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Marcus P.A. Cobb

Personal Details

First Name:Marcus
Middle Name:P.A.
Last Name:Cobb
Suffix:
RePEc Short-ID:pco484
[This author has chosen not to make the email address public]

Research output

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Jump to: Working papers Articles Chapters

Working papers

  1. Marcus P. A. Cobb, 2021. "Nowcasting Chilean household consumption with electronic payment data," Working Papers Central Bank of Chile 931, Central Bank of Chile.
  2. Marcus Cobb & Jennifer Peña, 2020. "Proyecciones de corto plazo para el PIB trimestral: Desempeño reciente de una serie de modelos estándar," Working Papers Central Bank of Chile 871, Central Bank of Chile.
  3. Cobb, Marcus P A, 2018. "Improving Underlying Scenarios for Aggregate Forecasts: A Multi-level Combination Approach," MPRA Paper 88593, University Library of Munich, Germany.
  4. Cobb, Marcus P A, 2017. "Forecasting Economic Aggregates Using Dynamic Component Grouping," MPRA Paper 81585, University Library of Munich, Germany.
  5. Cobb, Marcus P A, 2017. "Aggregate Density Forecasting from Disaggregate Components Using Large VARs," MPRA Paper 76849, University Library of Munich, Germany.
  6. Cobb, Marcus P A, 2017. "Joint Forecast Combination of Macroeconomic Aggregates and Their Components," MPRA Paper 76556, University Library of Munich, Germany.
  7. Marcus Cobb, 2014. "GDP Forecasting Bias due to Aggregation Inaccuracy in a Chain- Linking Framework," Working Papers Central Bank of Chile 721, Central Bank of Chile.
  8. Cobb, Marcus, 2014. "Identifying the Sources of Seasonal Effects in an indirectly adjusted Chain-Linked Aggregate: A Framework for the Annual Overlap Method," MPRA Paper 58033, University Library of Munich, Germany.
  9. Cobb, Marcus, 2014. "Explaining GDP Quarterly Growth from its Components in the Context of the Annual Overlap Method: A Comparison of Approaches," MPRA Paper 58022, University Library of Munich, Germany.
  10. Marcus Cobb & Maribel Jara, 2013. "Ajuste estacional de series macroeconómicas chilenas," Economic Statistics Series 98, Central Bank of Chile.
  11. Marcus Cobb, 2013. "Industry Contributions to GDP Quarterly Growth," Economic Statistics Series 100, Central Bank of Chile.
  12. Marcus Cobb & Gonzalo Echavarría & Maribel Jara, 2013. "Series históricas del PIB y componentes del gasto, 1986-2008," Economic Statistics Series 96, Central Bank of Chile.
  13. Marcus Cobb & Gonzalo Echavarría & Pablo Filippi & Macarena García & Carolina Godoy & Wildo González & Carlos Medel & Marcela Urrutia, 2011. "Short-Term GDP Forecasting Using Bridge Models: a Case for Chile," Working Papers Central Bank of Chile 626, Central Bank of Chile.
  14. Marcus Cobb, 2009. "Forecasting Chilean Inflation From Disaggregate Components," Working Papers Central Bank of Chile 545, Central Bank of Chile.
  15. Marcus Cobb & Luis Opazo, 2008. "Microeconomic Evidence of Nominal Wage Rigidity in Chile," Working Papers Central Bank of Chile 496, Central Bank of Chile.
  16. Marcus Cobb C. & Andrea Sánchez Y, 2008. "Índice de Avisos de Empleo," Economic Statistics Series 64, Central Bank of Chile.

Articles

  1. Marcus P. A. Cobb, 2020. "Aggregate density forecasting from disaggregate components using Bayesian VARs," Empirical Economics, Springer, vol. 58(1), pages 287-312, January.
  2. Marcus Cobb, 2012. "Evolución de Precios según Nivel de Ingresos," Notas de Investigación Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 15(3), pages 96-106, December.
  3. Marcus Cobb C. & Luis Opazo R, 2010. "Microeconomic Evidence of Nominal Wage Rigidities in Chile," Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 13(1), pages 23-37, April.
  4. Marcus Cobb C. & Carlos A. Medel V., 2010. "Una Estimación del Impacto del Efecto Calendario en Series Desestacionalizadas Chilenas de Actividad y Demanda," Notas de Investigación Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 13(3), pages 95-103, December.
  5. Marcus Cobb C. & Andrea Sánchez Y. & Igal Magendzo W., 2008. "Índice de Remuneraciones Ponderado por Costos: Brecha entre IREM y CMO," Notas de Investigación Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 11(2), pages 89-97, August.

