Inflationary Pressure Determinants in Mexico
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.
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.:
- Rudiger Dornbusch & Stanley Fischer, 1991.
NBER Working Papers
3896, National Bureau of Economic Research, Inc.
- Thomas M. Fullerton, 1993.
"Un modelo macroeconométrico para pronosticar la economía colombiana,"
ENSAYOS SOBRE POLÍTICA ECONÓMICA,
BANCO DE LA REPÚBLICA - ESPE, vol. 12(24), pages 101-136, December.
- Thomas M. Fullerton, Jr., 1993. "Un modelo macroeconométrico para pronosticar la economía colombiana," Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 12(24), pages 101-136, Diciembre.
- Thomas M Fullerton Jr & Richard A Hirth & Mark B Smith, 2004. "Inflationary Dynamics and the Angell-Johnson Proposals," Macroeconomics 0409009, EconWPA.
- Thomas M Fullerton Jr & Eiichi Araki, 2004. "New Directions in Latin American Macroeconometrics," Development and Comp Systems 0408002, EconWPA.
- Thomas M Fullerton Jr, 2004. "A Theoretical Model of Developing Country Inflationary Dynamics," Macroeconomics 0407031, EconWPA.
- Thomas M Fullerton Jr, 2004. "Short-Run Price Movements in Ecuador," Macroeconomics 0407028, EconWPA.
- 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.
- Thomas M Fullerton Jr & Sylvanus I Ikhide, 2004. "An Econometric Analysis of the Nigerian Consumer Price Index," Development and Comp Systems 0407010, EconWPA.
- Sheehey, Edmund J., 1980. "Money, income and prices in Latin America : An empirical note," Journal of Development Economics, Elsevier, vol. 7(3), pages 345-357, September.
- Carl F. Christ, 1993. "Assessing applied econometric results," Review, Federal Reserve Bank of St. Louis, issue Mar, pages 71-94.
- 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.
- 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.
- 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.
- Pagan, Adrian, 1974. "A Generalised Approach to the Treatment of Autocorrelation," Australian Economic Papers, Wiley Blackwell, vol. 13(23), pages 267-80, December.
- Leiderman, Leonardo, 1984. "On the monetary-macro dynamics of Colombia and Mexico," Journal of Development Economics, Elsevier, vol. 14(1), pages 183-201.
- Fullerton, Thomas Jr., 1993. "Inflationary trends in Colombia," Journal of Policy Modeling, Elsevier, vol. 15(4), pages 463-468, August.
- Craig S. Hakkio & Mark Rush, 1990.
"Cointegration: how short is the long run?,"
Research Working Paper
90-08, Federal Reserve Bank of Kansas City.
- 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.
When requesting a correction, please mention this item's handle: RePEc:wpa:wuwpma:0407030. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (EconWPA)
If references are entirely missing, you can add them using this form.