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

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Title Author(s)

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

Comparative Advantage and the Performance of Mexican Manufacturing Exports during 1996-2005

Paper: 2007-12, 24.07.2008

JEL: F14, F15, O14

Accounting for Output Fluctuations in Mexico

Paper: 2008-05, 08.05.2008

JEL: E32, O41, O54

International Evidence on Stochastic and Deterministic Monetary Neutrality

Paper: 2008-04, 03.05.2008

JEL: C15, C32, E51, E52

An Analytical Approach to Merton´s Rational Option Pricing Theory.

Paper: 2008-03, 03.04.2008

JEL: C02, G10, G11

Analysis of the Performance of Mexican Pension Funds: Evidence from a Stationary Bootstrap Application

Paper: 2008-02, 29.02.2008

JEL: C14, G11, G23

The Impact of Trend Inflation in an Open Economy Model

Paper: 2007-15, 28.12.2007

JEL: E32, E52

Optimality Tests for Multi-Horizon Forecasts

Paper: 2007-14, 11.12.2007

JEL: C12, C53, E27

Multipower Variation Under Market Microstructure Effects

Paper: 2007-13, 11.10.2007

JEL: C13, C51, G19

Does Inflation Targeting Affect the Dispersion of Inflation Expectations?

Paper: 2007-11, 12.09.2007

Multifactor Productivity and its Determinants: An Empirical Analysis for Mexican Manufacturing.

Paper: 2007-09, 03.05.2007

Translog Cost Functions: An Application for Mexican Manufacturing.

Paper: 2007-08, 18.04.2007

Optimal Fiscal Policy in a Small Open Economy and the Structure of International Financial Markets.

Paper: 2007-07, 14.03.2007

The Financial Accelerator from a Business Cycle Accounting Perspective.

Paper: 2007-06, 09.03.2007

Uncertainty about the Persistence of Cost-Push Shocks and the Optimal Reaction of the Monetary Authority.

Paper: 2007-05, 08.03.2007

Recursive Thick Modeling and the Choice of Monetary Policy in Mexico.

Paper: 2007-04, 08.03.2007

Fiscal Policy and Default Risk in Emerging Markets.

Paper: 2007-03, 07.03.2007

Employment, Hours per Worker and the Business Cycle.

Paper: 2007-02, 02.02.2007

A Time Series Approach to Test a Change in Inflation Persistence: The Mexican Experience.

Paper: 2007-01, 30.01.2007

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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