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  4. Juan Díaz

Juan Díaz

  • Profesor Asistente
    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
Publicaciones en Revistas con Comité Editorial
● 2024 / Citizens’ Stability of Electoral Preferences in Chile Since the Social Upheaval / Journal of Politics in Latin America - Vol. 16, No. 1
● 2024 (Forthcoming) / Stock returns and tax progressivity / Finance Research Letters - Vol. 69, No. 106.175
● 2024 / On the robustness of the relationship between tax progressivity, growth, and inequality in the US / ECONOMICS LETTERS - Vol. 241, No. 111.807
● 2024 (Forthcoming) / Machine-learning stock market volatility: Predictability, drivers, and economic value / International Review of Financial Analysis - Vol. 94
● 2024 (Forthcoming) / The two-sample two-stage least squares method to estimate the intergenerational earnings elasticity / Journal of Economic Inequality -
● 2024 (Forthcoming) / Intergenerational earnings mobility in Chile: the tale of the upper tail / Empirical Economics -
● 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 impact of grade retention on juvenile crime / ECONOMICS OF EDUCATION REVIEW - Vol. 84
● 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
● 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
● 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 / 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