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Impacto de los precios del petróleo sobre las macromagnitudes de Estados Unidos

Author

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  • Alfredo Ibrahim Flores Sarria

Abstract

En este estudio se emplea la metodología de los vectores autorregresivos (VAR’s) para analizar los impactos que tiene sobre la actividad económica agregada los incrementos en los precios del petróleo, así como también para examinar la postura que adopta la autoridad monetaria ante un shock petrolero y para realizar pronósticos ex post. A fin de analizar las interacciones dinámicas entre las variables involucradas, utilizamos pruebas de causalidad a la Granger, funciones impulso – respuesta y descomposición de la varianza del error de predicción. Se concluye que los shocks en los precios del petróleo retardan la actividad económica agregada y que la política monetaria no es neutral ante un shock petrolero.

Suggested Citation

  • Alfredo Ibrahim Flores Sarria, 2007. "Impacto de los precios del petróleo sobre las macromagnitudes de Estados Unidos," Contribuciones a la Economía, Servicios Académicos Intercontinentales SL, issue 2007-06, Juny.
    • Handle: RePEc:erv:contri:y:2007:i:2007-06:3bf046ad539247cabee6b8a7c3d4ad06
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