Inflationary Pressure Determinants in Mexico

Thomas Fullerton () and Cuauhtemoc Calderon Villarreal ()

Macroeconomics from University Library of Munich, Germany

Abstract: A monetary inflation model is augmented to include import prices and wages in a theoretically plausible manner. Empirical analysis is carried out using annual data for the 1970-1997 period. Parameter estimation is completed using a nonlinear ARMAX procedure. In addition to estimating different versions of the model, ex post simulations are conducted to further assess reliability.

Keywords: Mexico; Inflation; Applied Econometrics (search for similar items in EconPapers)
JEL-codes: E31 (search for similar items in EconPapers)
Pages: 22 pages
Date: 2004-07-26
New Economics Papers: this item is included in nep-mac and nep-mon
Note: Type of Document - doc; pages: 22
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (1)

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Related works:
Journal Article: Inflationary pressure determinants in México (1999)
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Persistent link: https://EconPapers.repec.org/RePEc:wpa:wuwpma:0407030

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