Chapters

  1. Marcus Cobb C. & Luis Anibal Opazo R., 2013. "Evidencia microeconómica de rigideces nominales de salarios en Chile," Investigación Conjunta-Joint Research, in: Laura Inés D'Amato & Enrique López Enciso & María Teresa Ramírez Giraldo (ed.), Inflationary Dynamics, Persistence, and Prices and Wages Formation, edition 1, volume 1, chapter 14, pages 409-433, Centro de Estudios Monetarios Latinoamericanos, CEMLA.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Marcus P. A. Cobb, 2021. "Nowcasting Chilean household consumption with electronic payment data," Working Papers Central Bank of Chile 931, Central Bank of Chile.

    Cited by:

    1. Carlomagno, Guillermo & Eterovic, Nicolás & Hernández-Román, Luis G., 2024. "Disentangling demand and supply inflation shocks from electronic payments data," Economic Modelling, Elsevier, vol. 141(C).

  2. Cobb, Marcus P A, 2017. "Joint Forecast Combination of Macroeconomic Aggregates and Their Components," MPRA Paper 76556, University Library of Munich, Germany.

    Cited by:

    1. Cobb, Marcus P A, 2017. "Forecasting Economic Aggregates Using Dynamic Component Grouping," MPRA Paper 81585, University Library of Munich, Germany.

  3. Marcus Cobb, 2014. "GDP Forecasting Bias due to Aggregation Inaccuracy in a Chain- Linking Framework," Working Papers Central Bank of Chile 721, Central Bank of Chile.

    Cited by:

    1. Cobb, Marcus, 2014. "Explaining GDP Quarterly Growth from its Components in the Context of the Annual Overlap Method: A Comparison of Approaches," MPRA Paper 58022, University Library of Munich, Germany.
    2. Cobb, Marcus, 2014. "Identifying the Sources of Seasonal Effects in an indirectly adjusted Chain-Linked Aggregate: A Framework for the Annual Overlap Method," MPRA Paper 58033, University Library of Munich, Germany.

  4. Cobb, Marcus, 2014. "Explaining GDP Quarterly Growth from its Components in the Context of the Annual Overlap Method: A Comparison of Approaches," MPRA Paper 58022, University Library of Munich, Germany.

    Cited by:

    1. Wolfgang Nierhaus, 2016. "Vorjahrespreisbasis: Aggregation und Wachstumsbeiträge," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 69(11), pages 39-45, June.
    2. Cobb, Marcus, 2014. "Identifying the Sources of Seasonal Effects in an indirectly adjusted Chain-Linked Aggregate: A Framework for the Annual Overlap Method," MPRA Paper 58033, University Library of Munich, Germany.

  5. Marcus Cobb & Maribel Jara, 2013. "Ajuste estacional de series macroeconómicas chilenas," Economic Statistics Series 98, Central Bank of Chile.

    Cited by:

    1. Camila Figueroa & Jorge Fornero & Pablo García, 2019. "Hindsight vs. Real time measurement of the output gap: Implications for the Phillips curve in the Chilean Case," Working Papers Central Bank of Chile 854, Central Bank of Chile.
    2. Cobb, Marcus, 2014. "Identifying the Sources of Seasonal Effects in an indirectly adjusted Chain-Linked Aggregate: A Framework for the Annual Overlap Method," MPRA Paper 58033, University Library of Munich, Germany.
    3. Miguel Fuentes D & Jorge Fornero & Hernán Rubio, 2018. "PIB minero y no minero," Notas de Investigación Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 21(3), pages 094-109, December.

  6. Marcus Cobb, 2013. "Industry Contributions to GDP Quarterly Growth," Economic Statistics Series 100, Central Bank of Chile.

    Cited by:

    1. Wolfgang Nierhaus, 2016. "Vorjahrespreisbasis: Aggregation und Wachstumsbeiträge," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 69(11), pages 39-45, June.
    2. Marcus Cobb, 2014. "GDP Forecasting Bias due to Aggregation Inaccuracy in a Chain- Linking Framework," Working Papers Central Bank of Chile 721, Central Bank of Chile.

  7. Marcus Cobb & Gonzalo Echavarría & Pablo Filippi & Macarena García & Carolina Godoy & Wildo González & Carlos Medel & Marcela Urrutia, 2011. "Short-Term GDP Forecasting Using Bridge Models: a Case for Chile," Working Papers Central Bank of Chile 626, Central Bank of Chile.

