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Details about Carlos Capistrán

E-mail:
Homepage:http://carloscapistran.com
Workplace:Bank of America Merrill Lynch Mexico

Access statistics for papers by Carlos Capistrán.

Last updated 2017-08-31. Update your information in the RePEc Author Service.

Short-id: pca513


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Working Papers

2017

  1. Identifying Dornbusch's Exchange Rate Overshooting with Structural VECs: Evidence from Mexico
    Working Papers, Banco de México Downloads View citations (1)

2011

  1. Exchange Rate Pass-Through to Prices: Evidence from Mexico
    Working Papers, Banco de México Downloads View citations (6)
  2. Policy Response to External Shocks: Lessons from the Crisis
    Working Papers, Banco de México Downloads View citations (3)

2010

  1. Forecast Combinations
    Working Papers, Banco de México Downloads View citations (21)
    Also in CREATES Research Papers, Department of Economics and Business Economics, Aarhus University (2010) Downloads View citations (19)
  2. Forecast Revisions of Mexican Inflation and GDP Growth
    Working Papers, Banco de México Downloads View citations (2)
    See also Journal Article Forecast revisions of Mexican inflation and GDP growth, International Journal of Forecasting, Elsevier (2014) Downloads View citations (6) (2014)

2009

  1. A Note on the Predictive Content of PPI over CPI Inflation: The Case of Mexico
    Working Papers, Banco de México Downloads View citations (11)
  2. 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 Downloads View citations (5)
  3. Forecasting Exchange Rate Volatility: The Superior Performance of Conditional Combinations of Time Series and Option Implied Forecasts
    Working Papers, Banco de México Downloads 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) Downloads View citations (12) (2012)
  4. Using Seasonal Models to Forecast Short-Run Inflation in Mexico
    Working Papers, Banco de México Downloads View citations (4)

2008

  1. Disagreement and Biases in Inflation Expectations
    CREATES Research Papers, Department of Economics and Business Economics, Aarhus University Downloads 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) Downloads 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)
  2. Experts' Macroeconomics Expectations: An Evaluation of Mexican Short-Run Forecasts
    Working Papers, Banco de México Downloads
  3. Forecast Combination With Entry and Exit of Experts
    CREATES Research Papers, Department of Economics and Business Economics, Aarhus University Downloads
    Also in Working Papers, Banco de México (2006) Downloads View citations (308)

    See also Journal Article Forecast Combination With Entry and Exit of Experts, Journal of Business & Economic Statistics, American Statistical Association (2009) Downloads View citations (71) (2009)

2007

  1. Does Inflation Targeting Affect the Dispersion of Inflation Expectations?
    Working Papers, Banco de México Downloads 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)
  2. Optimality Tests for Multi-Horizon Forecasts
    Working Papers, Banco de México Downloads View citations (3)

2006

  1. Bias in Federal Reserve Inflation Forecasts: Is the Federal Reserve Irrational or Just Cautious?
    Working Papers, Banco de México Downloads View citations (7)
    Also in Computing in Economics and Finance 2005, Society for Computational Economics (2005) Downloads View citations (6)
    University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego (2005) Downloads 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) Downloads View citations (45) (2008)
  2. Inflation Dynamics in Latin America
    Working Papers, Banco de México Downloads View citations (12)
    See also Journal Article INFLATION DYNAMICS IN LATIN AMERICA, Contemporary Economic Policy, Western Economic Association International (2009) Downloads View citations (26) (2009)

Journal Articles

2014

  1. Forecast revisions of Mexican inflation and GDP growth
    International Journal of Forecasting, 2014, 30, (2), 177-191 Downloads View citations (6)
    See also Working Paper Forecast Revisions of Mexican Inflation and GDP Growth, Working Papers (2010) Downloads View citations (2) (2010)

2013

  1. On the dynamics of inflation persistence around the world
    Empirical Economics, 2013, 44, (3), 1243-1265 Downloads View citations (14)

2012

  1. 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 Downloads View citations (18)
  2. 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 Downloads 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) Downloads View citations (4) (2009)

2010

  1. 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) Downloads View citations (9) (2007)
  2. Las expectativas macroeconómicas de los especialistas. Una evaluación de pronósticos de corto plazo en México
    El Trimestre Económico, 2010, LXXVII (2), (306), 275-312 Downloads View citations (2)
  3. Multi-horizon inflation forecasts using disaggregated data
    Economic Modelling, 2010, 27, (3), 666-677 Downloads View citations (27)

2009

  1. An empirical analysis of the mexican term structure of interest rates
    Economics Bulletin, 2009, 29, (3), 2300-2313 Downloads View citations (4)
  2. 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) Downloads View citations (24) (2008)
  3. Forecast Combination With Entry and Exit of Experts
    Journal of Business & Economic Statistics, 2009, 27, (4), 428-440 Downloads View citations (71)
    See also Working Paper Forecast Combination With Entry and Exit of Experts, CREATES Research Papers (2008) Downloads (2008)
  4. INFLATION DYNAMICS IN LATIN AMERICA
    Contemporary Economic Policy, 2009, 27, (3), 349-362 Downloads View citations (26)
    See also Working Paper Inflation Dynamics in Latin America, Working Papers (2006) Downloads View citations (12) (2006)
  5. 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 Downloads

2008

  1. Bias in Federal Reserve inflation forecasts: Is the Federal Reserve irrational or just cautious?
    Journal of Monetary Economics, 2008, 55, (8), 1415-1427 Downloads View citations (45)
    See also Working Paper Bias in Federal Reserve Inflation Forecasts: Is the Federal Reserve Irrational or Just Cautious?, Working Papers (2006) Downloads View citations (7) (2006)

2006

  1. On comparing multi-horizon forecasts
    Economics Letters, 2006, 93, (2), 176-181 Downloads View citations (6)

Chapters

2010

  1. 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 Downloads View citations (5)
 
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