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Michael Pedersen

Personal Details

First Name:Michael
Middle Name:
Last Name:Pedersen
Suffix:
RePEc Short-ID:ppe219
Terminal Degree: Department of Economics; European University Institute (from RePEc Genealogy)

Affiliation

Banco Central de Chile

Santiago, Chile
http://www.bcentral.cl/

: (562) 670 2000
(562) 698 4847
Casilla No967, Santiago
RePEc:edi:bccgvcl (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Editorship

Working papers

  1. Camila Figueroa & Michael Pedersen, 2019. "Extracting Information of the Economic Activity from Business and Consumer Surveys in an Emerging Economy (Chile)," Working Papers Central Bank of Chile 832, Central Bank of Chile.
  2. Camila Figueroa & Michael Pedersen, 2017. "Forecasting Demand for Denominations of Chilean Coins and Banknotes," Working Papers Central Bank of Chile 799, Central Bank of Chile.
  3. Michael Pedersen, 2016. "Pass-Through, Expectations, and Risks. What Affects Chilean Banks’ Interest Rates?," Working Papers Central Bank of Chile 780, Central Bank of Chile.
  4. Emiliano Luttini & Michael Pedersen, 2015. "Bank's Price Setting and Lending Maturity: Evidence from an Inflation- Targeting Economy," Working Papers Central Bank of Chile 762, Central Bank of Chile.
  5. Michael Pedersen, 2015. "The Impact of Commodity Price Shocks in a Major Producing Economy. The Case of Copper and Chile," Working Papers Central Bank of Chile 753, Central Bank of Chile.
  6. Carlos Medel & Michael Pedersen & Pablo Pincheira, 2014. "The Elusive Predictive Ability of Global Inflation," Working Papers Central Bank of Chile 725, Central Bank of Chile.
  7. Rodrigo Caputo & Gustavo Leyva & Michael Pedersen, 2014. "The Changing Nature of Real Exchange Rate Fluctuations. New Evidence for Inflation-Targeting Countries," Working Papers Central Bank of Chile 730, Central Bank of Chile.
  8. Michael Pedersen, 2013. "What Affects the Predictions of Private Forecasters? The Role of Central Bank Forecasts," Working Papers Central Bank of Chile 686, Central Bank of Chile.
  9. Michael Pedersen & Miguel Ricaurte, 2013. "Efectos de Shocks al Precio del Petróleo sobre la Economía de Chile y sus Socios Comerciales," Working Papers Central Bank of Chile 691, Central Bank of Chile.
  10. Michael Pedersen, 2011. "Propagation of Shocks to Food and Energy Prices: an International Comparison," Working Papers Central Bank of Chile 648, Central Bank of Chile.
  11. Michael Pedersen, 2010. "Extracting GDP Signals From the Monthly Indicator of Economic Activity: Evidence From Chilean Real-Time Data," Working Papers Central Bank of Chile 595, Central Bank of Chile.
  12. Michael Pedersen, 2010. "Propagation of Inflationary Shocks in Chile and an International Comparison of Progagation of Shocks to food and Energy Prices," Working Papers Central Bank of Chile 566, Central Bank of Chile.
  13. Michael Pedersen, 2010. "Una nota introductoria a la encuesta de Expectativas Económicas," Economic Statistics Series 82, Central Bank of Chile.
  14. Michael Pedersen & Hernán Rubio & Carlos Saavedra, 2009. "Empalme de subclases del IPC de Chile Series mensuales 1989-2008," Economic Statistics Series 79, Central Bank of Chile.
  15. J. Sebastián Becerra & Luis Ceballos & Felipe Córdova & Michael Pedersen, 2009. "Pass-through of Large Changes in Monetary Policy Rate – Evidence for Chile," Working Papers Central Bank of Chile 522, Central Bank of Chile.
  16. Felipe Córdova & María Carolina Grünwald & Michael Pedersen, 2008. "Alternative Measures of Core Inflation in Chile," Working Papers Central Bank of Chile 471, Central Bank of Chile.
  17. Gallardo, Mauricio & Pedersen, Michael, 2008. "Encuestas de opinión empresarial del sector industrial en América Latina," Estudios Estadísticos 64, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL).
  18. Gallardo, Mauricio & Pedersen, Michael, 2007. "Un sistema de indicadores líderes compuestos para la región de América Latina," Estudios Estadísticos 51, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL).
  19. Gallardo, Mauricio & Pedersen, Michael, 2007. "Indicadores líderes compuestos: resumen de metodologías de referencia para construir un indicador regional en América Latina," Estudios Estadísticos 49, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL).
  20. Michael Pedersen, 2006. "An Alternative Measure of Core Inflation," Working Papers Central Bank of Chile 366, Central Bank of Chile.
  21. Michael PEDERSEN, 2002. "Finding Evidence of Stock Market Integration Applying a CAPM or Testing for Common Stochastic Trends. Is there a Connection?," Economics Working Papers ECO2002/17, European University Institute.
  22. Michael PEDERSEN, 2002. "Does the Purchasing Power Parity Hold Within the US?," Economics Working Papers ECO2002/18, European University Institute.
  23. Michael PEDERSEN, "undated". "Propagation of Inflationary Shocks," EcoMod2010 259600129, EcoMod.

