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

Working Papers

2017

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

2011

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

2010

4. Forecast Combinations
   CREATES Research Papers, Department of Economics and Business Economics, Aarhus University View citations (20)
   Also in Working Papers, Banco de México (2010) View citations (22)
5. 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

6. A Note on the Predictive Content of PPI over CPI Inflation: The Case of Mexico
   Working Papers, Banco de México View citations (11)
7. 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)
8. 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)
9. Using Seasonal Models to Forecast Short-Run Inflation in Mexico
   Working Papers, Banco de México View citations (4)

2008

10. Disagreement and Biases in Inflation Expectations
    CREATES Research Papers, Department of Economics and Business Economics, Aarhus University View citations (24)
    Also in Working Papers, Banco de México (2006) View citations (5)
    Computing in Economics and Finance 2006, Society for Computational Economics (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)
11. Experts' Macroeconomics Expectations: An Evaluation of Mexican Short-Run Forecasts
    Working Papers, Banco de México
12. 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 (309)
    See also Journal Article Forecast Combination With Entry and Exit of Experts, Journal of Business & Economic Statistics, American Statistical Association (2009) View citations (72) (2009)

2007

13. 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)
14. Optimality Tests for Multi-Horizon Forecasts
    Working Papers, Banco de México View citations (3)

2006

15. 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)
16. 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 (27) (2009)

Journal Articles

2014

1. 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

2. On the dynamics of inflation persistence around the world
   Empirical Economics, 2013, 44, (3), 1243-1265 View citations (15)

2012

3. 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)
4. 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

5. 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)
6. 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)
7. Multi-horizon inflation forecasts using disaggregated data
   Economic Modelling, 2010, 27, (3), 666-677 View citations (27)

2009

8. An empirical analysis of the mexican term structure of interest rates
   Economics Bulletin, 2009, 29, (3), 2300-2313 View citations (4)
9. 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)
10. Forecast Combination With Entry and Exit of Experts
    Journal of Business & Economic Statistics, 2009, 27, (4), 428-440 View citations (72)
    See also Working Paper Forecast Combination With Entry and Exit of Experts, CREATES Research Papers (2008) (2008)
11. INFLATION DYNAMICS IN LATIN AMERICA
    Contemporary Economic Policy, 2009, 27, (3), 349-362 View citations (27)
    See also Working Paper Inflation Dynamics in Latin America, Working Papers (2006) View citations (12) (2006)
12. 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

13. 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

14. On comparing multi-horizon forecasts
    Economics Letters, 2006, 93, (2), 176-181 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 View citations (5)