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Co-movimiento, persistencia y volatilidad de variables macroeconómicas mexicanas en presencia de cambio estructural, 1940-2012
Co-Movement, Persistence and Volatility of Mexican Macroeconomic Variables in the Presence of Structural Change, 1940-2012
[journal article]
Abstract Se analiza el co-movimiento, la
persistencia y la volatilidad de un conjunto
de variables macroeconómicas de México
durante 1940-2012. Las propiedades cíclicas
son estudiadas para el periodo global y
las etapas identificadas endógenamente
mediante la aplicación de pruebas de raíz
unitaria con... view more
Se analiza el co-movimiento, la
persistencia y la volatilidad de un conjunto
de variables macroeconómicas de México
durante 1940-2012. Las propiedades cíclicas
son estudiadas para el periodo global y
las etapas identificadas endógenamente
mediante la aplicación de pruebas de raíz
unitaria con cambio estructural. Los resultados
indican reducciones de volatilidad,
mejoras en el co-movimiento y mayor grado
de persistencia en el periodo más reciente.
Entre los factores clave para el ciclo económico
mexicano destacan el volumen de la producción industrial, el índice de precios
al productor, la circulación monetaria y el
empleo formal.... view less
Co-movement, persistence and volatility
for a set of macroeconomic variables of
Mexico are analyzed from 1940 to 2012. The
cyclical properties are studied for the overall
period and the stages endogenously identified
through the application of unit root tests
with structural change. The result... view more
Co-movement, persistence and volatility
for a set of macroeconomic variables of
Mexico are analyzed from 1940 to 2012. The
cyclical properties are studied for the overall
period and the stages endogenously identified
through the application of unit root tests
with structural change. The results indicate
a reduction of volatility, improvements
in the co-movement and higher degree of
persistence in the most recent period. Among
the most relevant factors for the Mexican
economic cycle are the volume of the industrial
production, the product price index, the
money supply and the formal employment.... view less
Keywords
Mexico; economic development (on national level); economic growth; structural change; business cycle; employment trend; Central America
Classification
National Economy
Document language
Spanish
Publication Year
2015
Page/Pages
p. 192-203
Journal
CIENCIA ergo-sum : revista científica multidisciplinaria de la Universidad Autónoma del Estado de México, 22 (2015) 3
ISSN
1405-0269
Status
Published Version; peer reviewed
Licence
Creative Commons - Attribution-Noncommercial-No Derivative Works