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Macroeconomía Estocástica

Editor

Listed:
  • Venegas-Martínez, Francisco
    (Escuela Superior de Economía del Instituto Politécnico Nacional)

  • Polanco-Gaytán, Mayrén
    (Universidad de Colima)

Abstract

La debacle financiera en la economía más grande del mundo afectó negativamente a sus socios comerciales, y particularmente a México. Las secuelas ya se han dejado ver en el empleo, el crecimiento y la inversión, entre muchas otros fundamentales más. Por lo anterior, la investigación debe enfocarse inmediatamente hacia propuestas que consideren la aleatoriedad de las variables económicas y financieras. Aun cuando la probabilidad de ocurrencia de algún evento (como la burbuja especulativa que se generó en los mercados financieros de todo el mundo a finales de 2008 y principios de 2009) era despreciable, ésta tiene que considerarse en el desarrollo de los modelos macroeconómicos empleados en el diseño de la política económica y financiera ya que, en caso contrario, si el evento llegara a ocurrir, entonces el modelo junto con sus predicciones serían completamente inútiles. Infortunadamente, todavía muchos economistas en el mundo, incluso reguladores y encargados de Instrumentar la política económica toman decisiones, lamentablemente, con base en modelos deterministas.

Suggested Citation

  • Venegas-Martínez, Francisco & Polanco-Gaytán, Mayrén (ed.), 2011. "Macroeconomía Estocástica," Sección de Estudios de Posgrado e Investigación de la Escuela Superios de Economía del Instituto Politécnico Nacional, Escuela Superior de Economía, Instituto Politécnico Nacional, edition 1, volume 1, number 005, Segundo s.
    • Handle: RePEc:ipn:libros:005
    as

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    File URL: http://yuss.me/revistas/Libros/book2011aFVMn005.pdf
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    References listed on IDEAS

    as
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    6. Merton, Robert C, 1969. "Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case," The Review of Economics and Statistics, MIT Press, vol. 51(3), pages 247-257, August.
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