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Andres Sagner

Personal Details

First Name:Andres
Middle Name:
Last Name:Sagner
Suffix:
RePEc Short-ID:psa728
+56 2 670 27 93

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

Working papers

  1. Carlos Garcia & Andrés Sagner, 2012. "Exceso de Toma de Riesgo Crediticio en Chile," ILADES-Georgetown University Working Papers inv280, Ilades-Georgetown University, Universidad Alberto Hurtado/School of Economics and Bussines.
  2. Rodrigo Alfaro & Andrés Sagner & Camilo Vio, 2012. "Tasa Máxima Convencional y Oferta de Créditos," Working Papers Central Bank of Chile 673, Central Bank of Chile.
  3. Andrés Sagner, 2011. "El Índice Cartera Vencida como Medida de Riesgo de Crédito: Análisis y Aplicación al Caso de Chile," Working Papers Central Bank of Chile 618, Central Bank of Chile.
  4. Carlos J. García & Andrés Sagner, 2011. "Crédito, Exceso de toma de Riesgo, Costo de Crédito y ciclo Económico en Chile," Working Papers Central Bank of Chile 645, Central Bank of Chile.
  5. Ari Aisen & Roberto Álvarez & Andrés Sagner & Javier Turén, 2011. "Credit Contraction and International Trade: Evidence from Chilean Exporters," Working Papers Central Bank of Chile 639, Central Bank of Chile.
  6. Rodrigo Alfaro & Andrés Sagner, 2011. "Stress Tests for Banking Sector: A Technical Note," Working Papers Central Bank of Chile 610, Central Bank of Chile.
  7. Rodrigo A. Alfaro. & Andrés Sagner & Carmen G. Silva, 2011. "Aplicaciones del Modelo Binomial para el Análisis de Riesgo," Working Papers Central Bank of Chile 631, Central Bank of Chile.
  8. 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.
  9. Andrés Sagner, 2010. "Implied Probability Distribution in Financial Options," Working Papers Central Bank of Chile 597, Central Bank of Chile.
  10. Alfaro, Rodrigo & Sagner, Andres, 2010. "Financial Forecast for the Relative Strength Index," MPRA Paper 25913, University Library of Munich, Germany, revised Apr 2010.
  11. Roberto Álvarez & Andrés Sagner & Carla Valdivia:, 2010. "Liquidity Crises and Corporate Cash Holdings in Chile," Working Papers Central Bank of Chile 564, Central Bank of Chile.
  12. Natalia Gallardo & Andrés Sagner, 2010. "Valorización por Arbitraje de Bonos y Acciones Chilenas Mediante el Método de Componentes Principales," Working Papers Central Bank of Chile 557, Central Bank of Chile.
  13. Rodrigo Alfaro & Andrés Sagner, 2009. "When RSI met the Binomial-Tree," Working Papers Central Bank of Chile 520, Central Bank of Chile.
  14. Andrés Sagner, 2009. "Determinantes del Precio de Viviendas en Chile," Working Papers Central Bank of Chile 549, Central Bank of Chile.

Articles

  1. Carlos J. García & Andrés Sagner T., 2013. "The Business Cycle, Credit cost and Risk in Chile from a Structural var model's Perspective," Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 16(1), pages 64-99, April.
  2. Alfaro, Rodrigo & Pacheco, David & Sagner, Andrés, 2013. "Dinámica de la frecuencia de impago de los créditos de consumo en cuotas," El Trimestre Económico, Fondo de Cultura Económica, vol. 0(318), pages .329-343, abril-jun.
  3. Aisen, Ari & Álvarez, Roberto & Sagner, Andrés & Turén, Javier, 2013. "Credit contraction and international trade: Evidence from Chilean exporters," World Development, Elsevier, vol. 44(C), pages 212-224.
  4. Roberto Álvarez & Andrés Sagner & Carla Valdivia, 2012. "Liquidity Crises and Corporate Cash Holdings in Chile," The Developing Economies, Institute of Developing Economies, vol. 50(4), pages 378-392, December.
  5. Sagner T., Andrés, 2011. "Determinantes del precio de viviendas en la región metropolitana de Chile," El Trimestre Económico, Fondo de Cultura Económica, vol. 0(312), pages 813-839, octubre-d.
  6. Rodrigo Alfaro A. & Sebastián Becerra C. / A & Andrés Sagner T., 2011. "Estimating Chile’s NominalIinterest Rate Structure: An Application of the Dynamic Nelson-Siegel Model," Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 14(3), pages 57-74, December.
  7. Rodrigo Alfaro A. & David Pacheco L. & Andrés Sagner T, 2011. "Dinámica de la Tasa de Incumplimiento de Créditos de Consumo en Cuotas," Notas de Investigación Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 14(2), pages 119-124, August.
  8. Andres Sanger T., 2011. "Fluctuaciones del Tipo de Cambio Real y Transabilidad de Bienes en el Comercio Bilateral Chile- Estados Unidos," Revista de Analisis Economico – Economic Analysis Review, Ilades-Georgetown University, Universidad Alberto Hurtado/School of Economics and Bussines, vol. 26(2), pages 3-37, December.
  9. Rodrigo Alfaro & Andrés Sagner, 2011. "Stress Tests for Banking Sector: A Technical Note," Money Affairs, Centro de Estudios Monetarios Latinoamericanos, vol. 0(2), pages 143-162, July-Dece.

