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Estimacion de la Ley de Okun para Mexico al nivel estatal y por tamano de localidad

Author

Listed:
  • Diego Andres Cardoso Lopez

    (El Colegio de la Frontera Norte)

  • Jesus Antonio Lopez Cabrera

    (Comision Economica para America Latina y el Caribe (CEPAL), Mexico)

Abstract

Este articulo estima la Ley de Okun (1962) para Mexico al nivel estatal y por tamanos de localidades. Se utiliza un modelo de Panel de Vectores Autorregresivos (PVAR) para determinar los efectos de corto plazo, mientras que las funciones de Impulso-Respuesta y el Panel de Cointegracion se utilizan para determinar los efectos de largo plazo para el periodo que va de 2005 a 2022. Los resultados verifican la existencia de la Ley de Okun para todos los estados, y para el tamano de localidad mayor a 100 mil habitantes. Los rezagos de la tasa de crecimiento del capital humano tienen un efecto positivo en la tasa de crecimiento del desempleo, y los rezagos temporales de la tasa de desempleo tienen una incidencia negativa sobre la misma. Ademas, las innovaciones de estas variables presentan un comportamiento ciclico sobre el desempleo. Para el caso del analisis de largo plazo existe evidencia de una relacion de largo plazo entre las variables estacionarias y una relacion negativa.

Suggested Citation

  • Diego Andres Cardoso Lopez & Jesus Antonio Lopez Cabrera, 2023. "Estimacion de la Ley de Okun para Mexico al nivel estatal y por tamano de localidad," Sobre México. Revista de Economía, Sobre México. Temas en economía, vol. 1(7), pages 36-83.
  • Handle: RePEc:smx:journl:07:36:83
    as

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    File URL: https://sobremexico-revista.ibero.mx/index.php/Revista_Sobre_Mexico/article/view/128
    File Function: First version, 2023
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    More about this item

    JEL classification:

    • C49 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Other
    • E24 - Macroeconomics and Monetary Economics - - Consumption, Saving, Production, Employment, and Investment - - - Employment; Unemployment; Wages; Intergenerational Income Distribution; Aggregate Human Capital; Aggregate Labor Productivity
    • E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles

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