Juan Díaz
- Profesor Asistente
Ph.D. in Statistics, Harvard University
Ph.D. en Economía, Universidad de Chile
M.Sc. in Statistics, Harvard University
Magíster en Economía, Universidad de Chile
Ingeniero comercial, Universidad de Chile
Formación Académica
Juan D. Díaz es profesor Asistente del DCS de la Universidad de Chile.
Su investigación se ha publicado en The Review of Economics and Statistics, The Journal of International Money and Finance y Social Networks.
Durante la realización de su doctorado en la Universidad Harvard, se desempeñó como Teaching Fellow en cursos de estadística y econometría. Por su labor docente, obtuvo el premio a la excelencia en enseñanza que la Universidad de Harvard entrega a sus Teaching Fellow destacados.
Biografía
- Econometría, Inferencia Causal, Estadística, Machine Learning
Campos de Investigación
Contacto
Publicaciones en Revistas con Comité Editorial
● 2023
/
Explaining the volatility of the real exchange rate in emerging markets
/ International Review of Economics & Finance - Vol. 87
● 2023
/
Gold risk premium estimation with machine learning methods
/ Journal of Commodity Markets - Vol. 31
● 2023
(Forthcoming)
/
Everything’s not lost: revisiting TSTSLS estimates of intergenerational mobility in developing countries
/ INTERNATIONAL TAX AND PUBLIC FINANCE -
● 2023
/
Complex discontinuity designs using covariates: Impact of school grade retention on later life outcomes in Chile
/ Annals of Applied Statistics - Vol. 17, No. 1
● 2023
(Forthcoming)
/
Intergenerational earnings persistence and the provision of public goods: evidence from chile’s constitutional process
/ Journal of Economic Inequality - Vol. 21, No. 1
● 2023
/
Decentralizing the Chilean miracle: regional intergenerational mobility in a developing country
/ Regional Studies - Vol. 57, No. 5
● 2021
/
The exponential Pareto model with hidden income processes: Evidence from Chile
/ Physica A: Statistical Mechanics and its Applications - Vol. 561
● 2021
/
The importance of large shocks to return predictability
/ Pacific-Basin Finance Journal - Vol. 68
● 2020
/
A random walk through the trees: Forecasting copper prices using decision learning methods
/ RESOURCES POLICY - Vol. 69, No. 101.859
● 2019
/
Sudden stops of capital flows: Do foreign assets behave differently from foreign liabilities?
/ JOURNAL OF INTERNATIONAL MONEY AND FINANCE - Vol. 96
● 2019
/
Inequality in social capital in Chile: Assessing the importance of network size and contacts’ occupational prestige on status attainment
/ SOCIAL NETWORKS - Vol. 58
● 2015
/
A matching estimator based on a bilevel optimization problem
/ REVIEW OF ECONOMICS AND STATISTICS - Vol. 97, No. 4
Capítulos de libros
Research Monographs
● 2021
/
The Impact of Grade Retention on Juvenile Crime
/ No. 513
● 2020
/
Explaining the Volatility of the Real Exchange Rate in Emerging Markets
/ No. 507
● 2017
/
Sudden stops of capital flows: the role of outflows as a mechanism to offset sudden stops of inflows
/ No. 436
● 2016
/
The impact of grade retention on juvenile crime
/ No. 429
● 2012
/
A Matching Estimator Based on a Bi-Level Optimization Problem
/ Vol. 351
● 2012
/
Sovereign Credit Risk in Latin America and Global Common Factors
/ Vol. 365
Academic/Professional meeting Presentations
● 2022
/
Forecasting the volatility of U.S. oil and gas firms: beyond linearity and volatility factors
● 2022
/
Forecasting the Volatility of U.S. Oil and Gas Firms: Beyond Linearity and Volatility Factors
● 2017
/
Sudden Stops of Capital Flows: Do Foreign Assets Behave Differently from Foreign Liabilities?
Competitive Research Awards Received
● 2020
/
The effect of the free-college tuition policy on students' enrollment and dropping out in Chile: a discontinuity design with a coarsened running variable