Marco Morales
Personal Details
First Name: | Marco |
Middle Name: | |
Last Name: | Morales |
Suffix: | |
RePEc Short-ID: | pmo327 |
[This author has chosen not to make the email address public] | |
Affiliation
(50%) Facultad de Economía y Empresa
Universidad Diego Portales
Santiago, Chilehttp://www.fee.udp.cl/
RePEc:edi:feudpcl (more details at EDIRC)
(50%) Departamento de Economía
Facultad de Economía y Empresa
Universidad Diego Portales
Santiago, Chilehttp://www.economia.udp.cl/
RePEc:edi:deudpcl (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- Marco Morales & Carola Moreno & Camilo Vio, 2014.
"Foreign Shocks on Chilean Financial Markets: Spillovers and Comovements Between Bonds and Equity Markets,"
Working Papers Central Bank of Chile
724, Central Bank of Chile.
- Marco Morales & Carola Moreno & Camilo Vio, 2014. "Foreign Shocks on Chilean Financial Markets: Spillovers and Comovements Between Bond and Equity Markets," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 50(S5), pages 35-50, September.
- María José Melendez & Marco Morales & Guillermo Yáñez, 2010. "Transmisión de Shocks y Acoplamiento con Mercados Accionarios Externos: Efectos Asimétricos y Quiebre Estructural," Working Papers 11, Facultad de Economía y Empresa, Universidad Diego Portales.
- Guillermo Larraín & Marco Morales, 2010.
"The Chilean Electronic Market for Annuities (SCOMP):Reducing Information Asymmetries and Improving Competition,"
Working Papers
5, Facultad de Economía y Empresa, Universidad Diego Portales.
- Marco Morales & Guillermo Larraín, 2017. "The Chilean Electronic Market for Annuities (SCOMP): Reducing Information Asymmetries and Improving Competition," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, vol. 42(3), pages 389-405, July.
- Morales, Marco, 2009. "Determinants of Ownership Concentration and Tender Offer Law in the Chilean Stock Market," Serie de Documentos de Trabajo 01, Superintendencia de Valores y Seguros.
- Rodrigo Fuentes & Marco Morales, 2007. "Measuring TFP: A Latent Variable Approach," Working Papers Central Bank of Chile 419, Central Bank of Chile.
- Rocha, Roberto & Morales, Marco & Thorburn, Craig, 2006.
"An empirical analysis of the annuity rate in Chile,"
Policy Research Working Paper Series
3929, The World Bank.
- Rocha, Roberto & Morales, Marco & Thorburn, Craig, 2008. "An empirical analysis of the annuity rate in Chile," Journal of Pension Economics and Finance, Cambridge University Press, vol. 7(1), pages 95-119, March.
- Thorburn, Craig & Rocha, Roberto & Morales, Marco, 2006.
"An analysis of money's worth ratios in Chile,"
Policy Research Working Paper Series
3926, The World Bank.
- Thorburn, Craig & Rocha, Roberto & Morales, Marco, 2007. "An analysis of money's worth ratios in Chile," Journal of Pension Economics and Finance, Cambridge University Press, vol. 6(3), pages 287-312, November.
Articles
- Erwin Hansen & Marco Morales, 2021. "When does the Central Bank intervene the foreign exchange market? Estimating a time‐varying threshold intervention function," International Review of Finance, International Review of Finance Ltd., vol. 21(2), pages 688-698, June.
- Berstein, Solange & Morales, Marco, 2021. "The role of a longevity insurance for defined contribution pension systems," Insurance: Mathematics and Economics, Elsevier, vol. 99(C), pages 233-240.
- Marco Morales & Guillermo Larraín, 2017.
"The Chilean Electronic Market for Annuities (SCOMP): Reducing Information Asymmetries and Improving Competition,"
The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, vol. 42(3), pages 389-405, July.
- Guillermo Larraín & Marco Morales, 2010. "The Chilean Electronic Market for Annuities (SCOMP):Reducing Information Asymmetries and Improving Competition," Working Papers 5, Facultad de Economía y Empresa, Universidad Diego Portales.
