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

Papers by year: All | 2011 | 2010 | 2009 | 2008 | 2007 | 2006

	Title	Author(s)
Full text	Price Competition on Network Paper: 2011-04, 02.07.2011	Carlos Lever Guzmán
Full text	Stocks, Bonds and the Investment Horizon: A Spatial Dominance Approach Paper: 2011-03, 15.06.2011	Raúl Ibarra-Ramírez
Full text	The Number of Equilibria of Smooth Infinite Economies Paper: 2011-02, 25.05.2011	Enrique Covarrubias
Full text	Variety Aversion and Information Overload: An Experimental Approach Paper: 2011-01, 03.05.2011	Karen Kaiser
Full text	Banking Sector Performance in Some Latin American Countries: Market Power versus Efficiency Paper: 2010-20, 20.12.2010	Georgios Chortareas Gustavo Garza-Garcia Jesus Claudia Girardone
Full text	The Great Leap Forward: The Political Economy of Education in Brazil, 1889-1930 Paper: 2010-18, 16.12.2010	Martina Viarengo Aldo Musacchio André Martínez
Full text	The Relative Utility Hypothesis With and Without Self-reported Reference Wages Paper: 2010-19, 16.12.2010	Giovanni Mastrobuoni Katsunori Yamada Atsushi Sannabe Adrián De la Garza
Full text	Strategic Spending in Voting Competitions with Social Networks Paper: 2010-16, 15.12.2010	Carlos Lever Guzmán
Full text	Exchange Rate Market Expectations and Central Bank Policy: The case of the Mexican Peso-US Dollar from 2005-2009 Paper: 2010-17, 15.12.2010	Guillermo Benavides Gustavo Abarca Jose Gonzalo Rangel
Full text	Remittances, Schooling, and Child Labor in Mexico Paper: 2010-14, 29.10.2010	Daniel Chiquiar Alejandrina Salcedo Carlo Alcaraz
Full text	Forecasting Short-Run Inflation Volatility using Futures Prices: An Empirical Analysis from a Value at Risk Perspective Paper: 2010-12, 28.10.2010	Guillermo Benavides
Full text	Forecast Revisions of Mexican Inflation and GDP Growth Paper: 2010-11, 28.10.2010	Gabriel López Moctezuma Carlos Capistrán
Full text	The Equilibrium Set of Economies with a Continuous Consumption Space Paper: 2010-10, 26.07.2010 JEL: D50, D51, D80, D90	Enrique Covarrubias
Full text	Consumer Price Behavior in Mexico Under Inflation Targeting: A Microdata Approach Paper: 2010-09, 24.06.2010 JEL: C19, E31	Carla Ysusi
Full text	Equilibrium yield curves under regime switching Paper: 2010-08, 18.06.2010 JEL: E31, E42, E43, E44, G12	Santiago García Verdú
Full text	Families as Roommates: Changes in U.S. Household Size from 1850 to 2000 Paper: 2010-07, 18.06.2010 JEL: D10, E10, J11, N30, O10	Todd Schoellman Alejandrina Salcedo Michèle Tertilt
Full text	Spurious Long-Horizon Regression in Econometrics Paper: 2010-06, 08.06.2010 JEL: C12, C22, E51	E. Noriega Antonio Daniel Ventosa-Santaulària
Full text	The Optimal Tax Rule in the Presence of Time Use Paper: 2010-05, 08.06.2010 JEL: D13, H21, J22	Carolina Rodríguez-Zamora Jean Lim
Full text	Forecast Combinations Paper: 2010-04, 02.06.2010 JEL: C53	Marco Aiolfi Allan Timmermann Carlos Capistrán
Full text	Regular Infinite Economies Paper: 2010-03, 12.04.2010 JEL: D5, D50, D51, D80, D90	Enrique Covarrubias
Full text	Limited Attention and Choice Paper: 2010-02, 12.04.2010 JEL: D01, D11, D21	Karen Kaiser
Full text	Forecasting Inflation in Mexico Using Factor Models: Do Disaggregated CPI Data Improve Forecast Accuracy? Paper: 2010-01, 12.04.2010 JEL: C22, C53, E37	Raúl Ibarra-Ramírez
Full text	Bankruptcy Prediction: A Comparison of Some Statistical and Machine Learning Techniques Paper: 2009-18, 12.04.2010 JEL: C11, C14, C45	Tonatiuh Peña Bolanle Abudu Serafín Martínez
Full text	High and Low Frequency Correlations in Global Equity Markets Paper: 2009-17, 12.04.2010 JEL: C32, C51, C52, G12, G15	Robert F. Engle Jose Gonzalo Rangel
Full text	Explaining Taxes at the Upper Tail of the Income Distribution: The Role of Utility Interdependence Paper: 2009-16, 12.04.2010 JEL: D62, H21, H23	Daniel Sámano
Full text	Macroeconomic News, Announcements, and Stock Market Jump Intensity Dynamics Paper: 2009-15, 12.04.2010 JEL: C22, G14	Jose Gonzalo Rangel
