Effects of Volatility of the Exchange Rate on Inflation Expectations and Growth Prospects in Mexico (2002-2014)

This paper is aimed at assessing the impact of exchange rate volatility on inflation expectations and economic growth prospects in Mexico. In order to examine whether there is some degree of causality, we will be using standard multivariate volatility models. The goal of this research is to measure...

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Bibliographic Details
Main Authors: Guillermo Benavides, Isela Elizabeth Téllez-León, Francisco Venegas-Martínez
Format: Article
Language:English
Published: Universidad Autónoma de Nuevo León, Facultad de Economía 2015-11-01
Series:Ensayos Revista de Economía
Subjects:
Online Access:http://ensayos.uanl.mx/index.php/ensayos/article/view/18