IDEAS home Printed from https://ideas.repec.org/a/cjz/noesis/550.html

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
    Note: none
    as

    Download full text from publisher

    File URL: http://open-apps.uacj.mx/RePEc/cjz/noesis/550.pdf
    File Function: none
    Download Restriction: none
    ---><---

    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. 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.
    3. Aarón Garavito & Ana Mar�a Iregui & Mar�a Teresa Ram�rez, 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.
    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.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Mark J Holmes & Jesús Otero & Theodore Panagiotidis, 2018. "Climbing the property ladder: An analysis of market integration in London property prices," Urban Studies, Urban Studies Journal Limited, vol. 55(12), pages 2660-2681, September.
    2. Francis Ahking, 2003. "Efficient unit root tests of real exchange rates in the post-Bretton Woods era," Economics Bulletin, AccessEcon, vol. 6(7), pages 1-12.
    3. Maryam Motamedi & Jessica Dawson & Na Li & Douglas G Down & Nancy M Heddle, 2024. "Demand forecasting for platelet usage: From univariate time series to multivariable models," PLOS ONE, Public Library of Science, vol. 19(4), pages 1-30, April.
    4. Cheung, Yin-Wong & Chinn, Menzie D. & Qian, XingWang, 2014. "The structural behavior of China–US trade flows," BOFIT Discussion Papers 23/2014, Bank of Finland Institute for Emerging Economies (BOFIT).
    5. Holmes, Mark J. & Otero, Jesús & Panagiotidis, Theodore, 2013. "On the dynamics of gasoline market integration in the United States: Evidence from a pair-wise approach," Energy Economics, Elsevier, vol. 36(C), pages 503-510.
    6. Yin-Wong Cheung & Frank Westermann, 2001. "Equity Price Dynamics Before and After the Introduction of the Euro: A Note," Multinational Finance Journal, Multinational Finance Journal, vol. 5(2), pages 113-128, June.
    7. Luisanna Onnis & Patrizio Tirelli, 2015. "Shadow economy: Does it matter for money velocity?," Empirical Economics, Springer, vol. 49(3), pages 839-858, November.
    8. Lai, Kon S., 2004. "On structural shifts and stationarity of the ex ante real interest rate," International Review of Economics & Finance, Elsevier, vol. 13(2), pages 217-228.
    9. Alexandr Èerný & Michal Koblas, 2008. "Stock Market Integration and the Speed of Information Transmission," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 58(01-02), pages 2-20, January.
    10. Baumöhl, Eduard & Lyócsa, Štefan, 2012. "Constructing weekly returns based on daily stock market data: A puzzle for empirical research?," MPRA Paper 43431, University Library of Munich, Germany.
    11. Liang, Chao & Tang, Linchun & Li, Yan & Wei, Yu, 2020. "Which sentiment index is more informative to forecast stock market volatility? Evidence from China," International Review of Financial Analysis, Elsevier, vol. 71(C).
    12. Yi Ding & Xuening Zhu & Rui Pan & Bo Zhang, 2025. "Network Vector Autoregression with Time-Varying Nodal Influence," Computational Economics, Springer;Society for Computational Economics, vol. 66(5), pages 4161-4187, November.
    13. Lambert, Thomas, 2021. "The Baran Ratio, Investment, and British Economic Growth and Investment," MPRA Paper 109546, University Library of Munich, Germany.
    14. Parisa Foroutan & Salim Lahmiri, 2024. "Connectedness of cryptocurrency markets to crude oil and gold: an analysis of the effect of COVID-19 pandemic," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 10(1), pages 1-23, December.
    15. Hans-Werner Sinn & Frank Westermann, 2000. "Two Mezzogiornos," CESifo Working Paper Series 378, CESifo.
    16. Brum-Civelli, Conrado & Fried-Gindel, Alejandro & Garcia-Hiernaux, Alfredo, 2024. "IFCI-SA: International financial conditions index for South American economies," Research in International Business and Finance, Elsevier, vol. 72(PA).
    17. Liu, Guangqiang & Guo, Xiaozhu, 2022. "Forecasting stock market volatility using commodity futures volatility information," Resources Policy, Elsevier, vol. 75(C).
    18. Artur Silva Lopes, 2006. "Deterministic seasonality in Dickey–Fuller tests: should we care?," Empirical Economics, Springer, vol. 31(1), pages 165-182, March.
    19. Yin-Wong Cheung & Dickson C. Tam & Matthew S. Yiu, 2008. "Does the Chinese interest rate follow the US interest rate?," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 13(1), pages 53-67.
    20. A. M. Robert Taylor & Dick van Dijk, 2002. "Can Tests for Stochastic Unit Roots Provide Useful Portmanteau Tests for Persistence?," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 64(4), pages 381-397, September.

    More about this item

    Keywords

    ;
    ;
    ;

    JEL classification:

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

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:cjz:noesis:550. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Ph.D. Isaac Leobardo Sánchez Juárez (email available below). General contact details of provider: https://edirc.repec.org/data/dsacjmx.html .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.