This paper makes a comparative study of the inflation dynamics of Argentina, Brazil, Chile, Colombia, Mexico and … methodology for decomposing the short-run evolution of the year-on-year inflation between the effects of lagged variables and the … contemporary effects of the determinants. As a result, we show that the influence of the inflation persistence explains a big part …

special emphasis on inflation as a variable of interest for an emerging country, an underdeveloped financial market, and a … that examine the relationship between the rate of return on assets and inflation. We focus our empirical analysis in an … determinant in reference to the effect of the inflation and the exchange rate variables on stocks' performance. …

This paper presents an analysis of the expected inflation distribution based on the surveys made to economic analysts …, dispersion, and skewness, of expected inflation. It is anticipated that the behavior of these aspects will be consistent with the … process of inflation convergence to its target, in the sense that the expected inflation level and dispersion, and the …

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

relationship between credit for consumption and inflation. To give an answer to this question, we have performed an econometric …

Inflation forecasting plays a central role in monetary policy formulation. At the same time, recent international … empirical evidence suggests that with the decline in inflation of recent years, the joint dynamics of this variable and its … potential predictors has changed and inflation has become more unpredictable. Using a univariate model as a benchmark, we …

This paper uses the wavelet methodology to analyze the dynamics of inflation in Mexico at different frequencies over … time. First, we analyze the monthly behavior of the headline, core, and noncore inflation from January 2007 to December … 2018. Subsequently, the decomposition shows that the shocks on headline inflation in 2017 were mainly associated with the …