Articles

  1. Pedersen, Michael, 2019. "Anomalies in macroeconomic prediction errors–evidence from Chilean private forecasters," International Journal of Forecasting, Elsevier, vol. 35(3), pages 1100-1107.
  2. Pedersen, Michael, 2018. "Credit risk and monetary pass-through—Evidence from Chile," Journal of Financial Stability, Elsevier, vol. 36(C), pages 144-158.
  3. Michael Pedersen, 2016. "Propagation of inflationary shocks in Chile," Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 19(3), pages 004-025, December.
  4. Carlos A. Medel & Michael Pedersen & Pablo M. Pincheira, 2016. "The Elusive Predictive Ability of Global Inflation," International Finance, Wiley Blackwell, vol. 19(2), pages 120-146, June.
  5. Pedersen, Michael, 2015. "What affects the predictions of private forecasters? The role of central bank forecasts in Chile," International Journal of Forecasting, Elsevier, vol. 31(4), pages 1043-1055.
  6. Michael Pedersen, 2015. "Propagation of Shocks to Food and Energy Prices: A Cross-Country Analysis," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 65(4), pages 272-289, August.
  7. Michael Pedersen & Miguel Ricaurte B., 2014. "Effects of Oil-Price Shocks on The Economies Of Chile and Its Trading Partners," Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 17(1), pages 38-65, April.
  8. Michael Pedersen, 2013. "Extracting GDP signals from the monthly indicator of economic activity: Evidence from Chilean real-time data," OECD Journal: Journal of Business Cycle Measurement and Analysis, OECD Publishing, Centre for International Research on Economic Tendency Surveys, vol. 2013(1), pages 1-16.
  9. Carlos A. Medel V. & Michael Pedersen, 2010. "Incertidumbre en las Series Desestacionalizadas de Actividad y Demanda en Chile," Notas de Investigación Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 13(1), pages 63-72, April.
  10. Juan Sebastián Becerra C. & Luis Ceballos S. & Felipe Córdova F. & Michael Pedersen, 2010. "Market Interest Rate Dynamics in Times of Financial Turmoil," Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 13(1), pages 5-22, April.
  11. Michael Pedersen, 2009. "Ponderaciones y la Tasa de Inflación en Chile," Notas de Investigación Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 12(1), pages 117-120, April.
  12. Michael Pedersen, 2009. "An Alternative Core Inflation Measure," German Economic Review, Verein für Socialpolitik, vol. 10, pages 139-164, May.
  13. Michael Pedersen, 2009. "Un indicador líder compuesto para la actividad económica en Chile," Monetaria, Centro de Estudios Monetarios Latinoamericanos, CEMLA, vol. 0(2), pages 181-208, abril-jun.

