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Los precios del petróleo y la actividad económica en México

Author

Listed:
  • Antonio Ruiz-Porras

    (Universidad de Guadalajara)

  • Javier Emmanuel Anguiano-Pita

    (Universidad de Guadalajara)

Abstract

Estudiamos la interdependencia entre los precios del petróleo y la actividad económica, en México, usando un análisis de spillovers estáticos y dinámicos en los dominios del tiempo y de la frecuencia. Los principales hallazgos muestran, que: 1) Las relaciones entre los precios del petróleo y la actividad económica han fluctuado en el tiempo; 2) las variaciones de los precios del petróleo tienen efectos de corto plazo y sus volatilidades, efectos de largo plazo sobre la actividad económica; 3) los precios del petróleo MAYA tienen las mayores interdependencias con la actividad económica; 4) los spillovers netos más altos entre los precios del petróleo y la actividad económica ocurrieron entre abril de 2009 y junio de 2012. El estudio usa series de variaciones y volatilidades mensuales de los precios spot del petróleo MAYA, WTI y Brent y del indicador IGAE, del período de febrero de 1993 a diciembre de 2019.

Suggested Citation

  • Antonio Ruiz-Porras & Javier Emmanuel Anguiano-Pita, 2021. "Los precios del petróleo y la actividad económica en México," Ensayos Revista de Economía, Universidad Autónoma de Nuevo León, vol. 40(2), pages 159-188, November.
    • Handle: RePEc:ere:journl:v:40:y:2021:i:2:id:199
    DOI: 10.29105/ensayos40.2-3
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    References listed on IDEAS

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