Central Bank Research Hub - Series: Bank of Mexico Working Papers 2006

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Title Author(s)

Inflation Dynamics in Mexico: A Characterization Using the New Phillips Curve.

Paper: 2006-15, 23.12.2006

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

Paper: 2006-14, 22.12.2006

Estimating Integrated Volatility Using Absolute High-Frequency Returns

Paper: 2006-13, 21.12.2006

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

Paper: 2006-12, 21.12.2006

Inflation Dynamics in Latin America

Paper: 2006-11, 01.12.2006

Detecting Jumps in High-Frequency Financial Series Using Multipower Variation

Paper: 2006-10, 01.12.2006

Optimal Fiscal Policy in a Small Open Economy with Incomplete Markets and Interest Rate Shocks

Paper: 2006-09, 01.12.2006

Forecast Combination with Entry and Exit of Experts

Paper: 2006-08, 01.12.2006

Disagreement and Biases in Inflation Expectations

Paper: 2006-07, 01.12.2006

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

Paper: 2006-06, 01.12.2006

Spurious Regression and Econometric Trends

Paper: 2006-05, 01.12.2006

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

Paper: 2006-04, 01.12.2006

Sovereign Default, Interest Rates and Political Uncertainty in Emerging Markets

Paper: 2006-02, 01.10.2006

Sovereign Default, Terms of Trade and Interest Rates in Emerging Markets

Paper: 2006-01, 01.10.2006

Factor Shares from Household Survey Data

Paper: 2005-05, 01.10.2006

Competing or Colluding in Stochastic Environment

Paper: 2005-04, 01.10.2006

Banks, Liquidity Crises and Economic Growth

Paper: 2005-03, 01.10.2006

Wealth Financial Intermediation and Growth

Paper: 2005-02, 01.10.2006

Reducing Inflation through Inflation Targeting: The Mexican Experience

Paper: 2005-01, 01.10.2006

Globalization, Regional Wage Differentials and The Stolper-Samuelson Theorem: Evidence from Mexico

Paper: 2004-06, 01.10.2006

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

Paper: 2004-05, 01.10.2006

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