Short-Run Price Dynamics in Mexico

Thomas Fullerton () and Roberto Tinajero
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Roberto Tinajero: University of Texas at El Paso

Macroeconomics from University Library of Munich, Germany

Abstract: A theoretical model of inflationary dynamics is developed for Mexico. Estimation is carried out using ARIMA transfer function analysis. Sample data are for the January 1982 - December 1998 period. Overall econometric characteristics of the model satisfy standard statistical criteria. Results indicate that prices in Mexico respond relatively quickly to money supply, interst rate, wage, and peso/dollar currency market changes.

Keywords: Price Dynamics; Mexico; Times Series Analysis (search for similar items in EconPapers)
JEL-codes: E31 (search for similar items in EconPapers)
Pages: 17 pages
Date: 2004-07-21
New Economics Papers: this item is included in nep-lam, nep-mac and nep-mon
Note: Type of Document - doc; pages: 17
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Citations: View citations in EconPapers (3)

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