“The Mean Squared Prediction Error Paradox” (joint with Nicolás Hardy). Journal of Forecasting, Early View, (WOS, Q2) ISSN 0277-6693.
“Correlation Based Tests of Predictability” (joint with Nicolás Hardy). Journal of Forecasting, Early View, (WOS, Q2) ISSN 0277-6693.
“Forecasting Base Metal Prices with Exchange Rate Expectations” (joint with Nicolás Hardy). Journal of Forecasting, Volume 42, Issue 8, pages 2341-2362, December 2023 (WOS, Q2) ISSN 0277-6693.
“An Inconvenient Truth about Forecast Combinations” (Joint with Andrea Bentancor and Nicolás Hardy). Mathematics 2023,11(18), 3806. (WOS, Q1).
“Forecasting Base Metal Prices with an International Stock Index” (joint with Nicolás Hardy, Cristóbal Henríquez, Ignacio Tapia and Andrea Bentancor). Czech Journal of Economics and Finance, Vol. 73, no 3(2023), pp.277-302. (WOS, Q4) ISSN 2464-7683.
“Forecasting Fuel Prices with the Chilean Exchange Rate: Going Beyond the Commodity Currency Hypothesis” (joint with Andrea Bentancor, Nicolás Hardy and Nabil Jarsún). Energy Economics, Volume 106, February 2022, 105802. (WOS, Q1).
“A Simple Out-of-Sample Test of Predictability Against the Random Walk Benchmark” (Joint with Andrea Bentancor and Nicolás Hardy). Mathematics 2022,10(2), 228. (WOS, Q1).
“A Power Booster Factor for Out-of-Sample Tests of Predictability”. Economía, 2022, Volume 45, Issue 89, 150-183/ ISSN 2304-4306.
“Go Wild for a While!: A New Test for Forecast Evaluation in Nested Models” (joint with Nicolás Hardy and Felipe Muñoz). Mathematics 2021, 9(8), 2254. (WOS, Q1).
“Forecasting COVID-19 Infections with the Semi Unrestricted Generalized Growth Model” (joint with Andrea Bentancor). Epidemics, 2021 Dec; 37;100486. (WOS, Q2).
"Forecasting Aluminum Prices with Commodity Currencies" (joint with Nicolás Hardy). Resources Policy (73), October 2021, 102066. (WOS, Q1).
“Forecasting Building Permits with Google Trends” (joint with David Coble). Empirical Economics, 2021. (WOS, Q3).
"Can we beat the Random Walk? The case of survey-based exchange rate forecasts in Chile" (joint with Federico Neumann). Finance Research Letters, 37 (2020) November, 101380. (WOS, Q1).
"Do it with a Smile: Forecasting Volatility with Currency Options" (joint with Lorenzo Reus and José Antonio Carrasco). Finance Research Letters, 34 (2020) May, 101251. (WOS, Q1).
“Forecasting base metal prices with the Chilean exchange rate” (with Nicolás Hardy). Resources Policy 62 (2019) 256-281. (WOS, Q1).
“Forecasting Inflation in Latin America with Core Measures”. (with Jorge Selaive and José Luis Nolazco). International Journal of Forecasting 35(2019):1060-1071. (WOS, Q1).
“Exchange Rate Interventions and Inflation Expectations in an Inflation Targeting Economy”, Economic Analysis Review, (2018), Vol 33(2): 43-78.
“Asequibilidad de cerveza y bebidas azucaradas en 15 países de America Latina”. (joint with Guillermo Paraje). Revista Panamericana de Salud Pública, (2018); 42:e49. (WOS, Q4).
“Forecasting with a Random Walk” (joint with Carlos Medel). Czech Journal of Economics and Finance, Vol. 66(6): 539-564. December 2016. ISSN 0015-1920. (WOS, Q4).
"A Comparison of Some Out-of-Sample Tests of Predictability in Iterated Multi-Step-Ahead Forecasts" (joint with Kenneth D. West). Research in Economics, vol 70(2): 304-319, June 2016.
"The Elusive Predictive Ability of Global Inflation" (joint with Carlos Medel and Michael Pedersen). International Finance, Wiley Blackwell, vol. 19(2), pages 120- 146, (2016). (WOS, Q3).
“Forecasting Chilean Inflation with International Factors” (joint with Andrés Gatty). Empirical Economics, Springer, vol. 51(3), pages 981-1010, November 2016. (WOS, Q3).
