Carlos Capistrán
(Carlos Capistran)
Personal Details
First Name: | Carlos |
Middle Name: | |
Last Name: | Capistran |
Suffix: | |
RePEc Short-ID: | pca513 |
| |
http://carloscapistran.com | |
Research output
Jump to: Working papers Articles ChaptersWorking papers
- Capistrán Carlos & Chiquiar Daniel & Hernández Juan R., 2017.
"Identifying Dornbusch's Exchange Rate Overshooting with Structural VECs: Evidence from Mexico,"
Working Papers
2017-11, Banco de México.
- Carlos Capistrán & Daniel Chiquiar & Juan R. Hernández, 2019. "Identifying Dornbusch's Exchange Rate Overshooting with Structural VECs: Evidence from Mexico," International Journal of Central Banking, International Journal of Central Banking, vol. 15(5), pages 207-254, December.
- Capistran, Carlos & Chiquiar, Daniel & Hernandez, Juan R., 2017. "Identifying Dornbusch's Exchange Rate Overshooting with Structural VECs: Evidence from Mexico," MPRA Paper 100745, University Library of Munich, Germany.
- Ramos Francia Manuel & Cuadra Gabriel & Capistrán Carlos, 2011. "Policy Response to External Shocks: Lessons from the Crisis," Working Papers 2011-14, Banco de México.
- Capistrán Carlos & Ibarra-Ramírez Raúl & Ramos Francia Manuel, 2011. "Exchange Rate Pass-Through to Prices: Evidence from Mexico," Working Papers 2011-12, Banco de México.
- Marco Aiolfi & Carlos Capistrán & Allan Timmermann, 2010.
"Forecast Combinations,"
CREATES Research Papers
2010-21, Department of Economics and Business Economics, Aarhus University.
- Timmermann, Allan, 2006. "Forecast Combinations," Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 1, chapter 4, pages 135-196, Elsevier.
- Aiolfi Marco & Capistrán Carlos & Timmermann Allan, 2010. "Forecast Combinations," Working Papers 2010-04, Banco de México.
- Timmermann, Allan, 2005. "Forecast Combinations," CEPR Discussion Papers 5361, C.E.P.R. Discussion Papers.
- López Moctezuma Gabriel & Capistrán Carlos, 2010.
"Forecast Revisions of Mexican Inflation and GDP Growth,"
Working Papers
2010-11, Banco de México.
- Capistrán, Carlos & López-Moctezuma, Gabriel, 2014. "Forecast revisions of Mexican inflation and GDP growth," International Journal of Forecasting, Elsevier, vol. 30(2), pages 177-191.
- Capistrán Carlos & Constandse Christian & Ramos Francia Manuel, 2009. "Using Seasonal Models to Forecast Short-Run Inflation in Mexico," Working Papers 2009-05, Banco de México.
- Sidaoui José Julián & Capistrán Carlos & Chiquiar Daniel & Ramos Francia Manuel, 2009. "A Note on the Predictive Content of PPI over CPI Inflation: The Case of Mexico," Working Papers 2009-14, Banco de México.
- Benavides Guillermo & Capistrán Carlos, 2009. "A Note on the Volatilities of the Interest Rate and the Exchange Rate Under Different Monetary Policy Instruments: Mexico 1998-2008," Working Papers 2009-10, Banco de México.
- Benavides Guillermo & Capistrán Carlos, 2009.
"Forecasting Exchange Rate Volatility: The Superior Performance of Conditional Combinations of Time Series and Option Implied Forecasts,"
Working Papers
2009-01, Banco de México.
- Benavides, Guillermo & Capistrán, Carlos, 2012. "Forecasting exchange rate volatility: The superior performance of conditional combinations of time series and option implied forecasts," Journal of Empirical Finance, Elsevier, vol. 19(5), pages 627-639.
- Carlos Capistrán & Allan Timmermann, 2008.
