Transmisión internacional de los shocks macroeconómicos estadounidenses en la región del T-MEC

Autores/as

  • Javier Emmanuel Anguiano Pita Universidad de Guadalajara-CUCEA
  • Antonio Ruiz Porras Universidad de Guadalajara, CUCEA

DOI:

https://doi.org/10.24275/uam/azc/dcsh/ae/2024v39n100/Anguiano

Palabras clave:

Shocks Macroeconómicos, Transmisión Internacional , T-MEC , Modelo GVAR , GIRFs

Resumen

Estudiamos la transmisión internacional de los shocks reales y financieros de Estados Unidos en la región del T-MEC utilizando un enfoque global. El estudio se basa en un modelo GVAR (Vector Global Auto-regresivo) y funciones generalizadas de impulso-respuesta (GIRF). Los principales hallazgos sugieren que: 1) Las economías del T-MEC están simultáneamente vinculadas a la economía mundial, principalmente a través del crédito privado, el comercio internacional y el PIB real; 2) los shocks sobre el PIB y los flujos comerciales de Estados Unidos tienen mayor influencia en Canadá que en México; 3) los shocks sobre las tasas de interés estadounidenses tienen mayor influencia en México que en Canadá; 4) el crédito privado y el comercio internacional son los más importantes canales para la transmisión de shocks macroeconómicos internacionales. El estudio se basa en datos trimestrales de 33 países del período 1986:T1-2019:T4.

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Biografía del autor/a

Antonio Ruiz Porras, Universidad de Guadalajara, CUCEA

Departamento de Metodos Cuantitativos. Profesor Investigador Titular C

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Publicado

2024-01-29

Cómo citar

Anguiano Pita, J. E., & Ruiz Porras, A. (2024). Transmisión internacional de los shocks macroeconómicos estadounidenses en la región del T-MEC. Análisis Económico, 39(100), 7–27. https://doi.org/10.24275/uam/azc/dcsh/ae/2024v39n100/Anguiano

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