In this paper we analyze the effect of the implementation of inflation targeting (IT) in Mexico. The analysis focuses … on the inflation convergence process between Mexico and the United States, on inflation expectations in Mexico, and on … economic growth rates in the Mexican economy. Our results show that neither the fall in Mexican inflation rates nor inflation …

show that for a group of Latin American inflation targeters the prescriptions from typical monetary policy rules are … inflation from target, suggesting this information is not accounted for in real-time policy decisions. …

This article discusses the importance of market structure as a determinant of inflation. The research analyzes part of … those called „necessary structural reforms” announced in recent years in Mexico. Taking into account the long tradition in … data models shows that openness has a positive effect on inflation, this is, firms that import the most tend to increase …

The volatility of Mexican inflation throughout the 1980s' debt crisis and the 1994 tequila crisis provides an … interesting backdrop to test for structural breaks and inflation stationarity in a developing country context. By allowing for … stationarity; however, by incorporating structural break analysis, inflation is found to be I(0). The structural break analysis 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 …

between equilibrium output in Mexico and a change in the exchange rate, stock values, or the world interest rate. Empirical … output, and lower expected inflation would help raise the Mexican output. The central bank plays a major role in determining …

market economies, Turkey and Mexico, from the late 1980's to the present. For this purpose, we analyze the behavior of real … interest rates, real stock returns, inflation, industrial production, and the real exchange rate using a multivariate vector …