Full text	A Note on the Predictive Content of PPI over CPI Inflation: The Case of Mexico Paper: 2009-14, 12.04.2010 JEL: C32, C53, E31, E37	Daniel Chiquiar Julián Sidaoui José Manuel Ramos Francia Carlos Capistrán
Full text	An Unbiased Estimator of the Variance of Simple Random Sampling Using Mixed Random-Systematic Sampling Paper: 2009-13, 12.04.2010 JEL: C80, C83	Alberto Padilla
Full text	Endowments, Fiscal Federalism, and the Cost of Capital for States: Evidence from Brazil, 1891-1930 Paper: 2009-12, 12.04.2010 JEL: H71, H74, N26, N46, N96	Aldo Musacchio André Martínez
Full text	Analysis of the Dynamics of Mexican Inflation Using Wavelets Paper: 2009-09, 03.09.2009	Carla Ysusi
Full text	Using Seasonal Models to Forecast Short-Run Inflation in Mexico Paper: 2009-05, 07.07.2009 JEL: C22, C52, C53, E37	Christian Constandse Manuel Ramos Francia Carlos Capistrán
Full text	The Factor-Spline-GARCH Model for High and Low Frequency Correlations Paper: 2009-03, 25.02.2009 JEL: C22, C32, C51, C53, G11, G12, G32	Robert F. Engle Jose Gonzalo Rangel
Full text	On the dynamics of inflation persistence around the world Paper: 2009-02, 12.02.2009 JEL: C12, C22, E31, E52, E58	E. Noriega Antonio Manuel Ramos Francia
Full text	Forecasting Exchange Rate Volatility: The Superior Performance of Conditional Combinations of Time Series and Option Implied Forecasts. Paper: 2009-01, 15.01.2009	Guillermo Benavides Carlos Capistrán
Full text	Transparency and Numeric Rules in the Budgeting Process: Theory and Evidence. Paper: 2008-13, 12.09.2008 JEL: D70, E60, H61	Nicolás Amoroso
Full text	A Note on the Dynamics of Persistence in US Inflation. Paper: 2008-12, 07.08.2008 JEL: C12, C22, E31, E52	E. Noriega Antonio Manuel Ramos Francia
Full text	A Macroeconomic Model of the Term Structure of Interest Rates in Mexico. Paper: 2008-10, 02.08.2008 JEL: C13, E43, G12	Fernando Cortés Espada Josué Manuel Ramos Francia
Full text	An Affine Model of the Term Structure of Interest Rates in Mexico Paper: 2008-09, 02.08.2008 JEL: C13, E43, G12	Fernando Cortés Espada Josué Manuel Ramos Francia
Full text	A Note on Mexico and U.S. Manufacturing Industries´ Long-term Paper: 2008-08, 25.07.2008 JEL: E32, F15, F32	Daniel Chiquiar Manuel Ramos Francia
Full text	An Empirical Analysis of the Mexican Term Structure of Interest Rates. Paper: 2008-07, 24.07.2008 JEL: C13, E43, G12	Alberto Torres García Fernando Cortés Espada Josué Manuel Ramos Francia
Full text	Determinants of Mexico's Comparative Advantages and of the Performance of its Manufacturing Exports during 1996-2005 Paper: 2008-01, 24.07.2008 JEL: F14, F15, O14	Daniel Chiquiar Núria Quella Manuel Ramos Francia Nicolás Amoroso
Full text	Comparative Advantage and the Performance of Mexican Manufacturing Exports during 1996-2005 Paper: 2007-12, 24.07.2008 JEL: F14, F15, O14	Daniel Chiquiar Edna Fragoso Manuel Ramos Francia
Full text	Accounting for Output Fluctuations in Mexico Paper: 2008-05, 08.05.2008 JEL: E32, O41, O54	Arturo Antón Sarabia
Full text	International Evidence on Stochastic and Deterministic Monetary Neutrality Paper: 2008-04, 03.05.2008 JEL: C15, C32, E51, E52	Ramón Velázquez E. Noriega Antonio M. Soria Luis
Full text	An Analytical Approach to Merton´s Rational Option Pricing Theory. Paper: 2008-03, 03.04.2008 JEL: C02, G10, G11	Rocío Elizondo Pablo Padilla
Full text	Analysis of the Performance of Mexican Pension Funds: Evidence from a Stationary Bootstrap Application Paper: 2008-02, 29.02.2008 JEL: C14, G11, G23	Arnulfo Rodríguez N. Rodríguez Pedro Gerardo Zúñiga
Full text	The Impact of Trend Inflation in an Open Economy Model Paper: 2007-15, 28.12.2007 JEL: E32, E52	Emilio Fernandez-Corugedo
Full text	Optimality Tests for Multi-Horizon Forecasts Paper: 2007-14, 11.12.2007 JEL: C12, C53, E27	Carlos Capistrán
Full text	Multipower Variation Under Market Microstructure Effects Paper: 2007-13, 11.10.2007 JEL: C13, C51, G19	Ysusi Carla
Full text	Does Inflation Targeting Affect the Dispersion of Inflation Expectations? Paper: 2007-11, 12.09.2007	Manuel Ramos Francia Carlos Capistrán

Papers by year: All | 2011 | 2010 | 2009 | 2008 | 2007 | 2006