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. Andrés Sagner, 2011. "El Índice Cartera Vencida como Medida de Riesgo de Crédito: Análisis y Aplicación al Caso de Chile," Working Papers Central Bank of Chile 618, Central Bank of Chile.

    Cited by:

    1. Carlos Garcia & Andrés Sagner, 2012. "Exceso de Toma de Riesgo Crediticio en Chile," ILADES-Georgetown University Working Papers inv280, Ilades-Georgetown University, Universidad Alberto Hurtado/School of Economics and Bussines.
    2. Carlos J. García & Andrés Sagner, 2011. "Crédito, Exceso de toma de Riesgo, Costo de Crédito y ciclo Económico en Chile," Working Papers Central Bank of Chile 645, Central Bank of Chile.

  2. Ari Aisen & Roberto Álvarez & Andrés Sagner & Javier Turén, 2011. "Credit Contraction and International Trade: Evidence from Chilean Exporters," Working Papers Central Bank of Chile 639, Central Bank of Chile.

    Cited by:

    1. Roberto Álvarez & Camila Sáez, 2015. "Post-Crisis Financiera y Expansión de las Exportaciones: Micro-Evidencia para Chile," Working Papers Central Bank of Chile 748, Central Bank of Chile.
    2. International Monetary Fund, 2012. "Chile; Selected Issues," IMF Staff Country Reports 12/266, International Monetary Fund.
    3. Lo Turco, Alessia & Maggioni, Daniela, 2014. "The micro evolution of trade and turnover in Turkey under the global crisis," Economic Systems, Elsevier, vol. 38(3), pages 397-414.
    4. Álvarez, Roberto & Sáez, Camila, 2014. "“Post financial crisis and exports expansion: Micro-evidence from Chilean exporters”," MPRA Paper 60637, University Library of Munich, Germany.
    5. Yi Wu, 2012. "Performance of Publicly Listed Chilean Firms During the 2008-2009 Global Financial Crisis," IMF Working Papers 12/261, International Monetary Fund.
    6. Caetani, Maria Inês & Alvim, Augusto Mussi & Hubbard, Carmem, 2015. "The Effects of the Costs of Trade Transaction and Free Trade in the International Soy Market," 89th Annual Conference, April 13-15, 2015, Warwick University, Coventry, UK 204202, Agricultural Economics Society.

  3. Rodrigo Alfaro & Andrés Sagner, 2011. "Stress Tests for Banking Sector: A Technical Note," Working Papers Central Bank of Chile 610, Central Bank of Chile.

    Cited by:

    1. Juan-Francisco Martínez & Rodrigo Cifuentes & Juan Sebastián Becerra, 2017. "Pruebas de Tensión Bancaria del Banco Central de Chile: Actualización," Working Papers Central Bank of Chile 801, Central Bank of Chile.
    2. Juan F. Martínez S. & Daniel A. Oda Z., 2017. "Stress test on market risk: sensitivity of banks’ balance sheet structure to interest rate shocks," Notas de Investigación Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 20(1), pages 080-098, April.

  4. Rodrigo Alfaro & Andrés Sagner, 2009. "When RSI met the Binomial-Tree," Working Papers Central Bank of Chile 520, Central Bank of Chile.

