Since the start of the pandemic caused by the novel coronavirus, COVID-19, more than 106 million people have been infected and global deaths have surpassed 2.4 million. In Chile, the government restricted the activities and movement of people, organizations, and companies, under the concept of dynamic quarantine across municipalities for a predefined period of time. Chile is an interesting context to study because reports to have a higher quantity of infections per million people as well as a higher number of polymerise chain reaction (PCR) tests per million people. The higher testing rate means that Chile has good measurement of the contagious compared to other countries. Further, the heterogeneity of the social, economic, and demographic variables collected of each Chilean municipality provides a robust set of control data to better explain the contagious rate for each city. In this paper, we propose a framework to determine the effectiveness of the dynamic quarantine policy by analyzing different causal models (meta-learners and causal forest) including a time series pattern related to effective reproductive number. Additionally, we test the ability of the proposed framework to understand and explain the spread over benchmark traditional models and to interpret the Shapley Additive Explanations (SHAP) plots. The conclusions derived from the proposed framework provide important scientific information for government policymakers in disease control strategies, not only to analyze COVID-19 but to have a better model to determine social interventions for future outbreaks.

The Euro US Dollar rate is one of the most important exchange rates in the world, making the analysis of its behavior fundamental for the global economy and for different decision-makers at both the public and private level. Furthermore, given the market efficiency of the EUR/USD exchange rate, being able to predict the rate's future short-term variation represents a great challenge. This study proposes a new framework to improve the forecasting accuracy of EUR/USD exchange rate returns through the use of an Artificial Neural Network (ANN) together with a Vector Auto Regressive (VAR) model, Vector Error Corrective model (VECM), and post-processing. The motivation lies in the integration of different approaches, which should improve the ability to forecast regarding each separate model. This is especially true given that Artificial Neural Networks are capable of capturing the short and long-term non-linear components of a time series, which VECM and VAR models are unable to do. Post-processing seeks to combine the best forecasts to make one that is better than its components. Model predictive capacity is compared according to the Root Mean Square Error (RMSE) as a loss function and its significance is analyzed using the Model Confidence Set. The results obtained show that the proposed framework outperforms the benchmark models, decreasing the RMSE of the best econometric model by 32.5% and by 19.3% the best hybrid. Thus, it is determined that forecast post-processing increases forecasting accuracy.

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