Please use this identifier to cite or link to this item: https://hdl.handle.net/10419/240685 
Year of Publication: 
2019
Series/Report no.: 
Working Papers No. 2019-17
Publisher: 
Banco de México, Ciudad de México
Abstract (Translated): 
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.
Subjects: 
Inflation
Wavelet decomposition
Wavelet variance
Trend inflation
JEL: 
C19
C49
C65
E31
Document Type: 
Working Paper
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