7
H index
3
i10 index
129
Citations
Michael Pedersen : Citation Profile
Universidad Adolfo Ibáñez | RESEARCH PRODUCTION: 19 Articles 25 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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20 years (2002 - 2022). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Michael Pedersen. | Is cited by:
| Cites to:
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Main data
Where Michael Pedersen has published?
| Journals with more than one article published | # docs |
|---|---|
| Journal Economa Chilena (The Chilean Economy) | 5 |
| Notas de Investigacin Journal Economa Chilena (The Chilean Economy) | 3 |
| International Journal of Forecasting | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Working Papers Central Bank of Chile / Central Bank of Chile | 16 |
| Estudios Estadsticos / Naciones Unidas Comisin Econmica para Amrica Latina y el Caribe (CEPAL) | 3 |
| Economics Working Papers / European University Institute | 2 |
| Economic Statistics Series / Central Bank of Chile | 2 |
Recent works citing Michael Pedersen (2023 and 2022)
| Year | Title of citing document |
|---|---|
| 2022 | Forecasting Inflation: The Use of Dynamic Factor Analysis and Nonlinear Combinations. (2022). Wang, Yongli ; Tavlas, George S ; Hall, Stephen G. In: Discussion Papers. RePEc:bir:birmec:22-12. Full description at Econpapers || Download paper |
| 2022 | Pass-through from monetary policy to bank interest rates: A-symmetry analysis. (2022). Marivil, Gonzalo ; Oda, Daniel ; Martinez, Juan Francisco. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:944. Full description at Econpapers || Download paper |
| 2022 | What type of information calls the attention of forecasters? Evidence from survey data in an emerging market. (2022). de Azevedo, Mateus ; Vereda, Luciano ; de Mendona, Helder Ferreira. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:129:y:2022:i:c:s0261560622001255. Full description at Econpapers || Download paper |
| 2022 | Copper price: A brief analysis of China’s impact over its short-term forecasting. (2022). Demarco, Rodrigo ; Garces, Hugo O ; Jerez, Alejandro ; Becerra, Miguel. In: Resources Policy. RePEc:eee:jrpoli:v:75:y:2022:i:c:s0301420721004566. Full description at Econpapers || Download paper |
| 2022 | Copper price forecasted by hybrid neural network with Bayesian Optimization and wavelet transform. (2022). Yi, Jiahui ; Cheng, Jinhua ; Liu, Kailei. In: Resources Policy. RePEc:eee:jrpoli:v:75:y:2022:i:c:s0301420721005274. Full description at Econpapers || Download paper |
| 2023 | A BVAR toolkit to assess macrofinancial risks in Brazil and Mexico. (2023). Campos, Rodolfo ; Molina, Luis ; Berganza, Juan Carlos ; Andresescayola, Erik. In: Latin American Journal of Central Banking (previously Monetaria). RePEc:eee:lajcba:v:4:y:2023:i:1:s2666143822000333. Full description at Econpapers || Download paper |
| 2023 | Agricultural Commodities in the Context of the Russia-Ukraine War: Evidence from Corn, Wheat, Barley, and Sunflower Oil. (2023). Hakova, Simona ; Kuera, Jii ; Aliu, Florin. In: Forecasting. RePEc:gam:jforec:v:5:y:2023:i:1:p:19-373:d:1104608. Full description at Econpapers || Download paper |
| 2022 | . Full description at Econpapers || Download paper |
| 2023 | Spillover Effects of Energy Transition Metals in Chile. (2023). Rios, Francisco ; Agnese, Pablo. In: IZA Discussion Papers. RePEc:iza:izadps:dp15999. Full description at Econpapers || Download paper |
| 2022 | Time-Varying Effects of External Shocks on Macroeconomic Fluctuations in Peru: An Empirical Application using TVP-VAR- SV Models. (2022). Rodriguez, Gabriel ; Ojeda, Junior A. In: Documentos de Trabajo / Working Papers. RePEc:pcp:pucwps:wp00507. Full description at Econpapers || Download paper |
| 2022 | Time Changing Effects of External Shocks on Macroeconomic Fluctuations in Peru: Empirical Application Using Regime-Switching VAR Models with Stochastic Volatility. (2022). Rodriguez, Gabriel ; Chavez, Paulo. In: Documentos de Trabajo / Working Papers. RePEc:pcp:pucwps:wp00509. Full description at Econpapers || Download paper |
| 2022 | Correlation Based Tests of Predictability. (2022). Pincheira, Pablo ; Hardy, Nicolas. In: MPRA Paper. RePEc:pra:mprapa:112014. Full description at Econpapers || Download paper |
| 2022 | Earthquakes in Chile-Peru and the price of copper. (2022). Velasquez, Jorge Sepulveda ; Pasten, Boris ; Tapia, Pablo. In: MPRA Paper. RePEc:pra:mprapa:113078. Full description at Econpapers || Download paper |
