Efectos de la volatilidad del tipo de cambio sobre las expectativas de inflación y las perspectivas de crecimiento en México (2002-2014)
Effects of Volatility of the Exchange Rate on Inflation Expectations and Growth Prospects in Mexico (2002-2014)
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https://doi.org/10.29105/ensayos34.2-3Palabras clave:
Volatilidad del tipo de cambio, Política monetaria, Análisis de series de tiempoResumen
Esta investigación tiene como objetivo evaluar el impacto de la volatilidad del tipo de cambio en las expectativas de inflación y las perspectivas de crecimiento económico en México. Con el propósito de examinar si existe algún grado de causalidad, se utilizarán modelos de volatilidad multivariados estándar. El objetivo de esta investigación es medir la direccionalidad de la causalidad, es decir, se analizará econométricamente la posible relación en ambas direcciones. La principal conclusión es que sólo hay una relación estadísticamente significativa entre la volatilidad del tipo de cambio y la volatilidad de las expectativas de inflación, mientras que no se encontró una asociación estadísticamente significativa con las perspectivas de crecimiento; estos resultados proporcionan información importante que podría ser utilizada en el diseño de la política monetaria.
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Derechos de autor 2015 Guillermo Benavides, Isela Elizabeth Téllez-León, Francisco Venegas-Martínez
Esta obra está bajo una licencia internacional Creative Commons Atribución 4.0.
