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Inflationary Pressure Determinants in Mexico

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Author Info
Thomas M Fullerton Jr (University of Texas at El Paso)
Cuauhtemoc Calderon (Colegio de la Frontera Norte)

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Abstract

A monetary inflation model is augmented to include import prices and wages in a theoretically plausible manner. Empirical analysis is carried out using annual data for the 1970-1997 period. Parameter estimation is completed using a nonlinear ARMAX procedure. In addition to estimating different versions of the model, ex post simulations are conducted to further assess reliability.

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Publisher Info
Paper provided by EconWPA in its series Macroeconomics with number 0407030.

Download reference. The following formats are available: HTML (with abstract), plain text (with abstract), BibTeX, RIS (EndNote, RefMan, ProCite), ReDIF
Length: 22 pages
Date of creation: 26 Jul 2004
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Handle: RePEc:wpa:wuwpma:0407030

Note: Type of Document - doc; pages: 22
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Web page: http://129.3.20.41

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Related research
Keywords: Mexico; Inflation; Applied Econometrics;

Other versions of this item:

Find related papers by JEL classification:
E31 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Price Level; Inflation; Deflation

This paper has been announced in the following NEP Reports:

References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
  1. Thomas M Fullerton Jr, 2004. "Short-Run Price Movements in Ecuador," Macroeconomics 0407028, EconWPA. [Downloadable!]
  2. Dornbusch, Rudiger & Fischer, Stanley, 1993. "Moderate Inflation," World Bank Economic Review, Oxford University Press, vol. 7(1), pages 1-44, January.
    Other versions:
  3. Kamas, Linda, 1995. "Monetary policy and inflation under the crawling peg: Some evidence from VARs for Colombia," Journal of Development Economics, Elsevier, vol. 46(1), pages 145-161, February. [Downloadable!] (restricted)
  4. Fullerton, Thomas Jr., 1993. "Inflationary trends in Colombia," Journal of Policy Modeling, Elsevier, vol. 15(4), pages 463-468, August. [Downloadable!] (restricted)
  5. Carl F. Christ, 1993. "Assessing applied econometric results," Review, Federal Reserve Bank of St. Louis, issue Mar, pages 71-94. [Downloadable!]
  6. Thomas M Fullerton Jr & Richard A Hirth & Mark B Smith, 2004. "Inflationary Dynamics and the Angell-Johnson Proposals," Macroeconomics 0409009, EconWPA. [Downloadable!]
  7. Betancourt, Roger R, 1976. "The Dynamics of Inflation in Latin America: Comment," American Economic Review, American Economic Association, vol. 66(4), pages 688-91, September. [Downloadable!] (restricted)
  8. Hakkio, Craig S. & Rush, Mark, 1991. "Cointegration: how short is the long run?," Journal of International Money and Finance, Elsevier, vol. 10(4), pages 571-581, December. [Downloadable!] (restricted)
    Other versions:
  9. Thomas M Fullerton Jr, 2004. "A Theoretical Model of Developing Country Inflationary Dynamics," Macroeconomics 0407031, EconWPA. [Downloadable!]
  10. Thomas M Fullerton Jr & Sylvanus I Ikhide, 2004. "An Econometric Analysis of the Nigerian Consumer Price Index," Development and Comp Systems 0407010, EconWPA. [Downloadable!]
  11. Sheehey, Edmund J, 1976. "The Dynamics of Inflation in Latin America: Comment," American Economic Review, American Economic Association, vol. 66(4), pages 692-94, September. [Downloadable!] (restricted)
  12. Engsted, Tom, 1993. "Cointegration and Cagan's Model of Hyperinflation under Rational Expectations," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 25(3), pages 350-60, August. [Downloadable!] (restricted)
  13. Thomas M Fullerton Jr & Eiichi Araki, 2004. "New Directions in Latin American Macroeconometrics," Development and Comp Systems 0408002, EconWPA. [Downloadable!]
  14. Hanson, James A., 1985. "Inflation and imported input prices in some inflationary Latin American economies," Journal of Development Economics, Elsevier, vol. 18(2-3), pages 395-410, August. [Downloadable!] (restricted)
  15. Pagan, Adrian, 1974. "A Generalised Approach to the Treatment of Autocorrelation," Australian Economic Papers, Blackwell Publishing, vol. 13(23), pages 267-80, December.
Full references

Cited by:
(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)

  1. Thomas M Fullerton Jr & Roberto Tinajero, 2004. "Short-Run Price Dynamics in Mexico," Macroeconomics 0407027, EconWPA. [Downloadable!]
  2. Flores Prieto, Pedro & Fullerton, Thomas M., Jr. & Andrade Olivas, Cesar, 2007. "Evidencia empirica sobre deuda externa, inversion, y crecimiento en Mexico, 1980-2003
    [Empirical evidence on foreign debt, investment, and growth in Mexico, 1980-2003]    ," MPRA Paper 9497, University Library of Munich, Germany, revised Apr 2007. [Downloadable!]
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