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Working Papers

From Banco de México
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2010-12: Forecasting Short-Run Inflation Volatility using Futures Prices: An Empirical Analysis from a Value at Risk Perspective Downloads
Benavides Guillermo
2010-11: Forecast Revisions of Mexican Inflation and GDP Growth Downloads
López Moctezuma Gabriel and Carlos Capistrán
2010-10: The Equilibrium Set of Economies with a Continuous Consumption Space Downloads
Enrique Covarrubias
2010-09: Consumer Price Behavior in Mexico Under Inflation Targeting: A Microdata Approach Downloads
Ysusi Carla
2010-08: Equilibrium yield curves under regime switching Downloads
Santiago Garcia-Verdu
2010-07: Families as Roommates: Changes in U.S. Household Size from 1850 to 2000 Downloads
Salcedo Alejandrina, Todd Schoellman and Michele Tertilt
2010-06: Spurious Long-Horizon Regression in Econometrics Downloads
Antonio Noriega and Daniel Ventosa-Santaulària
2010-05: The Optimal Tax Rule in the Presence of Time Use Downloads
Lim Jean and Rodríguez-Zamora Carolina
2010-04: Forecast Combinations Downloads
Aiolfi Marco, Carlos Capistrán and Allan Timmermann
2010-03: Regular Infinite Economies Downloads
Enrique Covarrubias
2010-02: Limited Attention and Choice Downloads
Karen Kaiser
2010-01: Forecasting Inflation in Mexico Using Factor Models: Do Disaggregated CPI Data Improve Forecast Accuracy? Downloads
Raul Ibarra
2009-18: Bankruptcy Prediction: A Comparison of Some Statistical and Machine Learning Techniques Downloads
Peña Tonatiuh, Martínez Serafín and Abudu Bolanle
2009-17: High and Low Frequency Correlations in Global Equity Markets Downloads
Robert Engle and Jose Rangel
2009-16: Explaining Taxes at the Upper Tail of the Income Distribution: The Role of Utility Interdependence Downloads
Daniel Samano
2009-15: Macroeconomic News, Announcements, and Stock Market Jump Intensity Dynamics Downloads
Jose Rangel
2009-14: A Note on the Predictive Content of PPI over CPI Inflation: The Case of Mexico Downloads
Sidaoui José Julián, Carlos Capistrán, Daniel Chiquiar and Ramos Francia Manuel
2009-13: An Unbiased Estimator of the Variance of Simple Random Sampling Using Mixed Random-Systematic Sampling Downloads
Padilla Alberto
2009-12: Endowments, Fiscal Federalism, and the Cost of Capital for States: Evidence from Brazil, 1891-1930 Downloads
Martínez André and Aldo Musacchio
2009-11: Competitiveness and Growth of the Mexican Economy Downloads
Daniel Chiquiar and Ramos Francia Manuel
2009-10: A Note on the Volatilities of the Interest Rate and the Exchange Rate Under Different Monetary Policy Instruments: Mexico 1998-2008 Downloads
Benavides Guillermo and Carlos Capistrán
2009-09: Analysis of the Dynamics of Mexican Inflation Using Wavelets Downloads
Ysusi Carla
2009-08: Statistical Analysis of Mexican Inflation at Subindex and Item Level Downloads
Ysusi Carla
2009-07: Sources of Over-Costs and Distortions in State-Owned Utilities in Mexico Downloads
Martínez Chombo Eduardo
2009-06: An Alternative Formula to Price American Options Downloads
Rocio Elizondo, Padilla Pablo and Bladt Mogens
2009-05: Using Seasonal Models to Forecast Short-Run Inflation in Mexico Downloads
Carlos Capistrán, Constandse Christian and Ramos Francia Manuel
2009-04: The evolution of fuzzy multidimensional poverty in Mexico, 1994-2006 Downloads
Eduardo Morales-Ramos
2009-03: The Factor-Spline-GARCH Model for High and Low Frequency Correlations Downloads
Jose Rangel and Robert Engle
2009-02: On the dynamics of inflation persistence around the world Downloads
Antonio Noriega and Ramos Francia Manuel
2009-01: Forecasting Exchange Rate Volatility: The Superior Performance of Conditional Combinations of Time Series and Option Implied Forecasts Downloads
Benavides Guillermo and Carlos Capistrán
2008-15: The Yield Curve and its Relation with Economic Activity: The Mexican Case Downloads
Reyna Cerecero Mario, Salazar Cavazos Diana and Salgado Banda Héctor
2008-14: Stylized Facts of the Mexican Business Cycles Downloads
Gabriel Cuadra
2008-13: Transparency and Numeric Rules in the Budgeting Process: Theory and Evidence Downloads
Amoroso Nicolás
2008-12: A Note on the Dynamics of Persistence in US Inflation Downloads
Antonio Noriega and Ramos Francia Manuel
2008-11: Experts' Macroeconomics Expectations: An Evaluation of Mexican Short-Run Forecasts Downloads
Carlos Capistrán and López Moctezuma Gabriel
2008-10: A Macroeconomic Model of the Term Structure of Interest Rates in Mexico Downloads
Cortés Espada Josué Fernando and Ramos Francia Manuel
2008-09: An Affine Model of the Term Structure of Interest Rates in Mexico Downloads
Cortés Espada Josué Fernando and Ramos Francia Manuel
2008-08: A Note on Mexico and U.S. Manufacturing Industries' Long-term Relationship Downloads
Daniel Chiquiar and Ramos Francia Manuel
2008-07: An Empirical Analysis of the Mexican Term Structure of Interest Rates Downloads
Cortés Espada Josué Fernando, Ramos Francia Manuel and Torres García Alberto
2008-06: Intersectoral Wage Differentials and the Change of the Composition of Urban Employment in Mexico during 2001-2004 Downloads
Alcaraz Carlo, Daniel Chiquiar and Ramos Francia Manuel
2008-05: Accounting for Output Fluctuations in Mexico Downloads
Antón Sarabia Arturo
2008-04: International Evidence on Stochastic and Deterministic Monetary Neutrality Downloads
Antonio Noriega, Soria Luis M. and Velázquez Ramón
2008-03: An Analytical Approach to Merton's Rational Option Pricing Theory Downloads
Rocio Elizondo and Padilla Pablo
2008-02: Analysis of the Performance of Mexican Pension Funds: Evidence from a Stationary Bootstrap Application Downloads
Rodríguez Arnulfo, Zúñiga Gerardo and Rodríguez Pedro N.
2008-01: Determinants of Mexico's Comparative Advantages and of the Performance of its Manufacturing Exports during 1996-2005 Downloads
Amoroso Nicolás, Daniel Chiquiar, Núria Quella and Ramos Francia Manuel
2007-15: The Impact of Trend Inflation in an Open Economy Model Downloads
Fernandez-Corugedo Emilio
2007-14: Optimality Tests for Multi-Horizon Forecasts Downloads
Carlos Capistrán
2007-13: Multipower Variation Under Market Microstructure Effects Downloads
Ysusi Carla
2007-12: Comparative Advantage and the Performance of Mexican Manufacturing Exports during 1996-2005 Downloads
Daniel Chiquiar, Fragoso Edna and Ramos Francia Manuel
2007-11: Does Inflation Targeting Affect the Dispersion of Inflation Expectations? Downloads
Carlos Capistrán and Ramos Francia Manuel
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