- David Blake & Marco Morales, 2017.
"Special Edition: Longevity 10 – The Tenth International Longevity Risk and Capital Markets Solutions Conference,"
Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 84(S1), pages 273-277, April.
- David Blake & Marco Morales & Hua Chen & Richard D. MacMinn & Tao Sun, 2017. "Special Edition: Longevity 10 – The Tenth International Longevity Risk and Capital Markets Solutions Conference," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 84(S1), pages 393-415, April.
- David Blake & Marco Morales & Hong Li & Anja Waegenaere & Bertrand Melenberg, 2017. "Special Edition: Longevity 10 – The Tenth International Longevity Risk and Capital Markets Solutions Conference," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 84(S1), pages 459-475, April.
- David Blake & Marco Morales & Kenneth Q. Zhou & Johnny Siu-Hang Li, 2017. "Special Edition: Longevity 10 – The Tenth International Longevity Risk and Capital Markets Solutions Conference," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 84(S1), pages 417-437, April.
- David Blake & Marco Morales & Jing Ai & Patrick L. Brockett & Linda L. Golden & Wei Zhu, 2017. "Special Edition: Longevity 10 – The Tenth International Longevity Risk and Capital Markets Solutions Conference," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 84(S1), pages 319-343, April.
- David Blake & Marco Morales & Yijia Lin & Richard D. MacMinn & Ruilin Tian & Jifeng Yu, 2017. "Special Edition: Longevity 10 – The Tenth International Longevity Risk and Capital Markets Solutions Conference," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 84(S1), pages 345-365, April.
- David Blake & Marco Morales & Richard D. MacMinn & Nan Zhu, 2017. "Special Edition: Longevity 10 – The Tenth International Longevity Risk and Capital Markets Solutions Conference," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 84(S1), pages 439-458, April.
- David Blake & Marco Morales & David Blake & Marco Morales, 2017. "Special Edition: Longevity 10 – The Tenth International Longevity Risk and Capital Markets Solutions Conference," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 84(S1), pages 279-297, April.
- David Blake & Marco Morales & Andreas Milidonis & Maria Efthymiou, 2017. "Special Edition: Longevity 10 – The Tenth International Longevity Risk and Capital Markets Solutions Conference," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 84(S1), pages 495-514, April.
- David Blake & Marco Morales & Richard MacMinn & Patrick Brockett, 2017. "Special Edition: Longevity 10 – The Tenth International Longevity Risk and Capital Markets Solutions Conference," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 84(S1), pages 299-317, April.
- David Blake & Marco Morales & Wenjun Zhu & Ken Seng Tan & Chou-Wen Wang, 2017. "Special Edition: Longevity 10 – The Tenth International Longevity Risk and Capital Markets Solutions Conference," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 84(S1), pages 477-493, April.
- David Blake & Marco Morales & Yijia Lin & Tianxiang Shi & Ayşe Arik, 2017. "Special Edition: Longevity 10 – The Tenth International Longevity Risk and Capital Markets Solutions Conference," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 84(S1), pages 367-392, April.
- David Blake & Marco Morales & Enrico Biffis & Yijia Lin & Andreas Milidonis, 2017. "Special Edition: Longevity 10 – The Tenth International Longevity Risk and Capital Markets Solutions Conference," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 84(S1), pages 515-532, April.
- Marco Morales & Carola Moreno & Camilo Vio, 2014.
"Foreign Shocks on Chilean Financial Markets: Spillovers and Comovements Between Bond and Equity Markets,"
Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 50(S5), pages 35-50, September.
- Marco Morales & Carola Moreno & Camilo Vio, 2014. "Foreign Shocks on Chilean Financial Markets: Spillovers and Comovements Between Bonds and Equity Markets," Working Papers Central Bank of Chile 724, Central Bank of Chile.
- Marco Morales, 2014. "Cointegration testing under structural change: reducing size distortions and improving power of residual based tests," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 23(2), pages 265-282, June.