| 2022 | Characterizing the Anchoring Effects of Official Forecasts on Private Expectations. (2022). Barrera, Carlos. In: MPRA Paper. RePEc:pra:mprapa:114258. Full description at Econpapers || Download paper |
| 2022 | Determinants of firm boundaries and organizational performance: an empirical investigation of the Chilean truck market. (2022). Balcells, Christian. In: Journal of Evolutionary Economics. RePEc:spr:joevec:v:32:y:2022:i:2:d:10.1007_s00191-022-00767-6. Full description at Econpapers || Download paper |
| 2023 | Time changing effects of external shocks on macroeconomic fluctuations in Peru: empirical application using regime-switching VAR models with stochastic volatility. (2023). Rodríguez, Gabriel ; Chavez, Paulo. In: Review of World Economics (Weltwirtschaftliches Archiv). RePEc:spr:weltar:v:159:y:2023:i:2:d:10.1007_s10290-022-00474-1. Full description at Econpapers || Download paper |
| 2023 | Forecasting inflation: The use of dynamic factor analysis and nonlinear combinations. (2023). Tavlas, George ; Hall, Stephen ; Wang, Yongli. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:3:p:514-529. Full description at Econpapers || Download paper |
Works by Michael Pedersen:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2009 | An Alternative Core Inflation Measure In: German Economic Review. [Full Text][Citation analysis] | article | 4 |
| 2009 | An Alternative Core Inflation Measure.(2009) In: German Economic Review. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | article | |
| 2016 | The Elusive Predictive Ability of Global Inflation In: International Finance. [Full Text][Citation analysis] | article | 19 |
| 2014 | The Elusive Predictive Ability of Global Inflation.(2014) In: Working Papers Central Bank of Chile. [Full Text][Citation analysis] This paper has another version. Agregated cites: 19 | paper | |
| 2010 | Market Interest Rate Dynamics in Times of Financial Turmoil In: Journal Economía Chilena (The Chilean Economy). [Full Text][Citation analysis] | article | 1 |
| 2009 | Pass-through of Large Changes in Monetary Policy Rate – Evidence for Chile.(2009) In: Working Papers Central Bank of Chile. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2014 | Effects of Oil-Price Shocks on The Economies Of Chile and Its Trading Partners In: Journal Economía Chilena (The Chilean Economy). [Full Text][Citation analysis] | article | 0 |
| 2016 | Propagation of inflationary shocks in Chile In: Journal Economía Chilena (The Chilean Economy). [Full Text][Citation analysis] | article | 0 |
| 2019 | A system for forecasting Chilean cash demand – the role of forecast combinations In: Journal Economía Chilena (The Chilean Economy). [Full Text][Citation analysis] | article | 0 |
| 2019 | Extracting information on economic activity from business and consumer surveys in an emerging economy (Chile) In: Journal Economía Chilena (The Chilean Economy). [Full Text][Citation analysis] | article | 0 |
| 2019 | Extracting Information of the Economic Activity from Business and Consumer Surveys in an Emerging Economy (Chile).(2019) In: Working Papers Central Bank of Chile. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2009 | Empalme de subclases del IPC de Chile Series mensuales 1989-2008 In: Economic Statistics Series. [Full Text][Citation analysis] | paper | 1 |
| 2010 | Una nota introductoria a la encuesta de Expectativas Económicas In: Economic Statistics Series. [Full Text][Citation analysis] | paper | 6 |
| 2009 | Ponderaciones y la Tasa de Inflación en Chile In: Notas de Investigación Journal Economía Chilena (The Chilean Economy). [Full Text][Citation analysis] | article | 1 |
| 2010 | Incertidumbre en las Series Desestacionalizadas de Actividad y Demanda en Chile In: Notas de Investigación Journal Economía Chilena (The Chilean Economy). [Full Text][Citation analysis] | article | 2 |
| 2017 | Stress test on market risk: sensitivity of banks’ balance sheet structure to interest rate shocks In: Notas de Investigación Journal Economía Chilena (The Chilean Economy). [Full Text][Citation analysis] | article | 0 |
| 2006 | An Alternative Measure of Core Inflation In: Working Papers Central Bank of Chile. [Full Text][Citation analysis] | paper | 4 |
| 2008 | Alternative Measures of Core Inflation in Chile In: Working Papers Central Bank of Chile. [Full Text][Citation analysis] | paper | 1 |
