El objetivo de este estudio es analizar la calidad de la información sobre endeudamiento recogida por la Encuesta Financiera de las Familias (EFF). Para ello, implementamos un cruce de los datos de esta con los datos administrativos de la Central de Información de Riesgos (CIR), que contiene,...

This article presents three methods to estimate the logarithm of monthly real GDP in Mexico from the Global Indicator of Economic Activity (IGAE): (1) a deterministic approach using the IGAE growth rate; (2) an extension of Denton method; and, (3) the Kalman filter. In these methods the monthly...

Four specifications of an affine model with risk aversion and no arbitrage conditions are estimated for the Mexican Term Structure of Interest Rates, contrasting their empirical properties and the accuracy of their in and out of sample forecasts. The traditional models are extended by adding...