- Meléndez, María José & Morales, Marco & Ramírez, Vanessa, 2013. "Determinantes de la concentración de la propiedad en el mercado de valores chileno," Revista CEPAL, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL), August.
- Meléndez, María José & Morales, Marco & Ramírez, Vanessa, 2013. "Determinants of ownership concentration in the Chilean stock market," Revista CEPAL, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL), August.
- Fuentes, J. Rodrigo & Morales, Marco, 2011. "On The Measurement Of Total Factor Productivity: A Latent Variable Approach," Macroeconomic Dynamics, Cambridge University Press, vol. 15(2), pages 145-159, April.
- María José Meléndez C. & Marco Morales S. / G & Guillermo Yáñez C., 2011. "Shock Transmission and Coupling with External Stock Markets: Assymetric Effects and Structural Break," Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 14(3), pages 41-56, December.
- Marco Morales, 2010. "The real yield curve and macroeconomic factors in the Chilean economy," Applied Economics, Taylor & Francis Journals, vol. 42(27), pages 3533-3545.
- Marco Morales, 2010. "Lag order selection for an optimal autoregressive covariance matrix estimator," Journal of Applied Statistics, Taylor & Francis Journals, vol. 37(5), pages 739-748.
- Rocha, Roberto & Morales, Marco & Thorburn, Craig, 2008.
"An empirical analysis of the annuity rate in Chile,"
Journal of Pension Economics and Finance, Cambridge University Press, vol. 7(1), pages 95-119, March.
- Rocha, Roberto & Morales, Marco & Thorburn, Craig, 2006. "An empirical analysis of the annuity rate in Chile," Policy Research Working Paper Series 3929, The World Bank.
- Thorburn, Craig & Rocha, Roberto & Morales, Marco, 2007.
"An analysis of money's worth ratios in Chile,"
Journal of Pension Economics and Finance, Cambridge University Press, vol. 6(3), pages 287-312, November.
- Thorburn, Craig & Rocha, Roberto & Morales, Marco, 2006. "An analysis of money's worth ratios in Chile," Policy Research Working Paper Series 3926, The World Bank.
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
- Marco Morales & Carola Moreno & Camilo Vio, 2014.
"Foreign Shocks on Chilean Financial Markets: Spillovers and Comovements Between Bonds and Equity Markets,"
Working Papers Central Bank of Chile
724, Central Bank of Chile.
- Marco Morales & Carola Moreno & Camilo Vio, 2014. "Foreign Shocks on Chilean Financial Markets: Spillovers and Comovements Between Bond and Equity Markets," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 50(S5), pages 35-50, September.
Cited by:
- Bárbara Ulloa & Carlos Saavedra & Carola Moreno, 2015. "A Microstructure Approach to Gross Portfolio Inflows. The Case of Chile," Working Papers Central Bank of Chile 760, Central Bank of Chile.
- Mr. Andrea Pescatori, 2018. "Central Bank Communication and Monetary Policy Surprises in Chile," IMF Working Papers 2018/156, International Monetary Fund.
- María José Melendez & Marco Morales & Guillermo Yáñez, 2010.
"Transmisión de Shocks y Acoplamiento con Mercados Accionarios Externos: Efectos Asimétricos y Quiebre Estructural,"
Working Papers
11, Facultad de Economía y Empresa, Universidad Diego Portales.
Cited by:
- Marco Morales & Carola Moreno & Camilo Vio, 2014.
"Foreign Shocks on Chilean Financial Markets: Spillovers and Comovements Between Bond and Equity Markets,"
Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 50(S5), pages 35-50, September.
- Marco Morales & Carola Moreno & Camilo Vio, 2014. "Foreign Shocks on Chilean Financial Markets: Spillovers and Comovements Between Bonds and Equity Markets," Working Papers Central Bank of Chile 724, Central Bank of Chile.
- Marco Morales & Carola Moreno & Camilo Vio, 2014.
"Foreign Shocks on Chilean Financial Markets: Spillovers and Comovements Between Bond and Equity Markets,"
Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 50(S5), pages 35-50, September.
- Guillermo Larraín & Marco Morales, 2010.
