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Análisis borroso del impacto del índice de inflación y de la cotización del dólar sobre el índice de confianza en México / Fuzzy Analysis of the Inflation Index and the Dollar Exchange Rate Impact on the Trust Indext in Mexico

Author

Listed:
  • De los cobos Silva, Sergio G

    (Universidad Autónoma Metropolitana Iztapalapa)

  • Gutiérrez Andrade, Miguel Ángel

    (Universidad Autónoma Metropolitana Iztapalapa)

  • Lara Velázquez, Pedro

    (Universidad Autónoma Metropolitana Azcapotzalco)

Abstract

En este artículo se presenta la metodología, los resultados y las conclusiones de un análisis comparativo del comportamiento del índice de confianza del consumidor de México usando dos modelos diferentes de regresión: el método tradicional de mínimos cuadrados y el método de regresión borrosa. Considerando como variables independientes el índice de inflación y la cotización del dólar para los trimestres de 2006 a 2009. Los modelos borrosos que se utilizan resultan ser más apropiados que los modelos por mínimos cuadrados, en los cuales se obtienen ordenadas al origen no creíbles y de difícil interpretación. Los intervalos de confianza posibilísticos son mucho más reducidos que los intervalos de confianza probabilísticos al 95%. / This paper presents the methodology, results and conclusions of a comparative analysis of the behavior of the Mexican Consumer Confidence Index using two different regression models; the traditional least squares method and the fuzzy regression method, considering as independent variables the inflation rate and the dollar –peso exchange rate, for the quarters from 2006 to 2009. The fuzzy models used are more appropriate than the least squares models in which the resulting y interceptions are difficult to interpret and sometimes illogical. The posibilistic confidence intervals are a lot more reduced than the probabilistic confidence intervals at 95%

Suggested Citation

  • De los cobos Silva, Sergio G & Gutiérrez Andrade, Miguel Ángel & Lara Velázquez, Pedro, 2011. "Análisis borroso del impacto del índice de inflación y de la cotización del dólar sobre el índice de confianza en México / Fuzzy Analysis of the Inflation Index and the Dollar Exchange Rate Impact on ," Estocástica: finanzas y riesgo, Departamento de Administración de la Universidad Autónoma Metropolitana Unidad Azcapotzalco, vol. 1(1), pages 7-28, enero-jun.
  • Handle: RePEc:sfr:efruam:v:1:y:1:i:1:p:7-28
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    More about this item

    Keywords

    Regresión lineal; Regresión borrosa; Programación lineal borrosa / Linear Regression; Fuzzy Regression; Fuzzy Linear Programming;
    All these keywords.

    JEL classification:

    • C01 - Mathematical and Quantitative Methods - - General - - - Econometrics
    • C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
    • C18 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Methodolical Issues: General
    • C58 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Financial Econometrics

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