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Carlos Capistrán

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This is information that was supplied by Carlos Capistrán in registering through RePEc. If you are Carlos Capistrán , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Carlos
Middle Name:
Last Name: Capistrán
Suffix:

RePEc Short-ID: pca513

Email:
Homepage: http://carloscapistran.com
Postal Address:
Phone:

Affiliation

Bank of America Merrill Lynch Mexico
Homepage: http://www.bankofamerica.com.mx/
Location: Mexico

Works

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Working papers

  1. Carlos Capistrán & Gabriel Cuadra & Manuel Ramos Francia, 2011. "Policy Response to External Shocks: Lessons from the Crisis," Working Papers 2011-14, Banco de México.
  2. Carlos Capistrán & Raúl Ibarra-Ramírez & Manuel Ramos Francia, 2011. "Exchange Rate Pass-Through to Prices: Evidence from Mexico," Working Papers 2011-12, Banco de México.
  3. Marco Aiolfi & Carlos Capistrán & Allan Timmermann, 2010. "Forecast Combinations," CREATES Research Papers 2010-21, School of Economics and Management, University of Aarhus.
  4. Carlos Capistrán & Gabriel López-Moctezuma, 2010. "Forecast Revisions of Mexican Inflation and GDP Growth," Working Papers 2010-11, Banco de México.
  5. Carlos Capistrán & Christian Constandse & Manuel Ramos Francia, 2009. "Using Seasonal Models to Forecast Short-Run Inflation in Mexico," Working Papers 2009-05, Banco de México.
  6. Guillermo Benavides & Carlos Capistrán, 2009. "A Note on the Volatilities of the Interest Rate and the Exchange Rate Under Different Monetary Policy Instruments: Mexico 1998-2008," Working Papers 2009-10, Banco de México.
  7. José Julián Sidaoui & Carlos Capistrán & Daniel Chiquiar & Manuel Ramos Francia, 2009. "A Note on the Predictive Content of PPI over CPI Inflation: The Case of Mexico," Working Papers 2009-14, Banco de México.
  8. Guillermo Benavides & Carlos Capistrán, 2009. "Forecasting Exchange Rate Volatility: The Superior Performance of Conditional Combinations of Time Series and Option Implied Forecasts," Working Papers 2009-01, Banco de México.
  9. Carlos Capistrán & Gabriel López-Moctezuma, 2008. "Experts´ Macroeconomics Expectations: An Evaluation of Mexican Short-Run Forecasts," Working Papers 2008-11, Banco de México.
  10. Carlos Capistrán & Allan Timmermann, 2008. "Disagreement and Biases in Inflation Expectations," CREATES Research Papers 2008-56, School of Economics and Management, University of Aarhus.
  11. Carlos Capistrán & Manuel Ramos Francia, 2007. "Does Inflation Targeting Affect the Dispersion of Inflation Expectations?," Working Papers 2007-11, Banco de México.
  12. Carlos Capistrán, 2007. "Optimality Tests for Multi-Horizon Forecasts," Working Papers 2007-14, Banco de México.
  13. Carlos Capistrán, 2006. "Bias in Federal Reserve Inflation Forecasts: Is the Federal Reserve Irrational or Just Cautious?," Working Papers 2006-14, Banco de México.
  14. Carlos Capistrán & Manuel Ramos Francia, 2006. "Inflation Dynamics in Latin America," Working Papers 2006-11, Banco de México.
  15. Carlos Capistrán & Allan Timmermann, 2006. "Forecast Combination with Entry and Exit of Experts," Working Papers 2006-08, Banco de México.