"The Chilean Electronic Market for Annuities (SCOMP):Reducing Information Asymmetries and Improving Competition,"
Working Papers
5, Facultad de Economía y Empresa, Universidad Diego Portales.
- Marco Morales & Guillermo Larraín, 2017. "The Chilean Electronic Market for Annuities (SCOMP): Reducing Information Asymmetries and Improving Competition," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, vol. 42(3), pages 389-405, July.
Cited by:
- Fajnzylber, Eduardo & Gabrielli, M. Florencia & Willington, Manuel, 2023. "Can transparency increase adverse selection? Evidence from an electronic platform for annuities," Economics Letters, Elsevier, vol. 228(C).
- Alcalde, Pilar & Vial, Bernardita, 2016. "Willingness to Pay for Firm Reputation: Paying for Risk Rating in the Annuity Market," MPRA Paper 68993, University Library of Munich, Germany.
- Alcalde, Pilar & Vial, Bernardita, 2022. "Implicit trade‐offs in replacement rates: Consumer preferences for firms, intermediaries and annuity attributes," International Journal of Industrial Organization, Elsevier, vol. 82(C).
- Clara Busana & Antonio Salera, 2014. "Riforme del welfare state ed equit?," ECONOMIA E SOCIET? REGIONALE, FrancoAngeli Editore, vol. 2014(1), pages 215-222.
- Cristian Escudero & José L. Ruiz, 2021. "Life insurance companies’ investment abroad and the internal rate of return on Chilean annuities," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, vol. 46(4), pages 688-709, October.
- Pierre Devolder & Inmaculada Domínguez-Fabián, 2020. "Thinking in Vertical: A Practical Application of the Two-Stage Pension System in Spain," Sustainability, MDPI, vol. 12(23), pages 1-18, November.
- Bernardita Vial & Pilar Alcalde, 2020. "Intermediary Commissions in a Regulated Market with Heterogeneous Customers," Documentos de Trabajo 532, Instituto de Economia. Pontificia Universidad Católica de Chile..
- Rodrigo Fuentes & Marco Morales, 2007.
"Measuring TFP: A Latent Variable Approach,"
Working Papers Central Bank of Chile
419, Central Bank of Chile.
Cited by:
- Gideon Du Rand & Monique Reid, 2013.
"A Sticky Information Phillips Curve for South Africa,"
Working Papers
381, Economic Research Southern Africa.
- Monique Reid & Gideon Rand, 2015. "A Sticky Information Phillips Curve for South Africa," South African Journal of Economics, Economic Society of South Africa, vol. 83(4), pages 506-526, December.
- Monique Reid & Gideon du Rand, 2013. "A sticky information Phillips curve for South Africa," Working Papers 22/2013, Stellenbosch University, Department of Economics.
- Gideon Du Rand & Monique Reid, 2013.
"A Sticky Information Phillips Curve for South Africa,"
Working Papers
381, Economic Research Southern Africa.
- Rocha, Roberto & Morales, Marco & Thorburn, Craig, 2006.
"An empirical analysis of the annuity rate in Chile,"
Policy Research Working Paper Series
3929, The World Bank.
- Rocha, Roberto & Morales, Marco & Thorburn, Craig, 2008. "An empirical analysis of the annuity rate in Chile," Journal of Pension Economics and Finance, Cambridge University Press, vol. 7(1), pages 95-119, March.
Cited by:
- Cristian Escudero & José L. Ruiz, 2022. "Choosing the highest annuity payout: the role of intermediation and firm reputation," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, vol. 47(4), pages 973-1004, October.
- Guillermo Larrain & Simon Ballesteros & Sebastián Garci, 2017. "Longevidad y Pensiones: una Propuesta de Seguro para la Cuarta Edad," Working Papers wp441, University of Chile, Department of Economics.
- Thorburn, Craig & Rocha, Roberto & Morales, Marco, 2006.
"An analysis of money's worth ratios in Chile,"
Policy Research Working Paper Series
3926, The World Bank.
- Thorburn, Craig & Rocha, Roberto & Morales, Marco, 2007. "An analysis of money's worth ratios in Chile," Journal of Pension Economics and Finance, Cambridge University Press, vol. 6(3), pages 287-312, November.
