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Efectos de la volatilidad del tipo de cambio sobre las expectativas de inflación y las perspectivas de crecimiento en México (2002-2014)

Author

Listed:
  • Guillermo Benavides

    (EGADE Business School, Tecnológico de Monterrey, Campus Ciudad de México)

  • Isela Elizabeth Téllez-León

    (Escuela Superior de Economía, Instituto Politécnico Nacional)

  • Francisco Venegas-Martínez

    (Escuela Superior de Economía, Instituto Politécnico Nacional)

Abstract

Esta investigación tiene como objetivo evaluar el impacto de la volatilidad del tipo de cambio en las expectativas de inflación y las perspectivas de crecimiento económico en México. Con el propósito de examinar si existe algún grado de causalidad, se utilizarán modelos de volatilidad multivariados estándar. El objetivo de esta investigación es medir la direccionalidad de la causalidad, es decir, se analizará econométricamente la posible relación en ambas direcciones. La principal conclusión es que sólo hay una relación estadísticamente significativa entre la volatilidad del tipo de cambio y la volatilidad de las expectativas de inflación, mientras que no se encontró una asociación estadísticamente significativa con las perspectivas de crecimiento; estos resultados proporcionan información importante que podría ser utilizada en el diseño de la política monetaria.

Suggested Citation

  • Guillermo Benavides & Isela Elizabeth Téllez-León & Francisco Venegas-Martínez, 2015. "Efectos de la volatilidad del tipo de cambio sobre las expectativas de inflación y las perspectivas de crecimiento en México (2002-2014)," Ensayos Revista de Economía, Universidad Autónoma de Nuevo León, vol. 34(2), pages 63-78, November.
    • Handle: RePEc:ere:journl:v:34:y:2015:i:2:id:18
    DOI: 10.29105/ensayos34.2-3
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    References listed on IDEAS

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