"Disagreement and Biases in Inflation Expectations,"
CREATES Research Papers
2008-56, Department of Economics and Business Economics, Aarhus University.
- Carlos Capistr¡N & Allan Timmermann, 2009. "Disagreement and Biases in Inflation Expectations," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 41(2-3), pages 365-396, March.
- Timmermann Allan & Capistrán Carlos, 2006. "Disagreement and Biases in Inflation Expectations," Working Papers 2006-07, Banco de México.
- Carlos Capistrán & Allan Timmermann, 2006. "Disagreement and Biases in Inflation Expectations," Computing in Economics and Finance 2006 3, Society for Computational Economics.
- Capistrán Carlos & López Moctezuma Gabriel, 2008. "Experts' Macroeconomics Expectations: An Evaluation of Mexican Short-Run Forecasts," Working Papers 2008-11, Banco de México.
- Capistrán Carlos, 2007. "Optimality Tests for Multi-Horizon Forecasts," Working Papers 2007-14, Banco de México.
- Capistrán Carlos & Ramos Francia Manuel, 2007.
"Does Inflation Targeting Affect the Dispersion of Inflation Expectations?,"
Working Papers
2007-11, Banco de México.
- Carlos Capistr¡N & Manuel Ramos-Francia, 2010. "Does Inflation Targeting Affect the Dispersion of Inflation Expectations?," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 42(1), pages 113-134, February.
- Ramos Francia Manuel & Capistrán Carlos, 2006.
"Inflation Dynamics in Latin America,"
Working Papers
2006-11, Banco de México.
- Carlos Capistrán & Manuel Ramos‐Francia, 2009. "Inflation Dynamics In Latin America," Contemporary Economic Policy, Western Economic Association International, vol. 27(3), pages 349-362, July.
- Capistrán Carlos, 2006.
"Bias in Federal Reserve Inflation Forecasts: Is the Federal Reserve Irrational or Just Cautious?,"
Working Papers
2006-14, Banco de México.
- Capistrán, Carlos, 2008. "Bias in Federal Reserve inflation forecasts: Is the Federal Reserve irrational or just cautious?," Journal of Monetary Economics, Elsevier, vol. 55(8), pages 1415-1427, November.
- Carmona, Carlos Capistran, 2005. "Bias in Federal Reserve Inflation Forecasts: Is the Federal Reserve Irrational or Just Cautious?," University of California at San Diego, Economics Working Paper Series qt6v28v0b6, Department of Economics, UC San Diego.
- Carlos Capistrán-Carmona, 2005. "Bias in Federal Reserve Inflation Forecasts: Is the Federal Reserve Irrational or Just Cautious?," Computing in Economics and Finance 2005 127, Society for Computational Economics.
- Timmermann Allan & Capistrán Carlos, 2006.
"Forecast Combination with Entry and Exit of Experts,"
Working Papers
2006-08, Banco de México.
- Capistrán, Carlos & Timmermann, Allan, 2009. "Forecast Combination With Entry and Exit of Experts," Journal of Business & Economic Statistics, American Statistical Association, vol. 27(4), pages 428-440.
- Carlos Capistrán & Allan Timmermann, 2008. "Forecast Combination With Entry and Exit of Experts," CREATES Research Papers 2008-55, Department of Economics and Business Economics, Aarhus University.
Articles
- Capistrán, Carlos & López-Moctezuma, Gabriel, 2014.
"Forecast revisions of Mexican inflation and GDP growth,"
International Journal of Forecasting, Elsevier, vol. 30(2), pages 177-191.
- López Moctezuma Gabriel & Capistrán Carlos, 2010. "Forecast Revisions of Mexican Inflation and GDP Growth," Working Papers 2010-11, Banco de México.
- Antonio Noriega & Carlos Capistrán & Manuel Ramos-Francia, 2013.
"On the dynamics of inflation persistence around the world,"
Empirical Economics, Springer, vol. 44(3), pages 1243-1265, June.
