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Ciclos económicos y multiplicadores del gasto en Estados Unidos y México 1950-2003

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  • Guerrero, Carlos

    ()
    (Tecnológico de Monterrey, Campus Ciudad de México)

Abstract

Utilizando como marco de referencia el modelo de oferta y demanda agregadas, el documento identifica a los ciclos económicos y determina los multiplicadores del gasto en Estados Unidos y México entre los años de 1950 y 2003. El estudio aplica intensivamente herramientas cuantitativas –filtro de Hodrick-Prescott, análisis espectral, procedimiento de Johansen y filtro de Kalman. Los ciclos económicos en ambos países son asimétricos por su duración y volatilidad, y durante el periodo TLCAN aparece una relativa sincronización. El multiplicador del gasto de largo plazo en nuestro país es mayor al estadounidense –lo cual explica, en algún sentido, la superior volatilidad macroeconómica mexicana–, y en los últimos lustros el primero acusa una significativa reducción como consecuencia parcial del funcionamiento del modelo de desarrollo vigente.

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File URL: http://alejandria.ccm.itesm.mx/egap/documentos/EGAP-2010-03.pdf
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Bibliographic Info

Paper provided by Tecnológico de Monterrey, Campus Ciudad de México in its series EGAP Working Papers with number 2010-03.

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Date of creation: Nov 2010
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Handle: RePEc:ega:docume:201003

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Web page: http://www.ccm.itesm.mx/egap/
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Keywords: sector TIC; crecimiento económico; metodología hedónica;

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  1. Gandolfo, Giancarlo & Goldberg, Michael D., 2005. "International Finance And Open-Economy Macroeconomics," Macroeconomic Dynamics, Cambridge University Press, vol. 9(02), pages 263-266, April.
  2. Graham Elliott & Thomas J. Rothenberg & James H. Stock, 1992. "Efficient Tests for an Autoregressive Unit Root," NBER Technical Working Papers 0130, National Bureau of Economic Research, Inc.
  3. John Y. Campbell & N. Gregory Mankiw, 1988. "Are Output Fluctuations Transitory?," NBER Working Papers 1916, National Bureau of Economic Research, Inc.
  4. Perron, Pierre & Ng, Serena, 1996. "Useful Modifications to Some Unit Root Tests with Dependent Errors and Their Local Asymptotic Properties," Review of Economic Studies, Wiley Blackwell, vol. 63(3), pages 435-63, July.
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