Inflationary Pressure Determinants in Mexico

Thomas Fullerton () and Cuauhtemoc CALDERON VILLARREAL ()

Macroeconomics from EconWPA

Abstract: A monetary inflation model is augmented to include import prices and wages in a theoretically plausible manner. Empirical analysis is carried out using annual data for the 1970-1997 period. Parameter estimation is completed using a nonlinear ARMAX procedure. In addition to estimating different versions of the model, ex post simulations are conducted to further assess reliability.

Keywords: Mexico; Inflation; Applied Econometrics (search for similar items in EconPapers)
JEL-codes: E31 (search for similar items in EconPapers)
New Economics Papers: this item is included in nep-mac and nep-mon
Date: 2004-07-26
Note: Type of Document - doc; pages: 22
View list of references View citations in EconPapers

Downloads: (external link)
http://129.3.20.41/eps/mac/papers/0407/0407030.pdf (application/pdf)
http://129.3.20.41/eps/mac/papers/0407/0407030.ps.gz (application/postscript)
http://129.3.20.41/eps/mac/papers/0407/0407030.doc.gz (application/msword)

Related works:
Journal Article: Inflationary pressure determinants in México (1999)
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: http://EconPapers.repec.org/RePEc:wpa:wuwpma:0407030

Access Statistics for this paper

More papers in Macroeconomics from EconWPA
Series data maintained by EconWPA ().