multiple structural changes, we document that both volatilities decreased around the time Banco de México started the …

multiple structural changes, we document that both volatilities decreased around the time Banco de Mexico started the …

This paper examines the long-run validity of purchasing power parity (PPP) for four high-inflation countries. The … test PPP using Johansen's (1988) multivariate cointegration technique. The cointegration tests are conducted with the …, during the recent floating exchange rate period, PPP holds well, at least in a weak form, in high-inflation countries where …

Spanish Abstract: Este trabajo compara diferentes medidas del tipo de cambio real (TCR) para México. La primera parte …) for Mexico. The first part of the paper presents an overview of five different measures of RER, emphasizing the …

This paper analyzes the pass-through of exchange rate to different price indexes in Mexico. The analysis is based on a … de Mexico. -- Exchange rate pass-through ; import price ; consumer price ; distribution chain ; inflation. …

price-setting in Mexico for the period between January 2011 and April 2016. Our estimates suggest that the exchange rate …

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