Juan Díaz
- Assistant Professor
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
Academic Training
Publications in Magazines with Editorial Committee
● 2025
/
Price effects of asset forced sales during massive pension funds withdrawals?
/ International Review of Financial Analysis - Vol. 97, No. 103.869
● 2025
(Forthcoming)
/
Forecasting the Volatility of US Oil and Gas Firms With Machine Learning
/ JOURNAL OF FORECASTING -
● 2024
/
Citizens’ Stability of Electoral Preferences in Chile Since the Social Upheaval
/ Journal of Politics in Latin America - Vol. 16, No. 1
● 2024
/
On the robustness of the relationship between tax progressivity, growth, and inequality in the US
/ ECONOMICS LETTERS - Vol. 241, No. 111.807
● 2024
/
Machine-learning stock market volatility: Predictability, drivers, and economic value
/ International Review of Financial Analysis - Vol. 94, No. 103.286
● 2024
(Forthcoming)
/
The two-sample two-stage least squares method to estimate the intergenerational earnings elasticity
/ Journal of Economic Inequality -
● 2024
/
Intergenerational earnings mobility in Chile: the tale of the upper tail
/ Empirical Economics - Vol. 67
● 2024
/
Effects of between-class ability grouping on secondary students’ academic achievement: quasi-experimental evidence from Chile
/ SCHOOL EFFECTIVENESS AND SCHOOL IMPROVEMENT - Vol. 35, 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 - Vol. 87
● 2023
/
Gold risk premium estimation with machine learning methods
/ Journal of Commodity Markets - Vol. 31
● 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
/
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
Book Chapters
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
/
Sovereign Credit Risk in Latin America and Global Common Factors
/ Vol. 365
● 2012
/
A Matching Estimator Based on a Bi-Level Optimization Problem
/ Vol. 351
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