Editorship

  1. Notas de Investigación Journal Economía Chilena (The Chilean Economy), Central Bank of Chile.

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. Emiliano Luttini & Michael Pedersen, 2015. "Bank's Price Setting and Lending Maturity: Evidence from an Inflation- Targeting Economy," Working Papers Central Bank of Chile 762, Central Bank of Chile.

    Cited by:

    1. Michael Pedersen, 2016. "Pass-Through, Expectations, and Risks. What Affects Chilean Banks’ Interest Rates?," Working Papers Central Bank of Chile 780, Central Bank of Chile.

  2. Carlos Medel & Michael Pedersen & Pablo Pincheira, 2014. "The Elusive Predictive Ability of Global Inflation," Working Papers Central Bank of Chile 725, Central Bank of Chile.

    Cited by:

    1. Duncan, Roberto & Martínez-García, Enrique, 2019. "New perspectives on forecasting inflation in emerging market economies: An empirical assessment," International Journal of Forecasting, Elsevier, vol. 35(3), pages 1008-1031.
    2. Jonathan Kearns, 2016. "Global inflation forecasts," BIS Working Papers 582, Bank for International Settlements.
    3. Pincheira, Pablo, 2017. "A Power Booster Factor for Out-of-Sample Tests of Predictability," MPRA Paper 77027, University Library of Munich, Germany.
    4. Dellas, Harris & Gibson, Heather D. & Hall, Stephen G. & Tavlas, George S., 2018. "The macroeconomic and fiscal implications of inflation forecast errors," Journal of Economic Dynamics and Control, Elsevier, vol. 93(C), pages 203-217.
    5. Mikael Juselius & Előd Takáts, 2018. "The enduring link between demography and inflation," BIS Working Papers 722, Bank for International Settlements.
    6. Juan Carlos Berganza & Pedro del Río & Fructuoso Borrallo, 2016. "Determinants and implications of low global inflation rates," Occasional Papers 1608, Banco de España;Occasional Papers Homepage.
    7. Nyoni, Thabani & Nathaniel, Solomon Prince, 2018. "Modeling rates of inflation in Nigeria: an application of ARMA, ARIMA and GARCH models," MPRA Paper 91351, University Library of Munich, Germany.
    8. Carlos Medel, 2016. "Un Análisis de la Capacidad Predictiva del Precio del Cobre sobre la Inflación Global," Working Papers Central Bank of Chile 786, Central Bank of Chile.
    9. Friedrich, Christian, 2016. "Global inflation dynamics in the post-crisis period: What explains the puzzles?," Economics Letters, Elsevier, vol. 142(C), pages 31-34.
    10. S. Béreau & V. Faubert & K. Schmidt, 2018. "Explaining and Forecasting Euro Area Inflation: the Role of Domestic and Global Factors," Working papers 663, Banque de France.

  3. Michael Pedersen, 2013. "What Affects the Predictions of Private Forecasters? The Role of Central Bank Forecasts," Working Papers Central Bank of Chile 686, Central Bank of Chile.

    Cited by:

    1. Medel, Carlos A., 2017. "Forecasting Chilean Inflation with the Hybrid New Keynesian Phillips Curve: Globalisation, Combination, and Accuracy," MPRA Paper 78439, University Library of Munich, Germany.

  4. Michael Pedersen & Miguel Ricaurte, 2013. "Efectos de Shocks al Precio del Petróleo sobre la Economía de Chile y sus Socios Comerciales," Working Papers Central Bank of Chile 691, Central Bank of Chile.

