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 


  • 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 (Forthcoming) / Machine-learning stock market volatility: Predictability, drivers, and economic value / International Review of Financial Analysis - Vol. 94
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
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
2019 / Sudden stops of capital flows: Do foreign assets behave differently from foreign liabilities? / JOURNAL OF INTERNATIONAL MONEY AND FINANCE - Vol. 96
2015 / A matching estimator based on a bilevel optimization problem / REVIEW OF ECONOMICS AND STATISTICS - Vol. 97, No. 4
0 (Forthcoming) / Intergenerational earnings mobility in Chile: the tale of the upper tail / Empirical Economics -
Capítulos de libros