Econometría Aplicada II

This is the reading list for this course, linking to works indexed on RePEc. This reading list is managed by Pablo Matias Pincheira. You can also create your own reading list here. This page is updated weekly.

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This course is taught at Universidad de Chile, Facultad de Economía y Negocios.

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Are Phillips curves useful for forecasting inflation?

• Andrew Atkeson & Lee E. Ohanian, 2001. "Are Phillips curves useful for forecasting inflation?," Quarterly Review, Federal Reserve Bank of Minneapolis, vol. 25(Win), pages 2-11.

Time Series Analysis and Simultaneous Equation Econometric Models

repec:eee:econom:v:2:y:1974:i:1:p17:54 is not listed on IDEAS

Forecasting Efficiency: Concepts and Applications

• Nordhaus, William D, 1987. "Forecasting Efficiency: Concepts and Applications," The Review of Economics and Statistics, MIT Press, vol. 69(4), pages 667-674, November.
  • William D. Nordhaus, 1985. "Forecasting Efficiency: Concepts and Applications," Cowles Foundation Discussion Papers 774, Cowles Foundation for Research in Economics, Yale University.

Forecasting Chilean Inflation with International Factors

• Pablo Pincheira & Andrés Gatty, 2014. "Forecasting Chilean Inflation with International Factors," Working Papers Central Bank of Chile 723, Central Bank of Chile.
  • Pablo Pincheira & Andrés Gatty, 2016. "Forecasting Chilean inflation with international factors," Empirical Economics, Springer, vol. 51(3), pages 981-1010, November.

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Empirical exchange rate models of the seventies : Do they fit out of sample?

• Meese, Richard A. & Rogoff, Kenneth, 1983. "Empirical exchange rate models of the seventies : Do they fit out of sample?," Journal of International Economics, Elsevier, vol. 14(1-2), pages 3-24, February.

Forecasting Inflation with a Random Walk

• Pablo Pincheira & Carlos Medel, 2012. "Forecasting Inflation With a Random Walk," Working Papers Central Bank of Chile 669, Central Bank of Chile.

Economic Forecasting

• Graham Elliott & Allan Timmermann, 2008. "Economic Forecasting," Journal of Economic Literature, American Economic Association, vol. 46(1), pages 3-56, March.
  • Graham Elliott & Allan Timmermann, 2016. "Economic Forecasting," Economics Books, Princeton University Press, edition 1, number 10740.
  • Timmermann, Allan & Elliott, Graham, 2007. "Economic Forecasting," CEPR Discussion Papers 6158, C.E.P.R. Discussion Papers.

Forecasting Inflation with a Simple and Accurate Benchmark: a Cross-Country Analysis

• Pablo Pincheira & Carlos A. Medel, 2012. "Forecasting Inflation with a Simple and Accurate Benchmark: a Cross-Country Analysis," Working Papers Central Bank of Chile 677, Central Bank of Chile.

Global Inflation

• Matteo Ciccarelli & Benoît Mojon, 2010. "Global Inflation," The Review of Economics and Statistics, MIT Press, vol. 92(3), pages 524-535, August.
  • Ciccarelli, Matteo & Mojon, Benoît, 2006. "Global Inflation," Kiel Working Papers 1337, Kiel Institute for the World Economy (IfW Kiel).
  • Flora Budianto & Giovanni Lombardo & Benoit Mojon & Daniel Rees, 2021. "Global reflation ?," BIS Bulletins 43, Bank for International Settlements.
  • Matteo Ciccarelli & Benoit Mojon, 2008. "Global inflation," Working Paper Series WP-08-05, Federal Reserve Bank of Chicago.
  • Ciccarelli, Matteo & Mojon, Benoît, 2005. "Global inflation," Working Paper Series 537, European Central Bank.
  • Matteo Ciccarelli & Benoît Mojon, 2005. "Global Inflation," Working Papers Central Bank of Chile 357, Central Bank of Chile.

Long Memory and persistence in Aggregate Output

• Diebold, Francis X. & Rudebusch, Glenn D., 1989. "Long memory and persistence in aggregate output," Journal of Monetary Economics, Elsevier, vol. 24(2), pages 189-209, September.
  • Francis X. Diebold & Glenn D. Rudebusch, 1988. "Long memory and persistence in aggregate output," Finance and Economics Discussion Series 7, Board of Governors of the Federal Reserve System (U.S.).