    Cited by:

    1. Luis Eduardo Arango Thomas & Ximena Chavarro & Eliana González, 2015. "Commodity Price Shocks and Inflation within an Optimal Monetary Policy Framwork: the case of Colombia," Monetaria, Centro de Estudios Monetarios Latinoamericanos, CEMLA, vol. 0(2), pages 203-249, July-Dece.
    2. Eduardo Saucedo & Jorge González, 2019. "Efecto de los precios del petróleo en la actividad económica sectorial de México. Análisis para el periodo 2002-2018," Remef - The Mexican Journal of Economics and Finance, Instituto Mexicano de Ejecutivos de Finanzas. Remef, vol. 14(2), pages 221-243, Abril-Jun.
    3. Michael Pedersen, 2016. "Propagation of inflationary shocks in Chile," Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 19(3), pages 004-025, December.

  5. Michael Pedersen, 2011. "Propagation of Shocks to Food and Energy Prices: an International Comparison," Working Papers Central Bank of Chile 648, Central Bank of Chile.

    Cited by:

    1. José de Gregorio, 2012. "Commodity Prices, Monetary Policy and Inflation," Working Papers wp359, University of Chile, Department of Economics.
    2. Pierre-Richard Agénor & Luiz A. Pereira da Silva, 2013. "Inflation Targeting and Financial Stability: A Perspective from the Developing World," Working Papers Series 324, Central Bank of Brazil, Research Department.
    3. Robert G Murphy & Adam Rohde, 2018. "Rational Bias in Inflation Expectations," Eastern Economic Journal, Palgrave Macmillan;Eastern Economic Association, vol. 44(1), pages 153-171, January.
    4. John Baffes & M. Ayhan Kose & Franziska Ohnsorge & Marc Stocker, 2015. "The Great Plunge in Oil Prices: Causes, Consequences, and Policy Responses," Policy Research Notes (PRNs) 94725, The World Bank.
    5. Gert Peersman, 2018. "International Food Commodity Prices and Missing (Dis)Inflation in the Euro Area," CESifo Working Paper Series 7338, CESifo Group Munich.
    6. Jasmien De Winne & Gert Peersman, 2016. "Macroeconomic Effects of Disruptions in Global Food Commodity Markets: Evidence for the United States," CESifo Working Paper Series 6193, CESifo Group Munich.
    7. Michael Pedersen & Miguel Ricaurte B., 2014. "Effects of Oil-Price Shocks on The Economies Of Chile and Its Trading Partners," Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 17(1), pages 38-65, April.

  6. Michael Pedersen, 2010. "Extracting GDP Signals From the Monthly Indicator of Economic Activity: Evidence From Chilean Real-Time Data," Working Papers Central Bank of Chile 595, Central Bank of Chile.

    Cited by:

    1. Pedersen, Michael, 2015. "What affects the predictions of private forecasters? The role of central bank forecasts in Chile," International Journal of Forecasting, Elsevier, vol. 31(4), pages 1043-1055.
    2. Deicy J. Cristiano & Manuel D. Hernández & José David Pulido, 2012. "Pronósticos de corto plazo en tiempo real para la actividad económica colombiana," BORRADORES DE ECONOMIA 009827, BANCO DE LA REPÚBLICA.
    3. Yutaka Kurihara, 2016. "Can the Disparity between GDP and GDP Forecast Cause Economic Instability? The Recent Japanese Case," International Journal of Economics and Financial Research, Academic Research Publishing Group, vol. 2(8), pages 155-160, 08-2016.
    4. Porshakov, Alexey & Deryugina, Elena & Ponomarenko, Alexey & Sinyakov, Andrey, 2015. "Nowcasting and short-term forecasting of Russian GDP with a dynamic factor model," BOFIT Discussion Papers 19/2015, Bank of Finland, Institute for Economies in Transition.
    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. Michael Pedersen, 2013. "What Affects the Predictions of Private Forecasters? The Role of Central Bank Forecasts," Working Papers Central Bank of Chile 686, Central Bank of Chile.
    7. 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. Bhattacharya, Rudrani & Pandey, Radhika & Veronese, Giovanni, 2011. "Tracking India Growth in Real Time," Working Papers 11/90, National Institute of Public Finance and Policy.
    9. 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.

  7. Michael Pedersen, 2010. "Propagation of Inflationary Shocks in Chile and an International Comparison of Progagation of Shocks to food and Energy Prices," Working Papers Central Bank of Chile 566, Central Bank of Chile.

