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Comportamiento de la volatilidad del tipo de México, 1970-2010

Author

Listed:
  • Miguel Ángel Díaz Carreño

    (Facultad de Economía, UAEM)

  • Pamela Gómez Mendoza

    (IGECEM)

Abstract

Este artículo presenta un análisis del comportamiento de la volatilidad del tipo de cambio de México durante 1970-2010. Se encontró que la volatilidad del tipo de cambio real no mostró alteraciones significativas al contrastar los periodos de economía cerrada (1970-1982), en apertura (1983-1993) y abierta al comercio (1994-2010). A su vez, el tipo de cambio nominal presenta modificaciones sustantivas en su nivel de volatilidad entre periodos, ya que se redujo sensiblemente del periodo 1970-1982 a los periodos de 1983-1993 y 1994-2010, lo que sugiere que la implementación del TLCAN generó expectativas positivas en los agentes económicos y se reflejó en una menor volatilidad del tipo de cambio nominal.

Suggested Citation

  • Miguel Ángel Díaz Carreño & Pamela Gómez Mendoza, 2011. "Comportamiento de la volatilidad del tipo de México, 1970-2010," Economia y Sociedad., Universidad Michoacana de San Nicolas de Hidalgo, Facultad de Economia, issue 27, pages 13-27, Enero-Jun.
    • Handle: RePEc:qui:ecosoc:y:2011:i:27:p:13-27
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    More about this item

    Keywords

    México; volatilidad; tipo de cambio.;
    All these keywords.

    JEL classification:

    • C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
    • F31 - International Economics - - International Finance - - - Foreign Exchange

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