Pablo Pincheira

Pablo Pincheira

Ph.D in Economics
Profesor Asociado
ESCUELA DE NEGOCIOS
CHILE
Stgo
Email: [email protected]
Linkedin: Saber +

Pablo Pincheira

Ph.D in Economics
  • Ph.D in Economics, University of Wisconsin-Madison, Estados Unidos, 2006
  • Ingeniero Civil Matemático de la Universidad de Chile.

Antes de unirse a la UAI, se desempeñó como Economista Senior de la Gerencia de Investigación Económica del Banco Central de Chile y como Jefe del Departamento de Planificación y Desarrollo del Ministerio de Minería.

Adicionalmente integró el Consejo de la Comisión Chilena del Cobre entre los años 2010 y 2012.

Ha dictado cátedras de econometría, macroeconomía, métodos cuantitativos y estadística en la Universidad Adolfo Ibáñez, Universidad de Chile, Pontificia Universidad Católica de Chile y Universidad de Santiago.

Como investigador, ha publicado en revistas nacionales e internacionales en las áreas de series de tiempo y predicción macroeconómica y financiera. Actualmente es referee de múltiples revistas académicas entre las que destacan, International Journal of Central Banking, International Journal of Forecasting y Journal of Money, Credit and Banking.

*Otras redes de investigación:

IDEAS y SSRN

The MSPE paradox is not only about MSPE!</>

Pincheira, P. & Hardy, N., 2025, In: Applied Economics Letters.

An Inconvenient Truth about Forecast Combinations</>

Pincheira-Brown, P., Bentancor, A. & Hardy, N., sep. 2023, In: Mathematics, 11, 18.

Forecasting Base Metal Prices with an International Stock Index</>

Pincheira-Brown, P., Hardy, N., Henrriquez, C., Tapia, I. & Bentancor, A., 2023, In: Finance a Uver - Czech Journal of Economics and Finance, 73, 3, p. 277-302.

Forecasting base metal prices with exchange rate expectations</>

Brown, P. & Hardy, N., 2023, In: Journal of Forecasting, 42, 8, p. 2341-2362.

Forecasting fuel prices with the Chilean exchange rate</>

Pincheira-Brown, P., Bentancor, A., Hardy, N. & Jarsun, N., feb. 2022, In: Energy Economics, 106.

A Simple Out-of-Sample Test of Predictability against the Random Walk Benchmark</>

Pincheira, P., Hardy, N. & Bentancor, A., ene. 2022, In: Mathematics, 10, 2.

Forecasting building permits with Google Trends</>

Coble, D. & Pincheira, P., dic. 2021, In: Empirical Economics, 61, 6, p. 3315-3345.

Forecasting COVID-19 infections with the semi-unrestricted Generalized Growth Model</>

Pincheira-Brown, P. & Bentancor, A., dic. 2021, In: Epidemics, 37.

Forecasting aluminum prices with commodity currencies</>

Pincheira, P. & Hardy, N., oct. 2021, In: Resources Policy, 73.

“Go Wild for a While!”</>

Pincheira, P., Hardy, N. & Muñoz, F., sep. 2021, In: Mathematics, 9, 18.

Can we beat the Random Walk? The case of survey-based exchange rate forecasts in Chile</>

Pincheira-Brown, P. & Neumann, F., nov. 2020, In: Finance Research Letters, 37.

Do it with a smile</>

Reus, L., Carrasco, J. & Pincheira, P., may. 2020, In: Finance Research Letters, 34.

Forecasting base metal prices with the Chilean exchange rate</>

Brown, P. & Hardy, N., ago. 2019, In: Resources Policy, 62, p. 256-281.

Forecasting inflation in Latin America with core measures</>

Pincheira-Brown, P., Selaive, J. & Nolazco, J., jul. 2019, In: International Journal of Forecasting, 35, 3, p. 1060-1071.

Exchange rate interventions and inflation expectations in an inflation targeting economy</>

Brown, P., 2018, In: Revista de Analisis Economico, 33, 2, p. 43-78.

Asequibilidad de cerveza y bebidas azucaradas para 15 países de América Latina</>

Paraje, G. & Pincheira, P., 2018, In: Revista Panamericana de Salud Publica/Pan American Journal of Public Health, 42.

Forecasting Chilean inflation with international factors</>

Pincheira, P. & Gatty, A., nov. 2016, In: Empirical Economics, 51, 3, p. 981-1010.

A comparison of some out-of-sample tests of predictability in iterated multi-step-ahead forecasts</>

Pincheira, P. & West, K., jun. 2016, In: Research in Economics, 70, 2, p. 304-319.

The Elusive Predictive Ability of Global Inflation</>

Medel, C., Pedersen, M. & Pincheira, P., jun. 2016, In: International Finance, 19, 2, p. 120-146.

The out-of-sample performance of an exact median-unbiased estimator for the near-unity AR(1) model</>

Medel, C. & Pincheira, P., ene. 2016, In: Applied Economics Letters, 23, 2, p. 126-131.

Forecasting with a random walk</>

Pincheira, P. & Medel, C., 2016, In: Finance a Uver - Czech Journal of Economics and Finance, 66, 6, p. 539-564.

El escaso poder predictivo de simples curvas de Phillips en Chile</>

Brown, P. & Hurtado, H., ago. 2015, In: Cepal Review, 2015, 116, p. 177-202.

Forecasting Inflation with a Simple and Accurate Benchmark</>

Pincheira, P. & Medel, C., 2015, In: Finance a Uver - Czech Journal of Economics and Finance, 65, 1, p. 2-29.

Convergence and long-run uncertainty</>

Pincheira, P., 2014, In: Revista de Analisis Economico, 29, 1, p. 17-52.

Predictive evaluation of sectoral and total employment based on entrepreneurial confidence indicators</>

Pincheira B., P., 2014, In: Economia Chilena, 17, 1, p. 66-87.

Conditional predictive ability of exchange rates in long run regressions</>

Pincheira, P., oct. 2013, In: Revista de Analisis Economico, 28, 2, p. 3-35.

Shrinkage-based tests of predictability</>

Brown, P., jul. 2013, In: Journal of Forecasting, 32, 4, p. 307-332.

A bunch of models, a bunch of nulls and inference about predictive ability</>

Pincheira, P., 2013, In: Romanian Journal of Economic Forecasting, 16, 3, p. 26-43.

A test set of predictive superiority for Chilean inflation forecasts</>

Pincheira B, P., dic. 2012, In: Economia Chilena, 15, 3, p. 4-39.

En busca de un buen marco de referencia predictivo para la inflación en Chile</>

Pincheira, P. & García, Á., 2012, In: Trimestre Economico, 79, 313, p. 85-123.

External imbalances, valuation adjustments and real exchange rate</>

Pincheira, P. & Selaive, J., 2011, In: Revista de Analisis Economico, 26, 1, p. 107-125.

Predictibilidad encubierta en economía</>

Pincheira B., P., 2008, In: Economia Chilena, 11, 1, p. 137-142.

The price-stock relationship in the copper market</>

Pincheira Brown, P., 1999.