| 2010 | Propagation of Inflationary Shocks in Chile and an International Comparison of Progagation of Shocks to food and Energy Prices. In: Working Papers Central Bank of Chile. [Full Text][Citation analysis] | paper | 1 |
| 2010 | Extracting GDP Signals From the Monthly Indicator of Economic Activity: Evidence From Chilean Real-Time Data In: Working Papers Central Bank of Chile. [Full Text][Citation analysis] | paper | 7 |
| 2013 | Extracting GDP signals from the monthly indicator of economic activity: Evidence from Chilean real-time data.(2013) In: OECD Journal: Journal of Business Cycle Measurement and Analysis. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | article | |
| 2011 | Propagation of Shocks to Food and Energy Prices: an International Comparison In: Working Papers Central Bank of Chile. [Full Text][Citation analysis] | paper | 13 |
| 2013 | What Affects the Predictions of Private Forecasters? The Role of Central Bank Forecasts In: Working Papers Central Bank of Chile. [Full Text][Citation analysis] | paper | 1 |
| 2013 | Efectos de Shocks al Precio del Petróleo sobre la Economía de Chile y sus Socios Comerciales In: Working Papers Central Bank of Chile. [Full Text][Citation analysis] | paper | 4 |
| 2014 | The Changing Nature of Real Exchange Rate Fluctuations. New Evidence for Inflation-Targeting Countries In: Working Papers Central Bank of Chile. [Full Text][Citation analysis] | paper | 0 |
| 2015 | The Impact of Commodity Price Shocks in a Major Producing Economy. The Case of Copper and Chile In: Working Papers Central Bank of Chile. [Full Text][Citation analysis] | paper | 6 |
| 2015 | Banks Price Setting and Lending Maturity: Evidence from an Inflation- Targeting Economy In: Working Papers Central Bank of Chile. [Full Text][Citation analysis] | paper | 1 |
| 2016 | Pass-Through, Expectations, and Risks. What Affects Chilean Banks’ Interest Rates? In: Working Papers Central Bank of Chile. [Full Text][Citation analysis] | paper | 2 |
| 2017 | Forecasting Demand for Denominations of Chilean Coins and Banknotes In: Working Papers Central Bank of Chile. [Full Text][Citation analysis] | paper | 0 |
| 2020 | Surveying the survey: What can we learn about the effects of monetary policy on inflation expectations? In: Working Papers Central Bank of Chile. [Full Text][Citation analysis] | paper | 0 |
| 2009 | Un indicador lÃder compuesto para la actividad económica en Chile In: Monetaria. [Full Text][Citation analysis] | article | 7 |
| 2007 | Indicadores líderes compuestos: resumen de metodologías de referencia para construir un indicador regional en América Latina In: Estudios Estadísticos. [Full Text][Citation analysis] | paper | 8 |
| 2007 | Un sistema de indicadores líderes compuestos para la región de América Latina In: Estudios Estadísticos. [Full Text][Citation analysis] | paper | 7 |
| 2008 | Encuestas de opinión empresarial del sector industrial en América Latina In: Estudios Estadísticos. [Full Text][Citation analysis] | paper | 2 |
| 2020 | The changing nature of the real exchange rate: The role of central bank preferences In: Economic Modelling. [Full Text][Citation analysis] | article | 0 |
| 2018 | Credit risk and monetary pass-through—Evidence from Chile In: Journal of Financial Stability. [Full Text][Citation analysis] | article | 1 |
| 2015 | What affects the predictions of private forecasters? The role of central bank forecasts in Chile In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 23 |
| 2019 | Anomalies in macroeconomic prediction errors–evidence from Chilean private forecasters In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 0 |
| 2010 | Propagation of Inflationary Shocks In: EcoMod2010. [Full Text][Citation analysis] | paper | 0 |
| 2002 | Finding Evidence of Stock Market Integration Applying a CAPM or Testing for Common Stochastic Trends. Is there a Connection? In: Economics Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2002 | Does the Purchasing Power Parity Hold Within the US? In: Economics Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2015 | Propagation of Shocks to Food and Energy Prices: A Cross-Country Analysis In: Czech Journal of Economics and Finance (Finance a uver). [Full Text][Citation analysis] | article | 0 |
| 2022 | Consumer inflation expectations and regional price changes In: NBP Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2019 | The impact of commodity price shocks in a copper-rich economy: the case of Chile In: Empirical Economics. [Full Text][Citation analysis] | article | 7 |
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