Zobrazeno 1 - 10
of 15
pro vyhledávání: '"Rocio Elizondo"'
Autor:
Rocio Elizondo
Publikováno v:
Estudios Económicos, Vol 34, Iss 2 (2019)
Se presentan tres métodos para estimar el PIB mensual en México: (1) una aproximación determinística; (2) una extensión del método de Denton; y, (3) el filtro de Kalman. En dichos métodos el PIB mensual es una variable no observable que se apr
Externí odkaz:
https://doaj.org/article/949ad7154b0a4b63acbb74a9bb3a797a
Publikováno v:
The FASEB Journal. 35
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::200c88c7bee5550f5c4629e53c1feee4
https://doi.org/10.1096/fasebj.2021.35.s1.02075
https://doi.org/10.1096/fasebj.2021.35.s1.02075
We estimate the term premium implicit in 10-year Mexican government bonds from 2004 to 2019, and analyze the main determinants explaining its dynamics. To do so, we decompose the longterm interest rate into its two components: the expected short-term
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::8bce3123d8f292a6b099afb0cbc8038c
https://doi.org/10.36095/banxico/di.2020.18
https://doi.org/10.36095/banxico/di.2020.18
Autor:
Rocio Elizondo
Publikováno v:
Estudios Económicos de El Colegio de México. :213-253
Se muestra que un modelo afín permite igualar o mejorar los pronósticos de la estructura temporal de las tasas de interés en México. El modelo de pronóstico se especifica como una relación lineal entre las tasas de interés y tres factores obse
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::b30107affbceba40c496ac1b08cffeaf
https://doi.org/10.24201/ee.v32i2.7
https://doi.org/10.24201/ee.v32i2.7
Publikováno v:
Journal of International Money and Finance. 104:102148
We analyze the business cycle co-movement between Mexico and the US. We identify two shocks affecting US aggregate supply, three affecting its demand, and two types of monetary policy surprises with different financial implications. US shocks explain
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::e92cb4bc160b99ddb6a2ab5ab86bf9f7
https://doi.org/10.1016/j.jimonfin.2020.102148
https://doi.org/10.1016/j.jimonfin.2020.102148
Evidence suggests that potential growth and the neutral rate co-move in advanced economies. In contrast, this co-movement is not observed in emerging economies. We argue that capital flows may explain this behavior. We focus on Mexico, a benchmark em
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::0b97f98758101116634844daa7a251a6
https://doi.org/10.36095/banxico/di.2018.22
https://doi.org/10.36095/banxico/di.2018.22
Publikováno v:
Open Journal of Statistics. :525-542
We give a new way to price American options by using Samuelson’s formula. We first obtain the option price corresponding to a European option at time t, weighing it by the probability that the underlying asset takes the value S at time t. We then u
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::2e9c3efdb9f0f8c48c6b302780d12fde
https://doi.org/10.4236/ojs.2015.56056
https://doi.org/10.4236/ojs.2015.56056
This document studies the recent evolution of the break-even-inflation implicit in the yields of long-term financial instruments in Mexico. In particular, it analyzes the dynamics of its main components: the long-run inflation expectation and the inf
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::c1f6c82c63c17a65ff9ed7a58de9f31d
https://doi.org/10.36095/banxico/di.2016.22
https://doi.org/10.36095/banxico/di.2016.22
Autor:
Rocio Elizondo
The purpose of this paper is to show that an affine model which incorporates the condition of no arbitrage enables improvements in forecasting the term structure of interest rates in Mexico. The three factors of the yield curve (level, slope and curv
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::709f5d393fc9251d2c50fd25a5f25009
https://doi.org/10.36095/banxico/di.2013.03
https://doi.org/10.36095/banxico/di.2013.03