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Método de la cadena de Markov-remuestreo-punto de rompimiento estructural del crecimiento económico

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Author Info
Adrián Hernández-del-Valle (Universidad Carlos III de Madrid)
Abstract

We propose a structural breakpoint resampling method that allows us to draw reliable conclusion from Markov chain analysis of GDP growth series, and apply it to Mexico and the U.S. According to our findings, the “structural” probability of a real GDP contraction in the U.S. in 2008 is only 3% in spite of the Sub-prime mortgage crisis; and Mexico is in a middle-income trap.// Proponemos un método para la estimación de probabilidades “estructurales” de crecimiento y contracción económica, y lo aplicamos a México y los Estados Unidos. El método emplea cadenas de Markov con base en simulación y análisis de rompimientos estructurales. Según nuestro análisis, la probabilidad estructural de contracción real de la economía estadounidense en 2008 es de sólo 3%, aun en medio de toda la crisis hipotecaria. Por su parte, México se encuentra en una trampa de ingreso medio.

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Publisher Info
Article provided by Fondo de Cultura Económica in its journal El Trimestre Económico.

Volume (Year): LXXVI (3) (2009)
Issue (Month): 303 (julio-septiembre)
Pages: 619-643
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Handle: RePEc:elt:journl:v:76:y:2009:i:303:p:619-643

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Web page: http://www.fondodeculturaeconomica.com/

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Related research
Keywords: simulación; remuestreo; crecimiento económico y contracción; cadenas de Markov; probabilidades estacionarias; probabilidades estructurales;

Find related papers by JEL classification:
C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: General - - - Statistical Simulation Methods
O47 - Economic Development, Technological Change, and Growth - - Economic Growth and Aggregate Productivity - - - Measurement of Economic Growth; Aggregate Productivity; Cross-Country Output Convergence
O51 - Economic Development, Technological Change, and Growth - - Economywide Country Studies - - - U.S.; Canada
O52 - Economic Development, Technological Change, and Growth - - Economywide Country Studies - - - Europe
O53 - Economic Development, Technological Change, and Growth - - Economywide Country Studies - - - Asia including Middle East
O54 - Economic Development, Technological Change, and Growth - - Economywide Country Studies - - - Latin America; Caribbean

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This page was last updated on 2009-11-13.


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