Juan Díaz

Profesor Asociado

Formación Académica

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

Biografía

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.

Campos de Investigación

Econometría, Inferencia Causal, Estadística, Machine Learning

Contacto

juadiaz@fen.uchile.cl

Publicaciones en Revistas con Comité Editorial

2025 / Price effects of asset forced sales during massive pension funds withdrawals? / International Review of Financial Analysis / - No. 103869
2025 / Forecasting the Volatility of US Oil and Gas Firms With Machine Learning / JOURNAL OF FORECASTING
2024 / The two-sample two-stage least squares method to estimate the intergenerational earnings elasticity / Journal of Economic Inequality
2024 / Stock returns and tax progressivity / Finance Research Letters / - No. 106175
2024 / Citizens’ Stability of Electoral Preferences in Chile Since the Social Upheaval / Journal of Politics in Latin America / - No. 1
2024 / Intergenerational earnings mobility in Chile: the tale of the upper tail / Empirical Economics
2024 / On the robustness of the relationship between tax progressivity, growth, and inequality in the US / ECONOMICS LETTERS / - No. 111807
2024 / Machine-learning stock market volatility: Predictability, drivers, and economic value / International Review of Financial Analysis / - No. 103286
2024 / Effects of between-class ability grouping on secondary students’ academic achievement: quasi-experimental evidence from Chile / SCHOOL EFFECTIVENESS AND SCHOOL IMPROVEMENT / - No. 2
2024 / Everything’s not lost: revisiting TSTSLS estimates of intergenerational mobility in developing countries / INTERNATIONAL TAX AND PUBLIC FINANCE
2023 / Explaining the volatility of the real exchange rate in emerging markets / International Review of Economics & Finance
2023 / Complex discontinuity designs using covariates: Impact of school grade retention on later life outcomes in Chile / Annals of Applied Statistics / - No. 1
2023 / Intergenerational earnings persistence and the provision of public goods: evidence from chile’s constitutional process / Journal of Economic Inequality / - No. 1
2023 / Decentralizing the Chilean miracle: regional intergenerational mobility in a developing country / Regional Studies / - No. 5
2023 / Gold risk premium estimation with machine learning methods / Journal of Commodity Markets
2021 / The importance of large shocks to return predictability / Pacific-Basin Finance Journal
2021 / The impact of grade retention on juvenile crime / ECONOMICS OF EDUCATION REVIEW
2021 / Economic drivers of commodity volatility: The case of copper / RESOURCES POLICY
2021 / Implementing blopmatching in Stata / Stata Journal / - No. 1
2021 / The exponential Pareto model with hidden income processes: Evidence from Chile / Physica A: Statistical Mechanics and its Applications
2020 / A random walk through the trees: Forecasting copper prices using decision learning methods / RESOURCES POLICY / - No. 101859
2019 / Sudden stops of capital flows: Do foreign assets behave differently from foreign liabilities? / JOURNAL OF INTERNATIONAL MONEY AND FINANCE
2019 / Inequality in social capital in Chile: Assessing the importance of network size and contacts’ occupational prestige on status attainment / SOCIAL NETWORKS
2015 / A matching estimator based on a bilevel optimization problem / REVIEW OF ECONOMICS AND STATISTICS / - No. 4

Capítulos de libros

2016 / Sovereign Credit Risk in Latin America and Global Common Factors

Research Monographs

2022 / Intergenerational Earnings Mobility in Chile: The Tale of the Upper Tail
2022 / How Much Should We Trust TSTSLS Intergenerational Mobility Estimates?: Evidence From A Developing Country
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
2012 / Sovereign Credit Risk in Latin America and Global Common Factors

Academic/Professional meeting Presentations

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