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Marco Morales

Personal Details

First Name:Marco
Middle Name:
Last Name:Morales
Suffix:
RePEc Short-ID:pmo327

Affiliation

(50%) Facultad de Economía y Empresa
Universidad Diego Portales

Santiago, Chile
http://www.fee.udp.cl/

:


RePEc:edi:feudpcl (more details at EDIRC)

(50%) Departamento de Economía
Facultad de Economía y Empresa
Universidad Diego Portales

Santiago, Chile
http://www.economia.udp.cl/

: +56(2) 213-0177
+56(2)676-2202
Santa Clara 797, Huechuruba, Santiago
RePEc:edi:deudpcl (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Marco Morales & Carola Moreno & Camilo Vio, 2014. "Foreign Shocks on Chilean Financial Markets: Spillovers and Comovements Between Bonds and Equity Markets," Working Papers Central Bank of Chile 724, Central Bank of Chile.
  2. María José Melendez & Marco Morales & Guillermo Yáñez, 2010. "Transmisión de Shocks y Acoplamiento con Mercados Accionarios Externos: Efectos Asimétricos y Quiebre Estructural," Working Papers 11, Facultad de Economía y Empresa, Universidad Diego Portales.
  3. Guillermo Larraín & Marco Morales, 2010. "The Chilean Electronic Market for Annuities (SCOMP):Reducing Information Asymmetries and Improving Competition," Working Papers 5, Facultad de Economía y Empresa, Universidad Diego Portales.
  4. Morales, Marco, 2009. "Determinants of Ownership Concentration and Tender Offer Law in the Chilean Stock Market," Serie de Documentos de Trabajo 01, Superintendencia de Valores y Seguros.
  5. Rodrigo Fuentes, Marco Morales, 2007. "Measuring TFP: A Latent Variable Approach," Working Papers Central Bank of Chile 419, Central Bank of Chile.
  6. Rocha, Roberto & Morales, Marco & Thorburn, Craig, 2006. "An empirical analysis of the annuity rate in Chile," Policy Research Working Paper Series 3929, The World Bank.
  7. Thorburn, Craig & Rocha, Roberto & Morales, Marco, 2006. "An analysis of money's worth ratios in Chile," Policy Research Working Paper Series 3926, The World Bank.

Articles

  1. Marco Morales & Guillermo Larraín, 2017. "The Chilean Electronic Market for Annuities (SCOMP): Reducing Information Asymmetries and Improving Competition," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, vol. 42(3), pages 389-405, July.
  2. Marco Morales, 2014. "Cointegration testing under structural change: reducing size distortions and improving power of residual based tests," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 23(2), pages 265-282, June.
  3. Morales, Marco & Meléndez, María José & Ramírez, Vanessa, 2013. "Determinantes de la concentración de la propiedad en el mercado de valores chileno," Revista CEPAL, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL), August.
  4. Morales, Marco & Meléndez, María José & Ramírez, Vanessa, 2013. "Determinants of ownership concentration in the Chilean stock market," Revista CEPAL, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL), August.
  5. Fuentes, J. Rodrigo & Morales, Marco, 2011. "On The Measurement Of Total Factor Productivity: A Latent Variable Approach," Macroeconomic Dynamics, Cambridge University Press, vol. 15(02), pages 145-159, April.
  6. María José Meléndez C. & Marco Morales S. / G & Guillermo Yáñez C., 2011. "Shock Transmission and Coupling with External Stock Markets: Assymetric Effects and Structural Break," Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 14(3), pages 41-56, December.
  7. Marco Morales, 2010. "The real yield curve and macroeconomic factors in the Chilean economy," Applied Economics, Taylor & Francis Journals, vol. 42(27), pages 3533-3545.
  8. Marco Morales, 2010. "Lag order selection for an optimal autoregressive covariance matrix estimator," Journal of Applied Statistics, Taylor & Francis Journals, vol. 37(5), pages 739-748.
  9. Rocha, Roberto & Morales, Marco & Thorburn, Craig, 2008. "An empirical analysis of the annuity rate in Chile," Journal of Pension Economics and Finance, Cambridge University Press, vol. 7(01), pages 95-119, March.
  10. Thorburn, Craig & Rocha, Roberto & Morales, Marco, 2007. "An analysis of money's worth ratios in Chile," Journal of Pension Economics and Finance, Cambridge University Press, vol. 6(03), pages 287-312, November.

