Eduardo Zilberman

Central Bank of Chile - Economic Research

United States

SCHOLARLY PAPERS

5

DOWNLOADS

749

CITATIONS

0

Scholarly Papers (5)

1.

Forecasting Inflation in a Data-Rich Environment: The Benefits of Machine Learning Methods

Number of pages: 88 Posted: 02 May 2018 Last Revised: 08 May 2019
Pontifical Catholic University of Rio de Janeiro (PUC-Rio) - Department of Economics, Pontifical Catholic University of Rio de Janeiro (PUC-Rio) - Department of Electrical Engineering, Pontifical Catholic University of Rio de Janeiro (PUC-Rio) - Department of Economics and Central Bank of Chile - Economic Research
Downloads 191 (156,336)

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Big Data, Inflation Forecasting, Shrinkage, Factor Models, LASSO, Random Forests, Machine Learning

2.

Macroeconomic Effects of Credit Deepening in Latin America

Number of pages: 63 Posted: 02 Oct 2014 Last Revised: 27 Sep 2018
Carlos Carvalho, Nilda Pasca, Laura Souza and Eduardo Zilberman
Government of the Federative Republic of Brazil - Central Bank of Brazil, Pontifical Catholic University of Rio de Janeiro (PUC-Rio) - Department of Economics, Pontifical Catholic University of Rio de Janeiro (PUC-Rio) - Department of Economics and Central Bank of Chile - Economic Research
Downloads 169 (174,474)

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credit deepening; financial frictions; consignado credit; payroll lending

3.

Gambling, Risk Appetite and Asset Pricing

Number of pages: 59 Posted: 30 Nov 2017 Last Revised: 17 Apr 2018
Carlos Carvalho, Daniel Cordeiro, Ruy Ribeiro and Eduardo Zilberman
Government of the Federative Republic of Brazil - Central Bank of Brazil, XP investimentos, Pontifical Catholic University of Rio de Janeiro (PUC-Rio) - Department of Economics and Central Bank of Chile - Economic Research
Downloads 165 (178,097)

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Asset Pricing, Cross-Section, Predictability, Factors, CAPM, Conditional Model, Gambling, Casino

4.

Sentiment, Electoral Uncertainty and Stock Returns

Number of pages: 52 Posted: 11 Mar 2017 Last Revised: 19 Aug 2017
Carlos Carvalho, Ruy Ribeiro and Eduardo Zilberman
Government of the Federative Republic of Brazil - Central Bank of Brazil, Pontifical Catholic University of Rio de Janeiro (PUC-Rio) - Department of Economics and Central Bank of Chile - Economic Research
Downloads 123 (225,847)

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sentiment; stock returns; electoral uncertainty; event study; soccer

5.

Transitions in Central Bank Leadership

Number of pages: 73 Posted: 11 Jul 2017
Carlos Carvalho, Tiago Flórido and Eduardo Zilberman
Government of the Federative Republic of Brazil - Central Bank of Brazil, Harvard University and Central Bank of Chile - Economic Research
Downloads 101 (259,993)

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monetary policy, transitions, central bank leadership, signalling, career concerns