Working Papers

From Banco de México
Contact information at EDIRC.
Bibliographic data for series maintained by Subgerencia de desarrollo de sistemas ().

Access Statistics for this working paper series.
Is something missing from the series or not right? See the RePEc data check for the archive and series.

2010-01: Forecasting Inflation in Mexico Using Factor Models: Do Disaggregated CPI Data Improve Forecast Accuracy?

Raul Ibarra

2009-18: Bankruptcy Prediction: A Comparison of Some Statistical and Machine Learning Techniques

Peña Tonatiuh, Martínez Serafín and Abudu Bolanle

2009-17: High and Low Frequency Correlations in Global Equity Markets

Robert Engle and Jose Rangel

2009-16: Explaining Taxes at the Upper Tail of the Income Distribution: The Role of Utility Interdependence

Daniel Samano

2009-15: Macroeconomic News, Announcements, and Stock Market Jump Intensity Dynamics

Jose Rangel

2009-14: A Note on the Predictive Content of PPI over CPI Inflation: The Case of Mexico

Sidaoui José Julián, Carlos Capistrán, Daniel Chiquiar and Manuel Ramos Francia

2009-13: An Unbiased Estimator of the Variance of Simple Random Sampling Using Mixed Random-Systematic Sampling

Padilla Alberto

2009-12: Endowments, Fiscal Federalism, and the Cost of Capital for States: Evidence from Brazil, 1891-1930

Martínez André and Aldo Musacchio

2009-11: Competitiveness and Growth of the Mexican Economy

Daniel Chiquiar and Manuel Ramos Francia

2009-10: A Note on the Volatilities of the Interest Rate and the Exchange Rate Under Different Monetary Policy Instruments: Mexico 1998-2008

Benavides Guillermo and Carlos Capistrán

2009-09: Analysis of the Dynamics of Mexican Inflation Using Wavelets

Ysusi Carla

2009-08: Statistical Analysis of Mexican Inflation at Subindex and Item Level

Ysusi Carla

2009-07: Sources of Over-Costs and Distortions in State-Owned Utilities in Mexico

Martínez Chombo Eduardo

2009-06: An Alternative Formula to Price American Options

Rocio Elizondo, Padilla Pablo and Bladt Mogens

2009-05: Using Seasonal Models to Forecast Short-Run Inflation in Mexico

Carlos Capistrán, Constandse Christian and Manuel Ramos Francia

2009-04: The evolution of fuzzy multidimensional poverty in Mexico, 1994-2006

Eduardo Morales-Ramos

2009-03: The Factor-Spline-GARCH Model for High and Low Frequency Correlations

Jose Rangel and Robert Engle

2009-02: On the dynamics of inflation persistence around the world

Antonio Noriega and Manuel Ramos Francia

2009-01: Forecasting Exchange Rate Volatility: The Superior Performance of Conditional Combinations of Time Series and Option Implied Forecasts

Benavides Guillermo and Carlos Capistrán

2008-15: The Yield Curve and its Relation with Economic Activity: The Mexican Case

Reyna Cerecero Mario, Salazar Cavazos Diana and Salgado Banda Héctor

2008-14: Stylized Facts of the Mexican Business Cycles

Gabriel Cuadra

2008-13: Transparency and Numeric Rules in the Budgeting Process: Theory and Evidence

Amoroso Nicolás

2008-12: A Note on the Dynamics of Persistence in US Inflation

Antonio Noriega and Manuel Ramos Francia

2008-11: Experts' Macroeconomics Expectations: An Evaluation of Mexican Short-Run Forecasts

Carlos Capistrán and López Moctezuma Gabriel

2008-10: A Macroeconomic Model of the Term Structure of Interest Rates in Mexico

Cortés Espada Josué Fernando and Manuel Ramos Francia

2008-09: An Affine Model of the Term Structure of Interest Rates in Mexico

Cortés Espada Josué Fernando and Manuel Ramos Francia

2008-08: A Note on Mexico and U.S. Manufacturing Industries' Long-term Relationship

Daniel Chiquiar and Manuel Ramos Francia

2008-07: An Empirical Analysis of the Mexican Term Structure of Interest Rates

Cortés Espada Josué Fernando, Manuel Ramos Francia and Torres García Alberto

2008-06: Intersectoral Wage Differentials and the Change of the Composition of Urban Employment in Mexico during 2001-2004

Alcaraz Carlo, Daniel Chiquiar and Manuel Ramos Francia

2008-05: Accounting for Output Fluctuations in Mexico

Antón Sarabia Arturo

2008-04: International Evidence on Stochastic and Deterministic Monetary Neutrality

Antonio Noriega, Soria Luis M. and Velázquez Ramón

2008-03: An Analytical Approach to Merton's Rational Option Pricing Theory

Rocio Elizondo and Padilla Pablo

2008-02: Analysis of the Performance of Mexican Pension Funds: Evidence from a Stationary Bootstrap Application

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

Amoroso Nicolás, Daniel Chiquiar, Núria Quella and Manuel Ramos Francia

2007-15: The Impact of Trend Inflation in an Open Economy Model

Fernandez-Corugedo Emilio

2007-14: Optimality Tests for Multi-Horizon Forecasts

Carlos Capistrán

2007-13: Multipower Variation Under Market Microstructure Effects

Ysusi Carla

2007-12: Comparative Advantage and the Performance of Mexican Manufacturing Exports during 1996-2005

Daniel Chiquiar, Fragoso Edna and Manuel Ramos Francia

2007-11: Does Inflation Targeting Affect the Dispersion of Inflation Expectations?

Carlos Capistrán and Manuel Ramos Francia

2007-10: The Three Stages of Central Bank Autonomy in Mexico

Turrent y Díaz Eduardo

2007-09: Multifactor Productivity and its Determinants: An Empirical Analysis for Mexican Manufacturing

Salgado Banda Héctor and Bernal Verdugo Lorenzo E.

2007-08: Translog Cost Functions: An Application for Mexican Manufacturing

Salgado Banda Héctor and Bernal Verdugo Lorenzo E.

2007-07: Optimal Fiscal Policy in a Small Open Economy and the Structure of International Financial Markets

Cortés Espada Josué Fernando

2007-06: The Financial Accelerator from a Business Cycle Accounting Perspective

Antón Sarabia Arturo

2007-05: Uncertainty about the Persistence of Cost-Push Shocks and the Optimal Reaction of the Monetary Authority

Rodríguez Arnulfo, Fidel Gonzalez and González García Jesús R.

2007-04: Recursive Thick Modeling and the Choice of Monetary Policy in Mexico

Rodríguez Arnulfo and Rodríguez Pedro N.

2007-03: Fiscal Policy and Default Risk in Emerging Markets

Gabriel Cuadra and Horacio Sapriza

2007-02: Employment, Hours per Worker and the Business Cycle

Fernandez-Corugedo Emilio

2007-01: A Time Series Approach to Test a Change in Inflation Persistence: The Mexican Experience

Daniel Chiquiar, Antonio Noriega and Manuel Ramos Francia

2006-15: Inflation Dynamics in Mexico: A Characterization Using the New Phillips Curve

Manuel Ramos Francia and Torres García Alberto