Welcome to my web page!
Luis David Chancí-Arango is an Associate Professor of Economics at the Faculty of Business and Economics at the Universidad Santo Tomás, Santiago de Chile.
Education
- State University of New York at Binghamton, USA. | Ph.D. in Economics.
- Universidad de Chile, Chile. | M.Sc. in Economics.
- Universidad de Medellín, Colombia | B.S. in Environmental Engineering
Research Interest
- Primary: The intersection of (applied) econometrics with productivity and efficiency analysis.
Structural identification of firm-level production functions.
Semiparametric and Nonparametric Econometrics. - Secondary: Economic Fluctuations in Macroeconomics.
Econometric analysis of (interbank) networks and macroeconomic shocks.
Business cycle fluctuations and hiring dynamics (e.g., using Search-and-Matching models).
Research Agenda
Interconnectedness, Banking Performance, Risk Contagion, and Response to Shocks.
Developed in collaboration with Chile's financial regulator (CMF) and funded by the Chilean government (ANID Fondecyt Iniciación 11250893), my current research agenda investigates how bank interconnectedness influences performance, risk management, and responses to economic shocks. By applying novel econometric techniques—such as network analysis and semi-parametric models—to confidential administrative data on interbank exposures and balance sheets, this research aims to generate new insights into the functioning and resilience of the banking sector.