    Cited by:

    1. Abdić Ademir & Resić Emina & Abdić Adem & Rovčanin Adnan, 2020. "Nowcasting GDP of Bosnia and Herzegovina: A Comparison of Forecast Accuracy Models," South East European Journal of Economics and Business, Sciendo, vol. 15(2), pages 1-14, December.
    2. Nicolas Chanut & Mario Marcel & Carlos Medel, 2018. "Can Economic Perception Surveys Improve Macroeconomic Forecasting in Chile?," Working Papers Central Bank of Chile 824, Central Bank of Chile.
    3. Víctor Riquelme & Gabriela Riveros, 2018. "Un Indicador Contemporáneo de Actividad (ICA) para Chile," Notas de Investigación Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 21(1), pages 134-149, April.

  8. Marcus Cobb, 2009. "Forecasting Chilean Inflation From Disaggregate Components," Working Papers Central Bank of Chile 545, Central Bank of Chile.

    Cited by:

    1. Medel, Carlos A., 2012. "¿Akaike o Schwarz? ¿Cuál elegir para predecir el PIB chileno? [Akaike or Schwarz? Which One is a Better Predictor of Chilean GDP?]," MPRA Paper 35950, University Library of Munich, Germany.
    2. Leon, Jorge, 2012. "A Disaggregate Model and Second Round Effects for the CPI Inflation in Costa Rica," MPRA Paper 44484, University Library of Munich, Germany, revised 2012.
    3. Rodrigo Alfaro A. & Rodrigo Cifuentes S., 2009. "FinanciaL Stability, Monetary Policy and Central Banking: an Overview," Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 12(2), pages 5-10, August.
    4. Medel, Carlos A., 2012. "How informative are in-sample information criteria to forecasting? the case of Chilean GDP," MPRA Paper 35949, University Library of Munich, Germany.
    5. Pablo Pincheira & Hernán Rubio, 2010. "The Low Predictive Power of Simple Phillips Curves in Chile: A Real-Time Evaluation," Working Papers Central Bank of Chile 559, Central Bank of Chile.
    6. Javier Pereda, 2011. "Estimación de la tasa natural de interés para Perú: un enfoque financiero," Monetaria, CEMLA, vol. 0(4), pages 429-459, octubre-d.
    7. Carlos A. Medel Vera, 2011. "¿Akaike o Schwarz? ¿Cuál utilizar para predecir el PIB chileno?," Monetaria, CEMLA, vol. 0(4), pages 591-615, octubre-d.
    8. David Aikman & Piergiorgio Alessandri & Bruno Eklund & Prasanna Gai & Sujit Kapadia & Elizabeth Martin & Nada Mora & Gabriel Sterne & Matthew Willison, 2009. "Funding Liquidity Risk in a Quantitative Model of Systemic Stability," Working Papers Central Bank of Chile 555, Central Bank of Chile.
    9. Alberto Naudon, 2010. "A Stochastic Assignment Model," Working Papers Central Bank of Chile 558, Central Bank of Chile.
    10. Carlos Medel & Marcela Urrutia, 2010. "Proyección Agregada y Desagregada del PIB Chileno con Procedimientos Automatizados de Series de Tiempo," Working Papers Central Bank of Chile 577, Central Bank of Chile.
    11. Daniel Fernández, 2011. "Suficiencia del capital y previsiones de la banca uruguaya por su exposición al sector industrial," Monetaria, CEMLA, vol. 0(4), pages 517-589, octubre-d.
    12. Pablo Pincheira, 2010. "A Real Time Evaluation of the Central Bank of Chile GDP Growth Forecasts," Working Papers Central Bank of Chile 556, Central Bank of Chile.
    13. Tamara Burdisso & Eduardo Ariel Corso, 2011. "Incertidumbre y dolarización de cartera: el caso argentino en el último medio siglo," Monetaria, CEMLA, vol. 0(4), pages 461-515, octubre-d.

  9. Marcus Cobb & Luis Opazo, 2008. "Microeconomic Evidence of Nominal Wage Rigidity in Chile," Working Papers Central Bank of Chile 496, Central Bank of Chile.

