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Publications

by alumni of

Universidad Adolfo Ibáñez → Escuela de Negocios

Adolfo Ibanez University → Business School

These are publications listed in RePEc written by alumni of the above institution who are registered with the RePEc Author Service and listed in the RePEc Genealogy. List of alumni. For a list of publications by current members of the department, see here. Register yourself.

This page is updated in the first days of each month.

| Working papers | Journal articles |

Working papers

2025

  1. Nicolas Hardy & Dimitris Korobilis, 2025, "Learning from crises: A new class of time-varying parameter VARs with observable adaptation," Papers, arXiv.org, number 2512.03763, Dec.

2022

  1. Pincheira, Pablo & Hardy, Nicolas, 2022, "Correlation Based Tests of Predictability," MPRA Paper, University Library of Munich, Germany, number 112014, Feb.

2021

  1. Pincheira, Pablo & Hardy, Nicolás & Muñoz, Felipe, 2021, ""Go wild for a while!": A new asymptotically Normal test for forecast evaluation in nested models," MPRA Paper, University Library of Munich, Germany, number 105368, Jan.
  2. Pincheira, Pablo & Hardy, Nicolas, 2021, "The Mean Squared Prediction Error Paradox," MPRA Paper, University Library of Munich, Germany, number 107403, Apr.
  3. Pincheira, Pablo & Hardy, Nicolas & Bentancor, Andrea & Henriquez, Cristóbal & Tapia, Ignacio, 2021, "Forecasting Base Metal Prices with an International Stock Index," MPRA Paper, University Library of Munich, Germany, number 107828, May.

2020

  1. Pincheira, Pablo & Hardy, Nicolas, 2020, "The Mean Squared Prediction Error Paradox: A summary," MPRA Paper, University Library of Munich, Germany, number 105020, Dec.

2019

  1. Pincheira, Pablo & Hardy, Nicolás, 2019, "Forecasting Aluminum Prices with Commodity Currencies," MPRA Paper, University Library of Munich, Germany, number 97005, Nov.

2018

  1. Pincheira, Pablo & Hardy, Nicolas, 2018, "Forecasting Base Metal Prices with Commodity Currencies," MPRA Paper, University Library of Munich, Germany, number 83564, Jan.
  2. Pincheira, Pablo & Hardy, Nicolas, 2018, "The predictive relationship between exchange rate expectations and base metal prices," MPRA Paper, University Library of Munich, Germany, number 89423, Oct.

Journal articles

2024

  1. Pablo PINCHEIRA-BROWN & Nicolás HARDY, 2024, "More predictable than ever, with the worst MSPE ever," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 4, pages 5-30, December.
  2. Pablo Pincheira Brown & Nicolás Hardy, 2024, "Correlation‐based tests of predictability," Journal of Forecasting, John Wiley & Sons, Ltd., volume 43, issue 6, pages 1835-1858, September, DOI: 10.1002/for.3081.
  3. Pablo Pincheira Brown & Nicolás Hardy, 2024, "The mean squared prediction error paradox," Journal of Forecasting, John Wiley & Sons, Ltd., volume 43, issue 6, pages 2298-2321, September, DOI: 10.1002/for.3129.

2023

  1. Hardy, Nicolás & Ferreira, Tiago & Quinteros, Maria J. & Magner, Nicolás S., 2023, "“Watch your tone!”: Forecasting mining industry commodity prices with financial report tone," Resources Policy, Elsevier, volume 86, issue PA, DOI: 10.1016/j.resourpol.2023.104251.
  2. Pablo Pincheira-Brown & Nicolás Hardy & Cristobal Henrriquez & Ignacio Tapia & Andrea Bentancor, 2023, "Forecasting Base Metal Prices with an International Stock Index," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 73, issue 3, pages 277-302, October.
  3. Pablo Pincheira-Brown & Andrea Bentancor & Nicolás Hardy, 2023, "An Inconvenient Truth about Forecast Combinations," Mathematics, MDPI, volume 11, issue 18, pages 1-24, September.
  4. Nicolas S. Magner & Nicolás Hardy & Tiago Ferreira & Jaime F. Lavin, 2023, "“Agree to Disagree”: Forecasting Stock Market Implied Volatility Using Financial Report Tone Disagreement Analysis," Mathematics, MDPI, volume 11, issue 7, pages 1-16, March.
  5. Pablo Pincheira Brown & Nicolás Hardy, 2023, "Forecasting base metal prices with exchange rate expectations," Journal of Forecasting, John Wiley & Sons, Ltd., volume 42, issue 8, pages 2341-2362, December, DOI: 10.1002/for.3018.

2022

  1. Pincheira-Brown, Pablo & Bentancor, Andrea & Hardy, Nicolás & Jarsun, Nabil, 2022, "Forecasting fuel prices with the Chilean exchange rate: Going beyond the commodity currency hypothesis," Energy Economics, Elsevier, volume 106, issue C, DOI: 10.1016/j.eneco.2021.105802.
  2. Nicolás Magner & Nicolás Hardy, 2022, "Cryptocurrency Forecasting: More Evidence of the Meese-Rogoff Puzzle," Mathematics, MDPI, volume 10, issue 13, pages 1-27, July.
  3. Nicolas Hardy, 2022, "“A Bias Recognized Is a Bias Sterilized”: The Effects of a Bias in Forecast Evaluation," Mathematics, MDPI, volume 10, issue 2, pages 1-33, January.
  4. Pablo Pincheira & Nicolas Hardy & Andrea Bentancor, 2022, "A Simple Out-of-Sample Test of Predictability against the Random Walk Benchmark," Mathematics, MDPI, volume 10, issue 2, pages 1-20, January.

2021

  1. Pincheira, Pablo & Hardy, Nicolás, 2021, "Forecasting aluminum prices with commodity currencies," Resources Policy, Elsevier, volume 73, issue C, DOI: 10.1016/j.resourpol.2021.102066.
  2. Pablo Pincheira & Nicolás Hardy & Felipe Muñoz, 2021, "“Go Wild for a While!”: A New Test for Forecast Evaluation in Nested Models," Mathematics, MDPI, volume 9, issue 18, pages 1-28, September.
  3. Nicolás Magner & Jaime F Lavin & Mauricio Valle & Nicolás Hardy, 2021, "The predictive power of stock market’s expectations volatility: A financial synchronization phenomenon," PLOS ONE, Public Library of Science, volume 16, issue 5, pages 1-21, May, DOI: 10.1371/journal.pone.0250846.

2020

  1. Nicolás S. Magner & Jaime F. Lavin & Mauricio A. Valle & Nicolás Hardy, 2020, "The Volatility Forecasting Power of Financial Network Analysis," Complexity, Hindawi, volume 2020, pages 1-17, September, DOI: 10.1155/2020/7051402.

2019

  1. Pincheira Brown, Pablo & Hardy, Nicolás, 2019, "Forecasting base metal prices with the Chilean exchange rate," Resources Policy, Elsevier, volume 62, issue C, pages 256-281, DOI: 10.1016/j.resourpol.2019.02.019.

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