CURRICULUM VITAE - PABLO PINCHEIRA. Research Division Phone: (562)
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1 CURRICULUM VITAE - PABLO PINCHEIRA CONTACT INFORMATION Research Division Phone: (562) Central Bank of Chile ppinchei@bcentral.cl Agustinas 1180, Third Floor Santiago, Chile PERSONAL INFORMATION Citizenship: Chile Native language: Spanish Other languages: Fluent in English. EDUCATION PhD Economics University of Wisconsin-Madison MSc Economics - University of Wisconsin-Madison 2003 MA Economics ILADES/Georgetown University Professional Degree in Mathematical Engineering University of Chile 1997 Bachelor of Engineering-University of Chile-1994 FIELDS OF INTEREST Time Series and Forecasting, Macroeconometrics, Growth and Monetary Policy. PHD DISSERTATION Title: Three Essays on Macroeconometrics. Job Market Paper: Shrinkage Based Tests of the Martingale Difference Hypothesis. Committee: Steven Durlauf (Major Professor), Kenneth West and William Brock. SELECTED PROFESSIONAL EXPERIENCE 1. Senior Economist, Research Division, Central Bank of Chile, Chief Director, Division of Research and Policy Planning, Mining Ministry of Chile, Economist, Research Department Chilean Copper Commission, Research Assistant for Professor Scott Taylor in the article The Green Solow 1
2 Model NBER working paper No (June 2004) joint with William Brock. 5. Research Assistant for Professor Kenneth West in the article Forecast Evaluation, Handbook of Economic Forecasting, January PUBLISHED ARTICLES 1. Communicational Bias In Monetary Policy: Can Words Forecast Deeds? (joint with Mauricio Calani) Eonomia, forthcoming. 2. A Real Time Evaluation of the Central Bank of Chile GDP Growth Forecasts Money Affairs, forthcoming Predicción de errores de proyección de inflación en Chile (joint with Andrea Bentancor) El Trimestre Económico, vol. LXXVII (1), núm. 305, enero-marzo de 2010, pp Evaluation of short run inflation forecasts and forecasters in Chile (joint with Roberto Alvarez) Money Affairs, Volume XXII, Number 2, July-December 2009, pp La Dinámica de la Persistencia Inflacionaria en Chile Journal of the Chilean Economy vol. 12(1), pages , April Hidden Predictability in Economics: The Case of the Chilean Exchange Rate. Journal of the Chilean Economy, vol 11(1), April Tipo de Cambio Nominal Chileno: Predicción Basada en Análisis Técnico (joint with Ana María Abarca, Felipe Alarcón and Jorge Selaive), Journal of the Chilean Economy, vol 10 (2) August Shocks de Petróleo e Inflación, El Caso de Chile y una Muestra de Países Industriales (joint with Alvaro García), Journal of the Chilean Economy, vol 10 (1) April The Price-Stock Relationship in the Copper Market, A Surprising Approach, Seminar Proceedings Vol. 1, Copper '99 Conference. Phoenix, Arizona. October, Achilles, The Tortoise and Regional Growth in Chile (joint with Felipe Morande and Raimundo Soto). Published in the book Empirical Analysis of Growth in Chile and issued jointly by ILADES (Latin American Institute of Social Studies 2
3 and Doctrines) and CEP (Public Studies Institute). June, SELECTED WORKING PAPERS 11. El Escaso Poder Predictivo de Simples Curvas de Phillips en Chile: Una Evaluación en Tiempo Real (joint with Hernán Rubio) Working Papers Central Bank of Chile March Communicational Bias In Monetary Policy: Can Words Forecast Deeds? (joint with Mauricio Calani) Working Papers Central Bank of Chile October Forecasting Inflation in Chile with an Accurate Benchmark, (joint with Alvaro García) Working Papers Central Bank of Chile 514, April External Imbalances, Valuation Adjustments and Real Exchange Rate: Evidence of Predictability in an Emerging Economy. ( joint with Jorge Selaive) Working Papers Central Bank of Chile N 460, Central Bank of Chile, Combining Tests of Predictive Ability: Theory and Evidence for Chilean and Canadian Exchange Rates ; Working Papers Central Bank of Chile N 459, Central Bank of Chile, Convergence and Long-Run Uncertainty Working Papers Central Bank of Chile N 391, Conditional Evaluation of Exchange Rate Predictive Ability in Long Run Regressions Working Papers Central Bank of Chile N 378, Shrinkage Based Tests of the Martingale Difference Hypothesis. Working Papers Central Bank of Chile N 376, The Price-Stock Relationship in the Copper Market, an Econometric Perspective Division of Policy Planning, Chilean Copper Commission. March, Determination of the Long-Term Equilibrium Price for the Copper Market (joint with AIdo Picozzi), Division of Policy Planning, Chilean Copper Commission. December, RECENT CONFERENCE PRESENTATIONS 3
4 2009 XIV Reunión de la Red de Investigadores de Banca Central del Continente Americano, Salvador do Bahia, Brazil, November LACEA, Buenos Aires, Argentina. October SECHI Meetings Antofagasta, Chile. September CEA Seminars, Universidad of Chile. Santiago, Chile. September Joint Statistical Meetings 2009 (American Statistical Association) Washington D.C. Ausgust First Symposium on Time Series, Econometrics and Finance. Instituto de Estadística de la Pontificia Universidad Católica de Valparaíso, Valparaíso. Chile, December LACEA, Rio de Janeiro, Brazil. November, Economics Workshop, Universidad Federico Santa María, Valparaíso, Chile. November SECHI Meetings 2008, Viña del Mar, Chile. September International Symposium of Forecasting, Niza, France. June Universidad Católica de Chile, Santiago, Chile SELECTED TEACHING EXPERIENCE Teacher, Time Series and Forecasting (joint with Marco Morales). PhD Program in Economics, FACEA, Universidad de Chile. 2008/1, 2009/1. Teacher, Time Series Analysis, Master of Applied Economics, Universidad Alberto Hurtado Teacher, Probability and Stochastic Processes. Engineering Department, University of Chile 2009/1. Teacher, Macroeconomics, Engineering Department, University of Chile 2009/1. Teacher, Statistics, Economics Department, Universidad de Chile Teacher, Operacional Research, Economics Department, Universidad de Chile. 1997/2. Teacher, Microeconomics 2, Economics Department, Universidad de Santiago. 1997/2. 4
5 Teacher, Optimization, Economics Department, Universidad de Santiago. 1997/2. Teacher Quantitative Methods, Economics Department, Universidad Alberto Hurtado. 2001/1. Teacher, Forecasting Principles, Central Bank of Chile, SCHOLARSHIPS AND GRANTS 1. ILADES/Georgetown University: Graduate Studies Scholarship from the Inter- American Development Bank Presidente de la República Scholarship for Graduate Studies Scholarship for the NCERA-194 Conference, Minneapolis, Minnesota. November FONDECYT Research Grant Nº , October REFEREEING Journal of Money, Credit and Banking, El Trimestre Económico, Journal of the Chilean Economy, Cuadernos de Economía, Estudios de Economía, Revista Colombiana de Estadística. 5
MICHAEL PEDERSEN Tel.: Fax: sites.google.com/site/michael000pedersen/
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