Dinámica de la inflación en México: Un análisis de wavelets

This paper uses the wavelet methodology to analyze the dynamics of inflation in Mexico at different frequencies over time. First, we analyze the monthly behavior of the headline, core, and noncore inflation from January 2007 to December 2018. Subsequently, the decomposition shows that the shocks on headline inflation in 2017 were mainly associated with the high-frequency component and they did not generate changes in its low-frequency component.

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Year of publication:	2019
Authors:	Cortés Espada, Josué Fernando ; Sámano, Daniel ; Gutiérrez Villanueva, Rubí T.
Publisher:	Ciudad de México : Banco de México
Subject:	Inflation \| Wavelet decomposition \| Wavelet variance \| Trend inflation

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Series:	Working Papers ; 2019-17
Type of publication:	Book / Working Paper
Type of publication (narrower categories):	Working Paper
Language:	Spanish
Other identifiers:	1691015911 [GVK] hdl:10419/240685 [Handle] RePEc:bdm:wpaper:2019-17 [RePEc]
Classification:	C19 - Econometric and Statistical Methods: General. Other ; C49 - Econometric and Statistical Methods: Special Topics. Other ; C65 - Miscellaneous Mathematical Tools ; E31 - Price Level; Inflation; Deflation
Source:	EconStor

Persistent link: https://www.econbiz.de/10012616389