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. Marco Morales & Carola Moreno & Camilo Vio, 2014. "Foreign Shocks on Chilean Financial Markets: Spillovers and Comovements Between Bonds and Equity Markets," Working Papers Central Bank of Chile 724, Central Bank of Chile.

    Cited by:

    1. Bárbara Ulloa & Carlos Saavedra & Carola Moreno, 2015. "A Microstructure Approach to Gross Portfolio Inflows. The Case of Chile," Working Papers Central Bank of Chile 760, Central Bank of Chile.

  2. María José Melendez & Marco Morales & Guillermo Yáñez, 2010. "Transmisión de Shocks y Acoplamiento con Mercados Accionarios Externos: Efectos Asimétricos y Quiebre Estructural," Working Papers 11, Facultad de Economía y Empresa, Universidad Diego Portales.

    Cited by:

    1. Marco Morales & Carola Moreno & Camilo Vio, 2014. "Foreign Shocks on Chilean Financial Markets: Spillovers and Comovements Between Bonds and Equity Markets," Working Papers Central Bank of Chile 724, Central Bank of Chile.

  3. Guillermo Larraín & Marco Morales, 2010. "The Chilean Electronic Market for Annuities (SCOMP):Reducing Information Asymmetries and Improving Competition," Working Papers 5, Facultad de Economía y Empresa, Universidad Diego Portales.

    Cited by:

    1. Clara Busana & Antonio Salera, 2014. "Riforme del welfare state ed equità," ECONOMIA E SOCIETÀ REGIONALE, FrancoAngeli Editore, vol. 2014(1), pages 215-222.
    2. Alcalde, Pilar & Vial, Bernardita, 2016. "Willingness to Pay for Firm Reputation: Paying for Risk Rating in the Annuity Market," MPRA Paper 68993, University Library of Munich, Germany.

  4. Rodrigo Fuentes, Marco Morales, 2007. "Measuring TFP: A Latent Variable Approach," Working Papers Central Bank of Chile 419, Central Bank of Chile.

    Cited by:

    1. Monique Reid & Gideon du Rand, 2013. "A sticky information Phillips curve for South Africa," Working Papers 22/2013, Stellenbosch University, Department of Economics.

  5. Rocha, Roberto & Morales, Marco & Thorburn, Craig, 2006. "An empirical analysis of the annuity rate in Chile," Policy Research Working Paper Series 3929, The World Bank.

    Cited by:

    1. Feyen, Erik & Lester, Rodney & Rocha, Roberto, 2011. "What drives the development of the insurance sector ? an empirical analysis based on a panel of developed and developing countries," Policy Research Working Paper Series 5572, The World Bank.
    2. Jaime Casassus & Eduardo Walker, 2013. "Adjusted Money's Worth Ratios in Life Annuities," Documentos de Trabajo 434, Instituto de Economia. Pontificia Universidad Católica de Chile..
    3. Guillermo Larrain & Simon Ballesteros & Sebastián Garci, 2017. "Longevidad y Pensiones: una Propuesta de Seguro para la Cuarta Edad," Working Papers wp441, University of Chile, Department of Economics.
    4. Thorburn, Craig & Rocha, Roberto & Morales, Marco, 2006. "An analysis of money's worth ratios in Chile," Policy Research Working Paper Series 3926, The World Bank.
    5. Guillermo Larraín & Marco Morales, 2010. "The Chilean Electronic Market for Annuities (SCOMP):Reducing Information Asymmetries and Improving Competition," Working Papers 5, Facultad de Economía y Empresa, Universidad Diego Portales.
    6. Ferro, Gustavo, 2008. "Un impulso al mercado de rentas vitalicias en España
      [Promoting the annuities market in Spain]
      ," MPRA Paper 20211, University Library of Munich, Germany, revised Jul 2008.
    7. Ferro, Gustavo, 2008. "On annuities: an overview of the issues," MPRA Paper 20209, University Library of Munich, Germany, revised Oct 2009.

