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El CRÉDITO BANCARIO COMO AR(1): EL CASO DE MÉXICO 1980-2003

Author

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  • Carlos Pulido

    (Tecnológico de Monterrey, Campus Ciudad de México)

Abstract

La literatura actual considera que el crédito bancario es un factor que incentiva el crecimiento económico. Para el caso de México, durante el período 1980-2003, se observa que el crédito -como proporción del PIB- muestra en general una trayectoria temporal constante o, si acaso, débilmente decreciente. Esta evidencia indica que la proporción crédito-PlB es una serie de tiempo que podría ser estacionaria y modelada con un proceso autorregresivo de orden p(AR(p)). El presente trabajo tiene como objeto mostrar que la serie es adecuadamente modelada con un AR(1) y que ésta representación puede ser sustentada consistentemente con un modelo elemental de programación dinámica.

Suggested Citation

  • Carlos Pulido, 2004. "El CRÉDITO BANCARIO COMO AR(1): EL CASO DE MÉXICO 1980-2003," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, vol. 3(2), pages 223-235, Junio 200.
    • Handle: RePEc:imx:journl:v:3:y:2004:i:2:p:223-235
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    File URL: http://www.remef.org.mx/index.php/primera/article/view/187
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    More about this item

    Keywords

    Series de Tiempo; Crecimiento Económico; Sistema Financiero;
    All these keywords.

    JEL classification:

    • C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
    • O47 - Economic Development, Innovation, Technological Change, and Growth - - Economic Growth and Aggregate Productivity - - - Empirical Studies of Economic Growth; Aggregate Productivity; Cross-Country Output Convergence
    • G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)

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