    Cited by:

    1. R. G Gelos & Yulia Ustyugova, 2012. "Inflation Responses to Commodity Price Shocks; How and Why Do Countries Differ?," IMF Working Papers 12/225, International Monetary Fund.
    2. Michael Pedersen, 2011. "Propagation of Shocks to Food and Energy Prices: an International Comparison," Working Papers Central Bank of Chile 648, Central Bank of Chile.
    3. Michael Pedersen, 2015. "Propagation of Shocks to Food and Energy Prices: A Cross-Country Analysis," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 65(4), pages 272-289, August.

  8. Michael Pedersen, 2010. "Una nota introductoria a la encuesta de Expectativas Económicas," Economic Statistics Series 82, Central Bank of Chile.

    Cited by:

    1. Pedersen, Michael, 2015. "What affects the predictions of private forecasters? The role of central bank forecasts in Chile," International Journal of Forecasting, Elsevier, vol. 31(4), pages 1043-1055.
    2. Carlos Medel, 2018. "Econometric Analysis on Survey-data-based Anchoring of Inflation Expectations in Chile," Working Papers Central Bank of Chile 825, Central Bank of Chile.
    3. Michael Pedersen, 2013. "What Affects the Predictions of Private Forecasters? The Role of Central Bank Forecasts," Working Papers Central Bank of Chile 686, Central Bank of Chile.
    4. Pablo Pincheira, 2012. "A Joint Test of Superior Predictive Ability for Chilean Inflation Forecasts," Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 15(3), pages 04-39, December.
    5. Pincheira, Pablo & Neumann, Federico, 2018. "Can we beat the Random Walk? The case of survey-based exchange rate forecasts in Chile," MPRA Paper 90432, University Library of Munich, Germany.
    6. Valdivia, Daney & Loayza, Lilian, 2010. "Adopción de metas de inflación y su impacto en las expectativas de inflación y volatilidad del crecimiento económico: evidencia empírica para Bolivia
      [Inflation targeting and its impact on the infl
      ," MPRA Paper 37328, University Library of Munich, Germany, revised 25 Aug 2011.

  9. Michael Pedersen & Hernán Rubio & Carlos Saavedra, 2009. "Empalme de subclases del IPC de Chile Series mensuales 1989-2008," Economic Statistics Series 79, Central Bank of Chile.

    Cited by:

    1. Chiara Peroni, 2012. "Testing linearity in term structures," Applied Financial Economics, Taylor & Francis Journals, vol. 22(8), pages 651-666, April.
    2. Michael Pedersen, 2016. "Propagation of inflationary shocks in Chile," Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 19(3), pages 004-025, December.
    3. Michael Pedersen, 2015. "Propagation of Shocks to Food and Energy Prices: A Cross-Country Analysis," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 65(4), pages 272-289, August.

  10. Gallardo, Mauricio & Pedersen, Michael, 2008. "Encuestas de opinión empresarial del sector industrial en América Latina," Estudios Estadísticos 64, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL).

    Cited by:

    1. Gómez Cardona, Sebastián & Jaramillo, Alberto, 2009. "¿Es la coyuntura económica un resultado de las expectativas empresariales? Análisis de la EOIC 1990-2008," Perfil de Coyuntura Económica, Universidad de Antioquia - CIE, November.
    2. Jimenez Polanco, Miguel A. & Ramírez Escoboza, Merlym, 2015. "Predicción de la Actividad Económica a Partir de Indicadores de las Encuestas de Opinión Empresarial: Evidencia para República Dominicana
      [Forecasting Economic Activity using Manufacturing Opinion
      ," MPRA Paper 75861, University Library of Munich, Germany.

  11. Gallardo, Mauricio & Pedersen, Michael, 2007. "Un sistema de indicadores líderes compuestos para la región de América Latina," Estudios Estadísticos 51, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL).