- Jaime Casassus & Eduardo Walker, 2013. "Adjusted Money's Worth Ratios in Life Annuities," Documentos de Trabajo 434, Instituto de Economia. Pontificia Universidad Católica de Chile..
- Cristian Escudero & José L. Ruiz, 2021. "Life insurance companies’ investment abroad and the internal rate of return on Chilean annuities," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, vol. 46(4), pages 688-709, October.
- Guillermo Larraín & Marco Morales, 2010.
"The Chilean Electronic Market for Annuities (SCOMP):Reducing Information Asymmetries and Improving Competition,"
Working Papers
5, Facultad de Economía y Empresa, Universidad Diego Portales.
- Marco Morales & Guillermo Larraín, 2017. "The Chilean Electronic Market for Annuities (SCOMP): Reducing Information Asymmetries and Improving Competition," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, vol. 42(3), pages 389-405, July.
- Ferro, Gustavo, 2008. "Un impulso al mercado de rentas vitalicias en España [Promoting the annuities market in Spain]," MPRA Paper 20211, University Library of Munich, Germany, revised Jul 2008.
- Ferro, Gustavo, 2008. "On annuities: an overview of the issues," MPRA Paper 20209, University Library of Munich, Germany, revised Oct 2009.
- Feyen, Erik & Lester, Rodney & Rocha, Roberto, 2011. "What drives the development of the insurance sector ? an empirical analysis based on a panel of developed and developing countries," Policy Research Working Paper Series 5572, The World Bank.
- Bernardita Vial & Pilar Alcalde, 2020. "Intermediary Commissions in a Regulated Market with Heterogeneous Customers," Documentos de Trabajo 532, Instituto de Economia. Pontificia Universidad Católica de Chile..
- Thorburn, Craig & Rocha, Roberto & Morales, Marco, 2006.
"An analysis of money's worth ratios in Chile,"
Policy Research Working Paper Series
3926, The World Bank.
- Thorburn, Craig & Rocha, Roberto & Morales, Marco, 2007. "An analysis of money's worth ratios in Chile," Journal of Pension Economics and Finance, Cambridge University Press, vol. 6(3), pages 287-312, November.
Cited by:
- Cecilia Dassatti & Rodrigo Lluberas, 2020. "The costs of annuitising: are retirees fairly charged?," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, vol. 45(3), pages 535-557, July.
- Cecilia Dassatti & Rodrigo Lluberas, 2016. "The costs of annuitizing," Documentos de trabajo 2016004, Banco Central del Uruguay.
- Charles Sutcliffe, 2013.
"Trading Death: The Implications of Annuity Replication for the Annuity Puzzle, Arbitrage, Speculation and Portfolios,"
ICMA Centre Discussion Papers in Finance
icma-dp2013-06, Henley Business School, University of Reading.
- Sutcliffe, Charles, 2015. "Trading death: The implications of annuity replication for the annuity puzzle, arbitrage, speculation and portfolios," International Review of Financial Analysis, Elsevier, vol. 38(C), pages 163-174.
- Rocha, Roberto & Morales, Marco & Thorburn, Craig, 2008.
"An empirical analysis of the annuity rate in Chile,"
Journal of Pension Economics and Finance, Cambridge University Press, vol. 7(1), pages 95-119, March.
- Rocha, Roberto & Morales, Marco & Thorburn, Craig, 2006. "An empirical analysis of the annuity rate in Chile," Policy Research Working Paper Series 3929, The World Bank.
- Jaime Casassus & Eduardo Walker, 2013. "Adjusted Money's Worth Ratios in Life Annuities," Documentos de Trabajo 434, Instituto de Economia. Pontificia Universidad Católica de Chile..
- Guillermo Larraín & Marco Morales, 2010.
"The Chilean Electronic Market for Annuities (SCOMP):Reducing Information Asymmetries and Improving Competition,"
Working Papers
5, Facultad de Economía y Empresa, Universidad Diego Portales.