  6. Thorburn, Craig & Rocha, Roberto & Morales, Marco, 2006. "An analysis of money's worth ratios in Chile," Policy Research Working Paper Series 3926, The World Bank.

    Cited by:

    1. Rocha, Roberto & Morales, Marco & Thorburn, Craig, 2008. "An empirical analysis of the annuity rate in Chile," Journal of Pension Economics and Finance, Cambridge University Press, vol. 7(01), pages 95-119, March.
    2. Jaime Casassus & Eduardo Walker, 2013. "Adjusted Money's Worth Ratios in Life Annuities," Documentos de Trabajo 434, Instituto de Economia. Pontificia Universidad Católica de Chile..
    3. Charles Sutcliffe, 2013. "Trading Death: The Implications of Annuity Replication for the Annuity Puzzle, Arbitrage, Speculation and Portfolios," ICMA Centre Discussion Papers in Finance icma-dp2013-06, Henley Business School, Reading University.
    4. Fong Joelle H. & Lemaire Jean & Tse Yiu K., 2014. "Improving Money’s Worth Ratio Calculations: The Case of Singapore’s Pension Annuities," Asia-Pacific Journal of Risk and Insurance, De Gruyter, vol. 8(1), pages 1-26, March.
    5. Guillermo Larraín & Marco Morales, 2010. "The Chilean Electronic Market for Annuities (SCOMP):Reducing Information Asymmetries and Improving Competition," Working Papers 5, Facultad de Economía y Empresa, Universidad Diego Portales.
    6. Ferro, Gustavo, 2008. "Un impulso al mercado de rentas vitalicias en España
      [Promoting the annuities market in Spain]
      ," MPRA Paper 20211, University Library of Munich, Germany, revised Jul 2008.
    7. Cecilia Dassatti & Rodrigo Lluberas, 2016. "The costs of annuitizing," Documentos de trabajo 2016004, Banco Central del Uruguay.
    8. Ferro, Gustavo, 2008. "On annuities: an overview of the issues," MPRA Paper 20209, University Library of Munich, Germany, revised Oct 2009.

Articles

  1. Marco Morales & Guillermo Larraín, 2017. "The Chilean Electronic Market for Annuities (SCOMP): Reducing Information Asymmetries and Improving Competition," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, vol. 42(3), pages 389-405, July.
    See citations under working paper version above.
  2. Fuentes, J. Rodrigo & Morales, Marco, 2011. "On The Measurement Of Total Factor Productivity: A Latent Variable Approach," Macroeconomic Dynamics, Cambridge University Press, vol. 15(02), pages 145-159, April.

    Cited by:

    1. Ashraf, Ayesha & Herzer, Dierk & Nunnenkamp, Peter, 2014. "The Effects of Greenfield FDI and Cross-border M&As on Total Factor Productivity," MPRA Paper 65060, University Library of Munich, Germany, revised 17 Mar 2015.
    2. Michael Donadelli & Vahid Mojtahed & Antonio Paradiso, 2015. "Technological Progress, Investment Frictions and Business Cycle: New Insights from a Neoclassical Growth Model," Working Papers LuissLab 15119, Dipartimento di Economia e Finanza, LUISS Guido Carli.
    3. Aroca, Patricio & Garrido, Nicolás, 2017. "Sectoral breakdown of total factor productivity in Chile, 1996-2010," Revista CEPAL, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL), August.
    4. Sturla Furunes Kvamsdal, 2016. "Technical Change as a Stochastic Trend in a Fisheries Model," Marine Resource Economics, University of Chicago Press, vol. 31(4), pages 403-419.

