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Un modelo econométrico de vectores autorregresivos y cointegración de la economía mexicana, 1980-1996

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  • Luis Miguel Galindo

    (Profesor-investigador de la Maestría en Ciencias Económicas, UNAM. México, D.F. Mexico.)

  • María Elena Cardero

    (Profesora-investigadora de la Maestría en Ciencias Económicas, UNAM. México, D.F. Mexico.)

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    Abstract

    The objective of this article is to analyze the existence of long term relationships in Mexico between prices, a monetary aggregate, income and the interest rate. These results indicate the presence of at least three cointegrating vectors with economic meaning. These vectors can be interpreted as reduced forms of a very simple IS-LM model type with a price equation derived from the quantity identity and market imperfections. Furthermore, the results reject the null hypothesis of weak exogeneity and hence the four variables must be specified simultaneously in order to keep all relevant information in the model.

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    File URL: http://www.economiamexicana.cide.edu/num_anteriores/VI-2/03_GALINDO_(223-247).pdf
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    Bibliographic Info

    Article provided by in its journal Economia Mexicana NUEVA EPOCA.

    Volume (Year): VI (1997)
    Issue (Month): 2 (July-December)
    Pages: 223-247

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    Handle: RePEc:emc:ecomex:v:6:y:1997:i:2:p:223-247

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