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México y Estados Unidos: sincronización de ciclos, 1980.1-2013.4

Author

Listed:
  • Eduardo Loría

    (Center for Modeling and Economic Forecasting, School of Economics, Universidad Nacional Autónoma de México (UNAM))

  • Emmanuel Salas

    (Center for Modeling and Economic Forecasting, School of Economics, Universidad Nacional Autónoma de México (UNAM).)

Abstract

Estimamos la sincronización estructural y progresiva de los ciclos de crecimiento de México y Estados Unidos (total e industrial) del primer trimestre de 1980 al cuarto trimestre de 2013. Aplicando las pruebas de cambio estructural desconocido de Quandt-Andrews (1993) y Bai-Perron (2003), identificamos que antes del cuarto trimestre de 1994 no había sincronización estadísticamente significativa entre el PIB de México y el del producto industrial de los Estados Unidos; pero una relación débil (estadísticamente significativa) con el PIB total de Estados Unidos. Sin embargo, desde el cuarto trimestre de 1997 y, particularmente, desde el segundo trimestre de 2001 la sincronización es alta y creciente desde el ciclo del producto industrial de Estados Unidos hacia el ciclo de México (R2 = 0.96). Esto significa que los grados de libertad de la política económica interna han decrecido notablemente.

Suggested Citation

  • Eduardo Loría & Emmanuel Salas, 2015. "México y Estados Unidos: sincronización de ciclos, 1980.1-2013.4," Ensayos Revista de Economía, Universidad Autónoma de Nuevo León, vol. 34(1), pages 75-102, May.
    • Handle: RePEc:ere:journl:v:34:y:2015:i:1:id:22
    DOI: 10.29105/ensayos34.1-3
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    References listed on IDEAS

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