  3. Marco Morales, 2010. "The real yield curve and macroeconomic factors in the Chilean economy," Applied Economics, Taylor & Francis Journals, vol. 42(27), pages 3533-3545.

    Cited by:

    1. Bautista, Rafaél & Riáscos, Álvaro & Suárez, Nicolás, 2007. "La aplicación de un modelo de factores a las curvas de rendimiento del mercado de deuda pública colombiano," Galeras. Working Papers Series 014, Universidad de Los Andes. Facultad de Administración. School of Management.
    2. Rodrigo Alfaro, 2009. "The Yield Curve Under Nelson-Siegel," Working Papers Central Bank of Chile 531, Central Bank of Chile.
    3. Rodrigo Alfaro & Antonio Fernandois & Andrés Sagner, 2018. "Expectativas Financieras y Tasas Forward en Chile," Working Papers Central Bank of Chile 814, Central Bank of Chile.
    4. Alfaro, Rodrigo & Becerra, Juan Sebastian & Sagner, Andres, 2010. "Estimación de la estructura de tasas utilizando el modelo Dinámico Nelson Siegel: resultados para Chile y EEUU
      [The Dynamic Nelson-Siegel model: empirical results for Chile and US]
      ," MPRA Paper 25912, University Library of Munich, Germany, revised 23 Jun 2010.
    5. Luis Ceballos & Alberto Naudon & Damián Romero, 2015. "Nominal Term Structure and Term Premia: Evidence from Chile," Working Papers Central Bank of Chile 752, Central Bank of Chile.
    6. J.Marcelo Ochoa, 2006. "An interpretation of an affine term structure model of Chile," Estudios de Economia, University of Chile, Department of Economics, vol. 33(2 Year 20), pages 155-184, December.
    7. Samuel Carrasco & Luis Ceballos & Jessica Mena, 2016. "Estimación de la estructura de tasas de interés en Chile," Notas de Investigación Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 19(1), pages 58-75, April.
    8. Krishna Prasanna & Subramaniam Sowmya, 2017. "Yield curve in India and its interactions with the US bond market," International Economics and Economic Policy, Springer, vol. 14(2), pages 353-375, April.

  4. Marco Morales, 2010. "Lag order selection for an optimal autoregressive covariance matrix estimator," Journal of Applied Statistics, Taylor & Francis Journals, vol. 37(5), pages 739-748.

    Cited by:

    1. Jie Ding & Vahid Tarokh & Yuhong Yang, 2015. "Bridging AIC and BIC: a new criterion for autoregression," Papers 1508.02473, arXiv.org, revised Aug 2016.

  5. Rocha, Roberto & Morales, Marco & Thorburn, Craig, 2008. "An empirical analysis of the annuity rate in Chile," Journal of Pension Economics and Finance, Cambridge University Press, vol. 7(01), pages 95-119, March.
    See citations under working paper version above.
  6. Thorburn, Craig & Rocha, Roberto & Morales, Marco, 2007. "An analysis of money's worth ratios in Chile," Journal of Pension Economics and Finance, Cambridge University Press, vol. 6(03), pages 287-312, November.
    See citations under working paper version above.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

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 4 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-FMK: Financial Markets (3) 2006-06-03 2006-06-10 2014-05-04
  2. NEP-IAS: Insurance Economics (2) 2006-06-03 2006-06-10
  3. NEP-LAM: Central & South America (2) 2006-06-03 2006-06-10
  4. NEP-CFN: Corporate Finance (1) 2009-07-03
  5. NEP-FIN: Finance (1) 2006-06-10
  6. NEP-IFN: International Finance (1) 2014-05-04

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