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Equilibrio general con tasa de interés estocástica

Author

Listed:
  • Abigail Rodríguez Nava.

    (Universidad Autónoma Metropolitana, Unidad Xochimilco.)

  • Francisco Venegas Martínez.

    (Escuela Superior de Economía, Instituto Politécnico Nacional)

Abstract

En este documento se propone un modelo de equilibrio general en el que las decisiones de los agentes consumidores y firmas están sujetas a la incertidumbre existente en la tasa de interés, se asume que el comportamiento de ésta puede describirse a través de un movimiento geométrico browniano estándar, o bien, a través de un proceso de Ornstein-Uhlenbeck. El modelo conserva las hipótesis tradicionales acerca del comportamiento optimizador de firmas y consumidores. Como resultado se encuentra que la demanda y la oferta de capital y trabajo reproducen las características de los modelos deterministas; asimismo se definen las trayectorias óptimas de consumo y producción.

Suggested Citation

  • Abigail Rodríguez Nava. & Francisco Venegas Martínez., 2007. "Equilibrio general con tasa de interés estocástica," Economía: teoría y práctica, Universidad Autónoma Metropolitana, México, vol. 26(1), pages 9-30, Enero-Jun.
    • Handle: RePEc:ety:journl:v:26:y:2007:i:1:p:9-30
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    Citations

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    Cited by:

    1. Vergara-Pérez, Sami D. & Venegas-Martínez, Francisco, 2022. "Estimación bayesiana de un modelo dinámico estocástico nuevo keynesiano de equilibrio general con reglas de política fiscal y monetaria para México [Bayesian estimation of a new Keynesian stochasti," MPRA Paper 115458, University Library of Munich, Germany.

    More about this item

    Keywords

    Equilibrio general; tasa de interés estocástica; movimiento geométrico browniano.;
    All these keywords.

    JEL classification:

    • D81 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Criteria for Decision-Making under Risk and Uncertainty
    • D91 - Microeconomics - - Micro-Based Behavioral Economics - - - Role and Effects of Psychological, Emotional, Social, and Cognitive Factors on Decision Making
    • D92 - Microeconomics - - Micro-Based Behavioral Economics - - - Intertemporal Firm Choice, Investment, Capacity, and Financing

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