Articles

  1. Capistrán, Carlos & Ibarra, Raúl & Ramos, Manuel, 2012. "El traspaso de movimientos del tipo de cambio a los precios. Un análisis para la economía mexicana," El Trimestre Económico, Fondo de Cultura Económica, vol. 0(316), pages 813-838, octubre-d.
  2. Benavides, Guillermo & Capistrán, Carlos, 2012. "Forecasting exchange rate volatility: The superior performance of conditional combinations of time series and option implied forecasts," Journal of Empirical Finance, Elsevier, vol. 19(5), pages 627-639.
  3. Capistrán, Carlos & Constandse, Christian & Ramos-Francia, Manuel, 2010. "Multi-horizon inflation forecasts using disaggregated data," Economic Modelling, Elsevier, vol. 27(3), pages 666-677, May.
  4. Carlos Capistrán & Manuel Ramos-Francia, 2010. "Does Inflation Targeting Affect the Dispersion of Inflation Expectations?," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 42(1), pages 113-134, 02.
  5. Capistrán, Carlos & López-Moctezuma, Gabriel, 2010. "Las expectativas macroeconómicas de los especialistas. Una evaluación de pronósticos de corto plazo en México," El Trimestre Económico, Fondo de Cultura Económica, vol. 0(306), pages 275-312, abril-jun.
  6. Carlos Capistrán & Allan Timmermann, 2009. "Disagreement and Biases in Inflation Expectations," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 41(2-3), pages 365-396, 03.
  7. Capistrán, Carlos & Timmermann, Allan, 2009. "Forecast Combination With Entry and Exit of Experts," Journal of Business & Economic Statistics, American Statistical Association, vol. 27(4), pages 428-440.
  8. Guillermo Benavides & Carlos Capistrán, 2009. "Una nota sobre las volatilidades de la tasa de interés y del tipo de cambio según diferentes instrumentos de política monetaria: México 1998-2008," Monetaria, Centro de Estudios Monetarios Latinoamericanos, vol. 0(3), pages 391-412, octubre-d.
  9. Carlos Capistrán & Manuel Ramos-Francia, 2009. "Inflation Dynamics In Latin America," Contemporary Economic Policy, Western Economic Association International, vol. 27(3), pages 349-362, 07.
  10. Josué Cortés Espada & Carlos Capistrán & Manuel Ramos-Francia & Alberto Torres, 2009. "An empirical analysis of the mexican term structure of interest rates," Economics Bulletin, AccessEcon, vol. 29(3), pages 2300-2313.
  11. Capistrán, Carlos, 2008. "Bias in Federal Reserve inflation forecasts: Is the Federal Reserve irrational or just cautious?," Journal of Monetary Economics, Elsevier, vol. 55(8), pages 1415-1427, November.
  12. Capistran, Carlos, 2006. "On comparing multi-horizon forecasts," Economics Letters, Elsevier, vol. 93(2), pages 176-181, November.

Chapters

  1. Jose Sidaoui & Carlos Capistran & Daniel Chiquiar & Manuel Ramos-Francia, 2010. "On the predictive content of the PPI on CPI inflation: the case of Mexico," BIS Papers chapters, in: Bank for International Settlements (ed.), Monetary policy and the measurement of inflation: prices, wages and expectations, volume 49, pages 249-257 Bank for International Settlements.

NEP Fields

17 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CBA: Central Banking (15) 2005-11-19 2007-06-30 2007-06-30 2007-06-30 2007-06-30 2008-09-29 2009-03-14 2009-07-17 2009-10-24 2009-12-05 2010-05-22 2010-06-18 2010-11-06 2011-11-14 2011-12-19. Author is listed
  2. NEP-DEV: Development (1) 2011-11-14
  3. NEP-ECM: Econometrics (6) 2007-06-30 2007-06-30 2008-09-29 2009-03-14 2010-05-22 2010-06-18. Author is listed
  4. NEP-ETS: Econometric Time Series (4) 2005-11-19 2009-03-14 2010-05-22 2010-06-18
  5. NEP-FOR: Forecasting (13) 2005-11-19 2007-06-30 2007-06-30 2007-06-30 2008-09-29 2008-09-29 2009-03-14 2009-03-14 2009-07-17 2009-12-05 2010-05-22 2010-06-18 2010-11-06. Author is listed
  6. NEP-IFN: International Finance (2) 2009-03-14 2011-11-14
  7. NEP-MAC: Macroeconomics (11) 2005-11-19 2007-06-30 2007-06-30 2007-06-30 2007-06-30 2008-09-29 2009-03-14 2009-07-17 2009-12-05 2011-11-14 2011-12-19. Author is listed
  8. NEP-MON: Monetary Economics (10) 2005-11-19 2007-06-30 2007-06-30 2007-06-30 2008-09-29 2009-07-17 2009-10-24 2009-12-05 2010-11-06 2011-11-14. Author is listed
  9. NEP-OPM: Open Economy Macroeconomic (1) 2011-11-14
  10. NEP-ORE: Operations Research (2) 2009-03-14 2009-07-17

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