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La curva de rendimiento y su relación con la actividad económica en México

Author

Listed:
  • Martha Beatriz Mota Aragón

    (Universidad Autónoma Metropolitana, México)

  • Leovardo Mata Mata

    (Universidad Anáhuac, México)

Abstract

En este trabajo se estudian los componentes principales de la variación de las tasas de interés de los instrumentos de deuda, emitidos por el Gobierno mexicano, en el periodo 1978-2017. Mediante un vector autorregresivo se encuentra una relación entre dichos componentes y las variables: brecha del PIB, tasa de inflación y tasa de crecimiento económico. Asimismo, se encuentra evidencia de causalidad en el sentido de Granger, lo que establece un puente entre la curva de rendimiento y la actividad económica en México.

Suggested Citation

  • Martha Beatriz Mota Aragón & Leovardo Mata Mata, 2018. "La curva de rendimiento y su relación con la actividad económica en México," Contaduría y Administración, Accounting and Management, vol. 63(4), pages 13-14, Octubre-D.
    • Handle: RePEc:nax:conyad:v:63:y:2018:i:4:p:13-14
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    References listed on IDEAS

    as
    1. Ang, Andrew & Piazzesi, Monika, 2003. "A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables," Journal of Monetary Economics, Elsevier, vol. 50(4), pages 745-787, May.
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