between inflation dynamics and rising market concentration. …

In this research paper ARCH-type models are applied in order to estimate the Value-at-Risk (VaR) of an inflation …-index futures portfolio for several time-horizons. The empirical analysis is carried out for Mexican inflation-indexed futures … time horizons. These results have implications for short-term inflation forecasts. By estimating confidence intervals in …

regime driven by the exchange rate and a third one with inflation targeting. The result is a CVAR with constant long … framework, inflation dynamics in Mexico since the country abandoned the gold standard. The model encompasses known results … parsimonious, it does not require inflation lags nor dummy variables. It also displays a very good pseudo out-of-sample forecasting …

overvalued exchange rates, growing budget deficits, high inflation, and low reserves. But times have changed, and many low …

growth, inflation, fiscal balances and external balances during the 12th Plan period of 2012-13 to 2016-17. The simulation … results indicate that the deregulation policy as such would have adverse impact on the growth as well as on the inflation. But … adverse impact on growth and inflation in the year of shock while it mitigates slowly over time. The model shows that with the …