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Nicolás Hardy

Universidad Diego Portales (from arXiv:2604.12927, 2026) · OpenAlex

21 papers in scope · 19 published · 2 on the econ.EM arXiv · 165 citations · h-index 6 (over the papers listed here)

Related authors

The 20 authors closest to this one in our weighted citation graph, most related first.

  1. Dimitris Korobilis
  2. John C. Mitchell
  3. Niko Hauzenberger
  4. Florian Huber
  5. Gary Koop
  6. Joshua C. C. Chan
  7. Gregor Kastner
  8. Maximilian Schröder
  9. Lukas Berend
  10. Sylvia Frühwirth-Schnatter
  11. Rubén Loaiza-Maya
  12. Luca Rossini
  13. Xuewen Yu
  14. Luca Onorante
  15. Michael Pfarrhofer
  16. Philippe Goulet Coulombe
  17. John D. Tsoukalas
  18. Luca Gambetti
  19. Francesco Zanetti
  20. Eric Eisenstat

Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md.

Papers

(2 of 21)

Forecasting Oil Prices Across the Distribution: A Quantile VAR Approach
working paper2026 · arXiv
with Hilde C. Bjørnland, Dimitris Korobilis
Paper profile arXiv arXiv:2604.12927
Learning from crises: A new class of time-varying parameter VARs with observable adaptation
working paper2025 · arXiv
with Dimitris Korobilis
Paper profile arXiv arXiv:2512.03763
The MSPE paradox is not only about MSPE!
published2025 · Applied Economics Letters
with Pablo Pincheira
Applied Economics Letters
The mean squared prediction error paradox
published2024 · Journal of Forecasting · 2 citations · first circulated 2020
with Pablo Pincheira Brown, Pablo Pincheira
Journal of Forecasting
Correlation‐based tests of predictability
published2024 · Journal of Forecasting · 2 citations
with Pablo Pincheira Brown
Journal of Forecasting
Watch your tone!”: Forecasting mining industry commodity prices with financial report tone
published2023 · Resources Policy · 3 citations
with Tiago Ferreira, María José Quinteros, Nicolás S. Magner
Resources Policy
An Inconvenient Truth about Forecast Combinations
published2023 · Mathematics · 1 citations
with Pablo Pincheira Brown, Andrea Bentancor
Mathematics
Forecasting base metal prices with exchange rate expectations
published2023 · Journal of Forecasting · 5 citations
with Pablo Pincheira Brown
Journal of Forecasting
Predicción de tipos de cambio utilizando monedas MILA con Google Trends
published2023 · Multidisciplinary Business Review
with Michelle Sepúlveda, Francisca Menéndez, F. Pignatelli Albarracín
Multidisciplinary Business Review
Forecasting Commodity Market Synchronization with Commodity Currencies: A Network-Based Approach
published2023 · Entropy · 5 citations
with Nicolás S. Magner, Jaime F. Lavín, Tiago Ferreira
Entropy
Agree to Disagree”: Forecasting Stock Market Implied Volatility Using Financial Report Tone Disagreement Analysis
published2023 · Mathematics
with Nicolás S. Magner, Tiago Ferreira, Jaime F. Lavín
Mathematics
Cryptocurrency Forecasting: More Evidence of the Meese-Rogoff Puzzle
published2022 · Mathematics · 5 citations
with Nicolás S. Magner
Mathematics
A Simple Out-of-Sample Test of Predictability against the Random Walk Benchmark
published2022 · Mathematics · 5 citations
with Pablo Pincheira, Andrea Bentancor
Mathematics
A Bias Recognized Is a Bias Sterilized”: The Effects of a Bias in Forecast Evaluation
published2022 · Mathematics · 1 citations
Mathematics
Forecasting fuel prices with the Chilean exchange rate: Going beyond the commodity currency hypothesis
published2021 · Energy Economics · 17 citations
with Pablo Pincheira Brown, Andrea Bentancor, Nabil Jarsun
Energy Economics
Go Wild for a While!”: A New Test for Forecast Evaluation in Nested Models
published2021 · Mathematics · 4 citations
with Pablo Pincheira, Felipe Muñoz
Mathematics
Forecasting aluminum prices with commodity currencies
published2021 · Resources Policy · 28 citations · first circulated 2019
with Pablo Pincheira
Resources Policy
The predictive power of stock market’s expectations volatility: A financial synchronization phenomenon
published2021 · PLoS ONE · 16 citations
with Nicolás S. Magner, Jaime F. Lavín, Mauricio A. Valle
PLoS ONE
The Volatility Forecasting Power of Financial Network Analysis
published2020 · Complexity · 13 citations
with Nicolás S. Magner, Jaime F. Lavín, Mauricio A. Valle
Complexity
Forecasting base metal prices with the Chilean exchange rate
published2019 · Resources Policy · 47 citations
with Pablo Pincheira Brown
Resources Policy
Small consequences of a major agreement: the MILA case
published2018 · Academia Revista Latinoamericana de Administración · 11 citations
with Nicolás S. Magner, Jaime F. Lavín, Rodrigo A. Cárdenas, Mauricio Jara-Bertín
Academia Revista Latinoamericana de Administración

Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.