- Marco Morales & Guillermo Larraín, 2017. "The Chilean Electronic Market for Annuities (SCOMP): Reducing Information Asymmetries and Improving Competition," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, vol. 42(3), pages 389-405, July.
- Ferro, Gustavo, 2008. "Un impulso al mercado de rentas vitalicias en España [Promoting the annuities market in Spain]," MPRA Paper 20211, University Library of Munich, Germany, revised Jul 2008.
- Ferro, Gustavo, 2008. "On annuities: an overview of the issues," MPRA Paper 20209, University Library of Munich, Germany, revised Oct 2009.
- Fong Joelle H. & Lemaire Jean & Tse Yiu K., 2014. "Improving Money’s Worth Ratio Calculations: The Case of Singapore’s Pension Annuities," Asia-Pacific Journal of Risk and Insurance, De Gruyter, vol. 8(1), pages 1-26, March.
Articles
- Berstein, Solange & Morales, Marco, 2021.
"The role of a longevity insurance for defined contribution pension systems,"
Insurance: Mathematics and Economics, Elsevier, vol. 99(C), pages 233-240.
Cited by:
- Xiaoyi Zhang, 2022. "Optimal DC Pension Management Under Inflation Risk With Jump Diffusion Price Index and Cost of Living Process," Methodology and Computing in Applied Probability, Springer, vol. 24(2), pages 1253-1270, June.
- Marco Morales & Guillermo Larraín, 2017.
"The Chilean Electronic Market for Annuities (SCOMP): Reducing Information Asymmetries and Improving Competition,"
The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, vol. 42(3), pages 389-405, July.
See citations under working paper version above.
- Guillermo Larraín & Marco Morales, 2010. "The Chilean Electronic Market for Annuities (SCOMP):Reducing Information Asymmetries and Improving Competition," Working Papers 5, Facultad de Economía y Empresa, Universidad Diego Portales.
- Marco Morales & Carola Moreno & Camilo Vio, 2014.
"Foreign Shocks on Chilean Financial Markets: Spillovers and Comovements Between Bond and Equity Markets,"
Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 50(S5), pages 35-50, September.
See citations under working paper version above.
- Marco Morales & Carola Moreno & Camilo Vio, 2014. "Foreign Shocks on Chilean Financial Markets: Spillovers and Comovements Between Bonds and Equity Markets," Working Papers Central Bank of Chile 724, Central Bank of Chile.
- Marco Morales, 2014.
"Cointegration testing under structural change: reducing size distortions and improving power of residual based tests,"
Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 23(2), pages 265-282, June.
Cited by:
- Ahmet Faruk Aysan & Ibrahim Guney & Nicoleta Isac & Asad ul Islam Khan, 2022. "The probabilities of type I and II error of null of cointegration tests: A Monte Carlo comparison," PLOS ONE, Public Library of Science, vol. 17(1), pages 1-15, January.
- Meléndez, María José & Morales, Marco & Ramírez, Vanessa, 2013.
"Determinantes de la concentración de la propiedad en el mercado de valores chileno,"
Revista CEPAL, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL), August.
Cited by:
- Tarc¨ªsio Pedro da Silva, Maur¨ªcio Leite, Jaqueline Carla Guse, Tania Cristina Chiarello, 2018. "Ownership Concentration and Economic and Financial Performance in Latin-American Companies," Business and Management Studies, Redfame publishing, vol. 4(4), pages 1-14, December.
- Meléndez, María José & Morales, Marco & Ramírez, Vanessa, 2013.
"Determinants of ownership concentration in the Chilean stock market,"
Revista CEPAL, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL), August.
Cited by:
- Jorge Andrés Munoz Mendoza & Sandra María Sepúlveda Yelpo & Carmen Lissette Veloso Ramos, 2018. "Effects of Corporate Policies and Governance Practices on Ownership Structure: Evidence from Chilean Firms," Revista Finanzas y Politica Economica, Universidad Católica de Colombia, vol. 10(2), pages 269-286, November.
