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Juan Díaz

  • Assistant Professor
    Academic Training

  • 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

Publications in Magazines with Editorial Committee
● 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 impact of grade retention on juvenile crime / ECONOMICS OF EDUCATION REVIEW - No. 1.021.563
● 2021 / Economic drivers of commodity volatility: The case of copper / RESOURCES POLICY - Vol. 73
● 2021 / Implementing blopmatching in Stata / Stata Journal - Vol. 21, No. 1
● 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, No. 101.518
● 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
● 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 / 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?