Details about Carlos Capistrán
Access statistics for papers by Carlos Capistrán.
Last updated 2017-08-31. Update your information in the RePEc Author Service.
Short-id: pca513
Jump to Journal Articles Chapters
Working Papers
2017
- Identifying Dornbusch's Exchange Rate Overshooting with Structural VECs: Evidence from Mexico
Working Papers, Banco de México View citations (1)
2011
- Exchange Rate Pass-Through to Prices: Evidence from Mexico
Working Papers, Banco de México View citations (6)
- Policy Response to External Shocks: Lessons from the Crisis
Working Papers, Banco de México View citations (3)
2010
- Forecast Combinations
Working Papers, Banco de México View citations (21)
Also in CREATES Research Papers, Department of Economics and Business Economics, Aarhus University (2010) View citations (19)
- Forecast Revisions of Mexican Inflation and GDP Growth
Working Papers, Banco de México View citations (2)
See also Journal Article Forecast revisions of Mexican inflation and GDP growth, International Journal of Forecasting, Elsevier (2014) View citations (6) (2014)
2009
- A Note on the Predictive Content of PPI over CPI Inflation: The Case of Mexico
Working Papers, Banco de México View citations (11)
- A Note on the Volatilities of the Interest Rate and the Exchange Rate Under Different Monetary Policy Instruments: Mexico 1998-2008
Working Papers, Banco de México View citations (5)
- Forecasting Exchange Rate Volatility: The Superior Performance of Conditional Combinations of Time Series and Option Implied Forecasts
Working Papers, Banco de México View citations (4)
See also Journal Article Forecasting exchange rate volatility: The superior performance of conditional combinations of time series and option implied forecasts, Journal of Empirical Finance, Elsevier (2012) View citations (12) (2012)
- Using Seasonal Models to Forecast Short-Run Inflation in Mexico
Working Papers, Banco de México View citations (4)
2008
- Disagreement and Biases in Inflation Expectations
CREATES Research Papers, Department of Economics and Business Economics, Aarhus University View citations (24)
Also in Computing in Economics and Finance 2006, Society for Computational Economics (2006) View citations (5) Working Papers, Banco de México (2006) View citations (5)
See also Journal Article Disagreement and Biases in Inflation Expectations, Journal of Money, Credit and Banking, Blackwell Publishing (2009) View citations (155) (2009)
- Experts' Macroeconomics Expectations: An Evaluation of Mexican Short-Run Forecasts
Working Papers, Banco de México
- Forecast Combination With Entry and Exit of Experts
CREATES Research Papers, Department of Economics and Business Economics, Aarhus University 
Also in Working Papers, Banco de México (2006) View citations (308)
See also Journal Article Forecast Combination With Entry and Exit of Experts, Journal of Business & Economic Statistics, American Statistical Association (2009) View citations (71) (2009)
2007
- Does Inflation Targeting Affect the Dispersion of Inflation Expectations?
Working Papers, Banco de México View citations (9)
See also Journal Article Does Inflation Targeting Affect the Dispersion of Inflation Expectations?, Journal of Money, Credit and Banking, Blackwell Publishing (2010) View citations (107) (2010)
- Optimality Tests for Multi-Horizon Forecasts
Working Papers, Banco de México View citations (3)
2006
- Bias in Federal Reserve Inflation Forecasts: Is the Federal Reserve Irrational or Just Cautious?
Working Papers, Banco de México View citations (7)
Also in Computing in Economics and Finance 2005, Society for Computational Economics (2005) View citations (6) University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego (2005) View citations (5)
See also Journal Article Bias in Federal Reserve inflation forecasts: Is the Federal Reserve irrational or just cautious?, Journal of Monetary Economics, Elsevier (2008) View citations (45) (2008)
- Inflation Dynamics in Latin America
Working Papers, Banco de México View citations (12)
See also Journal Article INFLATION DYNAMICS IN LATIN AMERICA, Contemporary Economic Policy, Western Economic Association International (2009) View citations (26) (2009)
Journal Articles
2014
- Forecast revisions of Mexican inflation and GDP growth
International Journal of Forecasting, 2014, 30, (2), 177-191 View citations (6)
See also Working Paper Forecast Revisions of Mexican Inflation and GDP Growth, Working Papers (2010) View citations (2) (2010)
2013
- On the dynamics of inflation persistence around the world
Empirical Economics, 2013, 44, (3), 1243-1265 View citations (14)
2012
- El traspaso de movimientos del tipo de cambio a los precios. Un análisis para la economía mexicana
El Trimestre Económico, 2012, LXXIX (4), (316), 813-838 View citations (18)
- Forecasting exchange rate volatility: The superior performance of conditional combinations of time series and option implied forecasts
Journal of Empirical Finance, 2012, 19, (5), 627-639 View citations (12)
See also Working Paper Forecasting Exchange Rate Volatility: The Superior Performance of Conditional Combinations of Time Series and Option Implied Forecasts, Working Papers (2009) View citations (4) (2009)
2010
- Does Inflation Targeting Affect the Dispersion of Inflation Expectations?
Journal of Money, Credit and Banking, 2010, 42, (1), 113-134 View citations (107)
See also Working Paper Does Inflation Targeting Affect the Dispersion of Inflation Expectations?, Working Papers (2007) View citations (9) (2007)
- Las expectativas macroeconómicas de los especialistas. Una evaluación de pronósticos de corto plazo en México
El Trimestre Económico, 2010, LXXVII (2), (306), 275-312 View citations (2)
- Multi-horizon inflation forecasts using disaggregated data
Economic Modelling, 2010, 27, (3), 666-677 View citations (27)
2009
- An empirical analysis of the mexican term structure of interest rates
Economics Bulletin, 2009, 29, (3), 2300-2313 View citations (4)
- Disagreement and Biases in Inflation Expectations
Journal of Money, Credit and Banking, 2009, 41, (2-3), 365-396 View citations (155)
See also Working Paper Disagreement and Biases in Inflation Expectations, CREATES Research Papers (2008) View citations (24) (2008)
- Forecast Combination With Entry and Exit of Experts
Journal of Business & Economic Statistics, 2009, 27, (4), 428-440 View citations (71)
See also Working Paper Forecast Combination With Entry and Exit of Experts, CREATES Research Papers (2008) (2008)
- INFLATION DYNAMICS IN LATIN AMERICA
Contemporary Economic Policy, 2009, 27, (3), 349-362 View citations (26)
See also Working Paper Inflation Dynamics in Latin America, Working Papers (2006) View citations (12) (2006)
- Una nota sobre las volatilidades de la tasa de interés y del tipo de cambio según diferentes instrumentos de política monetaria: México 1998-2008
Monetaria, 2009, XXXII, (3), 391-412
2008
- Bias in Federal Reserve inflation forecasts: Is the Federal Reserve irrational or just cautious?
Journal of Monetary Economics, 2008, 55, (8), 1415-1427 View citations (45)
See also Working Paper Bias in Federal Reserve Inflation Forecasts: Is the Federal Reserve Irrational or Just Cautious?, Working Papers (2006) View citations (7) (2006)
2006
- On comparing multi-horizon forecasts
Economics Letters, 2006, 93, (2), 176-181 View citations (6)
Chapters
2010
- On the predictive content of the PPI on CPI inflation: the case of Mexico
A chapter in Monetary policy and the measurement of inflation: prices, wages and expectations, 2010, vol. 49, pp 249-257 View citations (5)
|
The links between different versions of a paper are constructed automatically by matching on the titles.
Please contact if a link is incorrect.
Use this form
to add links between versions where the titles do not match.
|