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.

2006-14: Bias in Federal Reserve Inflation Forecasts: Is the Federal Reserve Irrational or Just Cautious?

Carlos Capistrán

2006-13: Estimating Integrated Volatility Using Absolute High-Frequency Returns

Ysusi Carla

2006-12: Spurious Cointegration: The Engle-Granger Test in the Presence of Structural Breaks

Antonio Noriega and Daniel Ventosa-Santaulària

2006-11: Inflation Dynamics in Latin America

Manuel Ramos Francia and Carlos Capistrán

2006-10: Detecting Jumps in High-Frequency Financial Series Using Multipower Variation

Ysusi Carla

2006-09: Optimal Fiscal Policy in a Small Open Economy with Incomplete Markets and Interest Rate Shocks

Cortés Espada Josué Fernando

2006-08: Forecast Combination with Entry and Exit of Experts

Allan Timmermann and Carlos Capistrán

2006-07: Disagreement and Biases in Inflation Expectations

Allan Timmermann and Carlos Capistrán

2006-06: Structural Changes in the Transmission Mechanism of Monetary Policy in Mexico: A Non-linear VAR Approach

Gaytán González Alejandro and González García Jesús R.

2006-05: Spurious Regression and Econometric Trends

Antonio Noriega and Daniel Ventosa-Santaulària

2006-04: Volatility Forecasts for the Mexican Peso - U.S. Dollar Exchange Rate: An Empirical Analysis of Garch, Option Implied and Composite Forecast Models

Benavides Guillermo

2006-03: Changes in the Composition of Employment and Productivity in the Formal Sector of the Mexican Economy

Alcaraz Carlo and García Verdú Rodrigo

2006-02: Sovereign Default, Interest Rates and Political Uncertainty in Emerging Markets

Gabriel Cuadra and Horacio Sapriza

2006-01: Sovereign Default, Terms of Trade and Interest Rates in Emerging Markets

Gabriel Cuadra and Horacio Sapriza

2005-05: Factor Shares From Household Survey Data

García Verdú Rodrigo

2005-04: Competing or Colluding in a Stochastic Environment

Salgado Banda Héctor and Breccia Adriana

2005-03: Banks, Liquidity Crises and Economic Growth

Romain Ranciere and Gaytán González Alejandro

2005-02: Wealth Financial Intermediation and Growth

Romain Ranciere and Gaytán González Alejandro

2005-01: Reducing Inflation Through Inflation Targeting: The Mexican Experience

Manuel Ramos Francia and Torres García Alberto

2004-07: Analysis of Optimal Bids in the Primary Auction of Mexican Federal Government Bonds: Results of a Structural Econometric Modeling Approach

Sara Castellanos and Oviedo Marco

2004-06: Globalization, Regional Wage Differentials and the Stolper-Samuelson Theorem: Evidence from México

Daniel Chiquiar

2004-05: Bilateral Trade and Business Cycle Synchronization: Evidence from Mexico and United States Manufacturing Industries

Daniel Chiquiar and Manuel Ramos Francia

2004-04: An Econometric Forecast Model of Private Investment in Mexico

Pérez López Elguézabal Alejandro

2004-03: Wage Rigidities in Mexico: Evidence from the Administrative Records of the Mexican Social Security Institute (Instituto Mexicano del Seguro Social)

Sara Castellanos, García Verdú Rodrigo and David Kaplan

2004-02: The Importance of Defining Property Rights in Free Trade Agreements on Foreign Direct Investment

Martínez Trigueros Lorenza and Romero Hidalgo Roberto

2004-01: Market Expectations Implicit in Derivative Prices: Applications to Exchange and Oil Markets

Díaz de León Carrillo Alejandro and Casanova Martha