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Elasticidad entre los precios internacionales del petróleo y el tipo de cambio peso-dólar de 2010 a 2015

Author

Listed:
  • Mota-Aragón, Martha Beatriz

    (Universidad Autónoma Metropolitana)

  • Mata-Mata, Leovardo

    (Universidad Autónoma Metropolitana)

Abstract

En este trabajo se estima la elasticidad entre los precios internacionales del petróleo y el tipo de cambio peso-dólar, para ello se emplea un modelo de rezagos distribuidos y una especificación GARCH(1,1). El periodo de análisis abarca los años 2010-2015, donde ocurren las subidas y caídas vertiginosas de los precios del petróleo. / In this paper the elasticity between international oil prices and the peso-dollar exchange is calculated. It is used a distributed lag model and GARCH(1,1) specification. The analysis period covers the years 2010-2015, where the ups and vertiginous drops in oil prices occur.

Suggested Citation

  • Mota-Aragón, Martha Beatriz & Mata-Mata, Leovardo, 2016. "Elasticidad entre los precios internacionales del petróleo y el tipo de cambio peso-dólar de 2010 a 2015," Panorama Económico, Escuela Superior de Economía, Instituto Politécnico Nacional, vol. 0(44), pages 125-135, primer se.
    • Handle: RePEc:ipn:panora:v:xi:y:2016:i:44:p:125-135
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    More about this item

    Keywords

    precios del petróleo; modelo GARCH; rezagos distribuidos; elasticidad; volatilidad. / oil prices; GARCH; distributed lag; elasticity; volatility.;
    All these keywords.

    JEL classification:

    • C16 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Econometric and Statistical Methods; Specific Distributions
    • G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
    • G23 - Financial Economics - - Financial Institutions and Services - - - Non-bank Financial Institutions; Financial Instruments; Institutional Investors

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