- Noriega Antonio E. & Ramos Francia Manuel, 2009. "On the dynamics of inflation persistence around the world," Working Papers 2009-02, Banco de México.
- Benavides, Guillermo & Capistrán, Carlos, 2012.
"Forecasting exchange rate volatility: The superior performance of conditional combinations of time series and option implied forecasts,"
Journal of Empirical Finance, Elsevier, vol. 19(5), pages 627-639.
- Benavides Guillermo & Capistrán Carlos, 2009. "Forecasting Exchange Rate Volatility: The Superior Performance of Conditional Combinations of Time Series and Option Implied Forecasts," Working Papers 2009-01, Banco de México.
- Capistrán, Carlos & Ibarra, Raúl & Ramos, Manuel, 2012. "El traspaso de movimientos del tipo de cambio a los precios. Un análisis para la economía mexicana," El Trimestre Económico, Fondo de Cultura Económica, vol. 0(316), pages 813-838, octubre-d.
- Capistrán, Carlos & Constandse, Christian & Ramos-Francia, Manuel, 2010. "Multi-horizon inflation forecasts using disaggregated data," Economic Modelling, Elsevier, vol. 27(3), pages 666-677, May.
- Capistrán, Carlos & López-Moctezuma, Gabriel, 2010. "Las expectativas macroeconómicas de los especialistas. Una evaluación de pronósticos de corto plazo en México," El Trimestre Económico, Fondo de Cultura Económica, vol. 0(306), pages 275-312, abril-jun.
- Carlos Capistr¡N & Manuel Ramos-Francia, 2010.
"Does Inflation Targeting Affect the Dispersion of Inflation Expectations?,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 42(1), pages 113-134, February.
- Capistrán Carlos & Ramos Francia Manuel, 2007. "Does Inflation Targeting Affect the Dispersion of Inflation Expectations?," Working Papers 2007-11, Banco de México.
- Guillermo Benavides & Carlos Capistrán, 2009. "Una nota sobre las volatilidades de la tasa de interés y del tipo de cambio según diferentes instrumentos de política monetaria: México 1998-2008," Monetaria, CEMLA, vol. 0(3), pages 391-412, octubre-d.
- Carlos Capistr¡N & Allan Timmermann, 2009.
"Disagreement and Biases in Inflation Expectations,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 41(2-3), pages 365-396, March.
- Carlos Capistrán & Allan Timmermann, 2008. "Disagreement and Biases in Inflation Expectations," CREATES Research Papers 2008-56, Department of Economics and Business Economics, Aarhus University.
- Timmermann Allan & Capistrán Carlos, 2006. "Disagreement and Biases in Inflation Expectations," Working Papers 2006-07, Banco de México.
- Carlos Capistrán & Allan Timmermann, 2006. "Disagreement and Biases in Inflation Expectations," Computing in Economics and Finance 2006 3, Society for Computational Economics.
- Capistrán, Carlos & Timmermann, Allan, 2009.
"Forecast Combination With Entry and Exit of Experts,"
Journal of Business & Economic Statistics, American Statistical Association, vol. 27(4), pages 428-440.
- Timmermann Allan & Capistrán Carlos, 2006. "Forecast Combination with Entry and Exit of Experts," Working Papers 2006-08, Banco de México.
- Carlos Capistrán & Allan Timmermann, 2008. "Forecast Combination With Entry and Exit of Experts," CREATES Research Papers 2008-55, Department of Economics and Business Economics, Aarhus University.
- Josué Cortés Espada & Carlos Capistrán & Manuel Ramos-Francia & Alberto Torres, 2009. "An empirical analysis of the mexican term structure of interest rates," Economics Bulletin, AccessEcon, vol. 29(3), pages 2300-2313.
- Carlos Capistrán & Manuel Ramos‐Francia, 2009.