    Cited by:

    1. Herman Kamil & Jose David Pulido & Jose Luis Torres, 2010. "El "IMACO": un índice mensual líder de la actividad económica en Colombia," Borradores de Economia 609, Banco de la Republica de Colombia.
    2. Herman Kamil & José David Pulido & José Luis Torres, 2010. "El "IMACO": un índice mensual de la actividad económica en Colombia," Monetaria, Centro de Estudios Monetarios Latinoamericanos, CEMLA, vol. 0(4), pages 495-548, octubre-d.
    3. Desirée Castrillo R. & Carlos Mora G. & Carlos Torres G., 2010. "Mecanismos de transmisión de la política monetaria en Costa Rica: periodo 1991-2007," Monetaria, Centro de Estudios Monetarios Latinoamericanos, CEMLA, vol. 0(4), pages 549-599, octubre-d.
    4. Marco Antonio Laguna Vargas, 2010. "Características de la inflación importada en Bolivia: ¿puede contenerse con política cambiaria?," Monetaria, Centro de Estudios Monetarios Latinoamericanos, CEMLA, vol. 0(4), pages 463-493, octubre-d.

  12. Gallardo, Mauricio & Pedersen, Michael, 2007. "Indicadores líderes compuestos: resumen de metodologías de referencia para construir un indicador regional en América Latina," Estudios Estadísticos 49, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL).

    Cited by:

    1. Herman Kamil & Jose David Pulido & Jose Luis Torres, 2010. "El "IMACO": un índice mensual líder de la actividad económica en Colombia," Borradores de Economia 609, Banco de la Republica de Colombia.
    2. João Victor Issler & Hilton Hostalacio Notini & Claudia Fontoura Rodrigues, 2013. "Constructing coincident and leading indices of economic activity for the Brazilian economy," OECD Journal: Journal of Business Cycle Measurement and Analysis, OECD Publishing, Centre for International Research on Economic Tendency Surveys, vol. 2012(2), pages 43-65.
    3. Herman Kamil & José David Pulido & José Luis Torres, 2010. "El "IMACO": un índice mensual de la actividad económica en Colombia," Monetaria, Centro de Estudios Monetarios Latinoamericanos, CEMLA, vol. 0(4), pages 495-548, octubre-d.
    4. Desirée Castrillo R. & Carlos Mora G. & Carlos Torres G., 2010. "Mecanismos de transmisión de la política monetaria en Costa Rica: periodo 1991-2007," Monetaria, Centro de Estudios Monetarios Latinoamericanos, CEMLA, vol. 0(4), pages 549-599, octubre-d.
    5. Issler, João Victor & Notini, Hilton Hostalácio & Rodrigues, Claudia Oliveira da Fontoura, 2009. "Um indicador coincidente e antecedente da atividade econômica brasileira," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 695, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
    6. Marco Antonio Laguna Vargas, 2010. "Características de la inflación importada en Bolivia: ¿puede contenerse con política cambiaria?," Monetaria, Centro de Estudios Monetarios Latinoamericanos, CEMLA, vol. 0(4), pages 463-493, octubre-d.

  13. Michael Pedersen, 2006. "An Alternative Measure of Core Inflation," Working Papers Central Bank of Chile 366, Central Bank of Chile.

    Cited by:

    1. Felipe Córdova & María Carolina Grünwald & Michael Pedersen, 2008. "Alternative Measures of Core Inflation in Chile," Working Papers Central Bank of Chile 471, Central Bank of Chile.
    2. Riaz Riazuddin & Muhammad Amin Khan Lodhi & Muhammad Ashfaq & Behzad Ali Ahmad, 2013. "A New Measure of Core Inflation in Pakistan," SBP Working Paper Series 66, State Bank of Pakistan, Research Department.
    3. Michael Pedersen, 2009. "An Alternative Core Inflation Measure," German Economic Review, Verein für Socialpolitik, vol. 10, pages 139-164, May.
    4. Edward N. Gamber & Julie K. Smith, 2016. "Time-series measures of core inflation," Working Papers 2016-008, The George Washington University, Department of Economics, Research Program on Forecasting.
    5. Alan K. Detmeister, 2011. "The usefulness of core PCE inflation measures," Finance and Economics Discussion Series 2011-56, Board of Governors of the Federal Reserve System (US).
    6. Shahiduzzaman, Md, 2009. "Measuring Core Inflation in Bangladesh: The Choice of Alternative Methods," Bangladesh Development Studies, Bangladesh Institute of Development Studies (BIDS), vol. 32(1), pages 23-44, March.
    7. Alan K. Detmeister, 2012. "What should core inflation exclude?," Finance and Economics Discussion Series 2012-43, Board of Governors of the Federal Reserve System (US).
    8. Terence C. Mills, 2013. "Constructing U.K. Core Inflation," Econometrics, MDPI, Open Access Journal, vol. 1(1), pages 1-21, April.

Articles

  1. Carlos A. Medel & Michael Pedersen & Pablo M. Pincheira, 2016. "The Elusive Predictive Ability of Global Inflation," International Finance, Wiley Blackwell, vol. 19(2), pages 120-146, June.
    See citations under working paper version above.
  2. Pedersen, Michael, 2015. "What affects the predictions of private forecasters? The role of central bank forecasts in Chile," International Journal of Forecasting, Elsevier, vol. 31(4), pages 1043-1055.

    Cited by:

    1. Masazumi Hattori & Steven Kong & Frank Packer & Toshitaka Sekine, 2016. "The effects of a central bank's inflation forecasts on private sector forecasts: Recent evidence from Japan," Bank of Japan Working Paper Series 16-E-11, Bank of Japan.
    2. Łyziak, Tomasz & Paloviita, Maritta, 2018. "On the formation of inflation expectations in turbulent times: The case of the euro area," Economic Modelling, Elsevier, vol. 72(C), pages 132-139.
    3. Carlos Medel, 2018. "Econometric Analysis on Survey-data-based Anchoring of Inflation Expectations in Chile," Working Papers Central Bank of Chile 825, Central Bank of Chile.
    4. Tomasz Łyziak & Maritta Paloviita, 2017. "Formation of inflation expectations in turbulent times. Recent evidence from the European Survey of Professional Forecasters," NBP Working Papers 261, Narodowy Bank Polski, Economic Research Department.
    5. Charemza, Wojciech & Ladley, Daniel, 2016. "Central banks’ forecasts and their bias: Evidence, effects and explanation," International Journal of Forecasting, Elsevier, vol. 32(3), pages 804-817.
    6. Łyziak, Tomasz & Paloviita, Maritta, 2017. "Formation of inflation expectations in turbulent times : Can ECB manage inflation expectations of professional forecasters?," Research Discussion Papers 13/2017, Bank of Finland.

  3. Michael Pedersen, 2015. "Propagation of Shocks to Food and Energy Prices: A Cross-Country Analysis," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 65(4), pages 272-289, August.

    Cited by:

    1. Michael Pedersen, 2016. "Propagation of inflationary shocks in Chile," Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 19(3), pages 004-025, December.

  4. Michael Pedersen, 2013. "Extracting GDP signals from the monthly indicator of economic activity: Evidence from Chilean real-time data," OECD Journal: Journal of Business Cycle Measurement and Analysis, OECD Publishing, Centre for International Research on Economic Tendency Surveys, vol. 2013(1), pages 1-16. See citations under working paper version above.
  5. Carlos A. Medel V. & Michael Pedersen, 2010. "Incertidumbre en las Series Desestacionalizadas de Actividad y Demanda en Chile," Notas de Investigación Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 13(1), pages 63-72, April.

    Cited by:

    1. Carlos J. García & Pablo González M. & Antonio Moncado S., 2013. "Macroeconomic Forecasting in Chile: a Structural Bayesian Approach," Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 16(1), pages 24-63, April.
    2. 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.

