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Inversión extranjera directa y tasa de interés en México: un análisis dinámico

Author

Listed:
  • Rogelio Varela

    (Universidad Autónoma de Baja California)

  • Lázaro Cruz

    (Universidad Autónoma de Baja California)

Abstract

El objetivo del trabajo es analizar el vínculo entre la inversión extranjera directa IED y la tasa de interés a través de la estimación de un modelo dinámico para la economía mexicana. La información corresponde al periodo 1995-2012. Los resultados sugieren que la inversión extranjera directa es sensible a los cambios de la tasa de interés en un desfase temporal. Los resultados se confirman con los resultados arrojados por el modelo de Koyck y Almon.

Suggested Citation

  • Rogelio Varela & Lázaro Cruz, 2016. "Inversión extranjera directa y tasa de interés en México: un análisis dinámico," Nóesis. Revista de Ciencias Sociales y Humanidades, Nóesis. Revista de Ciencias Sociales y Humanidades, vol. 25, pages 127-150, 50.
    • Handle: RePEc:cjz:noesis:550
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    References listed on IDEAS

    as
    1. Cheung, Yin-Wong & Lai, Kon S, 1995. "Lag Order and Critical Values of the Augmented Dickey-Fuller Test," Journal of Business & Economic Statistics, American Statistical Association, vol. 13(3), pages 277-280, July.
    2. Aarón Garavito & Ana María Iregui & María Teresa Ramírez, 2014. "An Empirical Examination of the Determinants of Foreign Direct Investment: A Firm-Level Analysis for the Colombian Economy," Revista de Economía del Rosario, Universidad del Rosario, June.
    3. Gustavo Bittencourt & Rosario Domingo, 2002. "Los determinantes de la IED y el impacto del MERCOSUR," Documentos de Trabajo (working papers) 0402, Department of Economics - dECON.
    4. Copelman, Martina & Werner, Alejandro M., 1997. "El mecanismo de la transmisión monetaria en México," El Trimestre Económico, Fondo de Cultura Económica, vol. 64(253), pages 75-104, enero-mar.
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    More about this item

    Keywords

    Inversión extranjera directa; tasa de interés; modelo dinámico.;
    All these keywords.

    JEL classification:

    • Z10 - Other Special Topics - - Cultural Economics - - - General

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