have decreased substantially from 2001 onwards, which coincides with the adoption of an inflation targeting regime by Banco …

. Our results suggest the existence of nonlinearities in Mexico only for the merchandise inflation measure, including the … over headline inflation is small. Our results are consistent with the consolidation of a low ERPT in Mexico. …

allows us to evaluate the anchoring of inflation expectations in the Mexican economy. To address this issue, in this paper we …

Inflation Targeting Regimes. For this purpose, it applies the VAR methodology developed by Kim (2003) to the cases of Mexico and …

In this research paper ARCH-type models are applied in order to estimate the Value-at-Risk (VaR) of an inflation …-index futures portfolio for several time-horizons. The empirical analysis is carried out for Mexican inflation-indexed futures … time horizons. These results have implications for short-term inflation forecasts. By estimating confidence intervals in …

We study the dynamics of inflation persistence in 45 countries for the period 1960-2008. We use a nonparametric unit … inflation data, and a test for multiple changes in persistence, which decomposes the sample information between adjacent I(0 …) and I(1) periods. We find that (1) With very few exceptions, inflation around the world rejects a unit root, (2) for …