Carlos Capistrán - Central Bank Research Hub

Papers by year: All | 2017 | 2010 | 2009 | 2007 | 2006

Title Other author(s)

Identifying Dornbusch's Exchange Rate Overshooting with Structural VECs: Evidence from Mexico

Bank of Mexico Working Papers [View] (Paper: 2017-11, 22.06.2017)

JEL: C32, C51, E10, E17

Forecast Revisions of Mexican Inflation and GDP Growth

Bank of Mexico Working Papers [View] (Paper: 2010-11, 28.10.2010)

Forecast Combinations

Bank of Mexico Working Papers [View] (Paper: 2010-04, 02.06.2010)

JEL: C53

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

Bank of Mexico Working Papers [View] (Paper: 2009-14, 12.04.2010)

JEL: C32, C53, E31, E37

Using Seasonal Models to Forecast Short-Run Inflation in Mexico

Bank of Mexico Working Papers [View] (Paper: 2009-05, 07.07.2009)

JEL: C22, C52, C53, E37

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

Bank of Mexico Working Papers [View] (Paper: 2009-01, 15.01.2009)

Optimality Tests for Multi-Horizon Forecasts

Bank of Mexico Working Papers [View] (Paper: 2007-14, 11.12.2007)

JEL: C12, C53, E27

Does Inflation Targeting Affect the Dispersion of Inflation Expectations?

Bank of Mexico Working Papers [View] (Paper: 2007-11, 12.09.2007)

Bias in Federal reserve Inflation Forecasts: Is the Federal Reserve Irrational or Just Cautious?

Bank of Mexico Working Papers [View] (Paper: 2006-14, 22.12.2006)

Forecast Combination with Entry and Exit of Experts

Bank of Mexico Working Papers [View] (Paper: 2006-08, 01.12.2006)

Inflation Dynamics in Latin America

Bank of Mexico Working Papers [View] (Paper: 2006-11, 01.12.2006)

Disagreement and Biases in Inflation Expectations

Bank of Mexico Working Papers [View] (Paper: 2006-07, 01.12.2006)

Papers by year: All | 2017 | 2010 | 2009 | 2007 | 2006