  6. Michael Pedersen, 2009. "Ponderaciones y la Tasa de Inflación en Chile," Notas de Investigación Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 12(1), pages 117-120, April.

    Cited by:

    1. Alfredo Pistelli & Víctor Riquelme, 2010. "Auge y caída de precios de commodities y su impacto sobre precios domésticos: Comparación internacional," Working Papers Central Bank of Chile 567, Central Bank of Chile.
    2. Michael Pedersen & Hernán Rubio & Carlos Saavedra, 2009. "Empalme de subclases del IPC de Chile Series mensuales 1989-2008," Economic Statistics Series 79, Central Bank of Chile.
    3. Michael Pedersen, 2010. "Propagation of Inflationary Shocks in Chile and an International Comparison of Progagation of Shocks to food and Energy Prices," Working Papers Central Bank of Chile 566, Central Bank of Chile.

  7. Michael Pedersen, 2009. "An Alternative Core Inflation Measure," German Economic Review, Verein für Socialpolitik, vol. 10, pages 139-164, May.
    See citations under working paper version above.
  8. Michael Pedersen, 2009. "Un indicador líder compuesto para la actividad económica en Chile," Monetaria, Centro de Estudios Monetarios Latinoamericanos, CEMLA, vol. 0(2), pages 181-208, abril-jun.

    Cited by:

    1. Herman Kamil & Jose David Pulido & Jose Luis Torres, 2010. "El "IMACO": un índice mensual líder de la actividad económica en Colombia," Borradores de Economia 609, Banco de la Republica de Colombia.
    2. Herman Kamil & José David Pulido & José Luis Torres, 2010. "El "IMACO": un índice mensual de la actividad económica en Colombia," Monetaria, Centro de Estudios Monetarios Latinoamericanos, CEMLA, vol. 0(4), pages 495-548, octubre-d.
    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.
    4. Gonzalo Calvo & Miguel Ricaurte, 2012. "Indicadores Sintéticos para la Proyección de Imacec en Chile," Working Papers Central Bank of Chile 656, Central Bank of Chile.
    5. Desirée Castrillo R. & Carlos Mora G. & Carlos Torres G., 2010. "Mecanismos de transmisión de la política monetaria en Costa Rica: periodo 1991-2007," Monetaria, Centro de Estudios Monetarios Latinoamericanos, CEMLA, vol. 0(4), pages 549-599, octubre-d.
    6. Marco Antonio Laguna Vargas, 2010. "Características de la inflación importada en Bolivia: ¿puede contenerse con política cambiaria?," Monetaria, Centro de Estudios Monetarios Latinoamericanos, CEMLA, vol. 0(4), pages 463-493, octubre-d.

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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 9 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-CBA: Central Banking (6) 2003-03-03 2011-04-23 2012-01-25 2014-05-04 2014-07-21 2015-08-13. Author is listed
  2. NEP-MAC: Macroeconomics (4) 2011-04-23 2012-01-25 2015-08-13 2016-04-23
  3. NEP-MON: Monetary Economics (4) 2011-04-23 2014-05-04 2014-07-21 2015-08-13
  4. NEP-AGR: Agricultural Economics (2) 2011-04-23 2012-01-25
  5. NEP-ENE: Energy Economics (2) 2011-04-23 2012-01-25
  6. NEP-BAN: Banking (1) 2016-04-23
  7. NEP-DCM: Discrete Choice Models (1) 2017-06-04
  8. NEP-ETS: Econometric Time Series (1) 2003-03-03
  9. NEP-FMK: Financial Markets (1) 2003-03-03
  10. NEP-FOR: Forecasting (1) 2014-05-04
  11. NEP-GEO: Economic Geography (1) 2003-03-03
  12. NEP-IFN: International Finance (1) 2003-03-03
  13. NEP-OPM: Open Economy Macroeconomics (1) 2014-07-21
  14. NEP-PAY: Payment Systems & Financial Technology (1) 2017-06-04
  15. NEP-RMG: Risk Management (1) 2003-03-03

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