- Sakthi Mahenthiran & Tom Gjerde & Berta Silva, 2020. "Stock Market Contagion during the Global Financial Crises: Evidence from the Chilean Stock Market," IJFS, MDPI, vol. 8(2), pages 1-22, April.
- William Gonzalo Vega Salas & Ziliang Deng, 2017. "High ownership concentration and exporting of emerging market firms: evidence from Peru," Frontiers of Business Research in China, Springer, vol. 11(1), pages 1-18, December.
- Fuentes, J. Rodrigo & Morales, Marco, 2011.
"On The Measurement Of Total Factor Productivity: A Latent Variable Approach,"
Macroeconomic Dynamics, Cambridge University Press, vol. 15(2), pages 145-159, April.
Cited by:
- Sturla Furunes Kvamsdal, 2019. "Indexing of Technical Change in Aggregated Data," Computational Economics, Springer;Society for Computational Economics, vol. 53(3), pages 901-920, March.
- Sturla Furunes Kvamsdal, 2016. "Technical Change as a Stochastic Trend in a Fisheries Model," Marine Resource Economics, University of Chicago Press, vol. 31(4), pages 403-419.
- Ashraf, Ayesha & Herzer, Dierk & Nunnenkamp, Peter, 2014.
"The effects of Greenfield FDI and cross-border M&As on total factor productivity,"
Kiel Working Papers
1941, Kiel Institute for the World Economy (IfW Kiel).
- Ashraf, Ayesha & Herzer, Dierk & Nunnenkamp, Peter, 2014. "The Effects of Greenfield FDI and Cross-border M&As on Total Factor Productivity," MPRA Paper 65060, University Library of Munich, Germany, revised 17 Mar 2015.
- Ayesha Ashraf & Dierk Herzer & Peter Nunnenkamp, 2016. "The Effects of Greenfield FDI and Cross-border M&As on Total Factor Productivity," The World Economy, Wiley Blackwell, vol. 39(11), pages 1728-1755, November.
- Garrido, Nicolás & Aroca, Patricio, 2017. "Sectoral breakdown of total factor productivity in Chile, 1996-2010," Revista CEPAL, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL), August.
- Deng, Zhongqi & Song, Shunfeng & Jiang, Nan & Pang, Ruizhi, 2023. "Sustainable development in China? A nonparametric decomposition of economic growth," China Economic Review, Elsevier, vol. 81(C).
- Fakhri J. Hasanov & Elchin Suleymanov & Heyran Aliyeva & Hezi Eynalov & Sa'd Shannak, 2022. "What Drives the Agricultural Growth in Azerbaijan? Insights from Autometrics with Super Saturation," Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis, Mendel University Press, vol. 70(3), pages 147-174.
- Mohammad Zeqi Yasin, 2020. "Productivity: The Growth Accounting and The Stochastic Frontier Approach," Economics Bulletin, AccessEcon, vol. 40(4), pages 3020-3032.
- Michael Donadelli & Vahid Mojtahed & Antonio Paradiso, 2015. "Technological Progress, Investment Frictions and Business Cycle: New Insights from a Neoclassical Growth Model," Working Papers LuissLab 15119, Dipartimento di Economia e Finanza, LUISS Guido Carli.
- Donadelli, M. & Paradiso, A. & Livieri, G., 2019. "Adding cycles into the neoclassical growth model," Economic Modelling, Elsevier, vol. 78(C), pages 162-171.
- Marco Morales, 2010.
"The real yield curve and macroeconomic factors in the Chilean economy,"
Applied Economics, Taylor & Francis Journals, vol. 42(27), pages 3533-3545.
Cited by:
- 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.
- Sowmya, Subramaniam & Prasanna, Krishna, 2018. "Yield curve interactions with the macroeconomic factors during global financial crisis among Asian markets," International Review of Economics & Finance, Elsevier, vol. 54(C), pages 178-192.
- Oguzhan Cepni & Ibrahim Ethem Guney & Doruk Kucuksarac & Muhammed Hasan Yilmaz, 2018. "The Interaction between Yield Curve and Macroeconomic Factors," CBT Research Notes in Economics 1802, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
- Radoslav Raykov, 2024. "Decomposing Large Banks’ Systemic Trading Losses," Staff Working Papers 24-6, Bank of Canada.