    Cited by:

    1. Rodrigo A. Alfaro. & Andrés Sagner & Carmen G. Silva, 2011. "Aplicaciones del Modelo Binomial para el Análisis de Riesgo," Working Papers Central Bank of Chile 631, Central Bank of Chile.

  5. Andrés Sagner, 2009. "Determinantes del Precio de Viviendas en Chile," Working Papers Central Bank of Chile 549, Central Bank of Chile.

    Cited by:

    1. Gastón Chaumont & Miguel Fuentes & Felipe Labbé & Alberto Naudon, 2011. "A Reassessment of Flexible Price Evidence Using Scanner Data: Evidence from an Emerging Economy," Working Papers Central Bank of Chile 641, Central Bank of Chile.
    2. Idrovo Aguirre, Byron & Lennon S., Joaquín, 2011. "Indice de Precios de Viviendas Nuevas para el Gran Santiago
      [Hedonic pricing models to calculate price indexes for new houses in the Santiago province]
      ," MPRA Paper 31400, University Library of Munich, Germany, revised 28 Jan 2011.
    3. Hernán Enríquez Sierra & Carlos Barreto Nieto & Carolina Correa Caro & Jacobo Campo Robledo, 2013. "Precio del suelo y regalías en Colombia: un análisis espacial para los municipios productores de petróleo," REVISTA DESARROLLO Y SOCIEDAD, UNIVERSIDAD DE LOS ANDES-CEDE, June.
    4. Lozano Navarro, Francisco-Javier, 2015. "Elasticidad precio de la oferta inmobiliaria en el Gran Santiago
      [Housing supply elasticity in Greater Santiago]
      ," MPRA Paper 65012, University Library of Munich, Germany.
    5. Carmen Silva & Camilo Vio, 2015. "Housing prices and macroeconomic factors: evidence from Chile," Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 18(1), pages 4-24, April.

Articles

  1. Aisen, Ari & Álvarez, Roberto & Sagner, Andrés & Turén, Javier, 2013. "Credit contraction and international trade: Evidence from Chilean exporters," World Development, Elsevier, vol. 44(C), pages 212-224.
    See citations under working paper version above.
  2. Rodrigo Alfaro A. & David Pacheco L. & Andrés Sagner T, 2011. "Dinámica de la Tasa de Incumplimiento de Créditos de Consumo en Cuotas," Notas de Investigación Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 14(2), pages 119-124, August.

    Cited by:

    1. Andrés Alegría & Jorge Bravo, 2015. "Análisis de Riesgo de los Deudores Hipotecarios en Chile," Working Papers Central Bank of Chile 766, Central Bank of Chile.
    2. Carlos Madeira, 2012. "Tasas de Crédito Ajustadas por Riesgo e Implicancias para Políticas de Tasa Máxima Convencional," Working Papers Central Bank of Chile 654, Central Bank of Chile.
    3. Carlos Madeira, 2014. "El Impacto del Endeudamiento y Riesgo de Desempleo en la Morosidad de las Familias Chilenas," Notas de Investigación Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 17(1), pages 88-102, April.
    4. Rodrigo Alfaro & Andrés Sagner & Camilo Vio, 2012. "Tasa Máxima Convencional y Oferta de Créditos," Working Papers Central Bank of Chile 673, Central Bank of Chile.

  3. Rodrigo Alfaro & Andrés Sagner, 2011. "Stress Tests for Banking Sector: A Technical Note," Money Affairs, Centro de Estudios Monetarios Latinoamericanos, vol. 0(2), pages 143-162, July-Dece.
    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 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-RMG: Risk Management (3) 2011-04-23 2011-06-18 2011-06-18. Author is listed
  2. NEP-CBA: Central Banking (2) 2011-04-23 2011-11-07
  3. NEP-LAM: Central & South America (2) 2011-06-18 2011-09-05
  4. NEP-MAC: Macroeconomics (2) 2010-10-23 2011-11-07
  5. NEP-BAN: Banking (1) 2011-04-23
  6. NEP-DEV: Development (1) 2011-09-05
  7. NEP-FOR: Forecasting (1) 2010-10-23
  8. NEP-INT: International Trade (1) 2011-09-05

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