    Cited by:

    1. Ana María Iregui & Ligia Alba Melo & María Teresa Ramírez, 2009. "Formación e incrementos de salarios en Colombia: Un estudio microeconómico a partir de una encuesta a nivel de firma," Borradores de Economia 6286, Banco de la Republica.
    2. Snower, Dennis & Ahrens, Steffen & Pirschel, Inske, 2014. "A Theory of Wage Adjustment under Loss Aversion," CEPR Discussion Papers 10288, C.E.P.R. Discussion Papers.
    3. Cortés, Darwin & Londoño, Diana & Valderrama, Cesar & Soto, Carolina & Amaya, Stephany & Ocampo, Alberto & Ortiz, Irma & Triviño, Gabriela, 2024. "Evaluación de las alternativas óptimas de implementación de la formalización laboral de las y los trabajadores del servicio doméstico en Colombia," Documentos de Trabajo 21321, Universidad del Rosario.
    4. Mrs. Esther Perez Ruiz, 2016. "Outside the Band: Depreciation and Inflation Dynamics in Chile," IMF Working Papers 2016/129, International Monetary Fund.
    5. Sanchez, Rafael, 2010. "Do reductions of standard hours a§ect employment transitions?: Evidence from Chile," Economic Research Papers 271182, University of Warwick - Department of Economics.
    6. Laura Inés D'Amato & Enrique López Enciso & María Teresa Ramírez Giraldo (ed.), 2013. "Dinámica inflacionaria, persistencia y formación de precios y salarios," Investigación Conjunta-Joint Research, Centro de Estudios Monetarios Latinoamericanos, CEMLA, edition 1, volume 1, number 2, December.

  10. Marcus Cobb C. & Andrea Sánchez Y, 2008. "Índice de Avisos de Empleo," Economic Statistics Series 64, Central Bank of Chile.

    Cited by:

    1. Andrés Álvarez & Marc Hofstetter, 2012. "50 Years of Job Vacancies in Colombia: The Case of Bogota, 1960-2010," Documentos CEDE 9799, Universidad de los Andes, Facultad de Economía, CEDE.

Articles

  1. Marcus P. A. Cobb, 2020. "Aggregate density forecasting from disaggregate components using Bayesian VARs," Empirical Economics, Springer, vol. 58(1), pages 287-312, January.

    Cited by:

    1. Christian Glocker & Serguei Kaniovski, 2022. "Macroeconometric forecasting using a cluster of dynamic factor models," Empirical Economics, Springer, vol. 63(1), pages 43-91, July.
    2. Chalmovianský, Jakub & Porqueddu, Mario & Sokol, Andrej, 2020. "Weigh(t)ing the basket: aggregate and component-based inflation forecasts for the euro area," Working Paper Series 2501, European Central Bank.

  2. Marcus Cobb, 2012. "Evolución de Precios según Nivel de Ingresos," Notas de Investigación Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 15(3), pages 96-106, December.

    Cited by:

    1. Andrea Bentancor & Pablo Pincheira, 2014. "The Long-Term Divergence Between Your CPI and Mine, The Case of Chile," Working Papers Central Bank of Chile 736, Central Bank of Chile.
    2. Carlos Madeira & Leonardo Salazar, 2023. "The Impact of Monetary Policy on a Labor Market with Heterogeneous Workers: The Case of Chile," Working Papers Central Bank of Chile 980, Central Bank of Chile.

  3. Marcus Cobb C. & Luis Opazo R, 2010. "Microeconomic Evidence of Nominal Wage Rigidities in Chile," Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 13(1), pages 23-37, April.

    Cited by:

    1. W.F. Maloney & D. Lederman & J. Messina, 2011. "The Fall of Wage Flexibility," World Bank Publications - Reports 23575, The World Bank Group.

  4. Marcus Cobb C. & Carlos A. Medel V., 2010. "Una Estimación del Impacto del Efecto Calendario en Series Desestacionalizadas Chilenas de Actividad y Demanda," Notas de Investigación Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 13(3), pages 95-103, December.

    Cited by:

    1. Medel, Carlos A., 2012. "How informative are in-sample information criteria to forecasting? the case of Chilean GDP," MPRA Paper 35949, University Library of Munich, Germany.

Chapters

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More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 11 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-MAC: Macroeconomics (10) 2011-06-18 2014-02-02 2014-02-15 2014-08-28 2014-09-05 2017-02-26 2017-02-26 2017-10-01 2018-10-01 2020-05-18. Author is listed
  2. NEP-FOR: Forecasting (7) 2011-06-18 2014-02-15 2017-02-26 2017-02-26 2017-10-01 2018-10-01 2020-05-18. Author is listed
  3. NEP-ETS: Econometric Time Series (3) 2017-02-26 2017-02-26 2018-10-01
  4. NEP-ECM: Econometrics (2) 2017-02-26 2017-02-26
  5. NEP-ORE: Operations Research (2) 2017-02-26 2017-10-01
  6. NEP-CBA: Central Banking (1) 2011-06-18
  7. NEP-PAY: Payment Systems and Financial Technology (1) 2022-09-05
  8. NEP-SOG: Sociology of Economics (1) 2014-02-15

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