Central America- "the isthmus joining North America and South America, extends from the southern border of Mexico to the northern border of Colombia."
http://www.thefreedictionary.com/North+America

North America- "continent in the western hemisphere, extending northward from northwestern South America to the Arctic Ocean. It comprises Central America, Mexico, the United States, Canada and Greenland."
http://encarta.msn.com/dictionary_1861683807/north_america.

Mexico- Country S(outhern) N(orth) America S of the U. S.

Central America- the narrow S portion of N America connecting with South America & extending from the Isthmus of Tehuantepec to the Isthmus of Panama. The republics of Guatemala, El Salvador, Honduras, Nicaragua, Costa Rica & often also Panama and Belize.
From Webster's Collegiate Dictionary.

All three references place Mexico in North America.