- J.Marcelo Ochoa, 2006.
"An interpretation of an affine term structure model of Chile,"
Estudios de Economia, University of Chile, Department of Economics, vol. 33(2 Year 20), pages 155-184, December.
- Juan Marcelo, Ochoa, 2006. "An Interpretation of An Affine Term Structure Model for Chile," MPRA Paper 1072, University Library of Munich, Germany.
- Ceballos, Luis & Naudon, Alberto & Romero, Damian, 2014.
"Nominal Term Structure and Term Premia. Evidence from Chile,"
MPRA Paper
60911, University Library of Munich, Germany.
- Luis Ceballos & Alberto Naudon & Damián Romero, 2015. "Nominal Term Structure and Term Premia: Evidence from Chile," Working Papers Central Bank of Chile 752, Central Bank of Chile.
- Luis Ceballos & Alberto Naudon & Damián Romero, 2016. "Nominal term structure and term premia: evidence from Chile," Applied Economics, Taylor & Francis Journals, vol. 48(29), pages 2721-2735, June.
- Bautista, Rafaél & Riáscos, Álvaro & Suárez, Nicolás, 2007. "La aplicación de un modelo de factores a las curvas de rendimiento del mercado de deuda pública colombiano," Galeras. Working Papers Series 014, Universidad de Los Andes. Facultad de Administración. School of Management.
- Rodrigo Alfaro, 2009. "The Yield Curve Under Nelson-Siegel," Working Papers Central Bank of Chile 531, Central Bank of Chile.
- Rodrigo Alfaro & Antonio Fernandois & Andrés Sagner, 2018. "Expectativas Financieras y Tasas Forward en Chile," Working Papers Central Bank of Chile 814, Central Bank of Chile.
- Samuel Carrasco & Luis Ceballos & Jessica Mena, 2016. "Estimación de la estructura de tasas de interés en Chile," Notas de Investigación Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 19(1), pages 58-75, April.
- Krishna Prasanna & Subramaniam Sowmya, 2017. "Yield curve in India and its interactions with the US bond market," International Economics and Economic Policy, Springer, vol. 14(2), pages 353-375, April.
- Marco Morales, 2010.
"Lag order selection for an optimal autoregressive covariance matrix estimator,"
Journal of Applied Statistics, Taylor & Francis Journals, vol. 37(5), pages 739-748.
Cited by:
- Jie Ding & Vahid Tarokh & Yuhong Yang, 2015. "Bridging AIC and BIC: a new criterion for autoregression," Papers 1508.02473, arXiv.org, revised Aug 2016.
- Rocha, Roberto & Morales, Marco & Thorburn, Craig, 2008.
"An empirical analysis of the annuity rate in Chile,"
Journal of Pension Economics and Finance, Cambridge University Press, vol. 7(1), pages 95-119, March.
See citations under working paper version above.
- Rocha, Roberto & Morales, Marco & Thorburn, Craig, 2006. "An empirical analysis of the annuity rate in Chile," Policy Research Working Paper Series 3929, The World Bank.
- Thorburn, Craig & Rocha, Roberto & Morales, Marco, 2007.
"An analysis of money's worth ratios in Chile,"
Journal of Pension Economics and Finance, Cambridge University Press, vol. 6(3), pages 287-312, November.
See citations under working paper version above.
- Thorburn, Craig & Rocha, Roberto & Morales, Marco, 2006. "An analysis of money's worth ratios in Chile," Policy Research Working Paper Series 3926, The World Bank.
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NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 4 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.- NEP-FMK: Financial Markets (3) 2006-06-03 2006-06-10 2014-05-04
- NEP-IAS: Insurance Economics (2) 2006-06-03 2006-06-10
- NEP-LAM: Central and South America (2) 2006-06-03 2006-06-10
- NEP-CFN: Corporate Finance (1) 2009-07-03
- NEP-FIN: Finance (1) 2006-06-10
- NEP-IFN: International Finance (1) 2014-05-04
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