"Inflation Dynamics In Latin America,"
Contemporary Economic Policy, Western Economic Association International, vol. 27(3), pages 349-362, July.
- Ramos Francia Manuel & Capistrán Carlos, 2006. "Inflation Dynamics in Latin America," Working Papers 2006-11, Banco de México.
- Capistrán, Carlos, 2008.
"Bias in Federal Reserve inflation forecasts: Is the Federal Reserve irrational or just cautious?,"
Journal of Monetary Economics, Elsevier, vol. 55(8), pages 1415-1427, November.
- Carmona, Carlos Capistran, 2005. "Bias in Federal Reserve Inflation Forecasts: Is the Federal Reserve Irrational or Just Cautious?," University of California at San Diego, Economics Working Paper Series qt6v28v0b6, Department of Economics, UC San Diego.
- Capistrán Carlos, 2006. "Bias in Federal Reserve Inflation Forecasts: Is the Federal Reserve Irrational or Just Cautious?," Working Papers 2006-14, Banco de México.
- Carlos Capistrán-Carmona, 2005. "Bias in Federal Reserve Inflation Forecasts: Is the Federal Reserve Irrational or Just Cautious?," Computing in Economics and Finance 2005 127, Society for Computational Economics.
- Capistran, Carlos, 2006. "On comparing multi-horizon forecasts," Economics Letters, Elsevier, vol. 93(2), pages 176-181, November.
Chapters
- Jose Sidaoui & Carlos Capistran & Daniel Chiquiar & Manuel Ramos-Francia, 2010. "On the predictive content of the PPI on CPI inflation: the case of Mexico," BIS Papers chapters, in: Bank for International Settlements (ed.), Monetary policy and the measurement of inflation: prices, wages and expectations, volume 49, pages 249-257, Bank for International Settlements.
More information
Research fields, statistics, top rankings, if available.Statistics
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Rankings
This author is among the top 5% authors according to these criteria:- Number of Citations, Weighted by Simple Impact Factor, Discounted by Citation Age
- Number of Citations, Weighted by Number of Authors and Simple Impact Factors, Discounted by Citation Age
- Euclidian citation score
Co-authorship network on CollEc
NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 18 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-CBA: Central Banking (15) 2005-11-19 2007-06-30 2007-06-30 2007-06-30 2007-06-30 2008-09-29 2009-03-14 2009-07-17 2009-10-24 2009-12-05 2010-05-22 2010-06-18 2010-11-06 2011-11-14 2011-12-19. Author is listed
- NEP-FOR: Forecasting (13) 2005-11-19 2007-06-30 2007-06-30 2007-06-30 2008-09-29 2008-09-29 2009-03-14 2009-03-14 2009-07-17 2009-12-05 2010-05-22 2010-06-18 2010-11-06. Author is listed
- NEP-MAC: Macroeconomics (12) 2005-11-19 2007-06-30 2007-06-30 2007-06-30 2007-06-30 2008-09-29 2009-03-14 2009-07-17 2009-12-05 2011-11-14 2011-12-19 2017-07-02. Author is listed
- NEP-MON: Monetary Economics (11) 2005-11-19 2007-06-30 2007-06-30 2007-06-30 2008-09-29 2009-07-17 2009-10-24 2009-12-05 2010-11-06 2011-11-14 2017-07-02. Author is listed
- NEP-ECM: Econometrics (6) 2007-06-30 2007-06-30 2008-09-29 2009-03-14 2010-05-22 2010-06-18. Author is listed
- NEP-ETS: Econometric Time Series (4) 2005-11-19 2009-03-14 2010-05-22 2010-06-18
- NEP-IFN: International Finance (2) 2009-03-14 2011-11-14
- NEP-OPM: Open Economy Macroeconomics (2) 2011-11-14 2017-07-02
- NEP-ORE: Operations Research (2) 2009-03-14 2009-07-17
- NEP-DEV: Development (1) 2011-11-14
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