carlos Medel, Michael Pedersen and Pablo M. Pincheira
University of Nottingham, Adolfo Ibanez University and Adolfo Ibanez University - School of Business
Downloads 64 (566,822)
Citation 4

Abstract:

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Forecasts, Global Inflation

18.

More Power for Out-Of-Sample Tests of Predictability

Number of pages: 37 Posted: 24 Feb 2017
Pablo M. Pincheira
Adolfo Ibanez University - School of Business
Downloads 57 (599,748)

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Time-Series, Forecasting, Inference, Inflation, Exchange Rates, Random Walk, Out-Of-Sample

19.

A Bunch of Models, a Bunch of Nulls and Inference About Predictive Ability

Number of pages: 18 Posted: 12 Apr 2012
Pablo M. Pincheira
Adolfo Ibanez University - School of Business
Downloads 53 (620,301)
Citation 2

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20.

Summary of the Paper Entitled: Forecasting Fuel Prices with the Chilean Exchange Rate

Number of pages: 14 Posted: 03 Mar 2021
Pablo M. Pincheira and Nabil Jarsun
Adolfo Ibanez University - School of Business and affiliation not provided to SSRN
Downloads 49 (642,094)

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Exchange rates, energy, oil, gasoline, commodity prices, predictability, time-series

21.

Shrinkage Based Tests of the Martingale Difference Hypothesis

Number of pages: 45 Posted: 29 Apr 2012
Pablo M. Pincheira
Adolfo Ibanez University - School of Business
Downloads 45 (665,091)
Citation 1

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forecast evaluation, hypothesis testing, martingale difference, exchange rate, mean square prediction error, shrinkage

22.

External Imbalances, Valuation Adjustments and Real Exchange Rate: Evidence of Predictability in an Emerging Economy

Economic Analysis Review, Vol. 26, No. 1, pp. 107-125, 2011
Number of pages: 20 Posted: 09 Feb 2012
Pablo M. Pincheira and Jorge Selaive
Adolfo Ibanez University - School of Business and University of Chile - Business School
Downloads 44 (670,945)

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real exchange rate, net foreign assets, valuation adjustments

23.

Forecasting Unemployment Rates with International Factors

Number of pages: 21 Posted: 17 Jan 2020
Pablo M. Pincheira and Ana María Hernández
Adolfo Ibanez University - School of Business and affiliation not provided to SSRN
Downloads 39 (702,683)

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Forecasting, unemployment, international factors, time-series models, out-of-sample comparison, nested models

24.

"Go Wild for a While!": A New Asymptotically Normal Test for Forecast Evaluation in Nested Models

Number of pages: 36 Posted: 12 Mar 2021
Pablo M. Pincheira, Nicolas Hardy and Felipe Muñoz
Adolfo Ibanez University - School of Business, Universidad Finis Terrae and Institute for International Studies
Downloads 37 (716,114)
Citation 1

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forecasting, random walk, out-of-sample, prediction, mean square prediction error

25.

The Out-of-Sample Performance of an Exact Median-Unbiased Estimator for the Near-Unity AR(1) Model

Number of pages: 10 Posted: 05 Mar 2015
Carlos A. Medel and Pablo M. Pincheira
University of Nottingham and Adolfo Ibanez University - School of Business
Downloads 33 (744,353)

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Near-unity autoregression; median-unbiased estimation; unbiasedness; unit root model; forecasting; forecast combinations

26.

Summary of the Paper Entitled ‘The Mean Squared Prediction Error Paradox’

Number of pages: 15 Posted: 03 Mar 2021
Pablo M. Pincheira and Nicolas Hardy
Adolfo Ibanez University - School of Business and Universidad Finis Terrae
Downloads 29 (774,777)

Abstract:

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Mean Squared Prediction Error, Correlation, Forecasting, Time Series, Random Walk.

27.

Communicational Bias in Monetary Policy: Can Words Forecast Deeds?

Economia, Vol. 11, No. 1, pp. 103-152, 2010
Posted: 08 Feb 2012
Pablo M. Pincheira and Mauricio Calani
Adolfo Ibanez University - School of Business and Central Bank of Chile

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monetary policy, predictive ability, discrete Taylor Rule, communicational toolkit

28.

Improving Inflation Forecasts From the Survey of Professional Forecasters in Chile

El Trimestre Económico, Vol. 78, Núm. 305, pp. 129-154, enero-marzo de 2010
Posted: 06 Feb 2012
Pablo M. Pincheira and Andrea Bentancor
Adolfo Ibanez University - School of Business and Adolfo Ibanez University

Abstract:

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inflation forecasts, out-of-sample evaluation, efficiency test