Showing 1 - 10 of 1,236
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. …
Persistent link: https://www.econbiz.de/10014494495
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. …
Persistent link: https://www.econbiz.de/10012796318
Contextos inflacionarios pueden dar lugar a fuentes de ganancias o renta que no se encuentran directamente vinculadas a los aspectos operativos del foco de negocios de una firma sino más bien a los aspectos financieros, y que surgen de la administración del portafolio de activos y pasivos de...
Persistent link: https://www.econbiz.de/10010513096
Persistent link: https://www.econbiz.de/10010225315
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 …
Persistent link: https://www.econbiz.de/10010322568
This paper estimates the magnitude of the exchange rate pass-through to consumer prices in Mexico. Moreover, it analyzes if the pass-through dynamics have changed in recent years. In particular, it uses a methodology that generates results consistent with the hierarchy implicit in the CPI. The...
Persistent link: https://www.econbiz.de/10010322595
have decreased substantially from 2001 onwards, which coincides with the adoption of an inflation targeting regime by Banco …
Persistent link: https://www.econbiz.de/10010322617
relationship between credit for consumption and inflation. To give an answer to this question, we have performed an econometric …
Persistent link: https://www.econbiz.de/10010325087
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 …
Persistent link: https://www.econbiz.de/10010325105
The hierarchical structure of the Colombian Consumer Price Index (CPI) makes possible to calculate inflation as a … inflation using a lineal combination of the forecasts of these components, i.e. a "bottom to top" approach. In this paper, we … compared with an aggregate forecast using a SARIMA model. Our results show that a "bottom to top" method to forecast inflation …
Persistent link: https://www.econbiz.de/10011995028