“The Out-of-Sample Performance of an Exact Median-Unbiased Estimator for the Near-Unity AR(1) Model" (joint with Carlos Medel). Applied Economics Letters, vol. 23(2):126-131, February 2016. (WOS, Q4).
“The Low Predictive Power of Simple Phillips Curves in Chile: A Real-Time Evaluation”, (joint with Hernán Rubio). Cepal Review 116, pp: 177-202. August 2015. (WOS, Q4).
“Forecasting Inflation with a Simple and Accurate Benchmark: The Case of the US and a Set of Inflation Targeting Countries” (joint with Carlos Medel). Czech Journal of Economics and Finance, Vol. 65(1): 2-29. January 2015. (WOS, Q4) ISSN 0015- 1920.
“Predicción del Empleo Sectorial y Total en Base a Indicadores de Confianza Empresarial”, Economía Chilena, 2014, Vol 17(1): 66-87. ISSN 0717-3830.
“Convergence and Long‐Run Uncertainty”, Economic Analysis Review, 2014, Vol 29(1): 17-52.
“A Bunch of Models, a Bunch of Nulls and Inference About Predictive Ability”. Romanian Journal of Economic Forecasting, 2013, Vol 0(3): 26‐ 43. (WOS, Q4).
“Conditional Predictive Ability of Exchange Rates in Long Run Regressions”, Economic Analysis Review, 2013, Vol 28(2): 2‐36.
“Shrinkage‐Based Tests of Predictability”, Journal of Forecasting, 2013, Vol 32(4): 289‐384. (WOS, Q2).
“Un Test Conjunto de Superioridad Predictiva para los Pronósticos de Inflación Chilena”. Economía Chilena, 2012, Vol 15(3): 4-37. ISSN 0717-3830.
“En Búsqueda de un buen marco de referencia predictivo para la inflación en Chile” (joint with Álvaro García). El Trimestre Económico, 2012, vol. LXXIX (1), nu m. 313, enero‐marzo de 2012, pp. 85‐123. (WOS, Q4).
“External Imbalances, Valuation Adjustments and Real Exchange Rates: Evidence of Predictability in an Emerging Economy” (joint with Jorge Selaive). Economic Analysis Review, 2011, Vol 26(1): 107‐125.
“Corrección de algunos errores sistemáticos de predicción de inflación” (joint with Nicolás Fernandez). Monetaria, 2011, Vol XXXIV, Número 1, Enero‐Marzo 2011, pp 37‐61. ISSN 0185-1136.
“Communicational Bias In Monetary Policy: Can Words Forecast Deeds?” (joint with Mauricio Calani). Economía, The journal of LACEA 11(1), Fall 2010, pp 103‐ 152. ISSN 1533-6239.
“Predicción de errores de proyección de inflación en Chile” (joint with Andrea Bentancor). El Trimestre Económico, 2010 Vol. LXXVII (1), número. 305, Enero‐ Marzo 2010, pp. 129‐154. (WOS, Q4) ISSN 0041-3011.
“A real time evaluation of the central bank of Chile GDP growth forecasts”, Money Affairs, 2010, Volume XXIII (1), January‐June 2010, pp. 37‐73. ISSN 0187- 7615.
"Evaluation of Short Run Inflation Forecasts in Chile” (joint with Roberto Álvarez). Money Affairs, 2009, Volume XXII, Number 2, July‐December 2009, pp. 159‐180. ISSN 0187-7615.
“La Dinámica de la Persistencia Inflacionaria en Chile”, Economía Chilena, 2009, Vol. 12(1):97-104. ISSN 0717-3830.
“Predictibilidad Encubierta en Economía: El Caso del Tipo de Cambio Nominal Chileno”, Economía Chilena, 2008, Vol 11(1): 137-142. ISSN 0717-3830.
“Tipo de Cambio Nominal Chileno: Predicción Basada en Análisis Técnico” (joint with Ana María Abarca, Felipe Alarcón and Jorge Selaive). Economía Chilena, 2007, Vol 10(2): 57-80. ISSN 0717-3830.
“Shocks de Petróleo e Inflación, El Caso de Chile y una Muestra de Países Industriales”, (joint with Álvaro García). Economía Chilena, 2007, Vol 10(1):5-36. ISSN 0717-3830.